public static void Main11(string[] args)
{
// get properties from file
getProperties();
wrapper = new AdharaHFT(domain, url_stream, url_polling, url_challenge, url_token, user, password, authentication_port, request_port, ssl, ssl_cert);
bool auth = wrapper.doAuthentication();
if (!auth)
{
Console.WriteLine("Authentication failed");
Console.Read();
return;
}
// MODIFY PENDING ORDER WITH ORDER STREAMING
// get tinterfaces
List <AdharaHFT.tinterfaceTick> tinterfaceTickList = wrapper.getInterface();
string tinterface1 = tinterfaceTickList[0].name;
// Open order streaming
AdharaHFTListenerImp10 listener = new AdharaHFTListenerImp10();
string id1 = wrapper.getOrderBegin(null, null, null, interval, listener);
Thread.Sleep(5000);
// get current price
double price = 0.0;
List <AdharaHFT.priceTick> priceTickList1 = wrapper.getPrice(new List <string> {
"EUR/USD"
}, new List <string> {
tinterface1
}, AdharaHFT.GRANULARITY_TOB, 1);
foreach (AdharaHFT.priceTick tick in priceTickList1)
{
price = tick.price;
}
// Create pending order. If buy, order price must be lower than current price
AdharaHFT.orderRequest order1 = new AdharaHFT.orderRequest();
order1.security = "EUR/USD";
order1.tinterface = tinterface1;
order1.quantity = 500000;
order1.side = AdharaHFT.SIDE_BUY;
order1.type = AdharaHFT.TYPE_LIMIT;
order1.timeinforce = AdharaHFT.VALIDITY_DAY;
order1.price = price - 0.01;
List <AdharaHFT.orderRequest> orderList = wrapper.setOrder(new List <AdharaHFT.orderRequest> {
order1
});
int tempid = -1;
foreach (AdharaHFT.orderRequest orderresponse in orderList)
{
Console.WriteLine("Id: " + orderresponse.tempid + " Security: " + orderresponse.security + " Side: " + orderresponse.side + " Quantity: " + orderresponse.quantity + " Price: " + orderresponse.price + " Type: " + orderresponse.type);
tempid = orderresponse.tempid;
}
Thread.Sleep(5000);
// Modify pending order
Console.WriteLine("Modify order");
AdharaHFT.modOrder ordermod = new AdharaHFT.modOrder();
ordermod.fixid = listener.fixidDictionary[tempid];
ordermod.price = price - 0.015;
ordermod.quantity = 200000;
List <AdharaHFT.modifyTick> modifyList = wrapper.modifyOrder(new List <AdharaHFT.modOrder> {
ordermod
});
foreach (AdharaHFT.modifyTick modifyresponse in modifyList)
{
Console.WriteLine("FixId: " + modifyresponse.fixid + " Result: " + modifyresponse.result);
}
Console.WriteLine("Order modified");
Thread.Sleep(2000);
// Close order streaming
wrapper.getOrderEnd(id1);
Console.WriteLine("Press Enter to exit");
Console.Read();
}
public static void Main9(string[] args)
{
// get properties from file
getProperties();
wrapper = new AdharaHFT(domain, url_stream, url_polling, url_challenge, url_token, user, password, authentication_port, request_port, ssl, ssl_cert);
bool auth = wrapper.doAuthentication();
if (!auth)
{
Console.WriteLine("Authentication failed");
Console.Read();
return;
}
// MODIFY PENDING ORDER WITH ORDER POLLING
// get tinterfaces
List <AdharaHFT.tinterfaceTick> tinterfaceTickList = wrapper.getInterface();
string tinterface1 = tinterfaceTickList[0].name;
Console.WriteLine("Starting Polling1");
List <AdharaHFT.orderTick> orderTickList1 = wrapper.getOrder(null, null, new List <string> {
AdharaHFT.ORDERTYPE_PENDING
});
foreach (AdharaHFT.orderTick tick in orderTickList1)
{
Console.WriteLine("TempId: " + tick.tempid + " OrderId: " + tick.orderid + " Security: " + tick.security + " Account: " + tick.account + " Quantity: " + tick.quantity + " Type: " + tick.type + " Side: " + tick.side + " Status: " + tick.status + " Price: " + tick.limitprice);
}
Console.WriteLine("Polling1 Finished");
Thread.Sleep(2000);
// get current price
double price = 0.0;
List <AdharaHFT.priceTick> priceTickList1 = wrapper.getPrice(new List <string> {
"EUR/USD"
}, new List <string> {
tinterface1
}, AdharaHFT.GRANULARITY_TOB, 1);
foreach (AdharaHFT.priceTick tick in priceTickList1)
{
price = tick.price;
}
// Create pending order. If buy, order price must be lower than current price
AdharaHFT.orderRequest order1 = new AdharaHFT.orderRequest();
order1.security = "EUR/USD";
order1.tinterface = tinterface1;
order1.quantity = 500000;
order1.side = AdharaHFT.SIDE_BUY;
order1.type = AdharaHFT.TYPE_LIMIT;
order1.timeinforce = AdharaHFT.VALIDITY_DAY;
order1.price = price - 0.01;
Console.WriteLine("Sending order");
int tempid = -1;
string fixid = "";
List <AdharaHFT.orderRequest> orderList = wrapper.setOrder(new List <AdharaHFT.orderRequest> {
order1
});
foreach (AdharaHFT.orderRequest orderresponse in orderList)
{
Console.WriteLine("Id: " + orderresponse.tempid + " Security: " + orderresponse.security + " Side: " + orderresponse.side + " Quantity: " + orderresponse.quantity + " Price: " + orderresponse.price + " Type: " + orderresponse.type);
tempid = orderresponse.tempid;
}
Console.WriteLine("Order sended order");
Thread.Sleep(2000);
Console.WriteLine("Starting Polling2");
List <AdharaHFT.orderTick> orderTickList2 = wrapper.getOrder(null, null, new List <string> {
AdharaHFT.ORDERTYPE_PENDING
});
foreach (AdharaHFT.orderTick tick in orderTickList2)
{
Console.WriteLine("TempId: " + tick.tempid + " OrderId: " + tick.orderid + " Security: " + tick.security + " Account: " + tick.account + " Quantity: " + tick.quantity + " Type: " + tick.type + " Side: " + tick.side + " Status: " + tick.status + " Price: " + tick.limitprice);
if (tempid == tick.tempid)
{
fixid = tick.fixid;
}
}
Console.WriteLine("Polling2 Finished");
Thread.Sleep(2000);
Console.WriteLine("Modify order");
AdharaHFT.modOrder ordermod = new AdharaHFT.modOrder();
ordermod.fixid = fixid;
ordermod.price = price - 0.015;
ordermod.quantity = 200000;
List <AdharaHFT.modifyTick> modifyList = wrapper.modifyOrder(new List <AdharaHFT.modOrder> {
ordermod
});
foreach (AdharaHFT.modifyTick modifyresponse in modifyList)
{
Console.WriteLine("FixId: " + modifyresponse.fixid + " Result: " + modifyresponse.result);
}
Console.WriteLine("Order modified");
Thread.Sleep(2000);
Console.WriteLine("Starting Polling3");
List <AdharaHFT.orderTick> orderTickList3 = wrapper.getOrder(null, null, new List <string> {
AdharaHFT.ORDERTYPE_PENDING
});
foreach (AdharaHFT.orderTick tick in orderTickList3)
{
Console.WriteLine("TempId: " + tick.tempid + " OrderId: " + tick.orderid + " Security: " + tick.security + " Account: " + tick.account + " Quantity: " + tick.quantity + " Type: " + tick.type + " Side: " + tick.side + " Status: " + tick.status + " Price: " + tick.limitprice);
}
Console.WriteLine("Polling3 Finished");
Console.WriteLine("Press Enter to exit");
Console.Read();
}
