public static void checkPrices()
{
if ((bestcanask < bestbaxbid && bestcanask > 0.0) || (bestbaxask < bestcanbid && bestbaxask > 0.0))
{
AdharaHFT.orderRequest orderask = new AdharaHFT.orderRequest();
AdharaHFT.orderRequest orderbid = new AdharaHFT.orderRequest();
int quantity = 0;
if (bestcanask < bestbaxbid && bestcanask > 0.0)
{
quantity = bestcanaskliquidity;
if (bestcanaskliquidity > bestbaxbidliquidity)
{
quantity = bestbaxbidliquidity;
}
orderask.tinterface = tinterface2;
orderbid.tinterface = tinterface1;
orderask.price = bestcanask;
orderbid.price = bestbaxbid;
}
if (bestbaxask < bestcanbid && bestbaxask > 0.0)
{
quantity = bestbaxaskliquidity;
if (bestbaxaskliquidity > bestcanbidliquidity)
{
quantity = bestcanbidliquidity;
}
orderask.tinterface = tinterface1;
orderbid.tinterface = tinterface2;
orderask.price = bestbaxask;
orderbid.price = bestcanbid;
}
orderask.security = "EUR/USD";
orderask.quantity = quantity;
orderask.side = AdharaHFT.SIDE_BUY;
orderask.type = AdharaHFT.TYPE_LIMIT;
orderask.timeinforce = AdharaHFT.VALIDITY_DAY;
orderbid.security = "EUR/USD";
orderbid.quantity = quantity;
orderbid.side = AdharaHFT.SIDE_SELL;
orderbid.type = AdharaHFT.TYPE_LIMIT;
orderbid.timeinforce = AdharaHFT.VALIDITY_DAY;
try
{
List <AdharaHFT.orderRequest> orderList1 = wrapper.setOrder(new List <AdharaHFT.orderRequest> {
orderask, orderbid
});
foreach (AdharaHFT.orderRequest orderresponse in orderList1)
{
Console.WriteLine("Id: " + orderresponse.tempid + " Security: " + orderresponse.security + " Side: " + orderresponse.side + " Quantity: " + orderresponse.quantity + " Price: " + orderresponse.price + " Type: " + orderresponse.type);
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
}
public static void Main8(string[] args)
{
// get properties from file
getProperties();
wrapper = new AdharaHFT(domain, url_stream, url_polling, url_challenge, url_token, user, password, authentication_port, request_port, ssl, ssl_cert);
bool auth = wrapper.doAuthentication();
if (!auth)
{
Console.WriteLine("Authentication failed");
Console.Read();
return;
}
// CANCEL PENDING ORDER WITH ORDER POLLING
// get tinterfaces
List <AdharaHFT.tinterfaceTick> tinterfaceTickList = wrapper.getInterface();
string tinterface1 = tinterfaceTickList[0].name;
Console.WriteLine("Starting Polling1");
List <AdharaHFT.orderTick> orderTickList1 = wrapper.getOrder(null, null, new List <string> {
AdharaHFT.ORDERTYPE_PENDING, AdharaHFT.ORDERTYPE_CANCELED
});
foreach (AdharaHFT.orderTick tick in orderTickList1)
{
Console.WriteLine("TempId: " + tick.tempid + " OrderId: " + tick.orderid + " Security: " + tick.security + " Account: " + tick.account + " Quantity: " + tick.quantity + " Type: " + tick.type + " Side: " + tick.side + " Status: " + tick.status + " Price: " + tick.limitprice);
}
Console.WriteLine("Polling1 Finished");
Thread.Sleep(2000);
// get current price
double price = 0.0;
List <AdharaHFT.priceTick> priceTickList1 = wrapper.getPrice(new List <string> {
"EUR/USD"
}, new List <string> {
tinterface1
}, AdharaHFT.GRANULARITY_TOB, 1);
foreach (AdharaHFT.priceTick tick in priceTickList1)
{
price = tick.price;
}
// Create pending order. If buy, order price must be lower than current price
AdharaHFT.orderRequest order1 = new AdharaHFT.orderRequest();
order1.security = "EUR/USD";
order1.tinterface = tinterface1;
order1.quantity = 500000;
order1.side = AdharaHFT.SIDE_BUY;
order1.type = AdharaHFT.TYPE_LIMIT;
order1.timeinforce = AdharaHFT.VALIDITY_DAY;
order1.price = price - 0.01;
Console.WriteLine("Sending order");
int tempid = -1;
string fixid = "";
List <AdharaHFT.orderRequest> orderList = wrapper.setOrder(new List <AdharaHFT.orderRequest> {
order1
});
foreach (AdharaHFT.orderRequest orderresponse in orderList)
{
Console.WriteLine("Id: " + orderresponse.tempid + " Security: " + orderresponse.security + " Side: " + orderresponse.side + " Quantity: " + orderresponse.quantity + " Price: " + orderresponse.price + " Type: " + orderresponse.type);
tempid = orderresponse.tempid;
}
Console.WriteLine("Order sended order");
Thread.Sleep(2000);
Console.WriteLine("Starting Polling2");
List <AdharaHFT.orderTick> orderTickList2 = wrapper.getOrder(null, null, new List <string> {
AdharaHFT.ORDERTYPE_PENDING, AdharaHFT.ORDERTYPE_CANCELED
});
foreach (AdharaHFT.orderTick tick in orderTickList2)
{
Console.WriteLine("TempId: " + tick.tempid + " OrderId: " + tick.orderid + " Security: " + tick.security + " Account: " + tick.account + " Quantity: " + tick.quantity + " Type: " + tick.type + " Side: " + tick.side + " Status: " + tick.status + " Price: " + tick.limitprice);
if (tempid == tick.tempid)
{
fixid = tick.fixid;
}
}
Console.WriteLine("Polling2 Finished");
Thread.Sleep(2000);
Console.WriteLine("Cancel order");
List <AdharaHFT.cancelTick> cancelList = wrapper.cancelOrder(new List <string> {
fixid
});
foreach (AdharaHFT.cancelTick cancelresponse in cancelList)
{
Console.WriteLine("FixId: " + cancelresponse.fixid + " Result: " + cancelresponse.result);
}
Console.WriteLine("Order canceled");
Thread.Sleep(2000);
Console.WriteLine("Starting Polling3");
List <AdharaHFT.orderTick> orderTickList3 = wrapper.getOrder(null, null, new List <string> {
AdharaHFT.ORDERTYPE_PENDING, AdharaHFT.ORDERTYPE_CANCELED
});
foreach (AdharaHFT.orderTick tick in orderTickList3)
{
Console.WriteLine("TempId: " + tick.tempid + " OrderId: " + tick.orderid + " Security: " + tick.security + " Account: " + tick.account + " Quantity: " + tick.quantity + " Type: " + tick.type + " Side: " + tick.side + " Status: " + tick.status + " Price: " + tick.limitprice);
}
Console.WriteLine("Polling3 Finished");
Console.WriteLine("Press Enter to exit");
Console.Read();
}
public static void Main7(string[] args)
{
// get properties from file
getProperties();
wrapper = new AdharaHFT(domain, url_stream, url_polling, url_challenge, url_token, user, password, authentication_port, request_port, ssl, ssl_cert);
bool auth = wrapper.doAuthentication();
if (!auth)
{
Console.WriteLine("Authentication failed");
Console.Read();
return;
}
// ORDER CREATION
// get tinterfaces
List <AdharaHFT.tinterfaceTick> tinterfaceTickList = wrapper.getInterface();
string tinterface;
if (tinterfaceTickList.Count > 1)
{
tinterface = tinterfaceTickList[1].name;
}
else
{
tinterface = tinterfaceTickList[0].name;
}
AdharaHFT.orderRequest order1 = new AdharaHFT.orderRequest();
order1.security = "EUR/USD";
order1.tinterface = tinterface;
order1.quantity = 500000;
order1.side = AdharaHFT.SIDE_BUY;
order1.type = AdharaHFT.TYPE_MARKET;
Console.WriteLine("Starting Polling1");
List <AdharaHFT.orderTick> orderTickList1 = wrapper.getOrder(new List <string> {
"EUR/USD"
}, new List <string> {
tinterface
}, null);
foreach (AdharaHFT.orderTick tick in orderTickList1)
{
Console.WriteLine("TempId: " + tick.tempid + " OrderId: " + tick.orderid + " Security: " + tick.security + " Account: " + tick.account + " Quantity: " + tick.quantity + " Type: " + tick.type + " Side: " + tick.side + " Status: " + tick.status);
}
Console.WriteLine("Polling1 Finished");
Thread.Sleep(2000);
Console.WriteLine("Sending order");
List <AdharaHFT.orderRequest> orderList = wrapper.setOrder(new List <AdharaHFT.orderRequest> {
order1
});
foreach (AdharaHFT.orderRequest orderresponse in orderList)
{
Console.WriteLine("Id: " + orderresponse.tempid + " Security: " + orderresponse.security + " Side: " + orderresponse.side + " Quantity: " + orderresponse.quantity + " Price: " + orderresponse.price + " Type: " + orderresponse.type);
}
Console.WriteLine("Order sended");
Thread.Sleep(2000);
Console.WriteLine("Starting Polling2");
List <AdharaHFT.orderTick> orderTickList2 = wrapper.getOrder(new List <string> {
"EUR/USD"
}, new List <string> {
tinterface
}, null);
foreach (AdharaHFT.orderTick tick in orderTickList2)
{
Console.WriteLine("TempId: " + tick.tempid + " OrderId: " + tick.orderid + " Security: " + tick.security + " Account: " + tick.account + " Quantity: " + tick.quantity + " Type: " + tick.type + " Side: " + tick.side + " Status: " + tick.status);
}
Console.WriteLine("Polling2 Finished");
Console.WriteLine("Press Enter to exit");
Console.Read();
}
public static void Main11(string[] args)
{
// get properties from file
getProperties();
wrapper = new AdharaHFT(domain, url_stream, url_polling, url_challenge, url_token, user, password, authentication_port, request_port, ssl, ssl_cert);
bool auth = wrapper.doAuthentication();
if (!auth)
{
Console.WriteLine("Authentication failed");
Console.Read();
return;
}
// MODIFY PENDING ORDER WITH ORDER STREAMING
// get tinterfaces
List <AdharaHFT.tinterfaceTick> tinterfaceTickList = wrapper.getInterface();
string tinterface1 = tinterfaceTickList[0].name;
// Open order streaming
AdharaHFTListenerImp10 listener = new AdharaHFTListenerImp10();
string id1 = wrapper.getOrderBegin(null, null, null, interval, listener);
Thread.Sleep(5000);
// get current price
double price = 0.0;
List <AdharaHFT.priceTick> priceTickList1 = wrapper.getPrice(new List <string> {
"EUR/USD"
}, new List <string> {
tinterface1
}, AdharaHFT.GRANULARITY_TOB, 1);
foreach (AdharaHFT.priceTick tick in priceTickList1)
{
price = tick.price;
}
// Create pending order. If buy, order price must be lower than current price
AdharaHFT.orderRequest order1 = new AdharaHFT.orderRequest();
order1.security = "EUR/USD";
order1.tinterface = tinterface1;
order1.quantity = 500000;
order1.side = AdharaHFT.SIDE_BUY;
order1.type = AdharaHFT.TYPE_LIMIT;
order1.timeinforce = AdharaHFT.VALIDITY_DAY;
order1.price = price - 0.01;
List <AdharaHFT.orderRequest> orderList = wrapper.setOrder(new List <AdharaHFT.orderRequest> {
order1
});
int tempid = -1;
foreach (AdharaHFT.orderRequest orderresponse in orderList)
{
Console.WriteLine("Id: " + orderresponse.tempid + " Security: " + orderresponse.security + " Side: " + orderresponse.side + " Quantity: " + orderresponse.quantity + " Price: " + orderresponse.price + " Type: " + orderresponse.type);
tempid = orderresponse.tempid;
}
Thread.Sleep(5000);
// Modify pending order
Console.WriteLine("Modify order");
AdharaHFT.modOrder ordermod = new AdharaHFT.modOrder();
ordermod.fixid = listener.fixidDictionary[tempid];
ordermod.price = price - 0.015;
ordermod.quantity = 200000;
List <AdharaHFT.modifyTick> modifyList = wrapper.modifyOrder(new List <AdharaHFT.modOrder> {
ordermod
});
foreach (AdharaHFT.modifyTick modifyresponse in modifyList)
{
Console.WriteLine("FixId: " + modifyresponse.fixid + " Result: " + modifyresponse.result);
}
Console.WriteLine("Order modified");
Thread.Sleep(2000);
// Close order streaming
wrapper.getOrderEnd(id1);
Console.WriteLine("Press Enter to exit");
Console.Read();
}
public static void Main5(string[] args)
{
// get properties from file
getProperties();
wrapper = new AdharaHFT(domain, url_stream, url_polling, url_challenge, url_token, user, password, authentication_port, request_port, ssl, ssl_cert);
bool auth = wrapper.doAuthentication();
if (!auth)
{
Console.WriteLine("Authentication failed");
Console.Read();
return;
}
// ORDER STREAMING
// get tinterfaces
List <AdharaHFT.tinterfaceTick> tinterfaceTickList = wrapper.getInterface();
string tinterface1;
if (tinterfaceTickList.Count > 1)
{
tinterface1 = tinterfaceTickList[1].name;
}
else
{
tinterface1 = tinterfaceTickList[0].name;
}
AdharaHFT.orderRequest order1 = new AdharaHFT.orderRequest();
order1.security = "EUR/USD";
order1.tinterface = tinterface1;
order1.quantity = 500000;
order1.side = AdharaHFT.SIDE_BUY;
order1.type = AdharaHFT.TYPE_LIMIT;
order1.timeinforce = AdharaHFT.VALIDITY_DAY;
order1.price = 1.10548;
string tinterface2 = tinterfaceTickList[0].name;
AdharaHFT.orderRequest order2 = new AdharaHFT.orderRequest();
order2.security = "GBP/USD";
order2.tinterface = tinterface2;
order2.quantity = 600000;
order2.side = AdharaHFT.SIDE_BUY;
order2.type = AdharaHFT.TYPE_LIMIT;
order2.timeinforce = AdharaHFT.VALIDITY_DAY;
order2.price = 1.47389;
// Open order streaming
string id1 = wrapper.getOrderBegin(null, null, null, interval, new AdharaHFTListenerImp5());
Thread.Sleep(2000);
// Create two orders
List <AdharaHFT.orderRequest> orderList = wrapper.setOrder(new List <AdharaHFT.orderRequest> {
order1, order2
});
foreach (AdharaHFT.orderRequest orderresponse in orderList)
{
Console.WriteLine("Id: " + orderresponse.tempid + " Security: " + orderresponse.security + " Side: " + orderresponse.side + " Quantity: " + orderresponse.quantity + " Price: " + orderresponse.price + " Type: " + orderresponse.type);
}
Thread.Sleep(5000);
// Close order streaming
wrapper.getOrderEnd(id1);
Console.WriteLine("Press Enter to exit");
Console.Read();
}
