// Портфели
/// <summary>
/// взять портфели
/// </summary>
public async void GetPortfolios()
{
// string tags = "AccountType,NetLiquidation";
// reqAccountSummary(50000001, "All", tags);
if (_isConnected == false)
{
return;
}
try
{
List <AccountProperties> result = await Rest20.GetAccountListAsync();
// в result что-то лежит
foreach (var accountName in result)
{
Account account = await Rest20.GetAccountDetailsAsync(accountName.id);
Portfolio newPortfolio = new Portfolio();
newPortfolio.Number = account.id;
newPortfolio.ValueBegin = Convert.ToDecimal(account.balance);
newPortfolio.ValueCurrent = Convert.ToDecimal(account.balance);
if (PortfolioChangeEvent != null)
{
PortfolioChangeEvent(newPortfolio);
}
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
}
static private async Task PutOnATrade()
{
WriteNewLine("Checking to see if EUR_USD is open for trading ...");
// first, check the market status for EUR_USD
// if it is tradeable, we'll try to make some money :)
if (!(await Utilities.IsMarketHalted(INSTRUMENT)))
{
WriteNewLine("EUR_USD is open and rockin', so let's start trading!");
long?tradeID = await PlaceMarketOrder();
if (tradeID.HasValue)
{
// we have an open trade.
// give it some time to make money :)
await Task.Delay(10000);
WriteNewLine("Okay, we've waited 10 seconds. Closing trade now ...");
// now, let' close the trade and collect our profits! .. hopefully
TradeCloseResponse closeResponse = null;
try
{
closeResponse = await Rest20.CloseTradeAsync(AccountID, tradeID.Value, "ALL");
}
catch
{
WriteNewLine("Oops. The trade can't be closed. Something went wrong. :(");
}
if (closeResponse != null)
{
WriteNewLine("Nice! The trade is closed.");
var profit = closeResponse.orderFillTransaction.pl;
WriteNewLine($"Our profit was USD {profit}");
if (profit > 0)
{
WriteNewLine($"Nice work! You are an awesome trader.");
}
else
{
WriteNewLine($"Looks like you need to learn some money-making strategies. :(");
WriteNewLine($"Keep studying, learning, but most of all .. keep trading!!");
}
}
}
else
{
WriteNewLine($"Looks like something went awry with the trade. you need to learn some money-making strategies. :(");
}
}
else
{
WriteNewLine("Sorry, Oanda markets are closed or Euro market is not tradeable.");
WriteNewLine("Try again another time.");
}
}
/// <summary>
/// execute orders in the exchange
/// исполнить ордер на бирже
/// </summary>
public async void ExecuteOrder(Order order)
{
if (_isConnected == false)
{
return;
}
_orders.Add(order);
try
{
string expiry = ConvertDateTimeToAcceptDateFormat(DateTime.Now.AddMonths(1));
decimal volume = order.Volume;
if (order.Side == Side.Sell)
{
volume = -order.Volume;
}
string price = order.Price.ToString(new CultureInfo("en-US"));
Instrument myInstrument = _allInstruments.Find(inst => inst.name == order.SecurityNameCode);
// create new pending order
var request = new LimitOrderRequest(myInstrument)
{
instrument = order.SecurityNameCode,
units = Convert.ToInt64(volume),
timeInForce = TimeInForce.GoodUntilDate,
gtdTime = expiry,
price = price.ToDecimal(),
clientExtensions = new ClientExtensions()
{
id = order.NumberUser.ToString(),
comment = "",
tag = ""
},
tradeClientExtensions = new ClientExtensions()
{
id = order.NumberUser.ToString(),
comment = "",
tag = ""
}
};
var response = await Rest20.PostOrderAsync(Credentials.GetDefaultCredentials().DefaultAccountId, request);
var orderTransaction = response.orderCreateTransaction;
if (orderTransaction.id > 0)
{
order.NumberMarket = orderTransaction.id.ToString();
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
}
private async Task <List <Price> > GetLastPrice(string accountId, string instrument)
{
SetCredentials(accountId);
List <Price> prices = await Rest20.GetPriceListAsync(accountId, new List <string>() { instrument }, new Dictionary <string, string>());
return(prices);
}
/// <summary>
/// отозвать ордер
/// </summary>
public void CanselOrder(Order order)
{
if (string.IsNullOrWhiteSpace(order.NumberMarket))
{
return;
}
if (string.IsNullOrEmpty(order.NumberMarket))
{
return;
}
try
{
var openOrders = Rest20.GetPendingOrderListAsync(Credentials.GetDefaultCredentials().DefaultAccountId);
while (!openOrders.IsCanceled &&
!openOrders.IsCompleted &&
!openOrders.IsFaulted)
{
Thread.Sleep(20);
}
for (int i = 0; i < openOrders.Result.Count; i++)
{
if (openOrders.Result[i].id == Convert.ToInt64(order.NumberMarket))
{
Rest20.CancelOrderAsync(Credentials.GetDefaultCredentials().DefaultAccountId, openOrders.Result[i].id);
}
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
}
static async Task <long?> PlaceMarketOrder(string side = "buy")
{
WriteNewLine("Creating a EUR_USD market BUY order ...");
var oandaInstrument = (await Rest20.GetAccountInstrumentsAsync(AccountID, INSTRUMENT)).First();
long orderUnits = side == "buy" ? 10 : -10;
var request = new MarketOrderRequest(oandaInstrument)
{
units = orderUnits
};
OrderPostResponse response = null;
try
{
response = await Rest20.PostOrderAsync(AccountID, request);
WriteNewLine("Congrats! You've put on a trade! Let it run! :)");
}
catch
{
WriteNewLine("Oops. Order creation failed.");
}
return(response?.orderFillTransaction?.tradeOpened?.tradeID);
}
public async Task <List <ITransaction> > GetTransactions(string accountId, DateTime from)
{
Dictionary <string, string> parameters = new Dictionary <string, string>();
parameters.Add("from", GetOandaDateTime(from));
List <ITransaction> transactions = await Rest20.GetTransactionsByDateRangeAsync(accountId, parameters);
return(transactions);
}
public async Task <long> CreateMarketOrder(string accountId, string instrument, long units)
{
MarketOrderRequest request = new MarketOrderRequest()
{
instrument = instrument,
units = units,
};
OrderPostResponse response = await Rest20.PostOrderAsync(accountId, request);
return(response.orderFillTransaction.id);
}
// instruments
// инструменты
public async void GetSecurities(List <Portfolio> portfolios)
{
if (portfolios == null || portfolios.Count == 0)
{
return;
}
_allInstruments = new List <Instrument>();
// Get an instrument list (basic)
for (int i = 0; i < portfolios.Count; i++)
{
List <Instrument> result = await Rest20.GetAccountInstrumentsAsync(portfolios[i].Number);
_allInstruments.AddRange(result);
}
List <Security> _securities = new List <Security>();
for (int i = 0; i < _allInstruments.Count; i++)
{
Security newSecurity = new Security();
newSecurity.Name = _allInstruments[i].name;
newSecurity.NameFull = _allInstruments[i].displayName;
newSecurity.NameClass = _allInstruments[i].type;
newSecurity.SecurityType = SecurityType.CurrencyPair;
newSecurity.NameId = "none";
newSecurity.Lot = 1;
decimal step = 1;
for (int i2 = 0; i2 < _allInstruments[i].displayPrecision; i2++)
{
step *= 0.1m;
}
newSecurity.PriceStep = step;
newSecurity.PriceStepCost = step;
_securities.Add(newSecurity);
}
if (NewSecurityEvent != null)
{
NewSecurityEvent(_securities);
}
}
// инструменты
public async void GetSecurities(List <Portfolio> portfolios)
{
if (portfolios == null || portfolios.Count == 0)
{
SendLogMessage("Прервана попытка получить инструменты раньше авторизации аккаунта",
LogMessageType.System);
return;
}
_allInstruments = new List <Instrument>();
// Get an instrument list (basic)
for (int i = 0; i < portfolios.Count; i++)
{
List <Instrument> result = await Rest20.GetAccountInstrumentsAsync(portfolios[i].Number);
_allInstruments.AddRange(result);
}
List <Security> _securities = new List <Security>();
for (int i = 0; i < _allInstruments.Count; i++)
{
Security newSecurity = new Security();
newSecurity.Name = _allInstruments[i].name;
newSecurity.NameFull = _allInstruments[i].displayName;
newSecurity.NameClass = _allInstruments[i].type;
newSecurity.Lot = 1;
decimal step = 1;
for (int i2 = 0; i2 < _allInstruments[i].displayPrecision; i2++)
{
step *= 0.1m;
}
newSecurity.PriceStep = step;
newSecurity.PriceStepCost = step;
_securities.Add(newSecurity);
}
if (NewSecurityEvent != null)
{
NewSecurityEvent(_securities);
}
}
/// <summary>
/// Determines if trading is halted for the provided instrument.
/// </summary>
/// <param name="instrument">Instrument to check if halted. Default is EUR_USD.</param>
/// <returns>True if trading is halted, false if trading is not halted.</returns>
public static async Task <bool> IsMarketHalted(string instrument = InstrumentName.Currency.EURUSD)
{
var accountId = Credentials.GetDefaultCredentials().DefaultAccountId;
var prices = await Rest20.GetPriceListAsync(accountId, new List <string>() { instrument });
bool isTradeable = false, hasBids = false, hasAsks = false;
if (prices[0] != null)
{
isTradeable = prices[0].tradeable;
hasBids = prices[0].bids.Count > 0;
hasAsks = prices[0].asks.Count > 0;
}
return(!(isTradeable && hasBids && hasAsks));
}
public async Task <TradeCloseResponse> CloseOrder(String accountId, long orderId)
{
SetCredentials(accountId);
try
{
TradeCloseResponse tradeCloseResponse = await Rest20.CloseTradeAsync(accountId, orderId);
return(tradeCloseResponse);
}
catch (Exception e)
{
if (e.Message.IndexOf("MARKET_ORDER_REJECT") > 0 && e.Message.IndexOf("TRADE_DOESNT_EXIST") > 0)
{
return(null);
}
throw e;
}
}
public OAOrders GetMarketOrders(string accountId, string instrument)
{
Task <List <Trade> > callTask = Task.Run(() => Rest20.GetOpenTradeListAsync(accountId));
callTask.Wait();
OAOrders oaOrders = new OAOrders();
foreach (Trade trade in callTask.Result.FindAll(x => x.instrument == instrument))
{
OAOrder oaOrder = new OAOrder();
oaOrder.Id = trade.id;
oaOrder.Units = trade.currentUnits;
oaOrder.Instrument = trade.instrument;
oaOrder.Price = trade.price;
oaOrders.Add(oaOrder);
}
return(oaOrders);
}
public async Task ModifyMarketOrder(string accountId, OAOrder order)
{
SetCredentials(accountId);
PriceInformation priceInformation = new PriceInformation();
priceInformation.instrument = await GetInstrument(accountId, order.Instrument);
priceInformation.priceProperties = new List <string>();
PatchExitOrdersRequest request = new PatchExitOrdersRequest();
request.stopLoss = new StopLossDetails(instruments[0]);
request.stopLoss.price = Math.Round(order.SL, priceInformation.instrument.displayPrecision);
request.stopLoss.timeInForce = TimeInForce.GoodUntilCancelled;
if (order.PT > 1) // != 0, kvuli zaokrouhlovani
{
request.takeProfit = new TakeProfitDetails(instruments[0]);
request.takeProfit.price = Math.Round(order.PT, priceInformation.instrument.displayPrecision);
request.takeProfit.timeInForce = TimeInForce.GoodUntilCancelled;
}
else
{
request.takeProfit = null;
}
try
{
TradePatchExitOrdersResponse tradePatchExitOrdersResponse = await Rest20.PatchTradeExitOrders(accountId, order.Id, request);
}
catch (Exception e)
{
if (e.Message.IndexOf("NO_SUCH_TRADE") > 0)
{
return;
}
throw e;
}
}
static async Task <long?> PlaceMarketOrder(string side = "buy")
{
WriteNewLine("Creating a EUR_USD market BUY order ...");
var parameters = new AccountInstrumentsParameters()
{
instruments = new List <string>()
{
INSTRUMENT
}
};
var oandaInstrument = (await Rest20.GetAccountInstrumentsAsync(AccountID, parameters)).First();
decimal orderUnits = side == "buy" ? 10 : -10;
var request = new MarketOrderRequest(oandaInstrument)
{
units = orderUnits
};
PostOrderResponse response = null;
try
{
response = await Rest20.PostOrderAsync(AccountID, request);
WriteNewLine("Congrats! You've put on a trade! Let it run! :)");
}
catch (Exception ex)
{
var errorResponse = ErrorResponseFactory.Create(ex.Message);
WriteNewLine("Oops. Order creation failed.");
WriteNewLine($"The failure message is: {errorResponse.errorMessage}.");
WriteNewLine("Try again later.");
}
return(response?.orderFillTransaction?.tradeOpened?.tradeID);
}
protected override async Task <WebResponse> GetSession()
{
return(await Rest20.StartTransactionsSession(_accountId));
}
public async Task <List <Instrument> > GetInstrumentEx(string accountId)
{
List <Instrument> result = await Rest20.GetAccountInstrumentsAsync(accountId);
return(result);
}
public async Task <Trade> GetMarketOrder(string accountId, long orderId)
{
Trade trade = await Rest20.GetTradeDetailsAsync(accountId, orderId);
return(trade);
}
/// <summary>
/// Начать выгрузку данных по инструменту.
/// </summary>
/// <param name="namePaper">имя бумаги которую будем запускать</param>
/// <param name="timeFrameBuilder">объект несущий </param>
/// <returns>В случае удачи возвращает CandleSeries
/// в случае неудачи null</returns>
public CandleSeries StartThisSecurity(string namePaper, TimeFrameBuilder timeFrameBuilder)
{
try
{
if (_lastStartServerTime.AddSeconds(15) > DateTime.Now)
{
return(null);
}
lock (_lockerStarter)
{
if (namePaper == "")
{
return(null);
}
// надо запустить сервер если он ещё отключен
if (ServerStatus != ServerConnectStatus.Connect)
{
//MessageBox.Show("Сервер не запущен. Скачивание данных прервано. Инструмент: " + namePaper);
return(null);
}
if (_securities == null || _portfolios == null)
{
Thread.Sleep(5000);
return(null);
}
if (_lastStartServerTime != DateTime.MinValue &&
_lastStartServerTime.AddSeconds(15) > DateTime.Now)
{
return(null);
}
Security security = null;
for (int i = 0; _securities != null && i < _securities.Count; i++)
{
if (_securities[i].Name == namePaper)
{
security = _securities[i];
break;
}
}
if (security == null)
{
return(null);
}
if (_connectedContracts == null)
{
_connectedContracts = new List <string>();
}
if (_connectedContracts.Find(s => s == security.Name) == null)
{
_connectedContracts.Add(security.Name);
}
_tickStorage.SetSecurityToSave(security);
// 2 создаём серию свечек
CandleSeries series = new CandleSeries(timeFrameBuilder, security);
if (NeadToGetCandles(timeFrameBuilder.TimeFrame))
{ // подгружаем в серию свечки, если коннектор это позволяет
short count = 500;
string price = "MBA";
string instrument = security.Name;
string granularity = GetTimeFrameInOandaFormat(timeFrameBuilder.TimeFrame).ToString();
var parameters = new Dictionary <string, string>();
parameters.Add("price", price);
parameters.Add("granularity", granularity);
parameters.Add("count", count.ToString());
Task <List <CandlestickPlus> > result = Rest20.GetCandlesAsync(instrument, parameters);
while (!result.IsCanceled &&
!result.IsCompleted &&
!result.IsFaulted)
{
Thread.Sleep(10);
}
List <CandlestickPlus> candleOanda = result.Result;
List <Candle> candlesOsEngine = new List <Candle>();
for (int i = 0; i < candleOanda.Count; i++)
{
Candle newCandle = new Candle();
newCandle.Open = Convert.ToDecimal(candleOanda[i].bid.o);
newCandle.High = Convert.ToDecimal(candleOanda[i].bid.h);
newCandle.Low = Convert.ToDecimal(candleOanda[i].bid.l);
newCandle.Close = Convert.ToDecimal(candleOanda[i].bid.c);
newCandle.TimeStart = DateTime.Parse(candleOanda[i].time);
newCandle.State = CandleStates.Finished;
newCandle.Volume = candleOanda[i].volume;
candlesOsEngine.Add(newCandle);
}
series.CandlesAll = candlesOsEngine;
}
_candleManager.StartSeries(series);
SendLogMessage("Инструмент " + series.Security.Name + "ТаймФрейм " + series.TimeFrame +
" успешно подключен на получение данных и прослушивание свечек",
LogMessageType.System);
return(series);
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
return(null);
}
}
protected override async Task <WebResponse> GetSession()
{
return(await Rest20.StartPricingSession(_accountId, _instruments, _snapshot));
}
private void CandleGeterThread()
{
while (true)
{
Thread.Sleep(1000);
if (_depthsDontGo == false)
{
return;
}
try
{
for (int i = 0; i < _namesSecuritiesToGetTicks.Count; i++)
{
short count = 1;
string price = "MBA";
string instrument = _namesSecuritiesToGetTicks[i].Name;
string granularity = GetTimeFrameInOandaFormat(TimeFrame.Min1).ToString();
var parameters = new Dictionary <string, string>();
parameters.Add("price", price);
parameters.Add("granularity", granularity);
parameters.Add("count", count.ToString());
Task <List <CandlestickPlus> > result = Rest20.GetCandlesAsync(instrument, parameters);
while (!result.IsCanceled &&
!result.IsCompleted &&
!result.IsFaulted)
{
Thread.Sleep(10);
}
List <CandlestickPlus> candleOanda = result.Result;
Trade newCandle = new Trade();
newCandle.Price = Convert.ToDecimal(candleOanda[0].bid.c);
newCandle.Time = DateTime.Parse(candleOanda[0].time);
newCandle.SecurityNameCode = _namesSecuritiesToGetTicks[i].Name;
newCandle.Volume = candleOanda[0].volume;
newCandle.Side = Side.Buy;
if (NewTradesEvent != null)
{
NewTradesEvent(newCandle);
}
MarketDepth depth = new MarketDepth();
depth.SecurityNameCode = newCandle.SecurityNameCode;
depth.Time = newCandle.Time;
depth.Asks = new List <MarketDepthLevel>()
{
new MarketDepthLevel()
{
Ask = 1, Price = newCandle.Price + _namesSecuritiesToGetTicks[i].PriceStep
}
};
depth.Bids = new List <MarketDepthLevel>()
{
new MarketDepthLevel()
{
Bid = 1, Price = newCandle.Price - _namesSecuritiesToGetTicks[i].PriceStep
}
};
if (MarketDepthEvent != null)
{
MarketDepthEvent(depth);
}
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
Thread.Sleep(1000);
}
}
}
