public ProtoMessage CreateExecutionEvent(ProtoOAExecutionType executionType, ProtoOAOrder order, ProtoOAPosition position = null, string reasonCode = null, string clientMsgId = null)
{
var _msg = ProtoOAExecutionEvent.CreateBuilder();
_msg.SetExecutionType(executionType);
_msg.SetOrder(order);
if (position != null)
{
_msg.SetPosition(position);
}
return(CreateMessage((uint)_msg.PayloadType, _msg.Build().ToByteString(), clientMsgId));
}
public ProtoMessage CreateExecutionEvent(ProtoOAExecutionType executionType, ProtoOAOrder order, ProtoOAPosition position = null, string reasonCode = null, string clientMsgId = null)
{
var _msg = new ProtoOAExecutionEvent();
_msg.executionType = executionType;
_msg.order = order;
if (position != null)
{
_msg.position = position;
}
if (reasonCode != null)
{
_msg.reasonCode = reasonCode;
}
return(CreateMessage((uint)_msg.payloadType, Utils.Serialize <ProtoOAExecutionEvent>(_msg), clientMsgId));
}
static string OpenApiExecEventsToString(ProtoMessage msg)
{
if ((ProtoOAPayloadType)msg.PayloadType != ProtoOAPayloadType.PROTO_OA_EXECUTION_EVENT)
{
return("ERROR in OpenApiExecutionEvents: Wrong message type");
}
if (!msg.HasPayload)
{
return("ERROR in OpenApiExecutionEvents: Corrupted execution event, no payload found");
}
var _msg = ProtoOAExecutionEvent.CreateBuilder().MergeFrom(msg.Payload).Build();
var _str = OpenApiExecutionTypeToString(_msg.ExecutionType) + "{" +
OpenApiOrderToString(_msg.Order) +
(_msg.HasPosition ? ", " + OpenApiPositionToString(_msg.Position) : "") +
(_msg.HasErrorCode ? ", errorCode:" + _msg.ErrorCode : "");
return(_str + "}");
}
//public ProtoOASubscribeForTradingEventsReq GetSubscribeForTradingEventsRequest(byte[] msg = null)
//{
// return ProtoOASubscribeForTradingEventsReq.CreateBuilder().MergeFrom(GetPayload(msg)).Build();
//}
//public ProtoOASubscribeForTradingEventsRes GetSubscribeForTradingEventsResponse(byte[] msg = null)
//{
// return ProtoOASubscribeForTradingEventsRes.CreateBuilder().MergeFrom(GetPayload(msg)).Build();
//}
//public ProtoOAUnsubscribeFromTradingEventsReq GetUnsubscribeForTradingEventsRequest(byte[] msg = null)
//{
// return ProtoOAUnsubscribeFromTradingEventsReq.CreateBuilder().MergeFrom(GetPayload(msg)).Build();
//}
//public ProtoOAUnsubscribeFromTradingEventsRes GetUnsubscribeForTradingEventsResponse(byte[] msg = null)
//{
// return ProtoOAUnsubscribeFromTradingEventsRes.CreateBuilder().MergeFrom(GetPayload(msg)).Build();
//}
//public ProtoOAGetSubscribedAccountsReq GetAllSubscriptionsForTradingEventsRequest(byte[] msg = null)
//{
// return ProtoOAGetSubscribedAccountsReq.CreateBuilder().MergeFrom(GetPayload(msg)).Build();
//}
//public ProtoOAGetSubscribedAccountsRes GetAllSubscriptionsForTradingEventsResponse(byte[] msg = null)
//{
// return ProtoOAGetSubscribedAccountsRes.CreateBuilder().MergeFrom(GetPayload(msg)).Build();
//}
public ProtoOAExecutionEvent GetExecutionEvent(byte[] msg = null)
{
return(ProtoOAExecutionEvent.CreateBuilder().MergeFrom(GetPayload(msg)).Build());
}
private void Listen(SslStream sslStream)
{
while (!isShutdown)
{
//Read the message into a proto message
Thread.Sleep(1);
byte[] _length = new byte[sizeof(int)];
int readBytes = 0;
do
{
Thread.Sleep(0);
readBytes += sslStream.Read(_length, readBytes, _length.Length - readBytes);
} while (readBytes < _length.Length);
int length = BitConverter.ToInt32(_length.Reverse().ToArray(), 0);
if (length <= 0)
{
continue;
}
if (length > MaxMessageSize)
{
string exceptionMsg = "Message length " + length.ToString() + " is out of range (0 - " + MaxMessageSize.ToString() + ")";
throw new System.IndexOutOfRangeException();
}
byte[] _message = new byte[length];
readBytes = 0;
do
{
Thread.Sleep(0);
readBytes += sslStream.Read(_message, readBytes, _message.Length - readBytes);
} while (readBytes < length);
var msgFactory = new OpenApiMessagesFactory();
var protoMessage = msgFactory.GetMessage(_message);
//recieved a msg so show View connection is still alive
HeartBeatHandler?.Invoke();
if (protoMessage.PayloadType > 49 && protoMessage.PayloadType < 54)
{
switch ((ProtoPayloadType)protoMessage.PayloadType)
{
case ProtoPayloadType.ERROR_RES:
ErrorHandler?.Invoke(protoMessage.ToString());
break;
case ProtoPayloadType.HEARTBEAT_EVENT:
//heartbeat Event
HeartBeatHandler?.Invoke();
break;
case ProtoPayloadType.PING_REQ:
MessageHandler?.Invoke("Ping req");
break;
case ProtoPayloadType.PING_RES:
MessageHandler?.Invoke("Ping res");
break;
}
}
else
{
//check what the message type is and perform the relevant operations
switch ((ProtoOAPayloadType)protoMessage.PayloadType)
{
case ProtoOAPayloadType.PROTO_OA_ERROR_RES:
//an error has been received
var error = ProtoOAErrorRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
ErrorHandler?.Invoke("Proto message error " + error.ErrorCode + " " + error.Description);
break;
case ProtoOAPayloadType.PROTO_OA_ORDER_ERROR_EVENT:
//an error with an order has been found
var orderError = ProtoOAOrderErrorEvent.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
OnTradeFail?.Invoke(orderError.CtidTraderAccountId, "Trade Failed: " + orderError.ErrorCode + " " + orderError.Description);
break;
case ProtoOAPayloadType.PROTO_OA_EXECUTION_EVENT:
var executionEvent = ProtoOAExecutionEvent.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
if (executionEvent.ExecutionType == ProtoOAExecutionType.ORDER_ACCEPTED)
{
if (executionEvent.Order.OrderType == ProtoOAOrderType.MARKET)
{
if (executionEvent.Order.ClosingOrder)
{
OnOrderAccepted?.Invoke(executionEvent.Order.ClientOrderId, executionEvent.Order.PositionId, true);
}
else
{
OnOrderAccepted?.Invoke(executionEvent.Order.ClientOrderId, executionEvent.Order.PositionId, false);
}
}
else if (executionEvent.Order.OrderType == ProtoOAOrderType.STOP_LOSS_TAKE_PROFIT)
{
OnStopTargetAccepted?.Invoke(executionEvent.Order.ClientOrderId, executionEvent.Order.PositionId);
}
}
else if (executionEvent.ExecutionType == ProtoOAExecutionType.ORDER_FILLED)
{
if (executionEvent.Order.ClosingOrder)
{
OnOrderFilled?.Invoke(executionEvent.Order.ClientOrderId, executionEvent.Order.PositionId, executionEvent.Order.ExecutedVolume, true);
}
else
{
OnOrderFilled?.Invoke(executionEvent.Order.ClientOrderId, executionEvent.Order.PositionId, executionEvent.Order.ExecutedVolume, false);
}
}
else if (executionEvent.ExecutionType == ProtoOAExecutionType.ORDER_CANCELLED)
{
OnOrderCancelled?.Invoke(executionEvent.Order.ClientOrderId, executionEvent.Order.PositionId);
}
break;
case ProtoOAPayloadType.PROTO_OA_ACCOUNT_AUTH_RES:
//auth has been recieved for the account
var auth = ProtoOAAccountAuthRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
OnAccountAuthorised?.Invoke(auth.CtidTraderAccountId);
break;
case ProtoOAPayloadType.PROTO_OA_APPLICATION_AUTH_RES:
//Application has been authorised so continue the connection to get account and symbol data
MessageHandler?.Invoke("App authorised.");
BeginConnection();
break;
case ProtoOAPayloadType.PROTO_OA_SYMBOLS_LIST_RES:
//When requesting the list of all available assets
var symbols = ProtoOASymbolsListRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
MessageHandler?.Invoke("Symbols downloaded for account " + symbols.CtidTraderAccountId);
//get the associated user
UserConfig config = Users.Where(x => x.Value.AccountId == symbols.CtidTraderAccountId).Select(x => x.Value).FirstOrDefault();
//store the symbols in a dictionary where the key is the id
foreach (ProtoOALightSymbol symbol in symbols.SymbolList)
{
config.Symbols.Add(new Symbol((int)symbol.SymbolId, symbol.SymbolName));
}
//Save to file so they can be easily reloaded on program restart
try
{
config.SaveToFile();
}
catch (IOException ex) //non critical so just flag an error
{
ErrorHandler?.Invoke("Could not save symbols list for account id " + symbols.CtidTraderAccountId + ": " + ex.Message);
}
//start subscribing to tick events
StartSubscribes(symbols.CtidTraderAccountId);
break;
case ProtoOAPayloadType.PROTO_OA_SPOT_EVENT:
//Tick has been recieved
var details = ProtoOASpotEvent.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
//record the time of the tick in UTC time (the tick time doesn't actually come with the payload)
DateTime tickTime = DateTime.UtcNow;
//get the associated user
UserConfig config_spot = Users.Where(x => x.Value.AccountId == details.CtidTraderAccountId).Select(x => x.Value).FirstOrDefault();
//Queue this for writing to file - queue as TickData class which also has the time at which the tick was recieved
if (details.HasBid)
{
if (ShouldWriteTicks)
{
_ticksToWrite[config_spot.Token].Enqueue(new TickData((int)details.SymbolId, tickTime, true, details.Bid));
}
//Notify a tick has been recieved
SymbolTickHandler?.Invoke(config_spot, details.SymbolId, true, details.Bid, tickTime);
}
if (details.HasAsk)
{
if (ShouldWriteTicks)
{
_ticksToWrite[config_spot.Token].Enqueue(new TickData((int)details.SymbolId, tickTime, false, details.Ask));
}
//Notify a tick has been recieved
SymbolTickHandler?.Invoke(config_spot, details.SymbolId, false, details.Ask, tickTime);
}
break;
case ProtoOAPayloadType.PROTO_OA_GET_ACCOUNTS_BY_ACCESS_TOKEN_RES:
var accounts_list = ProtoOAGetAccountListByAccessTokenRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
//get the first account - we only need 1 account to extract tick data - no trading will take place
ProtoOACtidTraderAccount account = accounts_list.CtidTraderAccountList.FirstOrDefault();
//assign the account id that will be used to extract ticks (Users are stored as a dictionary with token as the key)
if (account != null)
{
Users[accounts_list.AccessToken].AccountId = (long)account.CtidTraderAccountId;
}
else
{
throw new MissingFieldException("There are no trading accounts associated with this token.");
}
MessageHandler?.Invoke("Account selected: " + account.CtidTraderAccountId);
//Save to file so it can be easily reloaded on program restart
try
{
Config.SaveToFile();
}
catch (IOException ex) //non critical so just flag an error
{
ErrorHandler?.Invoke("Could not save config file with updated account id: " + ex.Message);
}
//get the symbols available to this account
AuthAccount(accounts_list.AccessToken);
break;
case ProtoOAPayloadType.PROTO_OA_SUBSCRIBE_SPOTS_RES:
var spotRes = ProtoOASubscribeSpotsRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
break;
default:
ErrorHandler?.Invoke((ProtoOAPayloadType)protoMessage.PayloadType + " message not handled.");
break;
}
;
}
}
}
private void OnExecutionEvent(ProtoOAExecutionEvent executionEvent)
{
testOrderId = executionEvent.Order.OrderId;
testPositionId = executionEvent.Position.PositionId;
}
private void ProcessExecutionEvent(ProtoOAExecutionEvent args)
{
if (args.ctidTraderAccountId != CtidTraderAccount)
{
return;
}
switch (args.executionType)
{
case ProtoOAExecutionType.OrderAccepted:
{
if (args.Order.closingOrder)
{
if (Positions.ContainsKey(args.Position.positionId))
{
Positions.Remove(args.Position.positionId);
}
}
else
{
switch (args.Order.orderType)
{
case ProtoOAOrderType.Limit:
case ProtoOAOrderType.Stop:
case ProtoOAOrderType.StopLimit:
Orders[args.Order.orderId] = args.Order;
break;
case ProtoOAOrderType.Market:
case ProtoOAOrderType.MarketRange:
case ProtoOAOrderType.StopLossTakeProfit:
break;
default:
throw new ArgumentOutOfRangeException();
}
}
break;
}
case ProtoOAExecutionType.OrderFilled:
{
if (Orders.ContainsKey(args.Order.orderId))
{
Orders.Remove(args.Order.orderId);
}
switch (args.Position.positionStatus)
{
case ProtoOAPositionStatus.PositionStatusOpen:
{
Positions[args.Position.positionId] = args.Position;
break;
}
case ProtoOAPositionStatus.PositionStatusClosed:
{
if (Positions.ContainsKey(args.Position.positionId))
{
Positions.Remove(args.Position.positionId);
}
break;
}
case ProtoOAPositionStatus.PositionStatusCreated:
{
Positions[args.Position.positionId] = args.Position;
break;
}
case ProtoOAPositionStatus.PositionStatusError:
break;
default:
throw new ArgumentOutOfRangeException();
}
break;
}
case ProtoOAExecutionType.OrderReplaced:
{
Orders[args.Order.orderId] = args.Order;
break;
}
case ProtoOAExecutionType.OrderCancelled:
case ProtoOAExecutionType.OrderExpired:
{
if (Orders.ContainsKey(args.Order.orderId))
{
Orders.Remove(args.Order.orderId);
}
break;
}
case ProtoOAExecutionType.OrderPartialFill:
case ProtoOAExecutionType.OrderCancelRejected:
{
Orders[args.Order.orderId] = args.Order;
Positions[args.Position.positionId] = args.Position;
break;
}
case ProtoOAExecutionType.OrderRejected:
case ProtoOAExecutionType.BonusDepositWithdraw:
case ProtoOAExecutionType.DepositWithdraw:
case ProtoOAExecutionType.Swap:
{
break;
}
default:
throw new ArgumentOutOfRangeException();
}
}
static string OpenApiMessageToString(ProtoMessage msg)
{
switch ((ProtoOAPayloadType)msg.PayloadType)
{
case ProtoOAPayloadType.PROTO_OA_APPLICATION_AUTH_REQ:
var app_auth_req = ProtoOAApplicationAuthReq.CreateBuilder().MergeFrom(msg.Payload).Build();
return("AppAuthRequest{clientId:" + app_auth_req.ClientId + ", clientSecret:" + app_auth_req.ClientSecret + "}");
case ProtoOAPayloadType.PROTO_OA_APPLICATION_AUTH_RES:
return("ApAuthResponse");
case ProtoOAPayloadType.PROTO_OA_ACCOUNT_AUTH_REQ:
var acc_auth_req = ProtoOAAccountAuthReq.CreateBuilder().MergeFrom(msg.Payload).Build();
return("AccAuthRequest{CtidTraderAccountId:" + acc_auth_req.CtidTraderAccountId + "}");
case ProtoOAPayloadType.PROTO_OA_ACCOUNT_AUTH_RES:
return("AccAuthResponse");
case ProtoOAPayloadType.PROTO_OA_GET_ACCOUNTS_BY_ACCESS_TOKEN_REQ:
return("GetAccountsByAccessTokenReq");
case ProtoOAPayloadType.PROTO_OA_GET_ACCOUNTS_BY_ACCESS_TOKEN_RES:
var accounts_list = ProtoOAGetAccountListByAccessTokenRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbAccounts = new StringBuilder();
foreach (var account in accounts_list.CtidTraderAccountList)
{
sbAccounts.Append("ID: " + account.CtidTraderAccountId + (account.IsLive ? " Status: Live" + Environment.NewLine : " Status: Demo " + Environment.NewLine));
}
return("GetAccountsByAccessTokenRes{" + sbAccounts.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_TRADER_REQ:
return("PotoOATraderReq");
case ProtoOAPayloadType.PROTO_OA_SYMBOLS_LIST_REQ:
return("GetSymbolsList");
case ProtoOAPayloadType.PROTO_OA_SYMBOLS_LIST_RES:
var symbols_list = ProtoOASymbolsListRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbSymbols = new StringBuilder();
foreach (var symbol in symbols_list.SymbolList)
{
sbSymbols.Append("ID: " + symbol.SymbolId + Environment.NewLine);
sbSymbols.Append("Name: " + symbol.SymbolName + Environment.NewLine);
}
return("Symbols{" + sbSymbols.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_EXECUTION_EVENT:
return(OpenApiExecEventsToString(msg));
case ProtoOAPayloadType.PROTO_OA_DEAL_LIST_REQ:
return("DealListRequest{}");
case ProtoOAPayloadType.PROTO_OA_DEAL_LIST_RES:
var deal_list = ProtoOADealListRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbDeals = new StringBuilder();
foreach (var deal in deal_list.DealList)
{
sbDeals.Append("ID: " + deal.DealId + Environment.NewLine);
sbDeals.Append("Status: " + deal.DealStatus + Environment.NewLine);
sbDeals.Append("Volume: " + deal.Volume + Environment.NewLine);
}
return("DealList{" + sbDeals.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_RECONCILE_REQ:
return("ReconcileRequest{}");
case ProtoOAPayloadType.PROTO_OA_RECONCILE_RES:
var reconcile_response = ProtoOAReconcileRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbReconcile = new StringBuilder();
foreach (var order in reconcile_response.OrderList)
{
sbReconcile.Append("ID: " + order.OrderId + Environment.NewLine);
sbReconcile.Append("Status: " + order.OrderStatus + Environment.NewLine);
sbReconcile.Append("Volume: " + order.TradeData.Volume + Environment.NewLine);
}
foreach (var position in reconcile_response.PositionList)
{
sbReconcile.Append("ID: " + position.HasPositionId + Environment.NewLine);
sbReconcile.Append("Status: " + position.PositionStatus + Environment.NewLine);
sbReconcile.Append("Volume: " + position.TradeData.Volume + Environment.NewLine);
}
return("ReconcileList{" + sbReconcile.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_CASH_FLOW_HISTORY_LIST_REQ:
return("CashFlowHistoryRequest{}");
case ProtoOAPayloadType.PROTO_OA_CASH_FLOW_HISTORY_LIST_RES:
var cashflow_history = ProtoOACashFlowHistoryListRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbDCashflow = new StringBuilder();
foreach (var entry in cashflow_history.DepositWithdrawList)
{
sbDCashflow.Append("ID: " + entry.BalanceHistoryId + Environment.NewLine);
sbDCashflow.Append("Type: " + entry.OperationType + Environment.NewLine);
sbDCashflow.Append("Delta: " + entry.Delta + Environment.NewLine);
}
return("CashFlowHistory{" + sbDCashflow.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_GET_TRENDBARS_REQ:
return("GetTrendbarsRequest{}");
case ProtoOAPayloadType.PROTO_OA_GET_TRENDBARS_RES:
var trendbar = ProtoOAGetTrendbarsRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbTrendbar = new StringBuilder();
foreach (var entry in trendbar.TrendbarList)
{
sbTrendbar.Append("Open: " + entry.DeltaOpen + Environment.NewLine);
sbTrendbar.Append("High: " + entry.DeltaHigh + Environment.NewLine);
sbTrendbar.Append("Low: " + entry.Low + Environment.NewLine);
sbTrendbar.Append("Close: " + entry.DeltaClose + Environment.NewLine);
}
return("Trendbars{" + sbTrendbar.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_GET_TICKDATA_REQ:
return("GetTickDataRequest{}");
case ProtoOAPayloadType.PROTO_OA_GET_TICKDATA_RES:
var tickData = ProtoOAGetTickDataRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbTickData = new StringBuilder();
foreach (var entry in tickData.TickDataList)
{
sbTickData.Append("Tick: " + entry.Tick + Environment.NewLine);
}
return("Tick Data{" + sbTickData.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_CANCEL_ORDER_REQ:
return("CancelOrderRequest{}");
case ProtoOAPayloadType.PROTO_OA_NEW_ORDER_REQ:
var exev = ProtoOAExecutionEvent.CreateBuilder().MergeFrom(msg.Payload).Build();
return("CreateOrderRequest{}");
case ProtoOAPayloadType.PROTO_OA_CLOSE_POSITION_REQ:
return("ClosePositionRequest{}");
case ProtoOAPayloadType.PROTO_OA_AMEND_ORDER_REQ:
return("AmendOrderRequest{}");
case ProtoOAPayloadType.PROTO_OA_AMEND_POSITION_SLTP_REQ:
return("AmendPositionRequest{}");
case ProtoOAPayloadType.PROTO_OA_SUBSCRIBE_SPOTS_REQ:
return("SubscribeForSpotsRequest{}");
case ProtoOAPayloadType.PROTO_OA_SUBSCRIBE_SPOTS_RES:
return("SubscribeForSpotsResponse{}");
case ProtoOAPayloadType.PROTO_OA_UNSUBSCRIBE_SPOTS_REQ:
return("UnsubscribeFromSpotsRequest{}");
case ProtoOAPayloadType.PROTO_OA_UNSUBSCRIBE_SPOTS_RES:
return("UnsubscribeFromSpotsResponse{}");
case ProtoOAPayloadType.PROTO_OA_SPOT_EVENT:
var _spot_event = ProtoOASpotEvent.CreateBuilder().MergeFrom(msg.Payload).Build();
return("SpotEvent{symbolId:" + _spot_event.SymbolId + ", bidPrice:" + (_spot_event.HasBid ? _spot_event.Bid.ToString() : " ") + ", askPrice:" + (_spot_event.HasAsk ? _spot_event.Ask.ToString() : " ") + "}");
case ProtoOAPayloadType.PROTO_OA_ERROR_RES:
var _err = ProtoOAErrorRes.CreateBuilder().MergeFrom(msg.Payload).Build();
return("ErrorResponse{errorCode:" + _err.ErrorCode + (_err.HasDescription ? ", description:" + _err.Description : "") + "}");
case ProtoOAPayloadType.PROTO_OA_ORDER_ERROR_EVENT:
var _orderErr = ProtoOAOrderErrorEvent.CreateBuilder().MergeFrom(msg.Payload).Build();
return("OrderErrorResponse{errorCode:" + _orderErr.ErrorCode + (_orderErr.HasDescription ? ", description:" + _orderErr.Description : "") + "}");
default:
return("unknown");
}
}
private void Process_Execution_Event()
{
ProtoOAExecutionEvent args = Serializer.Deserialize <ProtoOAExecutionEvent>(_processorMemoryStream);
if (args.Order != null)
{
string executionEvent = "ProtoOAExecutionEvent::Order:: " +
$"ctidTraderAccountId: {args.ctidTraderAccountId}; " +
$"executionType: {args.executionType}; " +
$"isServerEvent: {args.isServerEvent}; " +
$"errorCode: {args.errorCode}; " +
$"depositWithdraw: {args.depositWithdraw}; " +
$"Order: [orderId: {args.Order.orderId}; " +
$"positionId: {args.Order.positionId}; " +
$"closingOrder: {args.Order.closingOrder}; " +
$"clientOrderId: {args.Order.clientOrderId}; " +
$"orderType: {args.Order.orderType}; " +
$"orderStatus: {args.Order.orderStatus}; " +
$"executedVolume: {args.Order.executedVolume}; " +
$"executionPrice: {args.Order.executionPrice}; " +
$"limitPrice: {args.Order.limitPrice}; " +
$"stopPrice: {args.Order.stopPrice}; " +
$"stopLoss: {args.Order.stopLoss}; " +
$"takeProfit: {args.Order.takeProfit}; " +
$"relativeStopLoss: {args.Order.relativeStopLoss}; " +
$"relativeTakeProfit: {args.Order.relativeTakeProfit}; " +
$"trailingStopLoss: {args.Order.trailingStopLoss}; " +
$"baseSlippagePrice: {args.Order.baseSlippagePrice}; " +
$"slippageInPoints: {args.Order.slippageInPoints}; " +
$"isStopOut: {args.Order.isStopOut}; " +
$"timeInForce: {args.Order.timeInForce}; " +
$"tradeData.symbolId: {args.Order.tradeData.symbolId} " +
$"({TradingAccounts[args.ctidTraderAccountId].TradingSymbols[args.Order.tradeData.symbolId].LightSymbol.symbolName}); " +
$"tradeData.tradeSide: {args.Order.tradeData.tradeSide}; " +
$"tradeData.Volume: {args.Order.tradeData.Volume}; " +
$"tradeData.Label: {args.Order.tradeData.Label}; " +
$"tradeData.guaranteedStopLoss: {args.Order.tradeData.guaranteedStopLoss}; " +
$"tradeData.openTimestamp: {args.Order.tradeData.openTimestamp} ({EpochToString(args.Order.tradeData.openTimestamp)}); " +
$"expirationTimestamp: {args.Order.expirationTimestamp} ({EpochToString(args.Order.expirationTimestamp)}); " +
$"stopTriggerMethod: {args.Order.stopTriggerMethod}]";
Log.Info(executionEvent);
}
if (args.Position != null)
{
string executionEvent = "ProtoOAExecutionEvent::Position:: " +
$"ctidTraderAccountId: {args.ctidTraderAccountId}; " +
$"executionType: {args.executionType}; " +
$"isServerEvent: {args.isServerEvent}; " +
$"errorCode: {args.errorCode}; " +
$"depositWithdraw: {args.depositWithdraw}; " +
$"Position: [positionId: {args.Position.positionId}; " +
$"positionStatus: {args.Position.positionStatus}; " +
$"Price: {args.Position.Price}; " +
$"stopLoss: {args.Position.stopLoss}; " +
$"takeProfit: {args.Position.takeProfit}; " +
$"Swap: {args.Position.Swap}; " +
$"Commission: {args.Position.Commission}; " +
$"mirroringCommission: {args.Position.mirroringCommission}; " +
$"marginRate: {args.Position.marginRate}; " +
$"usedMargin: {args.Position.usedMargin}; " +
$"guaranteedStopLoss: {args.Position.guaranteedStopLoss}; " +
$"tradeData.openTimestamp: {args.Position.tradeData.openTimestamp} ({EpochToString(args.Position.tradeData.openTimestamp)}); " +
$"tradeData.symbolId: {args.Position.tradeData.symbolId} " +
$"({TradingAccounts[args.ctidTraderAccountId].TradingSymbols[args.Position.tradeData.symbolId].LightSymbol.symbolName}); " +
$"tradeData.tradeSide: {args.Position.tradeData.tradeSide}; " +
$"tradeData.Volume: {args.Position.tradeData.Volume}; " +
$"tradeData.guaranteedStopLoss: {args.Position.tradeData.guaranteedStopLoss}; " +
$"tradeData.Label: {args.Position.tradeData.Label}; " +
$"stopLossTriggerMethod: {args.Position.stopLossTriggerMethod}; " +
$"utcLastUpdateTimestamp: {args.Position.utcLastUpdateTimestamp} ({EpochToString(args.Position.utcLastUpdateTimestamp)})]";
Log.Info(executionEvent);
}
if (args.Deal != null)
{
string executionEvent = "ProtoOAExecutionEvent::Deal:: " +
$"ctidTraderAccountId: {args.ctidTraderAccountId}; " +
$"executionType: {args.executionType}; " +
$"isServerEvent: {args.isServerEvent}; " +
$"errorCode: {args.errorCode}; " +
$"depositWithdraw: {args.depositWithdraw}; " +
$"Deal: [dealId: {args.Deal.dealId}; " +
$"dealStatus: {args.Deal.dealStatus}; " +
$"positionId: {args.Deal.positionId}; " +
$"orderId: {args.Deal.orderId}; " +
$"symbolId: {args.Deal.symbolId} " +
$"({TradingAccounts[args.ctidTraderAccountId].TradingSymbols[args.Deal.symbolId].LightSymbol.symbolName}); " +
$"tradeSide: {args.Deal.tradeSide}; " +
$"Volume: {args.Deal.Volume}; " +
$"filledVolume: {args.Deal.filledVolume}; " +
$"executionPrice: {args.Deal.executionPrice}; " +
$"createTimestamp: {args.Deal.createTimestamp} ({EpochToString(args.Deal.createTimestamp)}); " +
$"executionTimestamp: {args.Deal.executionTimestamp} ({EpochToString(args.Deal.executionTimestamp)}); " +
$"Commission: {args.Deal.Commission}; " +
$"marginRate: {args.Deal.marginRate}; " +
$"baseToUsdConversionRate: {args.Deal.baseToUsdConversionRate}; " +
$"utcLastUpdateTimestamp: {args.Deal.utcLastUpdateTimestamp} ({EpochToString(args.Deal.utcLastUpdateTimestamp)})]";
if (args.Deal.closePositionDetail != null)
{
executionEvent += $"closePositionDetail.Balance: {args.Deal.closePositionDetail.Balance}; " +
$"closePositionDetail.balanceVersion: {args.Deal.closePositionDetail.balanceVersion}; " +
$"closePositionDetail.entryPrice: {args.Deal.closePositionDetail.entryPrice}; " +
$"closePositionDetail.closedVolume: {args.Deal.closePositionDetail.closedVolume}; " +
$"closePositionDetail.Commission: {args.Deal.closePositionDetail.Commission}; " +
$"closePositionDetail.Swap: {args.Deal.closePositionDetail.Swap}; " +
$"closePositionDetail.grossProfit: {args.Deal.closePositionDetail.grossProfit}; " +
$"closePositionDetail.quoteToDepositConversionRate: {args.Deal.closePositionDetail.quoteToDepositConversionRate}; ";
}
Log.Info(executionEvent);
}
if (args.bonusDepositWithdraw != null)
{
string executionEvent = "ProtoOAExecutionEvent::bonusDepositWithdraw:: " +
$"ctidTraderAccountId: {args.ctidTraderAccountId}; " +
$"executionType: {args.executionType}; " +
$"isServerEvent: {args.isServerEvent}; " +
$"errorCode: {args.errorCode}; " +
$"depositWithdraw: {args.depositWithdraw}; " +
$"bonusDepositWithdraw.operationType: {args.bonusDepositWithdraw.operationType}; " +
$"bonusDepositWithdraw.bonusHistoryId: {args.bonusDepositWithdraw.bonusHistoryId}; " +
$"bonusDepositWithdraw.changeBonusTimestamp: {args.bonusDepositWithdraw.changeBonusTimestamp} " +
$"({EpochToString(args.bonusDepositWithdraw.changeBonusTimestamp)}); " +
$"bonusDepositWithdraw.externalNote: {args.bonusDepositWithdraw.externalNote}; " +
$"bonusDepositWithdraw.ibBonus: {args.bonusDepositWithdraw.ibBonus}; " +
$"bonusDepositWithdraw.ibDelta: {args.bonusDepositWithdraw.ibDelta}; " +
$"bonusDepositWithdraw.managerBonus: {args.bonusDepositWithdraw.managerBonus}; " +
$"bonusDepositWithdraw.managerDelta: {args.bonusDepositWithdraw.managerDelta}; " +
$"bonusDepositWithdraw.introducingBrokerId: {args.bonusDepositWithdraw.introducingBrokerId}; " +
$"bonusDepositWithdraw.externalNote: {args.bonusDepositWithdraw.externalNote}";
Log.Info(executionEvent);
}
OnExecutionEventReceived?.Invoke(args);
}
