public async Task <ProtoOAAccountAuthRes> AuthorizeAccount(long accountId, bool isLive, string accessToken)
{
VerifyConnection();
var client = GetClient(isLive);
using var cancelationTokenSource = new CancellationTokenSource();
ProtoOAAccountAuthRes result = null;
using var disposable = client.OfType <ProtoOAAccountAuthRes>().Where(response => response.CtidTraderAccountId == accountId)
.Subscribe(response =>
{
result = response;
cancelationTokenSource.Cancel();
});
var requestMessage = new ProtoOAAccountAuthReq
{
CtidTraderAccountId = accountId,
AccessToken = accessToken,
};
await SendMessage(requestMessage, ProtoOAPayloadType.ProtoOaAccountAuthReq, client, cancelationTokenSource, () => result is not null);
return(result);
}
public ProtoMessage CreateAccAuthorizationRequest(string token, long accountId, string clientMsgId = null)
{
var _msg = ProtoOAAccountAuthReq.CreateBuilder();
_msg.SetAccessToken(token);
_msg.SetCtidTraderAccountId(accountId);
return(CreateMessage((uint)_msg.PayloadType, _msg.Build().ToByteString(), clientMsgId));
}
private async static void AccountAuthRequest(string[] commandSplit)
{
var accountId = long.Parse(commandSplit[1]);
Console.WriteLine("Sending account auth req...");
var accountAuthReq = new ProtoOAAccountAuthReq
{
CtidTraderAccountId = accountId,
AccessToken = _token.AccessToken
};
await _client.SendMessage(accountAuthReq, ProtoOAPayloadType.ProtoOaAccountAuthReq);
}
private void Transmit()
{
while (!isShutdown)
{
if (_trasmitQueue.Count() > 0)
{
//get the next message to submit
ProtoMessage msg = _trasmitQueue.Dequeue();
//Sends the Proto message
var msgByteArray = msg.ToByteArray();
byte[] length = BitConverter.GetBytes(msgByteArray.Length).Reverse().ToArray();
_apiSocket.Write(length);
_apiSocket.Write(msgByteArray);
switch ((ProtoOAPayloadType)msg.PayloadType)
{
case ProtoOAPayloadType.PROTO_OA_APPLICATION_AUTH_REQ:
MessageHandler?.Invoke("Authorising App.");
break;
case ProtoOAPayloadType.PROTO_OA_ACCOUNT_AUTH_REQ:
var accAuth = ProtoOAAccountAuthReq.CreateBuilder().MergeFrom(msg.Payload).Build();
MessageHandler?.Invoke("Authorising account " + Users[accAuth.AccessToken].AccountId);
break;
case ProtoOAPayloadType.PROTO_OA_SUBSCRIBE_SPOTS_REQ:
var spotReq = ProtoOASubscribeSpotsReq.CreateBuilder().MergeFrom(msg.Payload).Build();
//get the associated user
UserConfig config = Users.Where(x => x.Value.AccountId == spotReq.CtidTraderAccountId).Select(x => x.Value).FirstOrDefault();
//get the associated symbol
Symbol symbol = config.Symbols.Where(x => x.Id == spotReq.GetSymbolId(0)).FirstOrDefault();
//Notify the spot request has been sent
SymbolTickRequestHandler?.Invoke(symbol);
break;
}
}
else if (!_heartbeatTimer.Enabled)
{
//start the heartbeat timer
_heartbeatTimer.Enabled = true;
_heartbeatTimer.Start();
}
//Wait 2.01 seconds between each message as to not exceed the 30 messages per minute restriction
Thread.Sleep(2010);
}
}
public static ProtoMessage Account_Auth_Req(long ctidTraderAccountId,
string accessToken)
{
ProtoOAAccountAuthReq message = new ProtoOAAccountAuthReq
{
payloadType = ProtoOAPayloadType.ProtoOaAccountAuthReq,
ctidTraderAccountId = ctidTraderAccountId,
accessToken = accessToken
};
Log.Info("ProtoOaAccountAuthReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"accessToken: {accessToken}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public ProtoOAAccountAuthReq GetAccountAuthorizationRequest(byte[] msg = null)
{
return(ProtoOAAccountAuthReq.CreateBuilder().MergeFrom(GetPayload(msg)).Build());
}
static string OpenApiMessageToString(ProtoMessage msg)
{
switch ((ProtoOAPayloadType)msg.PayloadType)
{
case ProtoOAPayloadType.PROTO_OA_APPLICATION_AUTH_REQ:
var app_auth_req = ProtoOAApplicationAuthReq.CreateBuilder().MergeFrom(msg.Payload).Build();
return("AppAuthRequest{clientId:" + app_auth_req.ClientId + ", clientSecret:" + app_auth_req.ClientSecret + "}");
case ProtoOAPayloadType.PROTO_OA_APPLICATION_AUTH_RES:
return("ApAuthResponse");
case ProtoOAPayloadType.PROTO_OA_ACCOUNT_AUTH_REQ:
var acc_auth_req = ProtoOAAccountAuthReq.CreateBuilder().MergeFrom(msg.Payload).Build();
return("AccAuthRequest{CtidTraderAccountId:" + acc_auth_req.CtidTraderAccountId + "}");
case ProtoOAPayloadType.PROTO_OA_ACCOUNT_AUTH_RES:
return("AccAuthResponse");
case ProtoOAPayloadType.PROTO_OA_GET_ACCOUNTS_BY_ACCESS_TOKEN_REQ:
return("GetAccountsByAccessTokenReq");
case ProtoOAPayloadType.PROTO_OA_GET_ACCOUNTS_BY_ACCESS_TOKEN_RES:
var accounts_list = ProtoOAGetAccountListByAccessTokenRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbAccounts = new StringBuilder();
foreach (var account in accounts_list.CtidTraderAccountList)
{
sbAccounts.Append("ID: " + account.CtidTraderAccountId + (account.IsLive ? " Status: Live" + Environment.NewLine : " Status: Demo " + Environment.NewLine));
}
return("GetAccountsByAccessTokenRes{" + sbAccounts.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_TRADER_REQ:
return("PotoOATraderReq");
case ProtoOAPayloadType.PROTO_OA_SYMBOLS_LIST_REQ:
return("GetSymbolsList");
case ProtoOAPayloadType.PROTO_OA_SYMBOLS_LIST_RES:
var symbols_list = ProtoOASymbolsListRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbSymbols = new StringBuilder();
foreach (var symbol in symbols_list.SymbolList)
{
sbSymbols.Append("ID: " + symbol.SymbolId + Environment.NewLine);
sbSymbols.Append("Name: " + symbol.SymbolName + Environment.NewLine);
}
return("Symbols{" + sbSymbols.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_SYMBOL_BY_ID_REQ:
return("GetSymbolsById");
case ProtoOAPayloadType.PROTO_OA_SYMBOL_BY_ID_RES:
var symbol_by_id_list = ProtoOASymbolByIdRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbSymbolByID = new StringBuilder();
foreach (var symbol in symbol_by_id_list.SymbolList)
{
sbSymbolByID.Append("ID: " + symbol.SymbolId + Environment.NewLine);
}
return("Symbols{" + sbSymbolByID.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_EXECUTION_EVENT:
return(OpenApiExecEventsToString(msg));
case ProtoOAPayloadType.PROTO_OA_DEAL_LIST_REQ:
return("DealListRequest{}");
case ProtoOAPayloadType.PROTO_OA_DEAL_LIST_RES:
var deal_list = ProtoOADealListRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbDeals = new StringBuilder();
foreach (var deal in deal_list.DealList)
{
sbDeals.Append("ID: " + deal.DealId + Environment.NewLine);
sbDeals.Append("Status: " + deal.DealStatus + Environment.NewLine);
sbDeals.Append("Volume: " + deal.Volume + Environment.NewLine);
}
return("DealList{" + sbDeals.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_RECONCILE_REQ:
return("ReconcileRequest{}");
case ProtoOAPayloadType.PROTO_OA_RECONCILE_RES:
var reconcile_response = ProtoOAReconcileRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbReconcile = new StringBuilder();
foreach (var order in reconcile_response.OrderList)
{
sbReconcile.Append("ID: " + order.OrderId + Environment.NewLine);
sbReconcile.Append("Status: " + order.OrderStatus + Environment.NewLine);
sbReconcile.Append("Volume: " + order.TradeData.Volume + Environment.NewLine);
}
foreach (var position in reconcile_response.PositionList)
{
sbReconcile.Append("ID: " + position.HasPositionId + Environment.NewLine);
sbReconcile.Append("Status: " + position.PositionStatus + Environment.NewLine);
sbReconcile.Append("Volume: " + position.TradeData.Volume + Environment.NewLine);
}
return("ReconcileList{" + sbReconcile.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_CASH_FLOW_HISTORY_LIST_REQ:
return("CashFlowHistoryRequest{}");
case ProtoOAPayloadType.PROTO_OA_CASH_FLOW_HISTORY_LIST_RES:
var cashflow_history = ProtoOACashFlowHistoryListRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbDCashflow = new StringBuilder();
foreach (var entry in cashflow_history.DepositWithdrawList)
{
sbDCashflow.Append("ID: " + entry.BalanceHistoryId + Environment.NewLine);
sbDCashflow.Append("Type: " + entry.OperationType + Environment.NewLine);
sbDCashflow.Append("Delta: " + entry.Delta + Environment.NewLine);
}
return("CashFlowHistory{" + sbDCashflow.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_GET_TRENDBARS_REQ:
return("GetTrendbarsRequest{}");
case ProtoOAPayloadType.PROTO_OA_GET_TRENDBARS_RES:
var trendbar = ProtoOAGetTrendbarsRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbTrendbar = new StringBuilder();
foreach (var entry in trendbar.TrendbarList)
{
sbTrendbar.Append("Open: " + entry.DeltaOpen + Environment.NewLine);
sbTrendbar.Append("High: " + entry.DeltaHigh + Environment.NewLine);
sbTrendbar.Append("Low: " + entry.Low + Environment.NewLine);
sbTrendbar.Append("Close: " + entry.DeltaClose + Environment.NewLine);
}
return("Trendbars{" + sbTrendbar.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_GET_TICKDATA_REQ:
return("GetTickDataRequest{}");
case ProtoOAPayloadType.PROTO_OA_GET_TICKDATA_RES:
var tickData = ProtoOAGetTickDataRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbTickData = new StringBuilder();
foreach (var entry in tickData.TickDataList)
{
sbTickData.Append("Tick: " + entry.Tick + Environment.NewLine + " " + msg.ClientMsgId);
}
return("Tick Data{" + sbTickData.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_CANCEL_ORDER_REQ:
return("CancelOrderRequest{}");
case ProtoOAPayloadType.PROTO_OA_NEW_ORDER_REQ:
return("CreateOrderRequest{}");
case ProtoOAPayloadType.PROTO_OA_CLOSE_POSITION_REQ:
return("ClosePositionRequest{}");
case ProtoOAPayloadType.PROTO_OA_AMEND_ORDER_REQ:
return("AmendOrderRequest{}");
case ProtoOAPayloadType.PROTO_OA_AMEND_POSITION_SLTP_REQ:
return("AmendPositionRequest{}");
case ProtoOAPayloadType.PROTO_OA_SUBSCRIBE_SPOTS_REQ:
return("SubscribeForSpotsRequest{}");
case ProtoOAPayloadType.PROTO_OA_SUBSCRIBE_SPOTS_RES:
return("SubscribeForSpotsResponse{}");
case ProtoOAPayloadType.PROTO_OA_UNSUBSCRIBE_SPOTS_REQ:
return("UnsubscribeFromSpotsRequest{}");
case ProtoOAPayloadType.PROTO_OA_UNSUBSCRIBE_SPOTS_RES:
return("UnsubscribeFromSpotsResponse{}");
case ProtoOAPayloadType.PROTO_OA_SPOT_EVENT:
var _spot_event = ProtoOASpotEvent.CreateBuilder().MergeFrom(msg.Payload).Build();
return("SpotEvent{symbolId:" + _spot_event.SymbolId + ", bidPrice:" + (_spot_event.HasBid ? _spot_event.Bid.ToString() : " ") + ", askPrice:" + (_spot_event.HasAsk ? _spot_event.Ask.ToString() : " ") + "}");
case ProtoOAPayloadType.PROTO_OA_ERROR_RES:
var _err = ProtoOAErrorRes.CreateBuilder().MergeFrom(msg.Payload).Build();
return("ErrorResponse{errorCode:" + _err.ErrorCode + (_err.HasDescription ? ", description:" + _err.Description : "") + "}");
case ProtoOAPayloadType.PROTO_OA_ORDER_ERROR_EVENT:
var _orderErr = ProtoOAOrderErrorEvent.CreateBuilder().MergeFrom(msg.Payload).Build();
return("OrderErrorResponse{errorCode:" + _orderErr.ErrorCode + (_orderErr.HasDescription ? ", description:" + _orderErr.Description : "") + "}");
default:
return("unknown");
}
}