public void Cleanup()
{
Cleanup(this.dataFeed);
this.dataFeed = null;
Cleanup(this.dataTrade);
this.dataTrade = null;
}
internal TradeRecord(DataTrade dataTrade, FxOrder fxOrder)
{
this.DataTrade = dataTrade;
this.OrderId = fxOrder.OrderId;
this.ClientOrderId = fxOrder.ClientOrderId;
this.Symbol = fxOrder.Symbol;
this.Price = fxOrder.Price;
this.StopLoss = fxOrder.StopLoss;
this.TakeProfit = fxOrder.TakeProfit;
this.InitialVolume = fxOrder.InitialVolume;
this.Volume = fxOrder.Volume ?? 0;
this.StopPrice = fxOrder.StopPrice;
this.MaxVisibleVolume = fxOrder.MaxVisibleVolume;
this.Commission = fxOrder.Commission;
this.Swap = fxOrder.Swap;
this.Profit = fxOrder.Profit;
this.InitialType = (TradeRecordType)fxOrder.InitialType;
this.Type = (TradeRecordType)fxOrder.Type;
this.Side = fxOrder.Side;
this.Comment = fxOrder.Comment;
this.Tag = fxOrder.Tag;
this.Magic = fxOrder.Magic;
this.IsReducedOpenCommission = fxOrder.IsReducedOpenCommission;
this.IsReducedCloseCommission = fxOrder.IsReducedCloseCommission;
this.ImmediateOrCancel = fxOrder.ImmediateOrCancel;
this.MarketWithSlippage = fxOrder.MarketWithSlippage;
this.Expiration = fxOrder.Expiration;
this.Created = fxOrder.Created;
this.Modified = fxOrder.Modified;
}
public void StartTrade()
{
if (this.dataClient != null)
throw new InvalidOperationException("Start method can be called only once.");
var connectionString = this.Builder.ToString();
var trade = new DataTrade(connectionString);
trade.AccountInfo += this.OnAccountInfo;
this.dataClient = trade;
this.dataClient.Start();
}
public void Cleanup()
{
if (this.dataTrade != null)
{
if (this.dataTrade.IsStarted)
{
this.dataTrade.Stop();
}
this.dataTrade.Dispose();
this.dataTrade = null;
}
}
public void StartTrade()
{
if (this.dataClient != null)
{
throw new InvalidOperationException("Start method can be called only once.");
}
var connectionString = this.Builder.ToString();
var trade = new DataTrade(connectionString);
trade.AccountInfo += this.OnAccountInfo;
this.dataClient = trade;
this.dataClient.Start();
}
static void Main(string[] args)
{
if (args.Length != 3)
{
Console.WriteLine("Usage: AccountInfo.exe address login password");
return;
}
try
{
if (!Directory.Exists(LogPath))
Directory.CreateDirectory(LogPath);
string address = args[0];
string login = args[1];
string password = args[2];
// Create data trade interface
var trade = new DataTrade { SynchOperationTimeout = 30000 };
// Create connection string
FixConnectionStringBuilder builder = CreateBuilder(address, login, password);
var connectionString = builder.ToString();
// Initialize data trade interface
trade.Initialize(connectionString);
// Subscribe to data trade events
trade.Logon += OnLogon;
trade.Logout += OnLogout;
trade.AccountInfo += OnAccountInfo;
// Start data trade
trade.Start();
Console.WriteLine("DataTrade started!");
Console.WriteLine("Please wait for login status...");
// Wait for exit
Console.ReadKey();
// Stop data trade
trade.Stop();
}
catch (Exception ex)
{
Console.WriteLine(ex);
}
}
public void TestDataTradeIsolation()
{
const string address = "tpdemo.fxopen.com";
const string username = "******";
const string password = "******";
EnsureDirectoriesCreated();
// Create builder
var builder = new FixConnectionStringBuilder
{
TargetCompId = "EXECUTOR",
ProtocolVersion = FixProtocolVersion.TheLatestVersion.ToString(),
SecureConnection = true,
Port = 5004,
//ExcludeMessagesFromLogs = "W",
DecodeLogFixMessages = true,
Address = address,
Username = username,
Password = password,
FixLogDirectory = LogPath,
FixEventsFileName = string.Format("{0}.trade.events.log", username),
FixMessagesFileName = string.Format("{0}.trade.messages.log", username)
};
var trade = new DataTrade
{
SynchOperationTimeout = 30000
};
var connectionString = builder.ToString();
trade.Initialize(connectionString);
trade.Logon += OnLogon;
trade.Start();
var timeoutInMilliseconds = trade.SynchOperationTimeout;
if (!_syncEvent.WaitOne(timeoutInMilliseconds))
{
throw new TimeoutException("Timeout of logon waiting has been reached");
}
RunExample(trade);
trade.Dispose();
}
internal Snapshot(DataTrade trade, DataFeed feed, StateCalculator calculator, object synchronizer, AutoResetEvent syncEvent)
{
this.synchronizer = synchronizer;
this.syncEvent = syncEvent;
this.calculator = calculator;
this.Quotes = new Dictionary<string, Quote>();
trade.Logon += this.OnTradeLogon;
trade.SessionInfo += this.OnTradeSession;
trade.AccountInfo += this.OnAccountInfo;
trade.Logout += this.OnTradeLogout;
feed.Logon += this.OnFeedLogon;
feed.Logout += this.OnFeedLogout;
feed.SymbolInfo += this.OnFeedSymbolInfo;
feed.SessionInfo += this.OnFeedSessionInfo;
calculator.StateInfoChanged += this.OnFinancialInfoChanged;
}
public void Connect(string address, string username, string password, string logPath)
{
EnsureDirectoriesCreated(logPath);
// Create builder
SetupBuilder(address, username, password, logPath);
Trade = new DataTrade
{
SynchOperationTimeout = 300000
};
var connectionString = Builder.ToString();
Trade.Initialize(connectionString);
Trade.Logon += OnLogon;
Trade.Start();
var timeoutInMilliseconds = Trade.SynchOperationTimeout;
if (!_syncEvent.WaitOne(timeoutInMilliseconds))
{
throw new TimeoutException("Timeout of logon waiting has been reached");
}
}
internal TradeRecord(DataTrade dataTrade, FxOrder fxOrder)
{
this.DataTrade = dataTrade;
this.OrderId = fxOrder.OrderId;
this.ClientOrderId = fxOrder.ClientOrderId;
this.Symbol = fxOrder.Symbol;
this.Price = fxOrder.Price;
this.StopLoss = fxOrder.StopLoss;
this.TakeProfit = fxOrder.TakeProfit;
this.InitialVolume = fxOrder.InitialVolume;
this.Volume = fxOrder.Volume;
this.Commission = fxOrder.Commission;
this.Swap = fxOrder.Swap;
this.Profit = fxOrder.Profit;
this.Type = (TradeRecordType)fxOrder.Type;
this.Side = fxOrder.Side;
this.Comment = fxOrder.Comment;
this.Expiration = fxOrder.Expiration;
this.Created = fxOrder.Created;
this.Modified = fxOrder.Modified;
}
void CloseBy(ConnectionStringBuilder builder)
{
var connectionString = builder.ToString();
using (this.dataTrade = new DataTrade(connectionString))
{
this.dataTrade.Logon += OnLogon;
this.dataTrade.AccountInfo += DataTrade_AccountInfo;
this.dataTrade.Start();
bool status = this.logonEvent.WaitOne(LogonWaitingTimeout);
status &= this.accountInfoEvent.WaitOne(LogonWaitingTimeout);
Assert.IsTrue(status, "Timeout of logon event");
TradeRecord order1 = this.dataTrade.Server.SendOrderEx("EURUSD", TradeCommand.Market, TradeRecordSide.Buy, 0, 10000, null, null, null, "comment", 1000000);
TradeRecord order2 = this.dataTrade.Server.SendOrderEx("EURUSD", TradeCommand.Market, TradeRecordSide.Sell, 0, 10000, null, null, null, "comment", 1000000);
Assert.IsTrue( dataTrade.Server.CloseByPositions(order1.OrderId, order2.OrderId) );
var iter = this.dataTrade.Server.GetTradeTransactionReports(TimeDirection.Backward, false, DateTime.UtcNow.AddMinutes(-5), DateTime.UtcNow.AddMinutes(5));
TradeTransactionReport tradeReport1 = iter.Item;
iter.Next();
TradeTransactionReport tradeReport2 = iter.Item;
//Assert.IsTrue(tradeReport1.PositionById == order1.OrderId);
Assert.IsTrue(tradeReport2.PositionById == order2.OrderId);
this.dataTrade.Logon -= this.OnLogon;
this.dataTrade.AccountInfo -= DataTrade_AccountInfo;
this.dataTrade.Stop();
}
}
void TradeReports(ConnectionStringBuilder builder, TestContext testContext)
{
var connectionString = builder.ToString();
this.dataTrade = new DataTrade(connectionString);
this.dataTrade.Logon += this.OnLogon;
this.dataTrade.Start();
var status = this.logonEvent.WaitOne(LogonWaitingTimeout);
Assert.IsTrue(status, "Timeout of logon event");
//Test Limit order
var order = this.dataTrade.Server.SendOrderEx(testContext.Symbol, TradeCommand.Limit, TradeRecordSide.Buy, testContext.VeryLowPrice, testContext.Volume, null, null, DateTime.UtcNow.AddHours(1), testContext.Comment, 1000000);
Assert.IsTrue(order.Price == testContext.VeryLowPrice, "Invalid order price = {0}", order.Price);
order.Delete();
Reports.TradeTransactionReport tradeReport = this.dataTrade.Server.GetTradeTransactionReports(TimeDirection.Backward, false, DateTime.UtcNow.AddMinutes(-5), DateTime.UtcNow.AddMinutes(5)).Item;
Assert.IsTrue(tradeReport.TradeRecordType == order.Type);
Assert.IsTrue(tradeReport.Price == order.Price);
//Test stop order
order = this.dataTrade.Server.SendOrderEx(testContext.Symbol, TradeCommand.Stop, TradeRecordSide.Buy, testContext.VeryHighPrice, testContext.Volume, null, null, DateTime.UtcNow.AddHours(1), testContext.Comment, 1000000);
Assert.IsTrue(order.Price == testContext.VeryHighPrice, "Invalid order price = {0}", order.Price);
order.Delete();
tradeReport = this.dataTrade.Server.GetTradeTransactionReports(TimeDirection.Backward, false, DateTime.UtcNow.AddMinutes(-5), DateTime.UtcNow.AddMinutes(5)).Item;
Assert.IsTrue(tradeReport.TradeRecordType == order.Type);
Assert.IsTrue(tradeReport.StopPrice == order.Price);
this.dataTrade.Logon -= this.OnLogon;
this.dataTrade.Stop();
this.dataTrade.Dispose();
}
void ModifyPosition(ConnectionStringBuilder builder)
{
var connectionString = builder.ToString();
this.dataTrade = new DataTrade(connectionString);
this.dataTrade.Logon += OnLogon;
this.dataTrade.AccountInfo += DataTrade_AccountInfo;
this.dataTrade.Start();
bool status = this.logonEvent.WaitOne(LogonWaitingTimeout);
status &= this.accountInfoEvent.WaitOne(LogonWaitingTimeout);
Assert.IsTrue(status, "Timeout of logon event");
var start = DateTime.UtcNow;
TradeRecord order = this.dataTrade.Server.SendOrderEx("EURUSD", TradeCommand.Market, TradeRecordSide.Buy, 0, 10000, null, null, null, "comment", 1000000);
DateTime end = DateTime.UtcNow;
TimeSpan interval = (end - start);
Console.WriteLine("Interval = {0}", interval);
var modified = order.Modify(null, 1.0, null, null);
order.Close();
this.dataTrade.Logon -= this.OnLogon;
this.dataTrade.AccountInfo -= DataTrade_AccountInfo;
this.dataTrade.Stop();
this.dataTrade.Dispose();
}
internal TradeRecord(DataTrade dataTrade)
{
this.DataTrade = dataTrade;
}
void CreateAndDestroy(ConnectionStringBuilder builder)
{
var connectionString = builder.ToString();
this.dataTrade = new DataTrade(connectionString);
this.dataTrade.Dispose();
}
void SendMarketOrder(ConnectionStringBuilder builder)
{
var connectionString = builder.ToString();
this.dataTrade = new DataTrade(connectionString);
this.dataTrade.Logon += this.OnLogon;
this.dataTrade.Start();
var status = this.logonEvent.WaitOne(LogonWaitingTimeout);
Assert.IsTrue(status, "Timeout of logon event");
var order = this.dataTrade.Server.SendOrderEx("EURUSD", TradeCommand.Market, TradeRecordSide.Buy, 1.1, 10000, 0, 0, null, "comment", 1000000);
Assert.IsTrue(order.Price > 0, "Invalid order price = {0}", order.Price);
this.dataTrade.Logon -= this.OnLogon;
this.dataTrade.Stop();
this.dataTrade.Dispose();
}
public void Dispose()
{
if (this.Trade == null)
return;
this.Trade.Stop();
this.Trade.Dispose();
this.Trade = null;
}
private static void RunExample(DataTrade trade)
{
var records = trade.Server.GetTradeRecords();
}
void ModifyLimitOrder(ConnectionStringBuilder builder)
{
var connectionString = builder.ToString();
this.dataTrade = new DataTrade(connectionString);
this.dataTrade.Logon += this.OnLogon;
this.dataTrade.Start();
var status = this.logonEvent.WaitOne(LogonWaitingTimeout);
Assert.IsTrue(status, "Timeout of logon event");
//const double activationPrice = 1.1;
//const double newActivationPrice = 1.0;
//const double newStopLoss = 0.8;
//const double newTakeProfit = 1.3;
var newExpirationTime = DateTime.UtcNow.AddHours(1);
var order = this.dataTrade.Server.SendOrderEx("EURUSD", TradeCommand.Limit, TradeRecordSide.Buy, 1.1, 10000, null, null, null, "comment", 1000000);
/*
//this.ModifyLimitOrder(order, activationPrice, null, null, null, null);
this.ModifyLimitOrder(order, activationPrice, null, null, null, newExpirationTime);
//this.ModifyLimitOrder(order, activationPrice, null, null, newTakeProfit, null);
this.ModifyLimitOrder(order, activationPrice, null, null, newTakeProfit, newExpirationTime);
//this.ModifyLimitOrder(order, activationPrice, null, newStopLoss, null, null);
this.ModifyLimitOrder(order, activationPrice, null, newStopLoss, null, newExpirationTime);
//this.ModifyLimitOrder(order, activationPrice, null, newStopLoss, newTakeProfit, null);
this.ModifyLimitOrder(order, activationPrice, null, newStopLoss, newTakeProfit, newExpirationTime);
//this.ModifyLimitOrder(order, activationPrice, newActivationPrice, null, null, null);
this.ModifyLimitOrder(order, activationPrice, newActivationPrice, null, null, newExpirationTime);
//this.ModifyLimitOrder(order, activationPrice, newActivationPrice, null, newTakeProfit, null);
this.ModifyLimitOrder(order, activationPrice, newActivationPrice, null, newTakeProfit, newExpirationTime);
//this.ModifyLimitOrder(order, activationPrice, newActivationPrice, newStopLoss, null, null);
this.ModifyLimitOrder(order, activationPrice, newActivationPrice, newStopLoss, null, newExpirationTime);
//this.ModifyLimitOrder(order, activationPrice, newActivationPrice, newStopLoss, newTakeProfit, null);
this.ModifyLimitOrder(order, activationPrice, newActivationPrice, newStopLoss, newTakeProfit, newExpirationTime);
*/
order.Delete();
this.dataTrade.Logon -= this.OnLogon;
this.dataTrade.Stop();
this.dataTrade.Dispose();
}
internal TradeRecord(DataTrade dataTrade)
{
this.DataTrade = dataTrade;
}
public void StateInfoChanged()
{
string connectionString = Configuration.ConnectionBuilders(AccountType.Gross, Configuration.ConnectionType.Feed).First().ToString();
this.dataFeed = new DataFeed(connectionString);
this.dataFeed.Logon += this.OnFeedLogon;
connectionString = Configuration.ConnectionBuilders(AccountType.Gross, Configuration.ConnectionType.Trade).First().ToString();
this.dataTrade = new DataTrade(connectionString);
this.dataTrade.Logon += this.OnTradeLogon;
StateCalculator stateCalculator = new StateCalculator(dataTrade, dataFeed);
stateCalculator.StateInfoChanged += StateCalculator_StateInfoChanged;
this.dataFeed.Start();
this.dataTrade.Start();
var status = this.feedLogonEvent.WaitOne(LogonWaitingTimeout);
Assert.IsTrue(status, "Timeout of feed logon event");
status = this.tradeLogonEvent.WaitOne(LogonWaitingTimeout);
Assert.IsTrue(status, "Timeout of trade logon event");
status = this.stateInfoEvent.WaitOne(LogonWaitingTimeout*10000);
this.dataFeed.Stop();
this.dataTrade.Stop();
this.dataFeed.Logon -= this.OnFeedLogon;
this.dataTrade.Logon -= this.OnTradeLogon;
}