//EXCHANGE,TOKEN,SYMBOL,PRODUCT,ORDER_TYPE,TRANSACTION_TYPE,TRADED_QUANTITY,EXCHANGE_ORDER_ID,ORDER_ID,EXCHANGE_TIME,TIME_IN_MICRO,TRADED_PRICE,TRADE_ID
// consolidated all trades for a given order, and final trade list contains consolidated trade for each order
public BrokerErrorCode GetTradeBook(bool getOnlyNewTrades, string stockCode, out Dictionary <string, EquityTradeBookRecord> trades)
{
lock (lockSingleThreadedUpstoxCall)
{
BrokerErrorCode errorCode = BrokerErrorCode.Unknown;
trades = new Dictionary <string, EquityTradeBookRecord>();
int retryCount = 0;
int maxRetryCount = 3;
while (errorCode != BrokerErrorCode.Success && retryCount++ < maxRetryCount)
{
try
{
var response = upstox.GetTradeBook();
string[] lines = response.Split(new[] { "\r\n", "\r", "\n" }, StringSplitOptions.None);
var uniqueconsolidatedTrades = new Dictionary <string, EquityTradeBookRecord>();
for (int i = 1; i < lines.Length; i++)
{
var line = lines[i].Split(',');
if (line.Length < 13)
{
continue;
}
if (!string.IsNullOrEmpty(stockCode) &&
!line[2].Equals(stockCode, StringComparison.OrdinalIgnoreCase))
{
continue;
}
var trade = new EquityTradeBookRecord();
trade.OrderId = line[8];
trade.TradeId = line[12];
trade.Direction = line[5] == "B" ? OrderDirection.BUY : OrderDirection.SELL;
trade.DateTime = DateTime.Parse(line[9]);
trade.Quantity = int.Parse(line[6]);
trade.NewQuantity = trade.Quantity;
trade.Price = double.Parse(line[11]);
trade.StockCode = line[2];
trade.EquityOrderType = line[3] == "D" ? EquityOrderType.DELIVERY : EquityOrderType.MARGIN;
trade.Exchange = line[0];
if (uniqueconsolidatedTrades.ContainsKey(trade.OrderId))
{
var consolidatedTrade = uniqueconsolidatedTrades[trade.OrderId];
var price = ((consolidatedTrade.Quantity * consolidatedTrade.Price) + (trade.Quantity * trade.Price)) / (trade.Quantity + consolidatedTrade.Quantity);
price = Math.Round(price, 2);
var quantity = trade.Quantity + consolidatedTrade.Quantity;
var newQuantity = trade.NewQuantity + consolidatedTrade.NewQuantity;
if (trade.DateTime > consolidatedTrade.DateTime)
{
trade.Price = price;
trade.Quantity = quantity;
trade.NewQuantity = newQuantity;
uniqueconsolidatedTrades[trade.OrderId] = trade;
}
else
{
consolidatedTrade.Price = price;
consolidatedTrade.Quantity = quantity;
consolidatedTrade.NewQuantity = newQuantity;
}
}
else
{
uniqueconsolidatedTrades.Add(trade.OrderId, trade);
}
}
foreach (var trade in uniqueconsolidatedTrades.Select(kv => kv.Value).ToList())
{
lock (lockObjectEquity)
{
// existing trade
if (mEquityTradeBook.ContainsKey(trade.OrderId))
{
var prevTradeRecord = mEquityTradeBook[trade.OrderId];
// for part exec, the NewQuantity gets updated with delta from previous
trade.NewQuantity = trade.Quantity - prevTradeRecord.Quantity;
if (getOnlyNewTrades)
{
// add if execution status change along with prev and current execution qty
if (trade.NewQuantity > 0)
{
trades.Add(trade.OrderId, trade);
}
}
else
{
trades.Add(trade.OrderId, trade);
}
// Update the trade
// update required because PartExec may have become full exec
mEquityTradeBook[trade.OrderId] = trade;
}
else
{
// new trade
mEquityTradeBook.Add(trade.OrderId, trade);
trades.Add(trade.OrderId, trade);
}
}
}
errorCode = BrokerErrorCode.Success;
}
catch (Exception ex)
{
Trace(string.Format(genericErrorLogFormat, stockCode, GeneralUtils.GetCurrentMethod(), ex.Message, ex.StackTrace));
Trace(string.Format(retryLogFormat, retryCount, maxRetryCount));
if (retryCount >= maxRetryCount)
{
break;
}
}
}
return(errorCode);
}
}
// IBroker.GetEquityTradeBook
// Get trade book for a date range and for specific stock if stockCode is valid
// else gets complete trade book fro the date range
public BrokerErrorCode GetEquityTradeBookToday(bool newTradesOnly,
string stockCode,
out Dictionary <string, EquityTradeBookRecord> trades)
{
trades = new Dictionary <string, EquityTradeBookRecord>();
// Login If needed
BrokerErrorCode errorCode = CheckAndLogInIfNeeded(false);
if (errorCode != BrokerErrorCode.Success)
{
return(errorCode);
}
string postData = "pgname=eqTrdBook&ismethodcall=0&mthname=";
string tradeBookData = IciciGetWebPageResponse(URL_ICICI_EQT_TRADEBOOK,
postData,
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
if (errorCode.Equals(BrokerErrorCode.Success) && !tradeBookData.Contains("No matching Trades"))
{
// Trim it
tradeBookData = tradeBookData.Trim(' ', '\t', '\r', '\n');
tradeBookData = HtmlUtilities.EnsureHtmlParsable(tradeBookData);
string subTradeBookData = StringParser.GetStringBetween(tradeBookData,
0,
"<thead>",
"</table>",
new string[] { });
ParsedTable table = (ParsedTable)HtmlTableParser.ParseHtmlIntoTables("<table>" + subTradeBookData + "</table>", true);
//trades = new Dictionary<string, EquityTradeBookRecord>();
for (int i = 1; i < table.RowCount - 1; i++)
{
EquityTradeBookRecord info = new EquityTradeBookRecord();
info.StockCode = table[i, 1].ToString().Trim();
// If stockCode parameter is not null i.e. all stocks are intended
// and if stock specific orders are intended and current element's stockCode doesnt match then iterate to next element
if (!string.IsNullOrEmpty(stockCode) && !info.StockCode.Equals(stockCode, StringComparison.OrdinalIgnoreCase))
{
continue;
}
var temp = StringParser.GetStringBetween(table[i, 0].ToString(), 0, "nowrap;\">", "<", null);
DateTime.TryParse(temp, out info.Date);
//if (bSuccess)
//{
// info[0].UpdateTime = result;
//}
string tempStr = table[i, 2].ToString().ToUpperInvariant().StartsWith("B") ? "BUY" : "SELL";
info.Direction = (OrderDirection)Enum.Parse(typeof(OrderDirection), tempStr);
info.Quantity = int.Parse(table[i, 3].ToString());
info.Price = double.Parse(table[i, 4].ToString());
info.TradeValue = double.Parse(table[i, 5].ToString());
//tempStr = StringParser.GetStringBetween(table[i, 6].ToString(), 0, "\">", "</a>", null);
info.Brokerage = double.Parse(table[i, 6].ToString());
info.SettlementNumber = StringParser.GetStringBetween(table[i, 7].ToString(), 0, "setno=", "&", null);
string orderRefString = StringParser.GetStringBetween(table[i, 10].ToString(), 0, "FML_ORD_ORDR_RFRNC=", "&", null);
info.OrderRefenceNumber = orderRefString.Trim();
lock (lockObjectEquity)
{
if (mEquityTradeBook.ContainsKey(info.OrderRefenceNumber))
{
if (newTradesOnly)
{
}
else
{
trades.Add(info.OrderRefenceNumber, info);
}
// Update the trade
// update required because PartExec may have become full exec
mEquityTradeBook[info.OrderRefenceNumber] = info;
}
else
{
mEquityTradeBook.Add(info.OrderRefenceNumber, info);
trades.Add(info.OrderRefenceNumber, info);
}
}
}
}
return(errorCode);
}
