public static void Main11(string[] args)
    {
        // get properties from file
        getProperties();

        wrapper = new ArthikaHFT(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<ArthikaHFT.tinterfaceTick> tinterfaceTickList = wrapper.getInterface();
        string tinterface1 = tinterfaceTickList[0].name;

        // Open order streaming
        ArthikaHFTListenerImp10 listener = new ArthikaHFTListenerImp10();
        string id1 = wrapper.getOrderBegin(null, null, null, interval, listener);
        Thread.Sleep(5000);

        // get current price
        double price = 0.0;
        List<ArthikaHFT.priceTick> priceTickList1 = wrapper.getPrice(new List<string> { "EUR/USD" }, new List<string> { tinterface1 }, ArthikaHFT.GRANULARITY_TOB, 1);
        foreach (ArthikaHFT.priceTick tick in priceTickList1)
        {
            price = tick.price;
        }

        // Create pending order. If buy, order price must be lower than current price
        ArthikaHFT.orderRequest order1 = new ArthikaHFT.orderRequest();
        order1.security = "EUR/USD";
        order1.tinterface = tinterface1;
        order1.quantity = 500000;
        order1.side = ArthikaHFT.SIDE_BUY;
        order1.type = ArthikaHFT.TYPE_LIMIT;
        order1.timeinforce = ArthikaHFT.VALIDITY_DAY;
        order1.price = price - 0.01;
        List<ArthikaHFT.orderRequest> orderList = wrapper.setOrder(new List<ArthikaHFT.orderRequest> { order1 });
        int tempid = -1;
        foreach (ArthikaHFT.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");
        ArthikaHFT.modOrder ordermod = new ArthikaHFT.modOrder();
        ordermod.fixid = listener.fixidDictionary[tempid];
        ordermod.price = price - 0.015;
        ordermod.quantity = 200000;
        List<ArthikaHFT.modifyTick> modifyList = wrapper.modifyOrder(new List<ArthikaHFT.modOrder> { ordermod });
        foreach (ArthikaHFT.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
0
    public static void Main9(string[] args)
    {
        // get properties from file
        getProperties();

        wrapper = new ArthikaHFT(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 POLLING

        // get tinterfaces
        List <ArthikaHFT.tinterfaceTick> tinterfaceTickList = wrapper.getInterface();
        string tinterface1 = tinterfaceTickList[0].name;

        Console.WriteLine("Starting Polling1");
        List <ArthikaHFT.orderTick> orderTickList1 = wrapper.getOrder(null, null, new List <string> {
            ArthikaHFT.ORDERTYPE_PENDING
        });

        foreach (ArthikaHFT.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 <ArthikaHFT.priceTick> priceTickList1 = wrapper.getPrice(new List <string> {
            "EUR/USD"
        }, new List <string> {
            tinterface1
        }, ArthikaHFT.GRANULARITY_TOB, 1);

        foreach (ArthikaHFT.priceTick tick in priceTickList1)
        {
            price = tick.price;
        }

        // Create pending order. If buy, order price must be lower than current price
        ArthikaHFT.orderRequest order1 = new ArthikaHFT.orderRequest();
        order1.security    = "EUR/USD";
        order1.tinterface  = tinterface1;
        order1.quantity    = 500000;
        order1.side        = ArthikaHFT.SIDE_BUY;
        order1.type        = ArthikaHFT.TYPE_LIMIT;
        order1.timeinforce = ArthikaHFT.VALIDITY_DAY;
        order1.price       = price - 0.01;

        Console.WriteLine("Sending order");
        int    tempid = -1;
        string fixid  = "";
        List <ArthikaHFT.orderRequest> orderList = wrapper.setOrder(new List <ArthikaHFT.orderRequest> {
            order1
        });

        foreach (ArthikaHFT.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 <ArthikaHFT.orderTick> orderTickList2 = wrapper.getOrder(null, null, new List <string> {
            ArthikaHFT.ORDERTYPE_PENDING
        });

        foreach (ArthikaHFT.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("Modify order");
        ArthikaHFT.modOrder ordermod = new ArthikaHFT.modOrder();
        ordermod.fixid    = fixid;
        ordermod.price    = price - 0.015;
        ordermod.quantity = 200000;
        List <ArthikaHFT.modifyTick> modifyList = wrapper.modifyOrder(new List <ArthikaHFT.modOrder> {
            ordermod
        });

        foreach (ArthikaHFT.modifyTick modifyresponse in modifyList)
        {
            Console.WriteLine("FixId: " + modifyresponse.fixid + " Result: " + modifyresponse.result);
        }
        Console.WriteLine("Order modified");
        Thread.Sleep(2000);

        Console.WriteLine("Starting Polling3");
        List <ArthikaHFT.orderTick> orderTickList3 = wrapper.getOrder(null, null, new List <string> {
            ArthikaHFT.ORDERTYPE_PENDING
        });

        foreach (ArthikaHFT.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();
    }
Exemple #3
0
    public static void Main11(string[] args)
    {
        // get properties from file
        getProperties();

        wrapper = new ArthikaHFT(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 <ArthikaHFT.tinterfaceTick> tinterfaceTickList = wrapper.getInterface();
        string tinterface1 = tinterfaceTickList[0].name;

        // Open order streaming
        ArthikaHFTListenerImp10 listener = new ArthikaHFTListenerImp10();
        string id1 = wrapper.getOrderBegin(null, null, null, interval, listener);

        Thread.Sleep(5000);

        // get current price
        double price = 0.0;
        List <ArthikaHFT.priceTick> priceTickList1 = wrapper.getPrice(new List <string> {
            "EUR/USD"
        }, new List <string> {
            tinterface1
        }, ArthikaHFT.GRANULARITY_TOB, 1);

        foreach (ArthikaHFT.priceTick tick in priceTickList1)
        {
            price = tick.price;
        }

        // Create pending order. If buy, order price must be lower than current price
        ArthikaHFT.orderRequest order1 = new ArthikaHFT.orderRequest();
        order1.security    = "EUR/USD";
        order1.tinterface  = tinterface1;
        order1.quantity    = 500000;
        order1.side        = ArthikaHFT.SIDE_BUY;
        order1.type        = ArthikaHFT.TYPE_LIMIT;
        order1.timeinforce = ArthikaHFT.VALIDITY_DAY;
        order1.price       = price - 0.01;
        List <ArthikaHFT.orderRequest> orderList = wrapper.setOrder(new List <ArthikaHFT.orderRequest> {
            order1
        });
        int tempid = -1;

        foreach (ArthikaHFT.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");
        ArthikaHFT.modOrder ordermod = new ArthikaHFT.modOrder();
        ordermod.fixid    = listener.fixidDictionary[tempid];
        ordermod.price    = price - 0.015;
        ordermod.quantity = 200000;
        List <ArthikaHFT.modifyTick> modifyList = wrapper.modifyOrder(new List <ArthikaHFT.modOrder> {
            ordermod
        });

        foreach (ArthikaHFT.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();
    }