private Object handleResponse(StreamReader streamReader, bool stream, AdharaHFTListener listener)
{
try
{
JavaScriptSerializer serializer = new JavaScriptSerializer();
hftResponse response;
String line;
while ((line = streamReader.ReadLine()) != null)
{
try{
response = serializer.Deserialize <hftResponse>(line);
}
catch (Exception)
{
Console.WriteLine("Error reading: " + line);
return(null);
}
if (response.getAuthorizationChallengeResponse != null)
{
return(response.getAuthorizationChallengeResponse.challenge);
}
if (response.getAuthorizationTokenResponse != null)
{
return(response.getAuthorizationTokenResponse.token);
}
if (response.getAccountResponse != null)
{
List <accountTick> accountTickList = new List <accountTick>();
if (response.getAccountResponse.account != null)
{
foreach (accountTick tick in response.getAccountResponse.account)
{
accountTickList.Add(tick);
}
}
return(accountTickList);
}
if (response.getInterfaceResponse != null)
{
List <tinterfaceTick> tinterfaceTickList = new List <tinterfaceTick>();
if (response.getInterfaceResponse.tinterface != null)
{
foreach (tinterfaceTick tick in response.getInterfaceResponse.tinterface)
{
tinterfaceTickList.Add(tick);
}
}
return(tinterfaceTickList);
}
if (response.getPriceResponse != null)
{
if (stream)
{
if (response.getPriceResponse.timestamp != null)
{
listener.timestampEvent(response.getPriceResponse.timestamp);
}
if (response.getPriceResponse.tick != null)
{
listener.priceEvent(response.getPriceResponse.tick);
}
if (response.getPriceResponse.heartbeat != null)
{
listener.heartbeatEvent();
}
if (response.getPriceResponse.message != null)
{
listener.messageEvent(response.getPriceResponse.message);
}
}
else
{
List <priceTick> priceTickList = new List <priceTick>();
if (response.getPriceResponse.tick != null)
{
foreach (priceTick tick in response.getPriceResponse.tick)
{
priceTickList.Add(tick);
}
}
return(priceTickList);
}
}
if (response.getPositionResponse != null)
{
if (stream)
{
if (response.getPositionResponse.timestamp != null)
{
listener.timestampEvent(response.getPositionResponse.timestamp);
}
if (response.getPositionResponse.accounting != null)
{
listener.accountingEvent(response.getPositionResponse.accounting);
}
if (response.getPositionResponse.assetposition != null)
{
listener.assetPositionEvent(response.getPositionResponse.assetposition);
}
if (response.getPositionResponse.securityposition != null)
{
listener.securityPositionEvent(response.getPositionResponse.securityposition);
}
if (response.getPositionResponse.heartbeat != null)
{
listener.positionHeartbeatEvent(response.getPositionResponse.heartbeat);
}
if (response.getPositionResponse.message != null)
{
listener.messageEvent(response.getPositionResponse.message);
}
}
else
{
positionTick positiontick = new positionTick();
List <assetPositionTick> assetPositionTickList = new List <assetPositionTick>();
List <securityPositionTick> securityPositionTickList = new List <securityPositionTick>();
if (response.getPositionResponse.accounting != null)
{
positiontick.accountingTick = response.getPositionResponse.accounting;
}
if (response.getPositionResponse.assetposition != null)
{
foreach (assetPositionTick tick in response.getPositionResponse.assetposition)
{
assetPositionTickList.Add(tick);
}
}
if (response.getPositionResponse.securityposition != null)
{
foreach (securityPositionTick tick in response.getPositionResponse.securityposition)
{
securityPositionTickList.Add(tick);
}
}
positiontick.assetPositionTickList = assetPositionTickList;
positiontick.securityPositionTickList = securityPositionTickList;
return(positiontick);
}
}
if (response.getOrderResponse != null)
{
if (stream)
{
if (response.getOrderResponse.timestamp != null)
{
listener.timestampEvent(response.getOrderResponse.timestamp);
}
if (response.getOrderResponse.order != null)
{
listener.orderEvent(response.getOrderResponse.order);
}
if (response.getOrderResponse.heartbeat != null)
{
listener.orderHeartbeatEvent(response.getOrderResponse.heartbeat);
}
if (response.getOrderResponse.message != null)
{
listener.messageEvent(response.getOrderResponse.message);
}
}
else
{
List <orderTick> orderTickList = new List <orderTick>();
if (response.getOrderResponse.order != null)
{
foreach (orderTick tick in response.getOrderResponse.order)
{
orderTickList.Add(tick);
}
}
return(orderTickList);
}
}
if (response.setOrderResponse != null)
{
List <orderRequest> orderList = new List <orderRequest>();
if (response.setOrderResponse.timestamp != null)
{
//listener.timestampEvent(response.setOrderResponse.timestamp);
}
if (response.setOrderResponse.order != null)
{
foreach (orderRequest tick in response.setOrderResponse.order)
{
orderList.Add(tick);
}
}
if (response.setOrderResponse.message != null)
{
//listener.messageEvent(response.setOrderResponse.message);
}
return(orderList);
}
if (response.cancelOrderResponse != null)
{
List <cancelTick> cancelTickList = new List <cancelTick>();
if (response.cancelOrderResponse.timestamp != null)
{
//listener.timestampEvent(response.cancelOrderResponse.timestamp);
}
if (response.cancelOrderResponse.order != null)
{
foreach (cancelTick tick in response.cancelOrderResponse.order)
{
cancelTickList.Add(tick);
}
}
if (response.cancelOrderResponse.message != null)
{
//listener.messageEvent(response.cancelOrderResponse.message);
}
return(cancelTickList);
}
if (response.modifyOrderResponse != null)
{
List <modifyTick> modifyTickList = new List <modifyTick>();
if (response.modifyOrderResponse.timestamp != null)
{
//listener.timestampEvent(response.modifyOrderResponse.timestamp);
}
if (response.modifyOrderResponse.order != null)
{
foreach (modifyTick tick in response.modifyOrderResponse.order)
{
modifyTickList.Add(tick);
}
}
if (response.modifyOrderResponse.message != null)
{
//listener.messageEvent(response.modifyOrderResponse.message);
}
return(modifyTickList);
}
if (response.getHistoricalPriceResponse != null)
{
List <candleTick> candleTickList = new List <candleTick>();
if (response.getHistoricalPriceResponse.candle != null)
{
foreach (candleTick tick in response.getHistoricalPriceResponse.candle)
{
candleTickList.Add(tick);
}
}
if (response.getHistoricalPriceResponse.message != null)
{
//listener.messageEvent(response.getHistoricalPriceResponse.message);
}
return(candleTickList);
}
}
return(null);
}
catch (WebException)
{
//Console.WriteLine(ex.Message);
return(null);
}
catch (SocketException)
{
//Console.WriteLine(ex.Message);
return(null);
}
catch (IOException)
{
//Console.WriteLine(ioex.Message);
return(null);
}
}
private Object sendRequest(hftRequest hftrequest, string urlpath, bool stream, AdharaHFTListener listener)
{
if (token == null)
{
return(null);
}
int currentRequestId;
lock (Lock)
{
currentRequestId = requestId;
requestId++;
}
HttpWebRequest httpWebRequest;
if (stream)
{
httpWebRequest = (HttpWebRequest)WebRequest.Create(domain + ":" + request_port + url_stream + urlpath);
}
else
{
httpWebRequest = (HttpWebRequest)WebRequest.Create(domain + ":" + request_port + url_polling + urlpath);
}
JavaScriptSerializer serializer = new JavaScriptSerializer();
serializer.RegisterConverters(new JavaScriptConverter[] { new NullPropertiesConverter() });
httpWebRequest.ContentType = "application/json";
httpWebRequest.Method = "POST";
if (ssl)
{
httpWebRequest.ClientCertificates.Add(certificate1);
}
using (var streamWriter = new StreamWriter(httpWebRequest.GetRequestStream()))
{
streamWriter.WriteLine(serializer.Serialize(hftrequest));
Console.WriteLine(serializer.Serialize(hftrequest));
}
HttpWebResponse httpResponse;
try
{
httpResponse = (HttpWebResponse)httpWebRequest.GetResponse();
}
catch (Exception ex)
{
Console.WriteLine("Unexpected response status: " + ex.Message);
return(null);
}
StreamReader streamReader = new StreamReader(httpResponse.GetResponseStream());
if (stream)
{
Thread t = new Thread(() => handleResponse(streamReader, true, listener));
t.Name = currentRequestId.ToString();
streamReaderMap.Add(t, streamReader);
t.Start();
Console.WriteLine("Running " + t.Name);
return(t.Name);
}
else
{
Object res = handleResponse(streamReader, false, null);
streamReader.Close();
return(res);
}
}
public string getPositionBegin(List <string> assets, List <string> securities, List <string> accounts, int interval, AdharaHFTListener listener)
{
hftRequest hftrequest = new hftRequest();
hftrequest.getPosition = new getPositionRequest(user, token, assets, securities, accounts, interval);
Object res = sendRequest(hftrequest, "/getPosition", true, listener);
return((string)res);
}
public string getOrderBegin(List <string> securities, List <string> tinterfaces, List <string> types, int interval, AdharaHFTListener listener)
{
hftRequest hftrequest = new hftRequest();
hftrequest.getOrder = new getOrderRequest(user, token, securities, tinterfaces, types, interval);
Object res = sendRequest(hftrequest, "/getOrder", true, listener);
return((string)res);
}
public string getPriceBegin(List <string> securities, List <string> tinterfaces, string granularity, int levels, int interval, AdharaHFTListener listener)
{
hftRequest hftrequest = new hftRequest();
hftrequest.getPrice = new getPriceRequest(user, token, securities, tinterfaces, granularity, levels, interval);
Object res = sendRequest(hftrequest, "/getPrice", true, listener);
return((string)res);
}
