Example #1
0
 /// <summary>
 /// ctor
 /// </summary>
 /// <param name="responseListener"></param>
 public TableListener(ResponseListener responseListener)
 {
     mOrderMonitor     = null;
     mResponseListener = responseListener;
     mTradesTable      = null;
     mRequestID        = string.Empty;
 }
Example #2
0
 /// <summary>
 /// ctor
 /// </summary>
 /// <param name="session"></param>
 public ResponseListener(O2GSession session)
 {
     mRequestID         = string.Empty;
     mResponse          = null;
     mOrderMonitor      = null;
     mTradesTable       = null;
     mSyncResponseEvent = new EventWaitHandle(false, EventResetMode.AutoReset);
     mSession           = session;
 }
Example #3
0
        public void onAdded(string sRowID, O2GRow rowData)
        {
            O2GTableType type = rowData.TableType;

            switch (type)
            {
            case O2GTableType.Orders:
                O2GOrderRow orderRow = (O2GOrderRow)rowData;
                if (mRequestID.Equals(orderRow.RequestID))
                {
                    if ((OrderMonitorNetting.IsClosingOrder(orderRow) || OrderMonitorNetting.IsOpeningOrder(orderRow)) &&
                        mOrderMonitor == null)
                    {
                        Console.WriteLine("The order has been added. Order ID: {0}, Rate: {1}, Time In Force: {2}",
                                          orderRow.OrderID,
                                          orderRow.Rate,
                                          orderRow.TimeInForce);
                        O2GTradeRow trade    = null;
                        string      sTradeID = orderRow.TradeID;
                        if (mTradesTable != null)
                        {
                            for (int j = 0; j < mTradesTable.Count; j++)
                            {
                                if (sTradeID.Equals(mTradesTable.getRow(j).TradeID))
                                {
                                    trade = mTradesTable.getRow(j);
                                    break;
                                }
                            }
                        }
                        if (trade == null)
                        {
                            mOrderMonitor = new OrderMonitorNetting(orderRow);
                        }
                        else
                        {
                            mOrderMonitor = new OrderMonitorNetting(orderRow, trade.Amount);
                        }
                    }
                }
                break;

            case O2GTableType.Trades:
                O2GTradeRow tradeRow = (O2GTradeRow)rowData;
                if (mOrderMonitor != null)
                {
                    mOrderMonitor.OnTradeAdded(tradeRow);
                    if (mOrderMonitor.IsOrderCompleted)
                    {
                        PrintResult();
                        mResponseListener.StopWaiting();
                    }
                }
                break;

            case O2GTableType.ClosedTrades:
                O2GClosedTradeRow closedTradeRow = (O2GClosedTradeRow)rowData;
                if (mOrderMonitor != null)
                {
                    mOrderMonitor.OnClosedTradeAdded(closedTradeRow);
                    if (mOrderMonitor.IsOrderCompleted)
                    {
                        PrintResult();
                        mResponseListener.StopWaiting();
                    }
                }
                break;

            case O2GTableType.Messages:
                O2GMessageRow messageRow = (O2GMessageRow)rowData;
                if (mOrderMonitor != null)
                {
                    mOrderMonitor.OnMessageAdded(messageRow);
                    if (mOrderMonitor.IsOrderCompleted)
                    {
                        PrintResult();
                        mResponseListener.StopWaiting();
                    }
                }
                break;
            }
        }
Example #4
0
        public void onTablesUpdates(O2GResponse data)
        {
            O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();

            if (factory != null)
            {
                O2GTablesUpdatesReader reader = factory.createTablesUpdatesReader(data);
                for (int ii = 0; ii < reader.Count; ii++)
                {
                    switch (reader.getUpdateTable(ii))
                    {
                    case O2GTableType.Accounts:
                        O2GAccountRow account = reader.getAccountRow(ii);
                        //Show balance updates
                        Console.WriteLine("Balance: {0}", account.Balance);
                        break;

                    case O2GTableType.Orders:
                        O2GOrderRow order = reader.getOrderRow(ii);
                        switch (reader.getUpdateType(ii))
                        {
                        case O2GTableUpdateType.Insert:
                            if ((OrderMonitorNetting.IsClosingOrder(order) || OrderMonitorNetting.IsOpeningOrder(order)) &&
                                mOrderMonitor == null)
                            {
                                Console.WriteLine("The order has been added. Order ID: {0}, Rate: {1}, Time In Force: {2}",
                                                  order.OrderID,
                                                  order.Rate,
                                                  order.TimeInForce);
                                O2GTradeRow tradeRow = null;
                                string      sTradeID = order.TradeID;
                                if (mTradesTable != null)
                                {
                                    for (int j = 0; j < mTradesTable.Count; j++)
                                    {
                                        if (sTradeID.Equals(mTradesTable.getRow(j).TradeID))
                                        {
                                            tradeRow = mTradesTable.getRow(j);
                                            break;
                                        }
                                    }
                                }
                                if (tradeRow == null)
                                {
                                    mOrderMonitor = new OrderMonitorNetting(order);
                                }
                                else
                                {
                                    mOrderMonitor = new OrderMonitorNetting(order, tradeRow.Amount);
                                }
                            }
                            break;

                        case O2GTableUpdateType.Delete:
                            if (mOrderMonitor != null)
                            {
                                Console.WriteLine("The order has been deleted. Order ID: {0}", order.OrderID);
                                mOrderMonitor.OnOrderDeleted(order);
                                if (mOrderMonitor.IsOrderCompleted)
                                {
                                    PrintResult();
                                    mSyncResponseEvent.Set();
                                }
                            }
                            break;
                        }
                        break;

                    case O2GTableType.Trades:
                        O2GTradeRow trade = reader.getTradeRow(ii);
                        switch (reader.getUpdateType(ii))
                        {
                        case O2GTableUpdateType.Insert:
                            if (mOrderMonitor != null)
                            {
                                mOrderMonitor.OnTradeAdded(trade);
                                if (mOrderMonitor.IsOrderCompleted)
                                {
                                    PrintResult();
                                    mSyncResponseEvent.Set();
                                }
                            }
                            break;

                        case O2GTableUpdateType.Update:
                            if (mOrderMonitor != null)
                            {
                                mOrderMonitor.OnTradeUpdated(trade);
                                if (mOrderMonitor.IsOrderCompleted)
                                {
                                    PrintResult();
                                    mSyncResponseEvent.Set();
                                }
                            }
                            break;
                        }
                        break;

                    case O2GTableType.ClosedTrades:
                        O2GClosedTradeRow closedTrade = reader.getClosedTradeRow(ii);
                        if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
                        {
                            if (mOrderMonitor != null)
                            {
                                mOrderMonitor.OnClosedTradeAdded(closedTrade);
                                if (mOrderMonitor.IsOrderCompleted)
                                {
                                    PrintResult();
                                    mSyncResponseEvent.Set();
                                }
                            }
                        }
                        break;

                    case O2GTableType.Messages:
                        O2GMessageRow message = reader.getMessageRow(ii);
                        if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
                        {
                            if (mOrderMonitor != null)
                            {
                                mOrderMonitor.OnMessageAdded(message);
                                if (mOrderMonitor.IsOrderCompleted)
                                {
                                    PrintResult();
                                    mSyncResponseEvent.Set();
                                }
                            }
                        }
                        break;
                    }
                }
            }
        }