/// <summary>
        /// Listener: Forex Connect request handled.
        /// </summary>
        /// <param name="requestId"></param>
        /// <param name="response"></param>
        public void onRequestCompleted(string requestId, O2GResponse response)
        {
            // we need only offer table refresh for our example
            if (response.Type == O2GResponseType.GetOffers)
            {
                // so simply read and store offers
                O2GOffersTableResponseReader reader = mSession.getResponseReaderFactory().createOffersTableReader(response);
                for (int i = 0; i < reader.Count; i++)
                {
                    O2GOfferRow row = reader.getRow(i);
                    if (mInstrument.Equals(row.Instrument))
                    {
                        mOffer = new Offer(row.Instrument, row.Time, row.Bid, row.Ask, row.Volume, row.Digits);
                        mSyncOfferEvent.Set();
                        break;
                    }
                }

                if (mOffer == null)
                {
                    Console.WriteLine("Instrument is not found.\n");
                    mInitFailed = true;
                    mSyncOfferEvent.Set();
                }
            }
        }
Exemple #2
0
        public OrderObject prepareParamsFromLoginRules(string instrument)
        {
            OrderObject              orderObject = new OrderObject();
            O2GLoginRules            loginRules  = _session.Session.getLoginRules();
            O2GResponseReaderFactory factory     = _session.Session.getResponseReaderFactory();
            // Gets first account from login.
            O2GResponse accountsResponse = loginRules.getTableRefeshResponse(O2GTable.Accounts);
            O2GAccountsTableResponseReader accountsReader = factory.createAccountsTableReader(accountsResponse);
            O2GAccountRow account = accountsReader.getRow(0);

            orderObject.AccountID = account.AccountID;
            // Store base iAmount
            orderObject.BaseAmount = account.BaseUnitSize;

            O2GResponse offerResponse = loginRules.getTableRefeshResponse(O2GTable.Offers);
            O2GOffersTableResponseReader offersReader = factory.createOffersTableReader(offerResponse);

            for (int i = 0; i < offersReader.Count; i++)
            {
                O2GOfferRow offer = offersReader.getRow(i);
                if (instrument.Equals(offer.Instrument))
                {
                    orderObject.OfferID   = offer.OfferID;
                    orderObject.Ask       = offer.Ask;
                    orderObject.Bid       = offer.Bid;
                    orderObject.PointSize = offer.PointSize;
                    orderObject.Symbol    = new Symbol(instrument);
                    break;
                }
            }

            return(orderObject);
        }
        /// <summary>
        /// Print accounts table
        /// </summary>
        /// <param name="session"></param>
        private static void PrintCommissionDetails(O2GSession session, SampleParams sampleParams)
        {
            //wait until commissions related information will be loaded
            O2GCommissionsProvider commissionProvider = session.getCommissionsProvider();

            while (commissionProvider.getStatus() == O2GCommissionStatus.CommissionStatusLoading)
            {
                System.Threading.Thread.Sleep(1000);
            }

            if (commissionProvider.getStatus() != O2GCommissionStatus.CommissionStatusReady)
            {
                throw new Exception("Could not calculate the estimated commissions.");
            }

            //retrieve the required parameter values from the sampleParams
            O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
            O2GOfferRow   offer   = GetOffer(session, sampleParams.Instrument);

            if (offer == null || account == null)
            {
                throw new Exception("Incorrect input parameters.");
            }

            O2GCommissionDescriptionsCollection commList = commissionProvider.getCommissionDescriptions(offer.OfferID, account.ATPID);

            foreach (O2GCommissionDescription descr in commList)
            {
                Console.WriteLine("Commission : {0}, {1}, {2}", descr.Stage, descr.UnitType, descr.CommissionValue);
            }
        }
Exemple #4
0
        private void Session_TablesUpdates(object sender, TablesUpdatesEventArgs e)
        {
            var responseFactory             = _session.getResponseReaderFactory();
            var responsGTablesUpdatesReader = responseFactory.createTablesUpdatesReader(e.Response);

            for (int i = 0; i < responsGTablesUpdatesReader.Count; i++)
            {
                if (responsGTablesUpdatesReader.getUpdateTable(i) == O2GTableType.Offers)
                {
                    if (responsGTablesUpdatesReader.getUpdateType(i) == O2GTableUpdateType.Update)
                    {
                        O2GOfferRow offer          = responsGTablesUpdatesReader.getOfferRow(i);
                        var         _offerID       = offer.OfferID;
                        var         _currentSymbol = offer.Instrument;

                        PriceUpdate pu = new PriceUpdate
                        {
                            Symbol        = offer.Instrument,
                            TradeDateTime = offer.Time,
                            Price         = (offer.Bid + offer.Ask) / 2,
                            Volume        = offer.Volume,
                            Bid           = offer.Bid,
                            Ask           = offer.Ask
                        };
                        priceUpdates.Add(pu);
                    }
                }
            }
        }
Exemple #5
0
        /* Prepare Params for Orders */
        public void PrepareParamsFromLoginRules(O2GLoginRules loginRules)
        {
            O2GResponseReaderFactory factory = m_o2gsession.getResponseReaderFactory();

            if (factory == null)
            {
                return;
            }
            // Gets first account from login.
            O2GResponse accountsResponse = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
            O2GAccountsTableResponseReader accountsReader = factory.createAccountsTableReader(accountsResponse);
            O2GAccountRow account = accountsReader.getRow(0);

            // Store account id
            m_accountid = account.AccountID;
            // Store base iAmount
            m_baseamount = account.BaseUnitSize;
            // Get offers for eur/usd
            O2GResponse offerResponse = loginRules.getTableRefreshResponse(O2GTableType.Offers);
            O2GOffersTableResponseReader offersReader = factory.createOffersTableReader(offerResponse);

            for (int i = 0; i < offersReader.Count; i++)
            {
                O2GOfferRow offer = offersReader.getRow(i);
                if (string.Compare(offer.Instrument, m_instrument /*"EUR/USD"*/, true) == 0)
                {
                    m_offerid   = offer.OfferID;
                    m_ask       = offer.Ask;
                    m_bid       = offer.Bid;
                    m_pointsize = offer.PointSize;
                    break;
                }
            }
        }
        /// <summary>
        /// Find valid offer by instrument name
        /// </summary>
        /// <param name="session"></param>
        /// <param name="sInstrument"></param>
        /// <returns>offer</returns>
        private static O2GOfferRow GetOffer(O2GSession session, string sInstrument)
        {
            O2GOfferRow offer     = null;
            bool        bHasOffer = false;
            O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();

            if (readerFactory == null)
            {
                throw new Exception("Cannot create response reader factory");
            }
            O2GLoginRules loginRules = session.getLoginRules();
            O2GResponse   response   = loginRules.getTableRefreshResponse(O2GTableType.Offers);
            O2GOffersTableResponseReader offersResponseReader = readerFactory.createOffersTableReader(response);

            for (int i = 0; i < offersResponseReader.Count; i++)
            {
                offer = offersResponseReader.getRow(i);
                if (offer.Instrument.Equals(sInstrument))
                {
                    if (offer.SubscriptionStatus.Equals("T"))
                    {
                        bHasOffer = true;
                        break;
                    }
                }
            }
            if (!bHasOffer)
            {
                return(null);
            }
            else
            {
                return(offer);
            }
        }
        /// <summary>
        /// Find valid offer by instrument name
        /// </summary>
        /// <param name="tableManager"></param>
        /// <param name="sInstrument"></param>
        /// <returns>offer</returns>
        private static O2GOfferRow GetOffer(O2GTableManager tableManager, string sInstrument)
        {
            bool           bHasOffer   = false;
            O2GOfferRow    offer       = null;
            O2GOffersTable offersTable = (O2GOffersTable)tableManager.getTable(O2GTableType.Offers);

            for (int i = 0; i < offersTable.Count; i++)
            {
                offer = offersTable.getRow(i);
                if (offer.Instrument.Equals(sInstrument))
                {
                    if (offer.SubscriptionStatus.Equals("T"))
                    {
                        bHasOffer = true;
                        break;
                    }
                }
            }
            if (!bHasOffer)
            {
                return(null);
            }
            else
            {
                return(offer);
            }
        }
Exemple #8
0
        public void ModelCreateOrder(Session Session, Model CurrentModel, string OrderType, int iAmount,
                                     double idRate, double idPointSize, int iAtMarket, string sBuySell)
        {
            m_o2gsession = Session.O2GSession;

            O2GTableManager tableManager = Session.O2GSession.getTableManager();
            O2GAccountRow   account      = GetAccount(tableManager, null);
            O2GOfferRow     offer        = GetOffer(tableManager, CurrentModel.Instrument);
            O2GTradeRow     trade        = GetTrade(tableManager, account.AccountID, offer.OfferID);

            switch (OrderType)
            {
            case "OpenMarketOrder":
                CreateTrueMarketOrder(offer.OfferID, account.AccountID, iAmount, sBuySell);
                break;

            case "CloseMarketOrder":
                PrepareParamsAndCallTrueMarketCloseOrder(trade);
                break;

            case "OpenLimitOrder":
                CreateOpenLimitOrder(offer.OfferID, account.AccountID, iAmount, idRate, sBuySell);
                break;

            case "CloseLimitOrder":
                PrepareParamsAndCallLimitCloseOrder(trade);
                break;

            case "OpenOpenOrder":
                CreateMarketOrder(offer.OfferID, account.AccountID, iAmount, idRate, sBuySell);
                break;

            case "CloseOpenOrder":
                // @ here gl
                PrepareParamsAndCallMarketCloseOrder(trade);
                break;

            case "OpenRangeOrder":
                PrepareParamsAndCallRangeOrder(offer.OfferID, account.AccountID, iAmount, idPointSize, iAtMarket, sBuySell);
                break;

            case "CloseRangeOrder":
                PrepareParamsAndCallRangeCloseOrder(trade, iAtMarket);
                break;

            default:
                break;
            }
        }
Exemple #9
0
        /// <summary>
        /// Get and print margin requirements
        /// </summary>
        /// <param name="session"></param>
        /// <param name="account"></param>
        /// <param name="offer"></param>
        private static void PrintMargins(O2GSession session, O2GAccountRow account, O2GOfferRow offer)
        {
            O2GLoginRules loginRules = session.getLoginRules();

            if (loginRules == null)
            {
                throw new Exception("Cannot get login rules");
            }
            O2GTradingSettingsProvider tradingSettings = loginRules.getTradingSettingsProvider();
            double dMmr = 0D;
            double dEmr = 0D;
            double lmr  = 0D;

            tradingSettings.getMargins(offer.Instrument, account, ref dMmr, ref dEmr, ref lmr);
            Console.WriteLine("Margin requirements: mmr={0}, emr={1}, lmr={2}", dMmr, dEmr, lmr);
        }
        /// <summary>
        /// Print estimates trading commissions
        /// </summary>
        private static void printEstimatedTradingCommissions(O2GSession session, O2GOfferRow offer, O2GAccountRow account, int iAmount, string sBuySell)
        {
            //wait until commissions related information will be loaded
            O2GCommissionsProvider commissionProvider = session.getCommissionsProvider();

            while (commissionProvider.getStatus() == O2GCommissionStatus.CommissionStatusLoading)
            {
                System.Threading.Thread.Sleep(1000);
            }

            if (commissionProvider.getStatus() != O2GCommissionStatus.CommissionStatusReady)
            {
                throw new Exception("Could not calculate the estimated commissions.");
            }

            //calculate commissions
            Console.WriteLine("Commission for open the position is {0}.", commissionProvider.calcOpenCommission(offer, account, iAmount, sBuySell, 0));
            Console.WriteLine("Commission for close the position is {0}.", commissionProvider.calcCloseCommission(offer, account, iAmount, sBuySell, 0));
            Console.WriteLine("Total commission for open and close the position is {0}.", commissionProvider.calcTotalCommission(offer, account, iAmount, sBuySell, 0, 0));
        }
Exemple #11
0
 /// <summary>
 /// Listener: Forex Connect request handled
 /// </summary>
 /// <param name="requestId"></param>
 /// <param name="response"></param>
 public void onRequestCompleted(string requestId, O2GResponse response)
 {
     // we need only offer table refresh for our example
     if (response.Type == O2GResponseType.GetOffers)
     {
         // so simply read and store offers
         O2GOffersTableResponseReader reader = mTradingSession.getResponseReaderFactory().createOffersTableReader(response);
         mOffers.Clear();
         for (int i = 0; i < reader.Count; i++)
         {
             O2GOfferRow row = reader.getRow(i);
             mOffers.Add(row.OfferID, row.Instrument, row.Time, row.Bid, row.Ask, row.Volume, row.Digits);
         }
         // if price history communicator has been initialized before we get offer - notify that we're ready.
         if (mPriceHistoryCommunicator.isReady() && OnStateChange != null)
         {
             OnStateChange(true);
         }
     }
 }
Exemple #12
0
        public void ModelCreateLimitOrder(Session Session, Model CurrentModel, string OrderType, int iAmount,
                                          double idRate, double idPointSize, int iAtMarket, string sBuySell, double TakeProfit, double StopLoss)
        {
            m_o2gsession = Session.O2GSession;

            O2GTableManager tableManager = Session.O2GSession.getTableManager();
            O2GAccountRow   account      = GetAccount(tableManager, null);
            O2GOfferRow     offer        = GetOffer(tableManager, CurrentModel.Instrument);
            O2GTradeRow     trade        = GetTrade(tableManager, account.AccountID, offer.OfferID);

            switch (OrderType)
            {
            case "OpenMarketOrder":
                CreateTrueMarketLimitOrder(offer.OfferID, account.AccountID, iAmount, sBuySell, TakeProfit, StopLoss);
                break;

            default:
                break;
            }
        }
Exemple #13
0
        /// <summary>
        /// Print offers and find offer by instrument name
        /// </summary>
        /// <param name="session"></param>
        /// <param name="sInstrument"></param>
        /// <returns>offer</returns>
        private static O2GOfferRow GetOffer(O2GSession session, string sInstrument)
        {
            O2GOfferRow offer = null;
            O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();

            if (readerFactory == null)
            {
                throw new Exception("Cannot create response reader factory");
            }
            O2GLoginRules loginRules = session.getLoginRules();
            O2GResponse   response   = loginRules.getTableRefreshResponse(O2GTableType.Offers);
            O2GOffersTableResponseReader offersResponseReader = readerFactory.createOffersTableReader(response);

            for (int i = 0; i < offersResponseReader.Count; i++)
            {
                O2GOfferRow offerRow = offersResponseReader.getRow(i);
                if (offerRow.Instrument.Equals(sInstrument))
                {
                    offer = offerRow;
                }
                switch (offerRow.SubscriptionStatus)
                {
                case Constants.SubscriptionStatuses.ViewOnly:
                    Console.WriteLine("{0} : [V]iew only", offerRow.Instrument);
                    break;

                case Constants.SubscriptionStatuses.Disable:
                    Console.WriteLine("{0} : [D]isabled", offerRow.Instrument);
                    break;

                case Constants.SubscriptionStatuses.Tradable:
                    Console.WriteLine("{0} : Available for [T]rade", offerRow.Instrument);
                    break;

                default:
                    Console.WriteLine("{0} : {1}", offerRow.Instrument, offerRow.SubscriptionStatus);
                    break;
                }
            }
            return(offer);
        }
Exemple #14
0
        /// <summary>
        /// Store offers data from response and print it
        /// </summary>
        /// <param name="session"></param>
        /// <param name="response"></param>
        /// <param name="sInstrument"></param>
        public void PrintOffers(O2GSession session, O2GResponse response, string sInstrument)
        {
            O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();

            if (readerFactory == null)
            {
                throw new Exception("Cannot create response reader factory");
            }
            O2GOffersTableResponseReader responseReader = readerFactory.createOffersTableReader(response);

            for (int i = 0; i < responseReader.Count; i++)
            {
                O2GOfferRow offerRow = responseReader.getRow(i);
                Offer       offer;
                if (mOffers.FindOffer(offerRow.OfferID, out offer))
                {
                    if (offerRow.isTimeValid && offerRow.isBidValid && offerRow.isAskValid)
                    {
                        offer.Date = offerRow.Time;
                        offer.Bid  = offerRow.Bid;
                        offer.Ask  = offerRow.Ask;
                    }
                }
                else
                {
                    offer = new Offer(offerRow.OfferID, offerRow.Instrument,
                                      offerRow.Digits, offerRow.PointSize, offerRow.Time,
                                      offerRow.Bid, offerRow.Ask);
                    mOffers.AddOffer(offer);
                }
                if (string.IsNullOrEmpty(sInstrument) || offerRow.Instrument.Equals(sInstrument))
                {
                    if (offer.Instrument.Equals("Copper"))
                    {
                        //Console.WriteLine("{0}, {1}, Bid={2}, Ask={3}", offer.OfferID, offer.Instrument, offer.Bid, offer.Ask);
                    }
                    Console.WriteLine("{0}, {1}, Bid={2}, Ask={3}", offer.OfferID, offer.Instrument, offer.Bid, offer.Ask);
                }
            }
        }
        void ReadOffers(O2GResponse offers)
        {
            O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();

            if (factory != null)
            {
                O2GOffersTableResponseReader reader = factory.createOffersTableReader(offers);

                mOffers.Clear();
                mOffersList.Clear();

                for (int i = 0; i < reader.Count; i++)
                {
                    O2GOfferRow row = reader.getRow(i);
                    //mTimeConverter.convert(row.Time, O2GTimeConverterTimeZone.UTC, mTimezone)
                    //DateTime dt = mTimeConverter.convert(row.Time, O2GTimeConverterTimeZone.Server, O2GTimeConverterTimeZone.UTC);
                    DateTime dt    = row.Time;
                    Offer    offer = new Offer(row.Instrument, dt, row.Bid, row.Ask, row.Volume, row.Digits, row.PointSize);
                    mOffers[row.OfferID] = offer;
                    mOffersList.Add(offer);
                    SendTick(offer);
                }
            }
        }
        static void Main(string[] args)
        {
            O2GSession session = null;

            try
            {
                LoginParams  loginParams  = new LoginParams(ConfigurationManager.AppSettings);
                SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);

                PrintSampleParams("GetLastOrderUpdate", loginParams, sampleParams);

                session        = O2GTransport.createSession();
                statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
                session.subscribeSessionStatus(statusListener);
                statusListener.Reset();
                session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
                if (statusListener.WaitEvent() && statusListener.Connected)
                {
                    responseListener = new ResponseListener(session);
                    session.subscribeResponse(responseListener);

                    O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
                    if (account == null)
                    {
                        if (string.IsNullOrEmpty(sampleParams.AccountID))
                        {
                            throw new Exception("No valid accounts");
                        }
                        else
                        {
                            throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
                        }
                    }
                    sampleParams.AccountID = account.AccountID;

                    O2GOfferRow offer = GetOffer(session, sampleParams.Instrument);
                    if (offer == null)
                    {
                        throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
                    }

                    O2GLoginRules loginRules = session.getLoginRules();
                    if (loginRules == null)
                    {
                        throw new Exception("Cannot get login rules");
                    }
                    O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
                    int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
                    int iAmount       = iBaseUnitSize * sampleParams.Lots;

                    O2GRequest request;
                    request = CreateTrueMarketOrderRequest(session, offer.OfferID, account.AccountID, iAmount, sampleParams.BuySell);
                    if (request == null)
                    {
                        throw new Exception("Cannot create request; probably some arguments are missing or incorrect");
                    }
                    responseListener.SetRequestID(request.RequestID);
                    session.sendRequest(request);
                    if (!responseListener.WaitEvents())
                    {
                        throw new Exception("Response waiting timeout expired");
                    }
                    string sOrderID = responseListener.GetOrderID();
                    if (!string.IsNullOrEmpty(sOrderID))
                    {
                        Console.WriteLine("You have successfully created a true market order.");
                        Console.WriteLine("Your order ID is {0}", sOrderID);

                        request = GetLastOrderUpdateRequest(session, sOrderID, account.AccountName);
                        if (request == null)
                        {
                            throw new Exception("Cannot create request; probably some arguments are missing or incorrect");
                        }
                        responseListener.SetRequestID(request.RequestID);
                        session.sendRequest(request);
                        if (!responseListener.WaitEvents())
                        {
                            throw new Exception("Response waiting timeout expired");
                        }
                        O2GResponse response = responseListener.GetResponse();
                        if (response != null && response.Type == O2GResponseType.GetLastOrderUpdate)
                        {
                            O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
                            if (readerFactory != null)
                            {
                                O2GLastOrderUpdateResponseReader reader = readerFactory.createLastOrderUpdateResponseReader(response);
                                Console.WriteLine("Last order update: UpdateType={0}, OrderID={1}, Status={2}, StatusTime={3}",
                                                  reader.UpdateType.ToString(), reader.Order.OrderID, reader.Order.Status.ToString(),
                                                  reader.Order.StatusTime.ToString("yyyy-MM-dd HH:mm:ss"));
                            }
                        }

                        Console.WriteLine("Done!");
                    }
                }
            }
            catch (Exception e)
            {
                Console.WriteLine("Exception: {0}", e.ToString());
            }
            finally
            {
                if (session != null)
                {
                    if (statusListener.Connected)
                    {
                        if (responseListener != null)
                        {
                            session.unsubscribeResponse(responseListener);
                        }
                        statusListener.Reset();
                        session.logout();
                        statusListener.WaitEvent();
                    }
                    session.unsubscribeSessionStatus(statusListener);
                    session.Dispose();
                }
            }
        }
        static void Main(string[] args)
        {
            O2GSession session     = null;
            string     sInstrument = "EUR/USD";
            string     sBuySell    = Constants.Buy;

            try
            {
                LoginParams  loginParams  = new LoginParams(ConfigurationManager.AppSettings);
                SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);

                PrintSampleParams("RemoveOrder", loginParams, sampleParams);

                session = O2GTransport.createSession();
                session.useTableManager(O2GTableManagerMode.Yes, null);
                SessionStatusListener statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
                session.subscribeSessionStatus(statusListener);
                statusListener.Reset();
                session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
                if (statusListener.WaitEvents() && statusListener.Connected)
                {
                    ResponseListener responseListener = new ResponseListener();
                    TableListener    tableListener    = new TableListener(responseListener);
                    session.subscribeResponse(responseListener);

                    O2GTableManager       tableManager  = session.getTableManager();
                    O2GTableManagerStatus managerStatus = tableManager.getStatus();
                    while (managerStatus == O2GTableManagerStatus.TablesLoading)
                    {
                        Thread.Sleep(50);
                        managerStatus = tableManager.getStatus();
                    }

                    if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
                    {
                        throw new Exception("Cannot refresh all tables of table manager");
                    }
                    O2GAccountRow account = GetAccount(tableManager, sampleParams.AccountID);
                    if (account == null)
                    {
                        if (string.IsNullOrEmpty(sampleParams.AccountID))
                        {
                            throw new Exception("No valid accounts");
                        }
                        else
                        {
                            throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
                        }
                    }
                    sampleParams.AccountID = account.AccountID;

                    O2GOfferRow offer = GetOffer(tableManager, sInstrument);
                    if (offer == null)
                    {
                        throw new Exception(string.Format("The instrument '{0}' is not valid", sInstrument));
                    }

                    O2GLoginRules loginRules = session.getLoginRules();
                    if (loginRules == null)
                    {
                        throw new Exception("Cannot get login rules");
                    }

                    O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
                    int    iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sInstrument, account);
                    int    iAmount       = iBaseUnitSize * 1;
                    double dRate         = offer.Ask - (offer.PointSize * 10);
                    tableListener.SubscribeEvents(tableManager);
                    O2GRequest request = CreateEntryOrderRequest(session, offer.OfferID, account.AccountID, iAmount, dRate, sBuySell, Constants.Orders.LimitEntry);
                    if (request == null)
                    {
                        throw new Exception("Cannot create request");
                    }
                    responseListener.SetRequestID(request.RequestID);
                    tableListener.SetRequestID(request.RequestID);
                    session.sendRequest(request);
                    if (!responseListener.WaitEvents())
                    {
                        throw new Exception("Response waiting timeout expired");
                    }
                    string sOrderID = tableListener.GetOrderID();

                    if (!string.IsNullOrEmpty(sOrderID))
                    {
                        request = RemoveOrderRequest(session, account.AccountID, sOrderID);
                        if (request == null)
                        {
                            throw new Exception("Cannot create request");
                        }
                        responseListener.SetRequestID(request.RequestID);
                        tableListener.SetRequestID(request.RequestID);
                        session.sendRequest(request);
                        if (responseListener.WaitEvents())
                        {
                            Console.WriteLine("Done!");
                        }
                        else
                        {
                            throw new Exception("Response waiting timeout expired");
                        }
                    }

                    tableListener.UnsubscribeEvents(tableManager);

                    statusListener.Reset();
                    session.logout();
                    statusListener.WaitEvents();
                    session.unsubscribeResponse(responseListener);
                }
                session.unsubscribeSessionStatus(statusListener);
            }
            catch (Exception e)
            {
                Console.WriteLine("Exception: {0}", e.ToString());
            }
            finally
            {
                if (session != null)
                {
                    session.Dispose();
                }
            }
        }
        static void Main(string[] args)
        {
            O2GSession            session          = null;
            SessionStatusListener statusListener   = null;
            ResponseListener      responseListener = null;

            try
            {
                Console.WriteLine("OpenPositionNetting sample\n");

                ArgumentParser argParser = new ArgumentParser(args, "OpenPositionNetting");

                argParser.AddArguments(ParserArgument.Login,
                                       ParserArgument.Password,
                                       ParserArgument.Url,
                                       ParserArgument.Connection,
                                       ParserArgument.SessionID,
                                       ParserArgument.Pin,
                                       ParserArgument.Instrument,
                                       ParserArgument.BuySell,
                                       ParserArgument.Lots,
                                       ParserArgument.AccountID);

                argParser.ParseArguments();

                if (!argParser.AreArgumentsValid)
                {
                    argParser.PrintUsage();
                    return;
                }

                argParser.PrintArguments();

                LoginParams  loginParams  = argParser.LoginParams;
                SampleParams sampleParams = argParser.SampleParams;

                session = O2GTransport.createSession();
                session.useTableManager(O2GTableManagerMode.Yes, null);
                statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
                session.subscribeSessionStatus(statusListener);
                statusListener.Reset();
                session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
                if (statusListener.WaitEvents() && statusListener.Connected)
                {
                    responseListener = new ResponseListener();
                    TableListener tableListener = new TableListener(responseListener);
                    session.subscribeResponse(responseListener);

                    O2GTableManager       tableManager  = session.getTableManager();
                    O2GTableManagerStatus managerStatus = tableManager.getStatus();
                    while (managerStatus == O2GTableManagerStatus.TablesLoading)
                    {
                        Thread.Sleep(50);
                        managerStatus = tableManager.getStatus();
                    }

                    if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
                    {
                        throw new Exception("Cannot refresh all tables of table manager");
                    }
                    O2GAccountRow account = GetAccount(tableManager, sampleParams.AccountID);
                    if (account == null)
                    {
                        if (string.IsNullOrEmpty(sampleParams.AccountID))
                        {
                            throw new Exception("No valid accounts");
                        }
                        else
                        {
                            throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
                        }
                    }
                    sampleParams.AccountID = account.AccountID;

                    O2GOfferRow offer = GetOffer(tableManager, sampleParams.Instrument);
                    if (offer == null)
                    {
                        throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
                    }

                    O2GTradesTable tradesTable = GetTradesTable(tableManager);
                    if (tradesTable == null)
                    {
                        throw new Exception("Cannot get trades table");
                    }
                    tableListener.SetTradesTable(tradesTable);

                    O2GLoginRules loginRules = session.getLoginRules();
                    if (loginRules == null)
                    {
                        throw new Exception("Cannot get login rules");
                    }

                    O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
                    int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
                    int iAmount       = iBaseUnitSize * sampleParams.Lots;

                    tableListener.SubscribeEvents(tableManager);

                    O2GRequest request = CreateTrueMarketOrderRequest(session, offer.OfferID, sampleParams.AccountID, iAmount, sampleParams.BuySell);
                    if (request == null)
                    {
                        throw new Exception("Cannot create request");
                    }
                    responseListener.SetRequestID(request.RequestID);
                    tableListener.SetRequestID(request.RequestID);
                    session.sendRequest(request);
                    if (responseListener.WaitEvents())
                    {
                        System.Threading.Thread.Sleep(1000); // Wait for the balance update
                        Console.WriteLine("Done!");
                    }
                    else
                    {
                        throw new Exception("Response waiting timeout expired");
                    }

                    tableListener.UnsubscribeEvents(tableManager);
                }
            }
            catch (Exception e)
            {
                Console.WriteLine("Exception: {0}", e.ToString());
            }
            finally
            {
                if (session != null)
                {
                    if (statusListener.Connected)
                    {
                        statusListener.Reset();
                        session.logout();
                        statusListener.WaitEvents();
                        if (responseListener != null)
                        {
                            session.unsubscribeResponse(responseListener);
                        }
                        session.unsubscribeSessionStatus(statusListener);
                    }
                    session.Dispose();
                }
            }
        }
        // Print trading settings of the first account
        private static void PrintTradingSettings(O2GSession session)
        {
            O2GLoginRules loginRules = session.getLoginRules();

            if (loginRules == null)
            {
                throw new Exception("Cannot get login rules");
            }
            O2GResponse accountsResponse = loginRules.getTableRefreshResponse(O2GTableType.Accounts);

            if (accountsResponse == null)
            {
                throw new Exception("Cannot get response");
            }
            O2GResponse offersResponse = loginRules.getTableRefreshResponse(O2GTableType.Offers);

            if (offersResponse == null)
            {
                throw new Exception("Cannot get response");
            }
            O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
            O2GResponseReaderFactory   factory = session.getResponseReaderFactory();

            if (factory == null)
            {
                throw new Exception("Cannot create response reader factory");
            }
            O2GAccountsTableResponseReader accountsReader    = factory.createAccountsTableReader(accountsResponse);
            O2GOffersTableResponseReader   instrumentsReader = factory.createOffersTableReader(offersResponse);
            O2GAccountRow account = accountsReader.getRow(0);

            for (int i = 0; i < instrumentsReader.Count; i++)
            {
                O2GOfferRow     instrumentRow         = instrumentsReader.getRow(i);
                string          instrument            = instrumentRow.Instrument;
                int             condDistStopForTrade  = tradingSettingsProvider.getCondDistStopForTrade(instrument);
                int             condDistLimitForTrade = tradingSettingsProvider.getCondDistLimitForTrade(instrument);
                int             condDistEntryStop     = tradingSettingsProvider.getCondDistEntryStop(instrument);
                int             condDistEntryLimit    = tradingSettingsProvider.getCondDistEntryLimit(instrument);
                int             minQuantity           = tradingSettingsProvider.getMinQuantity(instrument, account);
                int             maxQuantity           = tradingSettingsProvider.getMaxQuantity(instrument, account);
                int             baseUnitSize          = tradingSettingsProvider.getBaseUnitSize(instrument, account);
                O2GMarketStatus marketStatus          = tradingSettingsProvider.getMarketStatus(instrument);
                int             minTrailingStep       = tradingSettingsProvider.getMinTrailingStep();
                int             maxTrailingStep       = tradingSettingsProvider.getMaxTrailingStep();
                double          mmr = tradingSettingsProvider.getMMR(instrument, account);
                double          mmr2 = 0, emr = 0, lmr = 0;
                bool            threeLevelMargin = tradingSettingsProvider.getMargins(instrument, account, ref mmr2, ref emr, ref lmr);
                string          sMarketStatus    = "unknown";
                switch (marketStatus)
                {
                case O2GMarketStatus.MarketStatusOpen:
                    sMarketStatus = "Market Open";
                    break;

                case O2GMarketStatus.MarketStatusClosed:
                    sMarketStatus = "Market Close";
                    break;
                }
                Console.WriteLine("Instrument: {0}, Status: {1}", instrument, sMarketStatus);
                Console.WriteLine("Cond.Dist: ST={0}; LT={1}", condDistStopForTrade, condDistLimitForTrade);
                Console.WriteLine("Cond.Dist entry stop={0}; entry limit={1}", condDistEntryStop,
                                  condDistEntryLimit);
                Console.WriteLine("Quantity: Min={0}; Max={1}. Base unit size={2}; MMR={3}", minQuantity,
                                  maxQuantity, baseUnitSize, mmr);
                if (threeLevelMargin)
                {
                    Console.WriteLine("Three level margin: MMR={0}; EMR={1}; LMR={2}", mmr2, emr, lmr);
                }
                else
                {
                    Console.WriteLine("Single level margin: MMR={0}; EMR={1}; LMR={2}", mmr2, emr, lmr);
                }
                Console.WriteLine("Trailing step: {0}-{1}", minTrailingStep, maxTrailingStep);
            }
        }
Exemple #20
0
        static void Main(string[] args)
        {
            O2GSession session = null;

            try
            {
                LoginParams  loginParams  = new LoginParams(ConfigurationManager.AppSettings);
                SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);

                PrintSampleParams("CreateOrderBySymbol", loginParams, sampleParams);

                session        = O2GTransport.createSession();
                statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
                session.subscribeSessionStatus(statusListener);
                statusListener.Reset();
                session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
                if (statusListener.WaitEvents() && statusListener.Connected)
                {
                    responseListener = new ResponseListener(session);
                    session.subscribeResponse(responseListener);

                    O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
                    if (account == null)
                    {
                        if (string.IsNullOrEmpty(sampleParams.AccountID))
                        {
                            throw new Exception("No valid accounts");
                        }
                        else
                        {
                            throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
                        }
                    }
                    sampleParams.AccountID = account.AccountID;

                    O2GOfferRow offer = GetOffer(session, sampleParams.Instrument);
                    if (offer == null)
                    {
                        throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
                    }

                    O2GLoginRules loginRules = session.getLoginRules();
                    if (loginRules == null)
                    {
                        throw new Exception("Cannot get login rules");
                    }
                    O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
                    int iBaseUnitSize       = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
                    int iAmount             = iBaseUnitSize * sampleParams.Lots;
                    int iCondDistEntryLimit = tradingSettingsProvider.getCondDistEntryLimit(sampleParams.Instrument);
                    int iCondDistEntryStop  = tradingSettingsProvider.getCondDistEntryStop(sampleParams.Instrument);

                    string sOrderType = GetEntryOrderType(offer.Bid, offer.Ask, sampleParams.Rate, sampleParams.BuySell, offer.PointSize, iCondDistEntryLimit, iCondDistEntryStop);

                    O2GRequest request = CreateEntryOrderRequest(session, offer.Instrument, sampleParams.AccountID, iAmount, sampleParams.Rate, sampleParams.BuySell, sOrderType);
                    if (request == null)
                    {
                        throw new Exception("Cannot create request");
                    }
                    responseListener.SetRequestID(request.RequestID);
                    session.sendRequest(request);
                    if (responseListener.WaitEvents())
                    {
                        Console.WriteLine("Done!");
                    }
                    else
                    {
                        throw new Exception("Response waiting timeout expired");
                    }
                }
            }
            catch (Exception e)
            {
                Console.WriteLine("Exception: {0}", e.ToString());
            }
            finally
            {
                if (session != null)
                {
                    if (statusListener.Connected)
                    {
                        if (responseListener != null)
                        {
                            session.unsubscribeResponse(responseListener);
                        }
                        statusListener.Reset();
                        session.logout();
                        statusListener.WaitEvents();
                    }
                    session.unsubscribeSessionStatus(statusListener);
                    session.Dispose();
                }
            }
        }
        static void Main(string[] args)
        {
            O2GSession session = null;
            int        iLots   = 10;

            try
            {
                LoginParams  loginParams  = new LoginParams(ConfigurationManager.AppSettings);
                SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);

                PrintSampleParams("PatrialFill", loginParams, sampleParams);

                session = O2GTransport.createSession();
                session.useTableManager(O2GTableManagerMode.Yes, null);
                statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
                session.subscribeSessionStatus(statusListener);
                statusListener.Reset();
                session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
                if (statusListener.WaitEvents() && statusListener.Connected)
                {
                    responseListener = new ResponseListener();
                    TableListener tableListener = new TableListener(responseListener);
                    session.subscribeResponse(responseListener);

                    O2GTableManager       tableManager  = session.getTableManager();
                    O2GTableManagerStatus managerStatus = tableManager.getStatus();
                    while (managerStatus == O2GTableManagerStatus.TablesLoading)
                    {
                        Thread.Sleep(50);
                        managerStatus = tableManager.getStatus();
                    }

                    if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
                    {
                        throw new Exception("Cannot refresh all tables of table manager");
                    }

                    O2GAccountRow account = GetAccount(tableManager, sampleParams.AccountID);
                    if (account == null)
                    {
                        if (string.IsNullOrEmpty(sampleParams.AccountID))
                        {
                            throw new Exception("No valid accounts");
                        }
                        else
                        {
                            throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
                        }
                    }
                    else
                    {
                        if (!account.AccountID.Equals(sampleParams.AccountID))
                        {
                            sampleParams.AccountID = account.AccountID;
                            Console.WriteLine("AccountID='{0}'",
                                              sampleParams.AccountID);
                        }
                    }

                    O2GOfferRow offer = GetOffer(tableManager, sampleParams.Instrument);
                    if (offer == null)
                    {
                        throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
                    }

                    O2GLoginRules loginRules = session.getLoginRules();
                    if (loginRules == null)
                    {
                        throw new Exception("Cannot get login rules");
                    }
                    O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
                    int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
                    int iAmount       = iBaseUnitSize * iLots;

                    tableListener.SubscribeEvents(tableManager);

                    O2GRequest request = CreateTrueMarketOrderRequest(session, offer.OfferID, sampleParams.AccountID, iAmount, sampleParams.BuySell);
                    if (request == null)
                    {
                        throw new Exception("Cannot create request");
                    }
                    responseListener.SetRequestID(request.RequestID);
                    tableListener.SetRequestID(request.RequestID);
                    session.sendRequest(request);
                    if (responseListener.WaitEvents())
                    {
                        Thread.Sleep(1000); // Wait for the balance update
                        Console.WriteLine("Done!");
                    }
                    else
                    {
                        throw new Exception("Response waiting timeout expired");
                    }

                    tableListener.UnsubscribeEvents(tableManager);
                }
            }
            catch (Exception e)
            {
                Console.WriteLine("Exception: {0}", e.ToString());
            }
            finally
            {
                if (session != null)
                {
                    if (statusListener.Connected)
                    {
                        if (responseListener != null)
                        {
                            session.unsubscribeResponse(responseListener);
                        }
                        statusListener.Reset();
                        session.logout();
                        statusListener.WaitEvents();
                    }
                    session.unsubscribeSessionStatus(statusListener);
                    session.Dispose();
                }
            }
        }
Exemple #22
0
        static void Main(string[] args)
        {
            O2GSession session = null;

            try
            {
                LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
                SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);

                PrintSampleParams("CreateELS", loginParams, sampleParams);

                session = O2GTransport.createSession();
                statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
                session.subscribeSessionStatus(statusListener);
                statusListener.Reset();
                session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
                if (statusListener.WaitEvent() && statusListener.Connected)
                {
                    responseListener = new ResponseListener(session);
                    session.subscribeResponse(responseListener);

                    O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
                    if (account == null)
                    {
                        if (string.IsNullOrEmpty(sampleParams.AccountID))
                        {
                            throw new Exception("No valid accounts");
                        }
                        else
                        {
                            throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
                        }
                    }
                    sampleParams.AccountID = account.AccountID;

                    O2GOfferRow offer = GetOffer(session, sampleParams.Instrument);
                    if (offer == null)
                    {
                        throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
                    }

                    O2GLoginRules loginRules = session.getLoginRules();
                    if (loginRules == null)
                    {
                        throw new Exception("Cannot get login rules");
                    }
                    O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
                    int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
                    int iAmount = iBaseUnitSize * sampleParams.Lots;

                    double dRate;
                    double dRateStop;
                    double dRateLimit;
                    double dBid = offer.Bid;
                    double dAsk = offer.Ask;
                    double dPointSize = offer.PointSize;

                    // For the purpose of this example we will place entry order 8 pips from the current market price
                    // and attach stop and limit orders 10 pips from an entry order price
                    if (sampleParams.OrderType.Equals(Constants.Orders.LimitEntry))
                    {
                        if (sampleParams.BuySell.Equals(Constants.Buy))
                        {
                            dRate = dAsk - 8 * dPointSize;
                            dRateLimit = dRate + 10 * dPointSize;
                            dRateStop = dRate - 10 * dPointSize;
                        }
                        else
                        {
                            dRate = dBid + 8 * dPointSize;
                            dRateLimit = dRate - 10 * dPointSize;
                            dRateStop = dRate + 10 * dPointSize;
                        }
                    }
                    else
                    {
                        if (sampleParams.BuySell.Equals(Constants.Buy))
                        {
                            dRate = dAsk + 8 * dPointSize;
                            dRateLimit = dRate + 10 * dPointSize;
                            dRateStop = dRate - 10 * dPointSize;
                        }
                        else
                        {
                            dRate = dBid - 8 * dPointSize;
                            dRateLimit = dRate - 10 * dPointSize;
                            dRateStop = dRate + 10 * dPointSize;
                        }
                    }

                    O2GRequest request = CreateELSRequest(session, offer.OfferID, sampleParams.AccountID, iAmount, dRate, dRateLimit, dRateStop, sampleParams.BuySell, sampleParams.OrderType);
                    if (request == null)
                    {
                        throw new Exception("Cannot create request; probably some arguments are missing or incorrect");
                    }
                    responseListener.SetRequestID(request.RequestID);
                    session.sendRequest(request);
                    if (responseListener.WaitEvents())
                    {
                        Console.WriteLine("Done!");
                    }
                    else
                    {
                        throw new Exception("Response waiting timeout expired");
                    }
                }
            }
            catch (Exception e)
            {
                Console.WriteLine("Exception: {0}", e.ToString());
            }
            finally
            {
                if (session != null)
                {
                    if (statusListener.Connected)
                    {
                        if (responseListener != null)
                            session.unsubscribeResponse(responseListener);
                        statusListener.Reset();
                        session.logout();
                        statusListener.WaitEvent();
                    }
                    session.unsubscribeSessionStatus(statusListener);
                    session.Dispose();
                }
            }
        }
        static void Main(string[] args)
        {
            O2GSession            session          = null;
            SessionStatusListener statusListener   = null;
            ResponseListener      responseListener = null;

            string sInstrument = "EUR/USD";
            string sBuySell    = Constants.Buy;

            try
            {
                Console.WriteLine("CreateOTO sample\n");

                ArgumentParser argParser = new ArgumentParser(args, "CloseAllPositions");

                argParser.AddArguments(ParserArgument.Login,
                                       ParserArgument.Password,
                                       ParserArgument.Url,
                                       ParserArgument.Connection,
                                       ParserArgument.SessionID,
                                       ParserArgument.Pin,
                                       ParserArgument.AccountID);

                argParser.ParseArguments();

                if (!argParser.AreArgumentsValid)
                {
                    argParser.PrintUsage();
                    return;
                }

                argParser.PrintArguments();

                LoginParams  loginParams  = argParser.LoginParams;
                SampleParams sampleParams = argParser.SampleParams;

                session        = O2GTransport.createSession();
                statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
                session.subscribeSessionStatus(statusListener);
                statusListener.Reset();
                session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
                if (statusListener.WaitEvents() && statusListener.Connected)
                {
                    responseListener = new ResponseListener(session);
                    session.subscribeResponse(responseListener);

                    O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
                    if (account == null)
                    {
                        if (string.IsNullOrEmpty(sampleParams.AccountID))
                        {
                            throw new Exception("No valid accounts");
                        }
                        else
                        {
                            throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
                        }
                    }
                    sampleParams.AccountID = account.AccountID;

                    O2GOfferRow offer = GetOffer(session, sInstrument);
                    if (offer == null)
                    {
                        throw new Exception(string.Format("The instrument '{0}' is not valid", sInstrument));
                    }

                    O2GLoginRules loginRules = session.getLoginRules();
                    if (loginRules == null)
                    {
                        throw new Exception("Cannot get login rules");
                    }
                    O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
                    int        iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sInstrument, account);
                    int        iAmount       = iBaseUnitSize * 1;
                    double     dRate         = offer.Ask - (offer.PointSize * 10);
                    O2GRequest request;
                    request = CreateEntryOrderRequest(session, offer.OfferID, account.AccountID, iAmount, dRate, sBuySell, Constants.Orders.LimitEntry);
                    if (request == null)
                    {
                        throw new Exception("Cannot create request");
                    }
                    responseListener.SetRequestID(request.RequestID);
                    session.sendRequest(request);
                    if (!responseListener.WaitEvents())
                    {
                        throw new Exception("Response waiting timeout expired");
                    }
                    string sOrderID = responseListener.GetOrderID();

                    if (!string.IsNullOrEmpty(sOrderID))
                    {
                        request = RemoveOrderRequest(session, account.AccountID, sOrderID);
                        if (request == null)
                        {
                            throw new Exception("Cannot create request");
                        }
                        responseListener.SetRequestID(request.RequestID);
                        session.sendRequest(request);
                        if (responseListener.WaitEvents())
                        {
                            Console.WriteLine("Done!");
                        }
                        else
                        {
                            throw new Exception("Response waiting timeout expired");
                        }
                    }
                }
            }
            catch (Exception e)
            {
                Console.WriteLine("Exception: {0}", e.ToString());
            }
            finally
            {
                if (session != null)
                {
                    if (statusListener.Connected)
                    {
                        statusListener.Reset();
                        session.logout();
                        statusListener.WaitEvents();
                        if (responseListener != null)
                        {
                            session.unsubscribeResponse(responseListener);
                        }
                    }
                    session.unsubscribeSessionStatus(statusListener);
                    session.Dispose();
                }
            }
        }
        /// <summary>
        /// Listener: Forex Connect received update for trading tables.
        /// </summary>
        /// <param name="data"></param>
        public void onTablesUpdates(O2GResponse data)
        {
            if (data.Type == O2GResponseType.TablesUpdates)
            {
                if (mOffer == null)
                {
                    return;
                }

                O2GTablesUpdatesReader reader = mSession.getResponseReaderFactory().createTablesUpdatesReader(data);
                for (int i = 0; i < reader.Count; i++)
                {
                    // We are looking only for updates and only for offers

                    // NOTE: in order to support offer subscribtion, the real application also will need
                    // to read add/remove events and change the offer collection correspondingly
                    if (reader.getUpdateType(i) == O2GTableUpdateType.Update &&
                        reader.getUpdateTable(i) == O2GTableType.Offers)
                    {
                        // read the offer update
                        O2GOfferRow row = reader.getOfferRow(i);

                        if (!row.isInstrumentValid)
                        {
                            continue;
                        }

                        if (!mInstrument.Equals(row.Instrument))
                        {
                            continue;
                        }

                        // update latest offer
                        if (row.isTimeValid)
                        {
                            mOffer.LastUpdate = row.Time;
                        }
                        if (row.isBidValid)
                        {
                            mOffer.Bid = row.Bid;
                        }
                        if (row.isAskValid)
                        {
                            mOffer.Ask = row.Ask;
                        }
                        if (row.isVolumeValid)
                        {
                            mOffer.MinuteVolume = row.Volume;
                        }

                        // please note that we send a clone of the offer,
                        // we need it in order to make sure that no ticks
                        // will be lost, if, for example, subscriber doesn't handle the
                        // offer immideatelly
                        if (OnPriceUpdate != null)
                        {
                            OnPriceUpdate(mOffer.Clone());
                        }
                    }
                }
            }
        }
        static private void PrintRollover(O2GRolloverProvider rolloverProvider, O2GAccountRow account, O2GOfferRow offer)
        {
            double rolloverBuy;
            double rolloverSell;

            rolloverBuy  = rolloverProvider.getRolloverBuy(offer, account);
            rolloverSell = rolloverProvider.getRolloverSell(offer, account);

            string rolloverInfo = string.Format("Rollover: {0} (buy), {1} (sell)", rolloverBuy, rolloverSell);

            Console.WriteLine(rolloverInfo);
        }
Exemple #26
0
        static void Main(string[] args)
        {
            O2GSession session = null;

            try
            {
                LoginParams  loginParams  = new LoginParams(ConfigurationManager.AppSettings);
                SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);

                PrintSampleParams("CreateOTO", loginParams, sampleParams);

                session = O2GTransport.createSession();
                session.useTableManager(O2GTableManagerMode.Yes, null);
                statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
                session.subscribeSessionStatus(statusListener);
                statusListener.Reset();
                session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
                if (statusListener.WaitEvents() && statusListener.Connected)
                {
                    responseListener = new ResponseListener();
                    TableListener tableListener = new TableListener(responseListener);
                    session.subscribeResponse(responseListener);

                    O2GTableManager       tableManager  = session.getTableManager();
                    O2GTableManagerStatus managerStatus = tableManager.getStatus();
                    while (managerStatus == O2GTableManagerStatus.TablesLoading)
                    {
                        Thread.Sleep(50);
                        managerStatus = tableManager.getStatus();
                    }

                    if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
                    {
                        throw new Exception("Cannot refresh all tables of table manager");
                    }
                    O2GAccountRow account = GetAccount(tableManager, sampleParams.AccountID);
                    if (account == null)
                    {
                        if (string.IsNullOrEmpty(sampleParams.AccountID))
                        {
                            throw new Exception("No valid accounts");
                        }
                        else
                        {
                            throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
                        }
                    }
                    sampleParams.AccountID = account.AccountID;

                    O2GOfferRow offer = GetOffer(tableManager, sampleParams.Instrument);
                    if (offer == null)
                    {
                        throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
                    }

                    O2GLoginRules loginRules = session.getLoginRules();
                    if (loginRules == null)
                    {
                        throw new Exception("Cannot get login rules");
                    }

                    O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
                    int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
                    int iAmount       = iBaseUnitSize * sampleParams.Lots;

                    // For the purpose of this example we will place primary order 30 pips below the current market price
                    // and our secondary order 15 pips below the current market price
                    double dRatePrimary   = offer.Ask - 30.0 * offer.PointSize;
                    double dRateSecondary = offer.Ask - 15.0 * offer.PointSize;

                    O2GRequest request = CreateOTORequest(session, offer.OfferID, account.AccountID, iAmount, dRatePrimary, dRateSecondary);
                    if (request == null)
                    {
                        throw new Exception("Cannot create request");
                    }

                    tableListener.SubscribeEvents(tableManager);

                    List <string> requestIDList = new List <string>();
                    for (int i = 0; i < request.ChildrenCount; i++)
                    {
                        requestIDList.Add(request.getChildRequest(i).RequestID);
                    }
                    responseListener.SetRequestIDs(requestIDList);
                    tableListener.SetRequestIDs(requestIDList);
                    session.sendRequest(request);
                    if (responseListener.WaitEvents())
                    {
                        Console.WriteLine("Done!");
                    }
                    else
                    {
                        throw new Exception("Response waiting timeout expired");
                    }

                    tableListener.UnsubscribeEvents(tableManager);
                }
            }
            catch (Exception e)
            {
                Console.WriteLine("Exception: {0}", e.ToString());
            }
            finally
            {
                if (session != null)
                {
                    if (statusListener.Connected)
                    {
                        if (responseListener != null)
                        {
                            session.unsubscribeResponse(responseListener);
                        }
                        statusListener.Reset();
                        session.logout();
                        statusListener.WaitEvents();
                    }
                    session.unsubscribeSessionStatus(statusListener);
                    session.Dispose();
                }
            }
        }
        static void Main(string[] args)
        {
            O2GSession session = null;

            try
            {
                LoginParams  loginParams  = new LoginParams(ConfigurationManager.AppSettings);
                SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);

                PrintSampleParams("PrintRollover", loginParams, sampleParams);

                session = O2GTransport.createSession();
                session.useTableManager(O2GTableManagerMode.Yes, null);
                SessionStatusListener statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
                session.subscribeSessionStatus(statusListener);
                statusListener.Reset();
                session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);

                O2GRolloverProvider rolloverProvider = session.getRolloverProvider();

                AutoResetEvent           autoEvent = new AutoResetEvent(false);
                RolloverProviderListener rolloverProviderListener = new RolloverProviderListener(autoEvent);

                rolloverProvider.subscribe(rolloverProviderListener);

                if (statusListener.WaitEvents() && statusListener.Connected)
                {
                    O2GTableManager       tableManager  = session.getTableManager();
                    O2GTableManagerStatus managerStatus = tableManager.getStatus();
                    while (managerStatus == O2GTableManagerStatus.TablesLoading)
                    {
                        Thread.Sleep(50);
                        managerStatus = tableManager.getStatus();
                    }

                    if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
                    {
                        throw new Exception("Cannot refresh all tables of table manager");
                    }
                    O2GAccountRow account = GetAccount(tableManager, sampleParams.AccountID);
                    if (account == null)
                    {
                        if (string.IsNullOrEmpty(sampleParams.AccountID))
                        {
                            throw new Exception("No valid accounts");
                        }
                        else
                        {
                            throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
                        }
                    }
                    sampleParams.AccountID = account.AccountID;

                    O2GOfferRow offer = GetOffer(tableManager, sampleParams.Instrument);
                    if (offer == null)
                    {
                        throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
                    }

                    if (autoEvent.WaitOne(10000)) //wait 10s
                    {
                        PrintRollover(rolloverProvider, account, offer);
                    }
                    else
                    {
                        Console.WriteLine("Waiting time expired: Rollover is not available");
                    }

                    rolloverProvider.unsubscribe(rolloverProviderListener);

                    statusListener.Reset();
                    session.logout();
                    statusListener.WaitEvents();
                }
                session.unsubscribeSessionStatus(statusListener);
            }
            catch (Exception e)
            {
                Console.WriteLine("Exception: {0}", e.ToString());
            }
            finally
            {
                if (session != null)
                {
                    session.Dispose();
                }
            }
        }
Exemple #28
0
        static void Main(string[] args)
        {
            O2GSession session = null;

            try
            {
                LoginParams  loginParams  = new LoginParams(ConfigurationManager.AppSettings);
                SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);

                PrintSampleParams("ClosePosition", loginParams, sampleParams);

                session = O2GTransport.createSession();
                session.useTableManager(O2GTableManagerMode.Yes, null);
                statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
                session.subscribeSessionStatus(statusListener);
                statusListener.Reset();
                session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
                if (statusListener.WaitEvents() && statusListener.Connected)
                {
                    responseListener = new ResponseListener();
                    TableListener tableListener = new TableListener(responseListener);
                    session.subscribeResponse(responseListener);

                    O2GTableManager       tableManager  = session.getTableManager();
                    O2GTableManagerStatus managerStatus = tableManager.getStatus();
                    while (managerStatus == O2GTableManagerStatus.TablesLoading)
                    {
                        Thread.Sleep(50);
                        managerStatus = tableManager.getStatus();
                    }

                    if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
                    {
                        throw new Exception("Cannot refresh all tables of table manager");
                    }
                    O2GAccountRow account = GetAccount(tableManager, sampleParams.AccountID);
                    if (account == null)
                    {
                        if (string.IsNullOrEmpty(sampleParams.AccountID))
                        {
                            throw new Exception("No valid accounts");
                        }
                        else
                        {
                            throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
                        }
                    }
                    sampleParams.AccountID = account.AccountID;

                    O2GOfferRow offer = GetOffer(tableManager, sampleParams.Instrument);
                    if (offer == null)
                    {
                        throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
                    }

                    O2GTradeRow trade = GetTrade(tableManager, sampleParams.AccountID, offer.OfferID);
                    if (trade == null)
                    {
                        throw new Exception(string.Format("There are no opened positions for instrument '{0}'", sampleParams.Instrument));
                    }

                    tableListener.SubscribeEvents(tableManager);

                    O2GRequest request = CreateCloseMarketOrderRequest(session, sampleParams.Instrument, trade);
                    if (request == null)
                    {
                        throw new Exception("Cannot create request");
                    }
                    responseListener.SetRequestID(request.RequestID);
                    tableListener.SetRequestID(request.RequestID);
                    session.sendRequest(request);
                    if (responseListener.WaitEvents())
                    {
                        Console.WriteLine("Done!");
                    }
                    else
                    {
                        throw new Exception("Response waiting timeout expired");
                    }

                    tableListener.UnsubscribeEvents(tableManager);
                }
            }
            catch (Exception e)
            {
                Console.WriteLine("Exception: {0}", e.ToString());
            }
            finally
            {
                if (session != null)
                {
                    if (statusListener.Connected)
                    {
                        if (responseListener != null)
                        {
                            session.unsubscribeResponse(responseListener);
                        }
                        statusListener.Reset();
                        session.logout();
                        statusListener.WaitEvents();
                    }
                    session.unsubscribeSessionStatus(statusListener);
                    session.Dispose();
                }
            }
        }
        public void Run()
        {
            try
            {
                string sLogin;
                string sPassword;
                string sSessionID;
                string sPin;
                if (mIsFirstAccount)
                {
                    sLogin     = mLoginParams.Login;
                    sPassword  = mLoginParams.Password;
                    sSessionID = mLoginParams.SessionID;
                    sPin       = mLoginParams.Pin;
                }
                else
                {
                    sLogin     = mLoginParams.Login2;
                    sPassword  = mLoginParams.Password2;
                    sSessionID = mLoginParams.SessionID2;
                    sPin       = mLoginParams.Pin2;
                }

                statusListener = new SessionStatusListener(mSession, sSessionID, sPin);
                mSession.subscribeSessionStatus(statusListener);
                statusListener.Reset();
                mSession.login(sLogin, sPassword, mLoginParams.URL, mLoginParams.Connection);
                if (statusListener.WaitEvents() && statusListener.Connected)
                {
                    if (!mIsFirstAccount) // Disable receiving price updates for the second account
                    {
                        mSession.setPriceUpdateMode(O2GPriceUpdateMode.NoPrice);
                    }
                    responseListener = new ResponseListener(mSession);
                    mSession.subscribeResponse(responseListener);
                    O2GAccountRow account = null;
                    if (mIsFirstAccount)
                    {
                        bool bIsAccountEmpty = String.IsNullOrEmpty(mSampleParams.AccountID);
                        account = GetAccount(mSession, mSampleParams.AccountID);
                        if (account != null)
                        {
                            if (bIsAccountEmpty)
                            {
                                mSampleParams.AccountID = account.AccountID;
                                Console.WriteLine("Account: " + mSampleParams.AccountID);
                            }
                        }
                        else
                        {
                            throw new Exception(string.Format("The account '{0}' is not valid",
                                                              mSampleParams.AccountID));
                        }
                    }
                    else
                    {
                        bool bIsAccountEmpty = String.IsNullOrEmpty(mSampleParams.AccountID2);
                        account = GetAccount(mSession, mSampleParams.AccountID2);
                        if (account != null)
                        {
                            if (bIsAccountEmpty)
                            {
                                mSampleParams.AccountID2 = account.AccountID;
                                Console.WriteLine("Account2: " + mSampleParams.AccountID2);
                            }
                        }
                        else
                        {
                            throw new Exception(string.Format("The account2 '{0}' is not valid",
                                                              mSampleParams.AccountID2));
                        }
                    }
                    O2GOfferRow offer = GetOffer(mSession, mSampleParams.Instrument);
                    if (offer == null)
                    {
                        throw new Exception(string.Format("The instrument '{0}' is not valid",
                                                          mSampleParams.Instrument));
                    }

                    O2GLoginRules loginRules = mSession.getLoginRules();
                    if (loginRules == null)
                    {
                        throw new Exception("Cannot get login rules");
                    }
                    O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
                    int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(mSampleParams.Instrument, account);
                    int iAmount       = iBaseUnitSize * mSampleParams.Lots;

                    O2GRequest request;
                    request = CreateTrueMarketOrderRequest(mSession, offer.OfferID, account.AccountID, iAmount, mSampleParams.BuySell);
                    if (request == null)
                    {
                        throw new Exception("Cannot create request");
                    }
                    responseListener.SetRequestID(request.RequestID);
                    mSession.sendRequest(request);
                    if (!responseListener.WaitEvents())
                    {
                        throw new Exception("Response waiting timeout expired");
                    }
                    Console.WriteLine("Done!");
                }
            }
            catch (Exception e)
            {
                Console.WriteLine("Exception: {0}", e.ToString());
            }
            finally
            {
                if (statusListener.Connected)
                {
                    statusListener.Reset();
                    mSession.logout();
                    statusListener.WaitEvents();
                    mSession.unsubscribeResponse(responseListener);
                }
                mSession.subscribeSessionStatus(statusListener);
                mSession.Dispose();
            }
        }
        static void Main(string[] args)
        {
            O2GSession            session          = null;
            SessionStatusListener statusListener   = null;
            ResponseListener      responseListener = null;

            try
            {
                Console.WriteLine("CreateOCO sample\n");

                ArgumentParser argParser = new ArgumentParser(args, "CreateOCO");

                argParser.AddArguments(ParserArgument.Login,
                                       ParserArgument.Password,
                                       ParserArgument.Url,
                                       ParserArgument.Connection,
                                       ParserArgument.SessionID,
                                       ParserArgument.Pin,
                                       ParserArgument.Instrument,
                                       ParserArgument.Lots,
                                       ParserArgument.AccountID);

                argParser.ParseArguments();

                if (!argParser.AreArgumentsValid)
                {
                    argParser.PrintUsage();
                    return;
                }

                argParser.PrintArguments();

                LoginParams  loginParams  = argParser.LoginParams;
                SampleParams sampleParams = argParser.SampleParams;

                session        = O2GTransport.createSession();
                statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
                session.subscribeSessionStatus(statusListener);
                session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
                if (statusListener.WaitEvents() && statusListener.Connected)
                {
                    responseListener = new ResponseListener(session);
                    session.subscribeResponse(responseListener);

                    O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
                    if (account == null)
                    {
                        if (string.IsNullOrEmpty(sampleParams.AccountID))
                        {
                            throw new Exception("No valid accounts");
                        }
                        else
                        {
                            throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
                        }
                    }
                    sampleParams.AccountID = account.AccountID;

                    O2GOfferRow offer = GetOffer(session, sampleParams.Instrument);
                    if (offer == null)
                    {
                        throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
                    }

                    O2GLoginRules loginRules = session.getLoginRules();
                    if (loginRules == null)
                    {
                        throw new Exception("Cannot get login rules");
                    }

                    O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
                    int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
                    int iAmount       = iBaseUnitSize * sampleParams.Lots;

                    // For the purpose of this example we will place entry orders 30 pips from the current market price
                    double dRateUp   = offer.Ask + 30.0 * offer.PointSize;
                    double dRateDown = offer.Bid - 30.0 * offer.PointSize;

                    O2GRequest request = CreateOCORequest(session, offer.OfferID, account.AccountID, iAmount, dRateUp, dRateDown);
                    if (request == null)
                    {
                        throw new Exception("Cannot create request");
                    }

                    List <string> requestIDList = new List <string>();
                    for (int i = 0; i < request.ChildrenCount; i++)
                    {
                        requestIDList.Add(request.getChildRequest(i).RequestID);
                    }
                    responseListener.SetRequestIDs(requestIDList);
                    session.sendRequest(request);
                    if (responseListener.WaitEvents())
                    {
                        Console.WriteLine("Done!");
                    }
                    else
                    {
                        throw new Exception("Response waiting timeout expired");
                    }
                }
            }
            catch (Exception e)
            {
                Console.WriteLine("Exception: {0}", e.ToString());
            }
            finally
            {
                if (session != null)
                {
                    if (statusListener.Connected)
                    {
                        statusListener.Reset();
                        session.logout();
                        statusListener.WaitEvents();
                        if (responseListener != null)
                        {
                            session.unsubscribeResponse(responseListener);
                        }
                        session.unsubscribeSessionStatus(statusListener);
                    }
                    session.Dispose();
                }
            }
        }