internal void OnAccountPositionCall(AccountPosition accPos)
{
OnAccountPosition?.Invoke(accPos);
}
private void onResponse(Response response)
{
switch (response.ResponseCase)
{
case Response.ResponseOneofCase.OrderReports:
OrderReports orderReports = response.OrderReports;
foreach (var orderReport in orderReports.OrderReport)
{
Debug.WriteLine("recieve the order/exeuction report message:{0}", orderReport);
}
break;
case Response.ResponseOneofCase.MarketDatas:
MarketDatas marketDatas = response.MarketDatas;
foreach (var marketData in marketDatas.MarketData)
{
Debug.WriteLine("recieve the market data update message:{0}", marketData);
}
break;
case Response.ResponseOneofCase.Ping:
Ping pingMsg = response.Ping;
Debug.WriteLine("recieve the ping message:{0}", pingMsg);
break;
case Response.ResponseOneofCase.Notice:
NoticeMessages noticeMsgs = response.Notice;
foreach (var noticeMsg in noticeMsgs.Notice)
{
Debug.WriteLine("recieve the notice message:{0}", noticeMsg);
}
break;
case Response.ResponseOneofCase.ServiceStatus:
ServiceStatuses serviceStatuses = response.ServiceStatus;
foreach (var status in serviceStatuses.Status)
{
Debug.WriteLine("recieve the service status message:{0}", status);
}
break;
case Response.ResponseOneofCase.Instruments:
Instruments instruments = response.Instruments;
foreach (var instrument in instruments.Instrument)
{
Debug.WriteLine("recieve the new instrument message:{0}", instrument);
}
break;
case Response.ResponseOneofCase.InstrumentStatus:
InstrumentStatuses instrumentStatuses = response.InstrumentStatus;
foreach (var instrumentStatus in instrumentStatuses.Status)
{
Debug.WriteLine("recieve the instrument status change message:{0}", instrumentStatus);
}
break;
case Response.ResponseOneofCase.Position:
AccountPosition acctPostion = response.Position;
foreach (var postioin in acctPostion.Positions)
{
Debug.WriteLine("recieve the position message:{0}", postioin);
}
break;
case Response.ResponseOneofCase.SpreaderID:
case Response.ResponseOneofCase.LogonResult:
case Response.ResponseOneofCase.QueryResult:
case Response.ResponseOneofCase.None:
case Response.ResponseOneofCase.Extension:
default:
Assert.Fail("this should not in broadcast message from server");
break;
}
}
public void OnAccountPosition(AccountPosition accPos)
{
AccountPosition?.Invoke(_quik, accPos);
}
private void CloseAccountPosition(AccountPosition account_position)
{
foreach (InstrumentPosition instrument_position in account_position.InstrumentPositions)
{
DraftOrderData.Types.SideCode sideCode;
if (instrument_position.Exposure == InstrumentPosition.PositionExposure.LONG)
{
sideCode = DraftOrderData.Types.SideCode.SELL;
}
else if (instrument_position.Exposure == InstrumentPosition.PositionExposure.SHORT)
{
sideCode = DraftOrderData.Types.SideCode.BUY;
}
else
{
//
// No need to close a flat position.
//
continue;
}
DraftOrderData draftOrder = DraftOrderData.CreateBuilder()
.SetInvestmentSystemId(instrument_position.InvestmentSystemId)
.SetInstrumentId(instrument_position.InstrumentId)
.SetSideCode(sideCode)
.SetTif(DraftOrderData.Types.TimeInForce.DAY)
.SetOrderType(DraftOrderData.Types.OrderType.MARKET)
.SetOrderQty(Convert.ToString(instrument_position.OpenPosition))
.SetLimitPrc("0")
.SetStopPrc("0")
.Build();
DraftAllocationData draftAllocation = DraftAllocationData.CreateBuilder()
.SetAccountId(account_position.AccountId)
.SetAllocationQty(Convert.ToString(instrument_position.OpenPosition))
.Build();
ClientAdapterResponse create_order_response = controller.SendRpc(new CreateOrder(draftOrder, draftAllocation));
if (create_order_response.Type == ClientAdapterResponse.Types.ResponseType.ACKNOWLEDGEMENT)
{
DealingEngineResponse dealing_order_response = create_order_response.DealingResponse;
if (dealing_order_response.Type == DealingEngineResponse.Types.ResponseType.ACKNOWLEDGEMENT)
{
//
// Release the market order
//
foreach (OrderMessage order_msg in dealing_order_response.OrderList)
{
ClientAdapterResponse release_order_response = controller.SendRpc(new ReleaseOrder(order_msg.OrderData.OrderId));
if (release_order_response.Type == ClientAdapterResponse.Types.ResponseType.ACKNOWLEDGEMENT)
{
DealingEngineResponse dealing_release_response = release_order_response.DealingResponse;
if (dealing_release_response.Type != DealingEngineResponse.Types.ResponseType.ACKNOWLEDGEMENT)
{
}
}
}
}
}
}
}
private void FirePositionChanged(object o, PositionEventArgs e)
{
double notional_pl;
AccountPosition account_position = (AccountPosition)e.Data;
accounts.BeginUpdate();
accounts.BeginNodeListChange();
//
// Get the account on the position
//
Account account = controller.Cache.GetAccount(account_position.AccountId);
if (null == account)
{
log.Warn("Unknown account: " + account_position.AccountId);
return;
}
//
// Calculate the notional_pl
//
notional_pl = 0.0;
foreach (InstrumentPosition instrument_position in account_position.InstrumentPositions)
{
//
// Get the instrument
//
Instrument instrument =
controller.Cache.GetInstrument(
instrument_position.InstrumentId);
if (null == instrument)
{
log.Warn("Unknown instrument_id: " + instrument_position.InstrumentId);
continue;
}
//
// Calculate the notional PL
//
instrument_position.ProfitLoss(account, instrument);
notional_pl += instrument_position.NotionalPL;
}
//
// Find this account in our list?
//
bool found = false;
foreach (GTLTreeNode account_node in accounts.Nodes)
{
if (account_node.Tag.Equals(account.Id))
{
((PercentSubItem)account_node.SubItems["notional_pl"]).Update(notional_pl);
found = true;
break;
}
}
if (!found)
{
GTLTreeNode account_node = new GTLTreeNode(account[DatabaseObject.NAME]);
account_node.SubItems.AddRange(new GTLSubItem [] {
new PercentSubItem(notional_pl, true)
});
account_node.Tag = account.Id;
accounts.Nodes.Add(account_node);
ToolStripMenuItem tsmi = new ToolStripMenuItem();
tsmi.Name = account.Id;
tsmi.Size = new System.Drawing.Size(188, 22);
tsmi.Text = account[DatabaseObject.NAME];
tsmi.Click += new EventHandler(FireFlattenAccount);
splitButtonDropDown.Items.Add(tsmi);
}
accounts.EndNodeListChange();
accounts.EndUpdate();
}
private void FirePositionChanged(object o, PositionEventArgs e)
{
AccountPosition account_position = (AccountPosition)e.Data;
//
// Get the account on the position
//
Account account = controller.Cache.GetAccount(account_position.AccountId);
if (null == account)
{
log.Warn("Unknown account: " + account_position.AccountId);
return;
}
//
// Find this account + investment_system in our list?
//
foreach (InvestmentSystemPosition investment_system_position in account_position.AccountPositions)
{
if (!controller.Cache.HasInvestmentSystem(investment_system_position.InvestmentSystemId))
{
log.Warn("Unknown investment_system: " + investment_system_position.InvestmentSystemId);
continue;
}
bool account_found = false;
double notional_pl, total_pl, open_pl, closed_pl;
foreach (GTLTreeNode account_node in data.Nodes)
{
notional_pl = total_pl = open_pl = closed_pl = 0.0;
if (account_node.SubItems["accountId"].Text.Equals(investment_system_position.AccountId) &&
account_node.SubItems["investmentSystemId"].Text.Equals(investment_system_position.InvestmentSystemId))
{
account_found = true;
foreach (InstrumentPosition instrument_position in investment_system_position.InvestmentSystemPositions)
{
Instrument instrument =
controller.Cache.GetInstrument(
instrument_position.InstrumentId);
if (null == instrument)
{
log.Warn("Unknown instrument_id: " + instrument_position.InstrumentId);
continue;
}
//
// Calculate the PL
//
instrument_position.ProfitLoss(account, instrument);
notional_pl += instrument_position.NotionalPL;
total_pl += instrument_position.TotalPL;
open_pl += instrument_position.OpenPL;
closed_pl += instrument_position.ClosedPL;
//
// Try to find the instrument in the existing nodes
//
bool instrument_found = false;
foreach (GTLTreeNode instrument_node in account_node.Nodes)
{
if (instrument.Id.Equals(instrument_node.Tag))
{
instrument_found = true;
//
// Update the instrument row
//
((PercentSubItem)instrument_node.SubItems["totalPctPL"]).Update(instrument_position.NotionalPL);
((CurrencySubItem)instrument_node.SubItems["totalPL"]).Update(instrument_position.TotalPL);
((CurrencySubItem)instrument_node.SubItems["openPL"]).Update(instrument_position.OpenPL);
((CurrencySubItem)instrument_node.SubItems["closedPL"]).Update(instrument_position.ClosedPL);
instrument_node.SubItems["longPos"].Text = instrument_position.LongPosition.ToString(double_fmt);
instrument_node.SubItems["shortPos"].Text = instrument_position.ShortPosition.ToString(double_fmt);
instrument_node.SubItems["closedPos"].Text = instrument_position.ClosedPosition.ToString(double_fmt);
instrument_node.SubItems["avgOpenPrc"].Text = instrument_position.OpenPrice.ToString(double_fmt);
instrument_node.SubItems["lastPrc"].Text = instrument[DatabaseObject.LAST_PRC];
break;
}
}
if (!instrument_found)
{
//
// Create the instrument node
//
GTLTreeNode instrument_node = new GTLTreeNode( );
instrument_node.SubItems.AddRange(new GTLSubItem [] {
new GTLSubItem( ), // account_name
new GTLSubItem(account[DatabaseObject.ACCOUNT_ID]), // account_id
new GTLSubItem(investment_system_position.InvestmentSystemId), // investment_system_id
new GTLSubItem(instrument[DatabaseObject.INSTRUMENT_ID]), // instrument_id
new GTLSubItem(instrument[DatabaseObject.NAME]), // instrument_name
new PercentSubItem(instrument_position.NotionalPL, true), // pctPL
new CurrencySubItem(instrument_position.TotalPL, true), // totalPL
new CurrencySubItem(instrument_position.OpenPL, true), // openPL
new CurrencySubItem(instrument_position.ClosedPL, true), // closedPL
new GTLSubItem(instrument_position.LongPosition.ToString(double_fmt)), // longPos
new GTLSubItem(instrument_position.ShortPosition.ToString(double_fmt)), // shortPos
new GTLSubItem(instrument_position.ClosedPosition.ToString(double_fmt)), // closedPos
new GTLSubItem(instrument_position.OpenPrice.ToString( )), // avgOpenPrc
new GTLSubItem(instrument[DatabaseObject.LAST_PRC]) // lastPrc
});
instrument_node.Tag = instrument.Id;
account_node.Nodes.Add(instrument_node);
account_node.SubItems[0].Span = 2;
}
}
//
// Update the aggregated account_node PL
//
((PercentSubItem)account_node.SubItems["totalPctPL"]).Update(notional_pl);
((CurrencySubItem)account_node.SubItems["totalPL"]).Update(total_pl);
((CurrencySubItem)account_node.SubItems["openPL"]).Update(open_pl);
((CurrencySubItem)account_node.SubItems["closedPL"]).Update(closed_pl);
break;
}
}
if (!account_found)
{
//
// We couldn't find this account + investment_system, so
// create a new one.
//
data.BeginUpdate();
data.BeginNodeListChange();
GTLTreeNode positionNode = CreatePositionNode(investment_system_position);
if (null != positionNode)
{
data.Nodes.Add(positionNode);
}
data.EndNodeListChange();
data.EndUpdate();
}
}
}
static void Main(string[] args)
{
CX cx = new CX(CX.Production); //Create CX instance.
//Subscribe to GetProducts response.
cx.OnGetProducts += (sender, e) => {
foreach (Product product in e.Products)
Console.WriteLine(
$"{product.ProductId, -2} " +
$"{product.Symbol, -4} " +
$"{product.ProductFullName, -20} " +
$"{product.ProductType, -20} " +
$"{product.DecimalPlaces, -2}"
);
};
//Subscribe to GetInstruments response.
cx.OnGetInstruments += (sender, e) =>
{
foreach (Instrument instrument in e.Instruments)
Console.WriteLine(
$"{instrument.InstrumentId, -2} " +
$"{instrument.Symbol, -4} " +
$"{instrument.Product1, -2} " +
$"{instrument.Product1Symbol, -4} " +
$"{instrument.Product2, -2} " +
$"{instrument.Product2Symbol, -4} " +
$"{instrument.InstrumentType, -10}"
);
};
//Subscribe to WebAuthenticateuser response.
cx.OnWebAuthenticateUser += (sender, e) =>
{
Console.WriteLine(e.Authenticated);
Console.WriteLine(e.SessionToken);
Console.WriteLine(e.UserId);
Console.WriteLine(e.ErrorMessage);
};
//Subscribe to GetUserAccounts response.
cx.OnGetUserAccounts += (sender, e) =>
{
foreach (var account in e.AccountIds)
Console.WriteLine(account);
};
//Subscribe to GetAccountTransaction response.
cx.OnGetAccountTransactions += (sender, e) =>
{
foreach (AccountTransaction transaction in e.Transactions)
Console.WriteLine(
$"{transaction.TransactionId, -4} " +
$"{transaction.AccountId, -2} " +
$"{transaction.Cr, -5} " +
$"{transaction.Dr, -5} " +
$"{transaction.TransactionType, -6}" +
$" {transaction.ReferenceId, -4} " +
$"{transaction.ProductId, -2} " +
$"{transaction.Balance, -7} " +
$"{transaction.ReferenceType, -14} " +
$"{transaction.TimeStamp, -15}"
);
};
//Subscribe to GetAccountPosition response.
cx.OnGetAccountPositions += (sender, e) =>
{
foreach (AccountPosition position in e.Positions)
Console.WriteLine(
$"{position.AccountId, -2} " +
$"{position.ProductId, -2} " +
$"{position.ProductSymbol, -4} " +
$"{position.Amount, -10} " +
$"{position.Hold, -10} " +
$"{position.PendingDeposits, -10} " +
$"{position.PendingWithdraws, -10}"
);
};
//Subscribe to GetAccountTrades response.
cx.OnGetAccountTrades += (sender, e) =>
{
foreach (AccountTrade trade in e.Trades)
Console.WriteLine(
$"{trade.TradeId, -4} " +
$"{trade.OrderId, -5} " +
$"{trade.AccountId, -2} " +
$"{trade.ClientOrderId, -4} " +
$"{trade.InstrumentId, -2} " +
$"{trade.Side, -5} " +
$"{trade.Quantity, -7} " +
$"{trade.Price, -7} " +
$"{trade.Value, -7} " +
$"{trade.TradeTime, -15}"
);
};
//Subscribe to SendOrder response.
cx.OnSendOrder += (sender, e) =>
{
Console.WriteLine(e.Status);
Console.WriteLine(e.ErrorMessage);
Console.WriteLine(e.OrderId);
};
//Send SendOrder request.
cx.SendOrder(new Order {
AccountId = 4,
ClientOrderId = 99,
OMSId = 1,
UseDisplayQuantity = true,
Quantity = 1,
DisplayQuantity = 0,
LimitPrice = 95,
OrderIdOCO = 0,
OrderType = 2, // 1 (Market), 2 (Limit), 3 (StopMarket), 4 (StopLimit), 5 (TrailingStopMarket), 6 (TrailingStopLimit)
PegPriceType = 1, // 1 (Last), 2 (Bid), 3 (Ask)
InstrumentId = 1,
TrailingAmount = 1,
LimitOffset = 2,
Side = 0, // 0 (Buy) or 1 (Sell)
StopPrice = 96,
TimeInForce = 1, // 1 (Good 'til Canceled), 3 (Immediate or Cancel), 4 (Fill or Kill)
});
//Subscribe to CancelOrder response.
cx.OnCancelOrder += (sender, e) =>
{
Console.WriteLine(e.Status);
Console.WriteLine(e.ErrorMessage);
Console.WriteLine(e.Detail);
Console.WriteLine(e.ErrorCode);
};
//Subscribe to GetOrderStatus response.
cx.OnGetOrderStatus += (sender, e) =>
{
OrderStatus orderStatus = e.OrderStatus;
Console.WriteLine(orderStatus.Account);
Console.WriteLine(orderStatus.Quantity);
Console.WriteLine(orderStatus.OrderType);
Console.WriteLine(orderStatus.Instrument); // 1 (Market), 2 (Limit), 3 (StopMarket), 4 (StopLimit), 5 (TrailingStopMarket), 6 (TrailingStopLimit)
Console.WriteLine(orderStatus.Side);
Console.WriteLine(orderStatus.OrderId);
Console.WriteLine(orderStatus.Price);
Console.WriteLine(orderStatus.OrderState);
Console.WriteLine(orderStatus.OrigQuantity);
Console.WriteLine(orderStatus.QuantityExecuted);
Console.WriteLine(orderStatus.RejectReason);
Console.WriteLine(orderStatus.OrigOrderId);
Console.WriteLine(orderStatus.OrigClOrdId);
Console.WriteLine(orderStatus.ReceiveTime);
};
//Subscribe to GetOrderFee
cx.OnGetOrderFee += (sender, e) =>
{
Console.WriteLine(e.OrderFee);
Console.WriteLine(e.ProductId);
};
//Subscribe to GetOrderHistory
cx.OnGetOrderHistory += (sender, e) =>
{
foreach (OrderStatus order in e.Orders)
Console.WriteLine(
$"{order.Account, -5} " +
$"{order.ClientOrderId, -3} " +
$"{order.Quantity, -2} " +
$"{order.OrderType, -2} " +
$"{order.Instrument, -2} " +
$"{order.Side, -5}" +
$"{order.OrderId, -4} " +
$"{order.Price, -5} " +
$"{order.OrderState, -15} " +
$"{order.Quantity, -3} " +
$"{order.QuantityExecuted, -3}" +
$"{order.RejectReason, -10} " +
$"{order.OrigOrderId, -5} " +
$"{order.OrigClOrdId, -2} " +
$"{order.ReceiveTime, -15}"
);
};
//Subscribe to GetOpenOrders response.
cx.OnGetOpenOrders += (sender, e) =>
{
foreach (OrderStatus order in e.Orders)
Console.WriteLine(
$"{order.Account, -5} " +
$"{order.ClientOrderId, -3} " +
$"{order.Quantity, -2} " +
$"{order.OrderType, -2} " +
$"{order.Instrument, -2} " +
$"{order.Side, -5}" +
$"{order.OrderId, -4} " +
$"{order.Price, -5} " +
$"{order.OrderState, -15} " +
$"{order.Quantity, -3} " +
$"{order.QuantityExecuted, -3}" +
$"{order.RejectReason, -10} " +
$"{order.OrigOrderId, -5} " +
$"{order.OrigClOrdId, -2} " +
$"{order.ReceiveTime, -15}"
);
};
//Subscribe to CreateWithdrawTicket response.
cx.OnCreateWithdrawTicket += (sender, e) =>
{
Console.WriteLine(e.Result);
Console.WriteLine(e.ErrorMessage);
Console.WriteLine(e.ErrorCode);
};
//Subscribe to SubscribeLevel 1 response.
cx.OnSubscribeLevel1 += (sender, e) =>
{
MarketDataLevel1 marketData = e.MarketData;
Console.WriteLine(marketData.InstrumentId);
Console.WriteLine(marketData.BestBid);
Console.WriteLine(marketData.BestOffer);
Console.WriteLine(marketData.LastTradedPx);
Console.WriteLine(marketData.LastTradedQty);
Console.WriteLine(marketData.LastTradeTime);
Console.WriteLine(marketData.SessionOpen);
Console.WriteLine(marketData.SessionHigh);
Console.WriteLine(marketData.SessionLow);
Console.WriteLine(marketData.SessionClose);
Console.WriteLine(marketData.Volume);
Console.WriteLine(marketData.CurrentDayVolume);
Console.WriteLine(marketData.CurrentDayNumTrades);
Console.WriteLine(marketData.CurrentDayPxChange);
Console.WriteLine(marketData.Rolling24HrVolume);
Console.WriteLine(marketData.Rolling24NumTrades);
Console.WriteLine(marketData.Rolling24HrPxChange);
Console.WriteLine(marketData.TimeStamp);
};
//Subscribe to Level1UpdateEvent event.
cx.Level1UpdateEvent += (sender, e) =>
{
MarketDataLevel1 marketData = e.MarketData;
Console.WriteLine(marketData.InstrumentId);
Console.WriteLine(marketData.BestBid);
Console.WriteLine(marketData.BestOffer);
Console.WriteLine(marketData.LastTradedPx);
Console.WriteLine(marketData.LastTradedQty);
Console.WriteLine(marketData.LastTradeTime);
Console.WriteLine(marketData.SessionOpen);
Console.WriteLine(marketData.SessionHigh);
Console.WriteLine(marketData.SessionLow);
Console.WriteLine(marketData.SessionClose);
Console.WriteLine(marketData.Volume);
Console.WriteLine(marketData.CurrentDayVolume);
Console.WriteLine(marketData.CurrentDayNumTrades);
Console.WriteLine(marketData.CurrentDayPxChange);
Console.WriteLine(marketData.Rolling24HrVolume);
Console.WriteLine(marketData.Rolling24NumTrades);
Console.WriteLine(marketData.Rolling24HrPxChange);
Console.WriteLine(marketData.TimeStamp);
};
//Subscribe to UnsubscribeLevel1 response.
cx.OnUnsubscribeLevel1 += (sender, e) =>
{
Console.WriteLine(e.Result);
Console.WriteLine(e.ErrorMessage);
Console.WriteLine(e.ErrorCode);
Console.WriteLine(e.Detail);
};
//Subscribe to Subscribelevel2 response.
cx.OnSubscribeLevel2 += (sender, e) =>
{
foreach (MarketDataLevel2 marketData in e.MarketData)
{
Console.WriteLine(
$"{marketData.SequenceNumber,-7} " +
$"{marketData.NumTraders - 7} " +
$"{marketData.Timestamp,-15} " +
$"{marketData.ChangeType,-7} " + // 0 (New), 1 (Update), 2 (Delete)
$"{marketData.LastTradedPx,-7} " +
$"{marketData.NumOrders,-7} " +
$"{marketData.Price,-7} " +
$"{marketData.InstrumenId,-2} " +
$"{marketData.Quantity,-7} " +
$"{marketData.Side,-5} " // 0 (Buy), 1 (Sell)
);
}
};
//Subscribe to Level2UpdateEvent event.
cx.Level2UpdateEvent += (sender, e) =>
{
foreach (MarketDataLevel2 marketData in e.MarketData)
{
Console.WriteLine(
$"{marketData.SequenceNumber, -7} " +
$"{marketData.NumTraders -7} " +
$"{marketData.Timestamp, -15} " +
$"{marketData.ChangeType, -7} " + // 0 (New), 1 (Update), 2 (Delete)
$"{marketData.LastTradedPx, -7} " +
$"{marketData.NumOrders, -7} " +
$"{marketData.Price, -7} " +
$"{marketData.InstrumenId, -2} " +
$"{marketData.Quantity, -7} " +
$"{marketData.Side, -5} " // 0 (Buy), 1 (Sell)
);
}
};
//Subscribe to UnsubscribeLevel2 response.
cx.OnUnsubscribeLevel2 += (sender, e) =>
{
Console.WriteLine(e.Result);
Console.WriteLine(e.ErrorMessage);
Console.WriteLine(e.ErrorCode);
Console.WriteLine(e.Detail);
};
//Subscribe to SubscribeTrades response.
cx.OnSubscribeTrades += (sender, e) =>
{
foreach (MarketTrade trade in e.MarketTrades)
{
Console.WriteLine(
$"{trade.TradeId, -4} " +
$"{trade.InstrumentId, -2} " +
$"{trade.Quantity, -7} " +
$"{trade.Price, -7} " +
$"{trade.Timestamp, -15} " +
$"{trade.Direction, -10} " + //0 (NoChange), 1 (Uptick), 2 (Downtick)
$"{trade.TakerSide, -7} "
);
}
};
//Subscribe to TradeDataUpdateEvent event.
cx.TradeDataUpdateEvent += (sender, e) =>
{
foreach (MarketTrade trade in e.MarketTrades)
{
Console.WriteLine(
$"{trade.TradeId,-4} " +
$"{trade.InstrumentId,-2} " +
$"{trade.Quantity,-7} " +
$"{trade.Price,-7} " +
$"{trade.Timestamp,-15} " +
$"{trade.Direction,-10} " + //0 (NoChange), 1 (Uptick), 2 (Downtick)
$"{trade.TakerSide,-7} "
);
}
};
//Subscribe to UnsubscribeTrades response.
cx.OnUnsubscribeTrades += (sender, e) =>
{
Console.WriteLine(e.Result);
Console.WriteLine(e.ErrorMessage);
Console.WriteLine(e.ErrorCode);
Console.WriteLine(e.Detail);
};
//Subscribe to AccountPositionEvent
cx.AccountPositionEvent += (sender, e) =>
{
AccountPosition position = e.Position;
Console.WriteLine(
$"{position.AccountId, -2} " +
$"{position.ProductId, -2} " +
$"{position.ProductSymbol, -4} " +
$"{position.Amount, -7} " +
$"{position.Hold, -7} " +
$"{position.PendingDeposits, -7} " +
$"{position.PendingWithdraws, -7} " +
$"{position.TotalDayDeposits, -7} " +
$"{position.TotalDayWithdraws , -7} "
);
};
//Subscribe to OrderStateEvent
cx.OrderStateEvent += (sender, e) =>
{
OrderStatus order = e.OrderStatus;
Console.WriteLine(
$"{order.Account, -2} " +
$"{order.ClientOrderId, -2} " +
$"{order.Quantity, -7} " +
$"{order.OrderType, -15}" + // 1 (Market), 2 (Limit), 3 (StopMarket), 4 (StopLimit), 5 (TrailingStopMarket), 6 (TrailingStopLimit)
$"{order.Instrument, -2} " +
$"{order.Side, -5} " +
$"{order.OrderId, -4} " +
$"{order.Price, -4} " +
$"{order.OrderState, -14} " +
$"{order.QuantityExecuted, -7} " +
$"{order.ChangeReason, -42} " +
$"{order.ReceiveTime, -15} "
);
};
//Subscribe OrderTradeEvent
cx.OrderTradeEvent += (sender, e) =>
{
AccountTrade trade = e.Trade;
Console.WriteLine(
$"{trade.TradeId, -4} " +
$"{trade.OrderId, -5} " +
$"{trade.AccountId, -2} " +
$"{trade.ClientOrderId, -4} " +
$"{trade.InstrumentId, -2} " +
$"{trade.Side, -5} " +
$"{trade.Quantity, -7} " +
$"{trade.Price, -7} " +
$"{trade.Value, -7} " +
$"{trade.TradeTime, -15}"
);
};
//Subscribe NewOrderRejectEvent
cx.NewOrderRejectEvent += (sender, e) =>
{
Console.WriteLine(e.AccountId);
Console.WriteLine(e.ClientOrderId);
Console.WriteLine(e.Status);
Console.WriteLine(e.RejectReason);
};
//Subscribe CancelOrderRejectEvent
cx.CancelOrderRejectEvent += (sender, e) =>
{
Console.WriteLine(e.AccountId);
Console.WriteLine(e.OrderId);
Console.WriteLine(e.OrderRevision);
Console.WriteLine(e.OrderType);
Console.WriteLine(e.InstrumentId);
Console.WriteLine(e.Status);
Console.WriteLine(e.RejectReason);
};
//Subscribe MarketStateUpdate
cx.MarketStateUpdate += (sender, e) =>
{
Console.WriteLine(e.EchangeId);
Console.WriteLine(e.VenueAdapterId);
Console.WriteLine(e.Action);
Console.WriteLine(e.PreviousStatus);
Console.WriteLine(e.NewStatus);
Console.WriteLine(e.ExchangeDateTime);
};
//Subscribe to SubscribeAccountEvents response.
cx.OnSubscribeAccountEvents += (sender, e) =>
{
Console.WriteLine(e.Result);
Console.WriteLine(e.ErrorMessage);
Console.WriteLine(e.ErrorCode);
Console.WriteLine(e.Detail);
};
while (true)
{
var command = Console.ReadLine();
switch (command)
{
case "get products":
cx.GetProducts();
break;
case "get instruments":
cx.GetInstruments();
break;
case "web authenticate user":
Console.Write("web authenticate user > enter username : "******"web authenticate user > enter password : "******"get user accounts":
cx.GetUserAccounts();
break;
case "get account transactions":
Console.Write("get account transactions > account id : ");
int accountId = int.Parse(Console.ReadLine());
cx.GetAccountTransactions(accountId, 10);
break;
case "help":
case "/?":
default:
Console.WriteLine("C# Coins Pro Command Line 0.0.1");
Console.WriteLine();
Console.WriteLine($"{"help",-25} {"Prints the help."}");
Console.WriteLine($"{"/?",-25} {"Prints the help."}");
Console.WriteLine($"{"get products",-25} {"Send request to get products."}");
Console.WriteLine($"{"get instruments",-25} {"Send request to get instruments."}");
Console.WriteLine($"{"web authenticate user",-25} {"Send request to log in to API."}");
Console.WriteLine($"{"get user accounts",-25} {"Send request to get user accounts."}");
break;
}
}
}