public void ShouldRegiterAndLogOperation()
{
IEntity operation = new TradeOperation
{
Time = DateTime.Now,
Buyer = new Trader {
TraderInfo = new IndividualInfo {
SecondName = "BuyerSecondName"
}
},
Seller = new Trader {
TraderInfo = new IndividualInfo {
SecondName = "SellerSecondName"
}
},
TradableType = new TradableType {
Type = "TradableType"
},
TradeAmount = 10,
TradableAmount = 11
};
BusinessService.RegisterEntity(operation);
Received.InOrder(() =>
{
DataContext.Received(1).Add(Arg.Any <IEntity>());
DataContext.Received(1).SaveChanges();
//не смог заставить этот кусок работать
//operation.Received(1).GetInfo();
LogService.Received().Info(Arg.Any <string>());
});
}
protected override void OnTick()
{
//if price is near special hedged position pair, unlist tuple from special
UnlistSpecialPosNearPriceAction();
//Loop over open positions, to close or hedge positions as appropriate
foreach (var pos in Positions.FindAll(label, Symbol))
{
//if any non-special position at t/p, close it out
if (pos.Pips * f >= TpTicks && !GetSpecialPosIdList().Contains(pos.Id))
{
ClosePositionAsync(pos, OnCloseAsync);
}
//if any non-special position is in red hedge ticks, hedge opposite
if (!GetSpecialPosIdList().Contains(pos.Id) && pos.Pips * f <= -HdgTicks)
{
dir = pos.TradeType == TradeType.Buy ? TradeType.Sell : TradeType.Buy; //get hdg direction
TradeOperation hto = ExecuteMarketOrderAsync(dir, Symbol, pos.Volume, label, 0.0, 0.0, null,
"special", OnExecuted); //hdg
//add the hedged positions to the special list
specialPositionsList.Add(pos);
} //if
} //foreach-loop over positions
//if no open positions (not counting special hedges), open in direction of last hedg
if (GetOpenPosIdList().Except(GetSpecialPosIdList()).Count() == 0)
{
ExecuteMarketOrderAsync(dir, Symbol, GetVolume(), label, 0.0, 0.0, null, "1st", OnExecuted);
}
}//OnTick()
public IOrderInfo Merge(IOrderInfo orderInfo)
{
var from = ((OrderImpl)orderInfo);
_diffBitMap = from._diffBitMap;
if (IsTradeOperationChanged())
{
Type = from.Type;
}
if (IsOpenTimeChanged())
{
OpenTime = from.OpenTime;
}
if (IsCloseTimeChanged())
{
CloseTime = from.CloseTime;
Comment = from.Comment;
}
if (IsExpirationTimeChanged())
{
Expiration = from.Expiration;
}
if (IsLotsChanged())
{
Lots = from.Lots;
}
if (IsOpenPriceChanged())
{
OpenPrice = from.OpenPrice;
}
if (IsClosePriceChanged())
{
ClosePrice = from.ClosePrice;
}
if (IsStopLossChanged())
{
Sl = from.Sl;
}
if (IsTakeProfitChanged())
{
Tp = from.Tp;
}
if (IsProfitChanged())
{
Profit = from.Profit;
}
if (IsCommissionChanged())
{
Commission = from.Commission;
}
if (IsSwapChanged())
{
Swap = from.Swap;
}
_str = null;
return(this);
}
public OComparator(IOrderInfo o)
{
_closeTime = o.GetCloseTime();
_symbol = o.GetSymbol();
_tradeOp = o.GetTradeOperation();
_price = o.GetOpenPrice();
_time = o.GetOpenTime();
_magic = o.GetMagic();
}
private bool CloseOrder(IOrderInfo order)
{
try
{
TradeOperation orderType = order.GetTradeOperation();
Console.WriteLine("Closing an order - order.closePrice: {0} market.bid: {1} market.ask: {2} order.OrderType: {3}", order.GetClosePrice(), Marketinfo(order.GetSymbol(), MarketInfo.MODE_BID), Marketinfo(order.GetSymbol(), MarketInfo.MODE_ASK), orderType);
switch (orderType)
{
case TradeOperation.OP_BUY:
case TradeOperation.OP_SELL:
RefreshRates();
if (order.GetTicket() > 0 && OrderClose(order.GetTicket(), order.GetLots(),
Marketinfo(order.GetSymbol(),
orderType == TradeOperation.OP_BUY
? MarketInfo.MODE_BID
: MarketInfo.MODE_ASK),
20, 0))
{
Info(String.Format("Order {0} has been closed", order));
return(true);
}
Info(String.Format("Order {0} to be closed; todo", order));
return(false);
default:
if (OrderDelete(order.GetTicket(), Color.Black))
{
Info(String.Format("Order {0} has been deleted", order));
return(true);
}
else
{
Info(String.Format("Can not delete order {0}", order));
return(false);
}
}
}
catch (ErrInvalidTicket)
{
Info(String.Format("Looks like order {0} has been deleted manually", order));
return(true);
}
catch (ErrInvalidPrice)
{
Info(String.Format("## ErrInvalidPrice - Price slippage ## - order.closePrice: {0} market.bid: {1} market.ask: {2} order.OrderType: {3}", order.GetClosePrice(), Marketinfo(order.GetSymbol(), MarketInfo.MODE_BID), Marketinfo(order.GetSymbol(), MarketInfo.MODE_ASK), order.GetTradeOperation()));
return(false);
}
}
private void sendOrder(string symbol, TradeOperation command, double volume, double price, int slippage, double stoploss, double takeprofit
, string comment, int magic, DateTime expiration, Color arrow_color)
{
int orderId = apiClient.OrderSend(symbol, command, volume, price, slippage, stoploss, takeprofit, comment, magic, expiration, arrow_color);
RunOnUIThread(() =>
{
if (orderId >= 0)
{
listBoxSendedOrders.Items.Add(orderId);
}
addToLog(string.Format("Sended order result: ticketId = {0}, volume - {1}", orderId, volume, slippage));
});
}
public TradeOperation ProcessTrade(Trader seller, Trader buyer, Stock tradable)
{
Withdraw(seller, tradable);
Acquire(buyer, tradable);
UpdateEntity(buyer);
UpdateEntity(seller);
TradeOperation entity = TradeOperation.CreateBuilder()
.SetTime(DateTime.Now)
.SetBuyer(buyer)
.SetSeller(seller)
.SetTradableType(tradable.TradableType)
.SetTradableAmount(tradable.Quantity)
.SetTradeAmount(tradable.Quantity * tradable.TradableType.Price);
return(entity);
}
public async void OpenOrder(string strSymbol, TradeOperation Cmd, double dVolumn, int nSlippage, int nMagic)
{
await Execute(() => {
if (bAvailable)
{
double dPrice = 0;
if (Cmd == TradeOperation.OP_BUY)
{
dPrice = currentQuote.Ask;
}
else if (Cmd == TradeOperation.OP_SELL)
{
dPrice = currentQuote.Bid;
}
_apiClient.OrderSend(strSymbol, Cmd, dVolumn, dPrice, nSlippage, 0, 0, null, nMagic);
}
});
}
private TrenderTradeOperation Calculate(List <MqlRates> rates)
{
//cnadles must have the same direction
TradeOperation candle0 = TradeOperation.OP_BUYLIMIT;
TradeOperation candle1 = TradeOperation.OP_BUYLIMIT;
if (rates[candle0index].Close > rates[candle0index].Open)
{
candle0 = TradeOperation.OP_BUY;
}
else
{
candle0 = TradeOperation.OP_SELL;
}
if (rates[candle1index].Close > rates[candle1index].Open)
{
candle1 = TradeOperation.OP_BUY;
}
else
{
candle1 = TradeOperation.OP_SELL;
}
// no trade if candles
if (candle0 != candle1)
{
Console.WriteLine("Dow Jones: Candle directions differ.");
return(TrenderTradeOperation.OpStayAside);
}
//high high, high glow
if (candle0 == TradeOperation.OP_BUY)
{
if ((rates[candle0index].High > rates[candle1index].High) && (rates[candle0index].Low >= rates[candle1index].Low))
{
return(TrenderTradeOperation.OpBuy);
}
else
{
Console.WriteLine("Dow Jones: OP_BUY highhighhighlow condition not met");
return(TrenderTradeOperation.OpStayAside);
}
}
//lower lows , lower high
if (candle0 == TradeOperation.OP_SELL)
{
if ((rates[candle0index].High < rates[candle1index].High) && ((rates[candle0index].Low < rates[candle1index].Low)))
{
return(TrenderTradeOperation.OpSell);
}
else
{
Console.WriteLine("Dow Jones: OP_BUY lowlowlowhigh condition not met");
return(TrenderTradeOperation.OpStayAside);
}
}
return(TrenderTradeOperation.OpStayAside);
}
public abstract void BookTrade(TradeOperation tradeOperation);
internal void MasterOrderCreated(IOrderInfo masterOrder)
{
RefreshRates();
double orderPrice = Marketinfo(masterOrder.GetSymbol(),
(masterOrder.GetTradeOperation() == TradeOperation.OP_BUY)
? MarketInfo.MODE_ASK
: MarketInfo.MODE_BID);
TradeOperation orderType = masterOrder.GetTradeOperation();
Console.WriteLine("Creating an order - order.closePrice: {0} market.bid: {1} market.ask: {2} order.OrderType: {3}", masterOrder.GetClosePrice(), Marketinfo(masterOrder.GetSymbol(), MarketInfo.MODE_BID), Marketinfo(masterOrder.GetSymbol(), MarketInfo.MODE_ASK), orderType);
//Info(String.Format("Executing order for account {0}", _acc));
try {
int ticket = OrderSend(
masterOrder.GetSymbol(),
masterOrder.GetTradeOperation(),
masterOrder.GetLots(),
//masterOrder.GetOpenPrice(), // todo: adjust price to current Bid/Ask if OrderType==OP_BUY/SELL
orderPrice,
20,
masterOrder.GetStopLoss(),
masterOrder.GetTakeProfit(),
_master.Acc + "@" + _master.Broker + "-> _acc:" + _acc,
masterOrder.GetTicket(),
masterOrder.GetExpiration(),
0
);
if (ticket != 0)
{
_ordersMap.Add(masterOrder.GetTicket(), ticket);
Info(String.Format("Master order {0} is mapped to {1}", masterOrder, ticket));
}
}
catch (ErrTradeDisabled)
{
Info(String.Format("Trade disabled for accoutn: {0}", _acc));
}
catch (ErrInvalidPrice)
{
Info(String.Format("## ErrInvalidPrice - Price slippage ## - order.closePrice: {0} market.bid: {1} market.ask: {2} order.OrderType: {3}", masterOrder.GetClosePrice(), Marketinfo(masterOrder.GetSymbol(), MarketInfo.MODE_BID), Marketinfo(masterOrder.GetSymbol(), MarketInfo.MODE_ASK), orderType));
}
/*
* catch(ErrInvalidPrice)
* {
* Info(String.Format("Price invalid: {0} ", masterOrder.GetOpenPrice()));
*
* }
* catch(ErrInvalidTradeVolume)
* {
* Info(String.Format("Trade volume invalid: {0} ", masterOrder.GetLots()));
*
* }
* catch(ErrTradeDisabled)
* {
* Info(String.Format("Trade disabled!!"));
*
* }
* catch(ErrOffQuotes)
* {
* Info(String.Format("This trade is off quotes!!"));
*
* }
**/
}
//
public OrderImpl(String encodedOrderInfo, MT4 utils)
{
var p = new SDParser(encodedOrderInfo, '|');
if (p.peek().StartsWith("C"))
{
// order change info
_diffBitMap = long.Parse(p.pop().Substring(1), CultureInfo.InvariantCulture);
TicketNumber = long.Parse(p.pop(), CultureInfo.InvariantCulture);
if (IsModified())
{
if (IsTradeOperationChanged())
{
Type = ((TradeOperation)int.Parse(p.pop(), CultureInfo.InvariantCulture));
}
else
{
p.pop();
}
if (IsOpenTimeChanged())
{
OpenTime = utils.ToDate(int.Parse(p.pop(), CultureInfo.InvariantCulture));
}
else
{
p.pop();
}
if (IsCloseTimeChanged())
{
CloseTime = utils.ToDate(int.Parse(p.pop(), CultureInfo.InvariantCulture));
}
else
{
p.pop();
}
if (IsExpirationTimeChanged())
{
Expiration = utils.ToDate(int.Parse(p.pop(), CultureInfo.InvariantCulture));
}
else
{
p.pop();
}
if (IsLotsChanged())
{
Lots = double.Parse(p.pop(), CultureInfo.InvariantCulture);
}
else
{
p.pop();
}
if (IsOpenPriceChanged())
{
OpenPrice = double.Parse(p.pop(), CultureInfo.InvariantCulture);
}
else
{
p.pop();
}
if (IsClosePriceChanged())
{
ClosePrice = double.Parse(p.pop(), CultureInfo.InvariantCulture);
}
else
{
p.pop();
}
if (IsStopLossChanged())
{
Sl = double.Parse(p.pop(), CultureInfo.InvariantCulture);
}
else
{
p.pop();
}
if (IsTakeProfitChanged())
{
Tp = double.Parse(p.pop(), CultureInfo.InvariantCulture);
}
else
{
p.pop();
}
if (IsProfitChanged())
{
Profit = double.Parse(p.pop(), CultureInfo.InvariantCulture);
}
else
{
p.pop();
}
if (IsCommissionChanged())
{
Commission = double.Parse(p.pop(), CultureInfo.InvariantCulture);
}
else
{
p.pop();
}
if (IsSwapChanged())
{
Swap = double.Parse(p.pop(), CultureInfo.InvariantCulture);
}
else
{
p.pop();
}
if (IsCloseTimeChanged())
{
string pop = p.pop();
Comment = pop ?? Comment;
}
else
{
p.pop();
}
}
}
else
{
TicketNumber = long.Parse(p.pop());
Type = (TradeOperation)int.Parse(p.pop(), CultureInfo.InvariantCulture);
OpenTime = utils.ToDate(int.Parse(p.pop(), CultureInfo.InvariantCulture));
CloseTime = utils.ToDate(int.Parse(p.pop(), CultureInfo.InvariantCulture));
Magic = int.Parse(p.pop(), CultureInfo.InvariantCulture);
Expiration = utils.ToDate(int.Parse(p.pop(), CultureInfo.InvariantCulture));
Lots = double.Parse(p.pop(), CultureInfo.InvariantCulture);
OpenPrice = double.Parse(p.pop(), CultureInfo.InvariantCulture);
ClosePrice = double.Parse(p.pop(), CultureInfo.InvariantCulture);
Sl = double.Parse(p.pop(), CultureInfo.InvariantCulture);
Tp = double.Parse(p.pop(), CultureInfo.InvariantCulture);
Profit = double.Parse(p.pop(), CultureInfo.InvariantCulture);
Commission = double.Parse(p.pop(), CultureInfo.InvariantCulture);
Swap = double.Parse(p.pop(), CultureInfo.InvariantCulture);
Symbol = p.pop();
Comment = p.pop();
}
}
private void sendOrder(string symbol, TradeOperation command, double volume, double price, int slippage, double stoploss, double takeprofit
, string comment, int magic, DateTime expiration, Color arrow_color)
{
int orderId = apiClient.OrderSend(symbol, command, volume, price, slippage, stoploss, takeprofit, comment, magic, expiration, arrow_color);
RunOnUIThread(() =>
{
if (orderId >= 0)
{
listBoxSendedOrders.Items.Add(orderId);
}
addToLog(string.Format("Sended order result: ticketId = {0}, volume - {1}", orderId, volume, slippage));
});
}
private ulong SendOrder(string symbol, double volume, double price, TradeOperation command)
{
int orderId = apiClient.OrderSend(symbol, command, volume, price, 10, 0, 0, "Trade Request from Mt5Trade", 0, DateTime.Now, Color.Green);
return(orderId > 0 ? (ulong)orderId : 0);
}
