public async Task <ProtoOAReconcileRes> GetAccountOrders(long accountId, bool isLive)
{
VerifyConnection();
var client = GetClient(isLive);
using var cancelationTokenSource = new CancellationTokenSource();
ProtoOAReconcileRes result = null;
using var disposable = client.OfType <ProtoOAReconcileRes>().Where(response => response.CtidTraderAccountId == accountId)
.Subscribe(response =>
{
result = response;
cancelationTokenSource.Cancel();
});
var requestMessage = new ProtoOAReconcileReq
{
CtidTraderAccountId = accountId
};
await SendMessage(requestMessage, ProtoOAPayloadType.ProtoOaReconcileReq, client, cancelationTokenSource, () => result is not null);
return(result);
}
public ProtoMessage CreateReconcileResponse(string clientMsgId = null)
{
return(CreateMessage((uint)ProtoOAPayloadType.PROTO_OA_RECONCILE_RES, ProtoOAReconcileRes.CreateBuilder().Build().ToByteString(), clientMsgId));
}
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_SYMBOL_BY_ID_REQ:
return("GetSymbolsById");
case ProtoOAPayloadType.PROTO_OA_SYMBOL_BY_ID_RES:
var symbol_by_id_list = ProtoOASymbolByIdRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbSymbolByID = new StringBuilder();
foreach (var symbol in symbol_by_id_list.SymbolList)
{
sbSymbolByID.Append("ID: " + symbol.SymbolId + Environment.NewLine);
}
return("Symbols{" + sbSymbolByID.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 + " " + msg.ClientMsgId);
}
return("Tick Data{" + sbTickData.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_CANCEL_ORDER_REQ:
return("CancelOrderRequest{}");
case ProtoOAPayloadType.PROTO_OA_NEW_ORDER_REQ:
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");
}
}
// listener thread
private void Listen(SslStream sslStream, Queue messagesQueue)
{
isShutdown = false;
while (!isShutdown)
{
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);
messagesQueue.Enqueue("Received: " + OpenApiMessagesPresentation.ToString(protoMessage));
switch ((ProtoOAPayloadType)protoMessage.PayloadType)
{
case ProtoOAPayloadType.PROTO_OA_APPLICATION_AUTH_RES:
ProtoOAApplicationAuthRes Res = msgFactory.GetApplicationAuthorizationResponse(_message);
Console.WriteLine(Res.ToString());
break;
case ProtoOAPayloadType.PROTO_OA_EXECUTION_EVENT:
var _payload_msg = msgFactory.GetExecutionEvent(_message);
if (_payload_msg.HasOrder)
{
testOrderId = _payload_msg.Order.OrderId;
}
if (_payload_msg.HasPosition)
{
testPositionId = _payload_msg.Position.PositionId;
}
break;
case ProtoOAPayloadType.PROTO_OA_GET_ACCOUNTS_BY_ACCESS_TOKEN_RES:
var _accounts_list = ProtoOAGetAccountListByAccessTokenRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
_accounts = _accounts_list.CtidTraderAccountList;
break;
case ProtoOAPayloadType.PROTO_OA_TRADER_RES:
var trader = ProtoOATraderRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
_traders.Add(trader.Trader);
break;
case ProtoOAPayloadType.PROTO_OA_RECONCILE_RES:
var _reconcile_list = ProtoOAReconcileRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
break;
default:
break;
}
;
}
}
private void OnReconcileResponse(ProtoOAReconcileRes e, string clientMsgId)
{
var streamMessage = new StreamMessage <ProtoOAReconcileRes>(e, clientMsgId);
_reconcileResponseStream.OnNext(streamMessage);
}
private void Process_Reconcile_Res()
{
ProtoOAReconcileRes args = Serializer.Deserialize <ProtoOAReconcileRes>(_processorMemoryStream);
Log.Info("ProtoOAReconcileRes:: " +
$"ctidTraderAccountId: {args.ctidTraderAccountId}");
TradingAccounts[args.ctidTraderAccountId].Positions.Clear();
foreach (ProtoOAPosition position in args.Positions)
{
TradingAccounts[args.ctidTraderAccountId].Positions[position.positionId] = position;
string item = $"positionId: {position.positionId}; " +
$"positionStatus: {position.positionStatus}; " +
$"Price: {position.Price}; " +
$"stopLoss: {position.stopLoss}; " +
$"takeProfit: {position.takeProfit}; " +
$"usedMargin: {position.usedMargin}; " +
$"marginRate: {position.marginRate}; " +
$"Swap: {position.Swap}; " +
$"Commission: {position.Commission}; " +
$"mirroringCommission: {position.mirroringCommission}; " +
$"tradeData.symbolId: {position.tradeData.symbolId} " +
$"({TradingAccounts[args.ctidTraderAccountId].TradingSymbols[position.tradeData.symbolId].LightSymbol.symbolName}); " +
$"tradeData.tradeSide: {position.tradeData.tradeSide}; " +
$"tradeData.Volume: {position.tradeData.Volume}; " +
$"tradeData.guaranteedStopLoss: {position.tradeData.guaranteedStopLoss}; " +
$"tradeData.openTimestamp: {position.tradeData.openTimestamp} ({EpochToString(position.tradeData.openTimestamp)}; " +
$"tradeData.Label: {position.tradeData.Label}; " +
$"stopLossTriggerMethod: {position.stopLossTriggerMethod}; " +
$"utcLastUpdateTimestamp: {position.utcLastUpdateTimestamp} ({EpochToString(position.utcLastUpdateTimestamp)}";
Log.Info("ProtoOAReconcileRes:: " +
$"ctidTraderAccountId: {args.ctidTraderAccountId}; " +
$"Position: [{item}]");
}
TradingAccounts[args.ctidTraderAccountId].Orders.Clear();
foreach (ProtoOAOrder order in args.Orders)
{
TradingAccounts[args.ctidTraderAccountId].Orders[order.orderId] = order;
string item = $"orderId: {order.orderId}; " +
$"orderType: {order.orderType}; " +
$"orderStatus: {order.orderStatus}; " +
$"positionId: {order.positionId}; " +
$"closingOrder: {order.closingOrder}; " +
$"executedVolume: {order.executedVolume}; " +
$"executionPrice: {order.executionPrice}; " +
$"stopLoss: {order.stopLoss}; " +
$"takeProfit: {order.takeProfit}; " +
$"limitPrice: {order.limitPrice}; " +
$"stopPrice: {order.stopPrice}; " +
$"expirationTimestamp: {order.expirationTimestamp} ({EpochToString(order.expirationTimestamp)}); " +
$"tradeData.Label: {order.tradeData.Label}; " +
$"tradeData.openTimestamp: {order.tradeData.openTimestamp} " +
$"({EpochToString(order.tradeData.openTimestamp)}); " +
$"tradeData.symbolId: {order.tradeData.symbolId} " +
$"({TradingAccounts[args.ctidTraderAccountId].TradingSymbols[order.tradeData.symbolId].LightSymbol.symbolName}); " +
$"tradeData.tradeSide: {order.tradeData.tradeSide}; " +
$"tradeData.Volume: {order.tradeData.Volume}; " +
$"tradeData.guaranteedStopLoss: {order.tradeData.guaranteedStopLoss}; " +
$"baseSlippagePrice: {order.baseSlippagePrice}; " +
$"clientOrderId: {order.clientOrderId}; " +
$"isStopOut: {order.isStopOut}; " +
$"relativeStopLoss: {order.relativeStopLoss}; " +
$"relativeTakeProfit: {order.relativeTakeProfit}; " +
$"slippageInPoints: {order.slippageInPoints}; " +
$"stopTriggerMethod: {order.stopTriggerMethod}; " +
$"timeInForce: {order.timeInForce}; " +
$"trailingStopLoss: {order.trailingStopLoss}; " +
$"utcLastUpdateTimestamp: {order.utcLastUpdateTimestamp} ({EpochToString(order.utcLastUpdateTimestamp)})";
Log.Info("ProtoOAReconcileRes:: " +
$"ctidTraderAccountId: {args.ctidTraderAccountId}; " +
$"Order: {item};");
}
if (_subscribeAllSymbols)
{
Send(Subscribe_Spots_Req(args.ctidTraderAccountId, TradingAccounts[args.ctidTraderAccountId].TradingSymbols.Keys.ToArray()));
}
OnReconcileResReceived?.Invoke(args);
}
