private async static void marketDataThread()
{
A:
disconnect_flg = false;
//var api = new API();
//var api2 = new API();
var api3 = new API();
//api.Subscribe<Tick>(api.TickerFxBtcJpy, OnReceive, OnConnect, OnError);
//api2.Subscribe<BoardDiff>(api.boardFxBtcJpy, OnReceiveBoard, OnConnectBoard, OnError);
api3.Subscribe <List <Executions> >(api3.ExecutionsFxBtcJpy, OnReceiveExecutions, OnConnectExecutions, OnErrorExecutions);
while (SystemFlg.getMarketDataFlg())
{
await Task.Delay(300);
//Thread.Sleep(10);
Form1.Form1Instance.Invoke((Action)(() =>
{
Form1.Form1Instance.setLabel("num executions log=" + MarketDataLog.getNumExecutionsLog().ToString());
Form1.Form1Instance.setLabel2("num board data log=" + MarketDataLog.getNumBoardData().ToString());
}));
if (disconnect_flg)
{
goto A;//make new instance when unexpectedlly disconnected
}
}
api3.unsubscribe();
}
public static async void startBoardUpdate()
{
initialize();
await Task.Run(async() =>
{
while (SystemFlg.getMarketDataFlg())
{
if (FlyerAPI2.getApiAccessProhibition() == false)
{
var board = await FlyerAPI2.getBoardAsync("FX_BTC_JPY");
if (board.MidPrice != 0)
{
board.dt = DateTime.Now;
var ask_p = board.Asks.Select(c => c.Price).ToArray();
var bid_p = board.Bids.Select(c => c.Price).ToArray();
var ask_min = ask_p.Min();
var bid_max = bid_p.Max();
board.spread = ask_min - bid_max;
setCurrentBoard(board);
MarketDataLog.addBoardData(board.dt, new double[] { bid_max, ask_min, board.spread });
Form1.Form1Instance.Invoke((Action)(() =>
{
Form1.Form1Instance.setLabel3(board.spread.ToString());
}));
}
}
//await Task.Delay(0);
}
});
}
public static void startDBWriter()
{
SystemFlg.setDBWriterFlg(true);
initialize();
dbWriterThread();
//var th = new Thread(dbWriterThread);
//th.Start();
}
public static void finishMasterThread()
{
SystemFlg.setMMFlg(false);
SystemFlg.setMarketDataFlg(false);
SystemFlg.setMasterFlg(false);
SystemFlg.setDBWriterFlg(false);
Form1.Form1Instance.setLabel12("Finished master thread");
}
public static void startMarketData()
{
SystemFlg.setMarketDataFlg(true);
MarketDataLog.initialize();
//BoardDataUpdate.getCurrentBoard();
BoardDataUpdate.startBoardUpdate();
marketDataThread();
DBWriter.startDBWriter();
//System.Diagnostics.Debug.WriteLine("kita2");
}
private async static void dbWriterThread()
{
await Task.Run(async() =>
{
while (SystemFlg.getDBWriterFlg())
{
writeExecutionsData();
writeBoardData();
await Task.Delay(500);
}
});
}
public async static void startExchangeMonitor()
{
while (SystemFlg.getMarketDataFlg())
{
await Task.Run(async() =>
{
if (FlyerAPI2.getApiAccessProhibition() == false)
{
Form1.Form1Instance.Invoke((Action)(() =>
{
}));
}
await Task.Delay(10000);
return(0);
});
}
}
private async void buttonExitAll_Click(object sender, EventArgs e)
{
Log.initialize();
if (SystemFlg.getMarketDataFlg() == false)
{
MasterThread.startMasterThread();
await Task.Delay(1000);
MarketData.startMarketData();
await Task.Delay(3000);
}
Account ac = new Account();
await ac.updateCurrentPositions();
await ac.startExitPriceTracingOrder();
}
public async static void startMasterThread()
{
SystemFlg.setMasterFlg(true);
start_dt = new DateTime();
start_dt = DateTime.Now;
FlyerAPI2.startFlyerAPIMonitoring();
while (SystemFlg.getMasterFlg())
{
await Task.Run(async() =>
{
Form1.Form1Instance.Invoke((Action)(() =>
{
Form1.Form1Instance.setLabel10("system time elapsed (min)=" + Math.Round((DateTime.Now - start_dt).TotalMinutes, 2));
}));
await Task.Delay(100);
return(0);
});
}
}
public static async Task <string> startFlyerAPIMonitoring()
{
setApiAccessProhibition(false);
num_private_minit = new List <long>();
num_public_minit = new List <long>();
int num = 0;
while (SystemFlg.getMasterFlg())
{
await Task.Run(async() =>
{
num_public_minit.Add(num_public_called);
num_private_minit.Add(num_private_called);
if (num_public_minit.Count > 60 && num_private_minit.Count > 60)
{
if ((num_private_called - num_private_minit[0]) > 150 || (num_public_called + num_private_called - num_public_minit[0] - num_private_minit[0]) > 450)
{
setApiAccessProhibition(true);
//Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.setLabel7("API Access Prohibited"); }));
}
else
{
setApiAccessProhibition(false);
}
num_private_minit.RemoveAt(0);
num_public_minit.RemoveAt(0);
}
Form1.Form1Instance.Invoke((Action)(() =>
{
Form1.Form1Instance.setLabel8("num private api acecss in a min=" + (num_private_called - num_private_minit[0]).ToString());
Form1.Form1Instance.setLabel9("num public api acecss in a min=" + (num_public_called - num_public_minit[0]).ToString());
}));
await Task.Delay(1000);
return(0);
});
}
return("completed");
}
private async void buttonSendOrder_Click(object sender, EventArgs e)
{
if (SystemFlg.getMarketDataFlg() == false)
{
MarketData.startMarketData();
await Task.Delay(3000);
}
var board = await FlyerAPI2.getBoardAsync("FX_BTC_JPY");
double price = board.Asks.Select(x => x.Price).ToList().Min() - 1;
var res = await FlyerAPI2.sendChiledOrderAsync("SELL", price, 0.01, 1);
if (res.order_id != "")
{
addListBox2("completed send order:" + res.order_id);
}
if (id == "")
{
id = res.order_id;
}
System.Diagnostics.Stopwatch sw = new System.Diagnostics.Stopwatch();
sw.Start();
bool flg = true;
string dotti = "";
while (flg)
{
var exe = await FlyerAPI2.getExecutionsAcceptanceIDAsync(res.order_id);
System.Diagnostics.Debug.WriteLine(exe);
if (exe.Count > 0)
{
if (exe[0].child_order_accesptance_id == res.order_id)
{
flg = false;
dotti = "getExecutionsAcceptanceIDAsync";
}
}
if (MarketDataLog.getExecutionStatus(res.order_id))
{
flg = false;
dotti = "getExecutionStatus";
}
}
sw.Stop();
id = res.order_id;
Form1Instance.addListBox2(res.order_id + ":time=" + sw.ElapsedMilliseconds + ", dotti=" + dotti);
SystemFlg.setMarketDataFlg(false);
SystemFlg.setDBWriterFlg(false);
/*
* var board2 = await FlyerAPI2.getBoardAsync("FX_BTC_JPY");
* var res2 = await FlyerAPI2.sendChiledOrderAsync("SELL", board2.Asks.Select(x => x.Price).ToList().Max()-1, 0.01, 1);
*
* var exe2 = await FlyerAPI2.getExecutionsAcceptanceIDAsync(res2.order_id);
*
* var posi2 = await FlyerAPI2.getPositionsAsync();
*/
}
private void buttonMarketData_Click(object sender, EventArgs e)
{
SystemFlg.setMasterFlg(true);
MarketData.startMarketData();
FlyerAPI2.startFlyerAPIMonitoring();
}
private void buttonStopMMBot_Click(object sender, EventArgs e)
{
SystemFlg.initialize();
}
public async static Task <string> startMMBot(double entry_spread_width, double size)
{
string res = "";
SystemFlg.setMMFlg(true);
initialize();
entry_spread = entry_spread_width;
order_size = size;
var ac = new Account();
await Task.Delay(3000);
await Task.Run(async() =>
{
int num = 0;
while (SystemFlg.getMMFlg())
{
if (FlyerAPI2.getApiAccessProhibition() == false)
{
//Log.addLog("MMBOT", "num=" + num.ToString());
await MMStrategy(ac);
//string line2 = "";
//var ord = ac.getAllOrders();
/*for (int i = 0; i < ord.Count; i++)
* line2 += ord[i].order_side + " - " + ord[i].order_lot + "@" + ord[i].order_price + ", ";
*/
//ac.takeLog("orders:"+line2);
//ac.takeLog("holdings:"+ ac.holding_ave_side + ", hold ave price=" + ac.holding_ave_price + " x " + ac.holding_total_size);
Form1.Form1Instance.Invoke((Action)(() =>
{
Form1.Form1Instance.setLabel5(ac.holding_ave_side + ", hold ave price=" + ac.holding_ave_price + " x " + ac.holding_total_size);
Form1.Form1Instance.setLabel4("num trade=" + ac.num_trade);
//Form1.Form1Instance.setLabel6(line2);
}));
num++;
}
else
{
Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.setLabel4("api prohibited"); }));
await Task.Delay(1000);
}
}
});
Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.addListBox2("Finishing MMBot"); }));
await ac.cancelAllOrders();
await ac.checkExecutionAndUpdateOrders();
await ac.startExitPriceTracingOrder();
Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.addListBox2("Finished MMBot"); }));
//ac.displayAllLog();
ac.writeLog();
return(res);
}
private async Task <string> checkCancel()
{
await Task.Run(async() =>
{
while (SystemFlg.getMMFlg())
{
if (cancelling)
{
var order = await FlyerAPI2.sendChiledOrderAsync("BUY", MarketDataLog.getLastExecutionsData().price - 100000, 0.01, 1); //send dummy order
Log.addLog("Account-CheckCancel", "sendChiledOrderAsync-dummy");
var ord_dt = DateTime.Now;
if (order.order_id.Contains("JRF"))
{
bool flg = true;
do
{
if (FlyerAPI2.getApiAccessProhibition() == false)
{
var orders = await FlyerAPI2.getChildOrderAsync("ACTIVE");//get current active orders
Log.addLog("Account-CheckCancel", "getChildOrderAsync-ACTIVE");
var dt = DateTime.Now;
var orders_id = orders.Select(x => x.child_order_acceptance_id).ToList();
if (orders_id.Contains(order.order_id)) //when the dummy order is in the active order list
{
//treat all cancelling status orders not exist in order list as properlly cancelled
var ord = getAllOrders();
int num_cancelling = 0;
for (int i = 0; i < ord.Count; i++)
{
if (ord[i].order_status == "CANCELLING" && dt > ord[i].order_dt)
{
num_cancelling++;
//if (orders_id.Contains(ord[i].order_id))//
{
takeLog(DateTime.Now + ": cancelled " + ord[i].order_side + ", price=" + ord[i].order_price + " x " + ord[i].order_lot);
Log.addLog("Account-CheckCancel", "cancelled " + ord[i].order_side + ", price=" + ord[i].order_price + " x " + ord[i].order_lot);
Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.addListBox2("cancelled " + ord[i].order_side + ", price=" + ord[i].order_price + " x " + ord[i].order_lot); }));
removeOrder(ord[i].order_id);
}
}
}
if (num_cancelling == 0)//cancel dummy order and stop current checking
{
string res = "error";
do
{
res = await FlyerAPI2.cancelChildOrdersAsync(order.order_id);
flg = false;
cancelling = false;
Log.addLog("Account-CheckCancel", "num cancelling = 0, res=" + res);
} while (res == "error");
}
else if ((DateTime.Now - ord_dt).Seconds > 60)
{
flg = false;
}
}
}
await Task.Delay(500);
} while (flg);
}
}
else
{
Log.addLog("Account-CheckCancel", "cancelling = false, num orders=" + getNumCurrentOrders());
await Task.Delay(1000);
}
}
});
return("");
}