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();
    }
Exemple #2
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    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();
    }