private static bool CheckRequiredPermissions(ZubrWebsocketClient ws)
{
List <string> requiredPermissions = new List <string>();
requiredPermissions.Add("GET_ACCOUNT_DATA");
requiredPermissions.Add("MARKET_DATA");
requiredPermissions.Add("ORDER_DATA");
requiredPermissions.Add("NEW_ORDER");
requiredPermissions.Add("CANCEL_ORDER");
bool ok = true;
foreach (var permission in requiredPermissions)
{
if (!ws.Permissions.Contains(permission))
{
ok = false;
break;
}
}
return(ok);
}
static void Main(string[] args)
{
string configStr = File.ReadAllText("config.json");
JToken config = JToken.Parse(configStr);
logLogic = config.Value <bool>("LogLogicalEvents");
logTransport = config.Value <bool>("LogTransport");
ws = new ZubrWebsocketClient(config.Value <string>("apiKey"), config.Value <string>("apiSecret"), config.Value <string>("apiEndpoint"));
ws.LogTransport = logTransport;
ws.Login();
while (!ws.LoggedIn)
{
Thread.Sleep(100);
}
if (!CheckRequiredPermissions(ws))
{
throw new Exception("Api key's permission level not suitable for trading");
}
///Setting instrument from config
///
instrumentCode = config.Value <int>("InstrumentCode");
volume = config.Value <int>("QuoteSize");
interest = config.Value <decimal>("Interest");
shift = config.Value <decimal>("Shift");
maxPosition = config.Value <decimal>("MaxPosition");
minTickSize = config.Value <decimal>("MinTickSize");
///Initial position read
///
//check if configured position size should be used for calculations, otherwise
if (config.Value <bool>("InitialPositionFromConfig"))
{
position = config.Value <decimal>("InitialPosition");
positionInitialised = true;
if (logLogic)
{
Console.WriteLine("Initial position read from config");
}
}
else
{
//subscribe to positions
//get SOW position
//Unsubscribe -- using execution reports for position calculations going forward
ws.Positions += Ws_PositionsInit;
ws.Subscribe(Channel.positions);
while (!positionInitialised)
{
Thread.Sleep(100);
}
ws.Unsubscribe(Channel.positions);
ws.Positions -= Ws_PositionsInit;
if (logLogic)
{
Console.WriteLine("Initial position stream unsubscribed");
}
}
///Setting up eventhandlers to act upon price change and fills
ws.Tickers += Ws_TickersUpdate;
ws.OrderFills += Ws_OrderFillsUpdate;
ws.Orderbook += Ws_OrderbookUpdate;
ws.Orders += Ws_OrdersUpdate;
ws.OrderConfirmations += WS_OrderConfirmationsUpdate;
ws.Subscribe(Channel.tickers);
ws.Subscribe(Channel.orderFills);
ws.Subscribe(Channel.orderbook);
ws.Subscribe(Channel.orders);
if (logLogic)
{
Console.WriteLine("Streams subscribed");
}
while (asks.Count == 0 || bids.Count == 0)
{
//We have to have the orderbook info first to be able to place any trade
Thread.Sleep(100);
}
if (logLogic)
{
Console.WriteLine("Orderbook received");
}
while (!orderSnapshotReceived)
{
//We only want to work with the new orders from now on
Thread.Sleep(100);
}
if (logLogic)
{
Console.WriteLine("Order snapshots received");
}
AppDomain.CurrentDomain.ProcessExit += new EventHandler(CurrentDomain_ProcessExit);
Console.CancelKeyPress += new ConsoleCancelEventHandler(CurrentDomain_ProcessExit);
InitOrders();
while (true)
{
//do everything on other threads, we just can't let the main thread exit
Thread.Sleep(100);
}
}
