public static void EchoTransaction() {
var _df = new DebugFunctions(Quik.DefaultPort);
var sw = new Stopwatch();
Console.WriteLine("Started");
for (int round = 0; round < 10; round++) {
sw.Reset();
sw.Start();
var count = 10000;
var t = new Transaction();
var array = new Task<Transaction>[count];
for (int i = 0; i < array.Length; i++) {
array[i] = _df.Echo(t);
}
for (int i = 0; i < array.Length; i++) {
var res = array[i].Result;
array[i] = null;
}
sw.Stop();
Console.WriteLine("MultiPing takes msecs: " + sw.ElapsedMilliseconds);
}
Console.WriteLine("Finished");
Console.ReadKey();
}
public async Task<long> CreateStopOrder(StopOrder stopOrder)
{
Transaction newStopOrderTransaction = new Transaction
{
ACTION = TransactionAction.NEW_STOP_ORDER,
ACCOUNT = stopOrder.Account,
CLASSCODE = stopOrder.ClassCode,
SECCODE = stopOrder.SecCode,
EXPIRY_DATE = "GTC",//до отмены
STOPPRICE = stopOrder.ConditionPrice,
PRICE = stopOrder.Price,
QUANTITY = stopOrder.Quantity,
STOP_ORDER_KIND = ConvertStopOrderType(stopOrder.StopOrderType),
OPERATION = stopOrder.Operation == Operation.Buy?TransactionOperation.B : TransactionOperation.S
};
//todo: Not implemented
//["OFFSET"]=tostring(SysFunc.toPrice(SecCode,MaxOffset)),
//["OFFSET_UNITS"]="PRICE_UNITS",
//["SPREAD"]=tostring(SysFunc.toPrice(SecCode,DefSpread)),
//["SPREAD_UNITS"]="PRICE_UNITS",
//["MARKET_STOP_LIMIT"]="YES",
//["MARKET_TAKE_PROFIT"]="YES",
//["STOPPRICE2"]=tostring(SysFunc.toPrice(SecCode,StopLoss)),
//["EXECUTION_CONDITION"] = "FILL_OR_KILL",
return await Quik.Trading.SendTransaction(newStopOrderTransaction);
}
public async Task<long> KillStopOrder(StopOrder stopOrder)
{
Transaction killStopOrderTransaction = new Transaction
{
ACTION = TransactionAction.KILL_STOP_ORDER,
CLASSCODE = stopOrder.ClassCode,
SECCODE = stopOrder.SecCode,
STOP_ORDER_KEY = stopOrder.OrderNum.ToString()
};
return await Quik.Trading.SendTransaction(killStopOrderTransaction);
}
/// <summary>
/// Send a single transaction to Quik server
/// </summary>
/// <param name="transaction"></param>
/// <returns></returns>
public async Task<long> SendTransaction(Transaction transaction) {
Trace.Assert(!transaction.TRANS_ID.HasValue, "TRANS_ID should be assigned automatically in SendTransaction functions");
transaction.TRANS_ID = QuikService.GetNewUniqueId();
// Console.WriteLine("Trans Id from function = {0}", transaction.TRANS_ID);
Trace.Assert(transaction.CLIENT_CODE == null,
"Currently we use Comment to store correlation id for a transaction, " +
"its reply, trades and orders. Support for comments will be added later if needed");
// TODO Comments are useful to kill all orders with a single KILL_ALL_ORDERS
// But see e.g. this http://www.quik.ru/forum/import/27073/27076/
transaction.CLIENT_CODE = QuikService.PrependWithSessionId(transaction.TRANS_ID.Value);
try {
var response = await QuikService.Send<Message<bool>>(
(new Message<Transaction>(transaction, "sendTransaction")));
Trace.Assert(response.Data);
// store transaction
QuikService.Storage.Set(transaction.CLIENT_CODE, transaction);
return transaction.TRANS_ID.Value;
} catch (TransactionException e) {
transaction.ErrorMessage = e.Message;
// dirty hack: if transaction was sent we return its id,
// else we return negative id so the caller will know that
// the transaction was not sent
return (-transaction.TRANS_ID.Value);
}
}