public ProtoMessage CreateAmendStopOrderRequest(long accountId, string accessToken, long orderId, double stopPrice, string clientMsgId = null)
{
var _msg = ProtoOAAmendOrderReq.CreateBuilder();
_msg.SetCtidTraderAccountId(accountId);
_msg.SetOrderId(orderId);
_msg.SetStopPrice(stopPrice);
return(CreateMessage((uint)_msg.PayloadType, _msg.Build().ToByteString(), clientMsgId));
}
public ProtoMessage CreateAmendStopOrderRequest(long accountId, string accessToken, long orderId, double stopPrice, string clientMsgId = null)
{
var _msg = new ProtoOAAmendOrderReq();
_msg.accountId = accountId;
_msg.accessToken = accessToken;
_msg.orderId = orderId;
_msg.stopPrice = stopPrice;
return(CreateMessage((uint)_msg.payloadType, Utils.Serialize <ProtoOAAmendOrderReq>(_msg), clientMsgId));
}
public ProtoMessage CreateAmendLimitOrderRequest(long accountId, string accessToken, long orderId, double limitPrice, string clientMsgId = null)
{
var _msg = ProtoOAAmendOrderReq.CreateBuilder();
_msg.SetAccountId(accountId);
_msg.SetAccessToken(accessToken);
_msg.SetOrderId(orderId);
_msg.SetLimitPrice(limitPrice);
_msg.SetTakeProfitPrice(limitPrice + 0.02);
return(CreateMessage((uint)_msg.PayloadType, _msg.Build().ToByteString(), clientMsgId));
}
public async Task ModifyOrder(PendingOrderModel oldOrder, PendingOrderModel newOrder, long accountId, bool isLive)
{
VerifyConnection();
var requestMessage = new ProtoOAAmendOrderReq
{
OrderId = oldOrder.Id,
CtidTraderAccountId = accountId,
Volume = newOrder.Volume,
};
if (newOrder.IsStopLossEnabled)
{
requestMessage.StopLoss = newOrder.StopLossInPrice;
requestMessage.TrailingStopLoss = newOrder.IsTrailingStopLossEnabled;
}
if (newOrder.IsTakeProfitEnabled)
{
requestMessage.TakeProfit = newOrder.TakeProfitInPrice;
}
if (newOrder.IsExpiryEnabled)
{
requestMessage.ExpirationTimestamp = new DateTimeOffset(newOrder.ExpiryTime).ToUnixTimeMilliseconds();
}
if (newOrder.Type == PendingOrderType.Limit)
{
requestMessage.LimitPrice = newOrder.Price;
}
else
{
requestMessage.StopPrice = newOrder.Price;
if (newOrder.Type == PendingOrderType.StopLimit)
{
var slippageinPoint = newOrder.Symbol.Data.GetPointsFromPips(newOrder.LimitRangeInPips);
if (slippageinPoint < int.MaxValue)
{
requestMessage.SlippageInPoints = (int)slippageinPoint;
}
}
}
var client = GetClient(isLive);
await client.SendMessage(requestMessage, ProtoOAPayloadType.ProtoOaAmendOrderReq);
}
public ProtoMessage CreateAmendLimitOrderRequest(long accountId, string accessToken, long orderId, double limitPrice, double takeProfit = 0, double stopLoss = 0, string clientMsgId = null)
{
var _msg = ProtoOAAmendOrderReq.CreateBuilder();
_msg.SetCtidTraderAccountId(accountId);
_msg.SetOrderId(orderId);
_msg.SetLimitPrice(limitPrice);
if (takeProfit > 0)
{
_msg.SetTakeProfit(takeProfit);
}
if (stopLoss > 0)
{
_msg.SetStopLoss(stopLoss);
}
return(CreateMessage((uint)_msg.PayloadType, _msg.Build().ToByteString(), clientMsgId));
}
public ProtoOAAmendOrderReq GetAmendOrderRequest(byte[] msg = null)
{
return(ProtoOAAmendOrderReq.CreateBuilder().MergeFrom(GetPayload(msg)).Build());
}
public static ProtoMessage Amend_Order_Req(long ctidTraderAccountId,
long orderId,
long volume = 0,
double limitPrice = 0,
double stopPrice = 0,
long expirationTimestamp = 0,
double stopLoss = 0,
double takeProfit = 0,
int slippageInPoints = 0,
long relativeStopLoss = 0,
long relativeTakeProfit = 0,
bool guaranteedStopLoss = false,
bool trailingStopLoss = false,
ProtoOAOrderTriggerMethod stopTriggerMethod = ProtoOAOrderTriggerMethod.Trade)
{
ProtoOAAmendOrderReq message = new ProtoOAAmendOrderReq
{
payloadType = ProtoOAPayloadType.ProtoOaAmendOrderReq,
ctidTraderAccountId = ctidTraderAccountId,
orderId = orderId
};
if (volume > 0)
{
message.Volume = volume;
}
if (limitPrice > 0)
{
message.limitPrice = limitPrice;
}
if (stopPrice > 0)
{
message.stopPrice = stopPrice;
}
if (expirationTimestamp > 0)
{
message.expirationTimestamp = expirationTimestamp;
}
if (stopLoss > 0)
{
message.stopLoss = stopLoss;
}
if (takeProfit > 0)
{
message.takeProfit = takeProfit;
}
if (slippageInPoints > 0)
{
message.slippageInPoints = slippageInPoints;
}
if (relativeStopLoss > 0)
{
message.relativeStopLoss = relativeStopLoss;
}
if (relativeTakeProfit > 0)
{
message.relativeTakeProfit = relativeTakeProfit;
}
if (guaranteedStopLoss)
{
message.guaranteedStopLoss = true;
}
if (trailingStopLoss)
{
message.trailingStopLoss = true;
}
if (stopTriggerMethod != ProtoOAOrderTriggerMethod.Trade)
{
message.stopTriggerMethod = stopTriggerMethod;
}
Log.Info("ProtoOAAmendOrderReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"volume: {volume}; " +
$"limitPrice: {limitPrice}; " +
$"stopPrice: {stopPrice}; " +
$"expirationTimestamp: {expirationTimestamp} ({EpochToString(expirationTimestamp)}; " +
$"stopLoss: {stopLoss}; " +
$"takeProfit: {takeProfit}; " +
$"slippageInPoints: {slippageInPoints}; " +
$"relativeStopLoss: {relativeStopLoss}; " +
$"relativeTakeProfit: {relativeTakeProfit}; " +
$"guaranteedStopLoss: {guaranteedStopLoss}; " +
$"trailingStopLoss: {trailingStopLoss}; " +
$"stopTriggerMethod: {stopTriggerMethod}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}