static string ProtoMessageToString(ProtoMessage msg)
{
if (!msg.HasPayload)
{
return("ERROR in ProtoMessage: Corrupted execution event, no payload found");
}
var _str = "ProtoMessage{";
switch ((ProtoPayloadType)msg.PayloadType)
{
case ProtoPayloadType.PROTO_MESSAGE:
var _msg = ProtoMessage.CreateBuilder().MergeFrom(msg.Payload).Build();
_str += ProtoMessageToString(_msg);
break;
case ProtoPayloadType.HEARTBEAT_EVENT:
var _hb = ProtoHeartbeatEvent.CreateBuilder().MergeFrom(msg.Payload).Build();
_str += "Heartbeat";
break;
case ProtoPayloadType.ERROR_RES:
var _err = ProtoErrorRes.CreateBuilder().MergeFrom(msg.Payload).Build();
_str += "ErrorResponse{errorCode:" + _err.ErrorCode + (_err.HasDescription ? ", description:" + _err.Description : "") + "}";
break;
default:
_str += OpenApiMessageToString(msg);
break;
}
_str += (msg.HasClientMsgId ? ", clientMsgId:" + msg.ClientMsgId : "") + "}";
return(_str);
}
public ProtoMessage GetMessage(byte[] msg)
{
var _msg = ProtoMessage.CreateBuilder().MergeFrom(msg).Build();
lastMessagePayloadType = _msg.PayloadType;
lastMessagePayload = _msg.Payload;
return(_msg);
}
public ProtoMessage CreateMessage(uint payloadType, ByteString payload = null, string clientMsgId = null)
{
var protoMsg = ProtoMessage.CreateBuilder();
protoMsg.PayloadType = payloadType;
if (payload != null)
{
protoMsg.SetPayload(payload);
}
if (clientMsgId != null)
{
protoMsg.SetClientMsgId(clientMsgId);
}
return(protoMsg.Build());
}
public void SendTrade(UserConfig config, string symbolName, string direction, long size, string clientMsgId, string orderComment, long stopPoints = 0, long takeProfitPoints = 0)
{
ProtoOATradeSide tradeSide = ProtoOATradeSide.BUY;
if (direction == "SHORT")
{
tradeSide = ProtoOATradeSide.SELL;
}
int symbolId = config.Symbols.SymbolId(symbolName);
//create the trade request message and queue it
var _msg = ProtoOANewOrderReq.CreateBuilder();
_msg.SetCtidTraderAccountId(config.AccountId);
_msg.SetSymbolId(symbolId);
_msg.SetOrderType(ProtoOAOrderType.MARKET);
_msg.SetTradeSide(tradeSide);
_msg.SetVolume(size);
_msg.SetLabel("LABEL");
if (stopPoints > 0)
{
_msg.SetRelativeStopLoss(stopPoints);
}
if (takeProfitPoints > 0)
{
_msg.SetRelativeTakeProfit(takeProfitPoints);
}
_msg.SetComment(orderComment);
var protoMsg = ProtoMessage.CreateBuilder();
protoMsg.PayloadType = (uint)_msg.PayloadType;
protoMsg.SetPayload(_msg.Build().ToByteString());
protoMsg.SetClientMsgId(clientMsgId);
_trasmitQueue.Enqueue(protoMsg.Build());
}