public ProtoOAOrder CreateOrder(long orderId, long accountId, ProtoOAOrderType orderType,
ProtoTradeSide tradeSide, string symbolName, long requestedVolume, long executedVolume, bool closingOrder,
string channel = null, string comment=null)
{
var _obj = new ProtoOAOrder();
_obj.orderId = orderId;
_obj.accountId = accountId;
_obj.orderType = orderType;
_obj.tradeSide = tradeSide;
_obj.symbolName = symbolName;
_obj.requestedVolume = requestedVolume;
_obj.executedVolume = executedVolume;
_obj.closingOrder = closingOrder;
if (channel != null)
_obj.channel = channel;
if (comment != null)
_obj.comment = comment;
return _obj;
}
static public string OpenApiOrderTypeToString(ProtoOAOrderType orderType)
{
switch (orderType)
{
case ProtoOAOrderType.Limit:
return("LIMIT");
case ProtoOAOrderType.Market:
return("MARKET");
case ProtoOAOrderType.MarketRange:
return("MARKET RANGE");
case ProtoOAOrderType.Stop:
return("STOP");
default:
return("unknown");
}
}
static public string OpenApiOrderTypeToString(ProtoOAOrderType orderType)
{
switch (orderType)
{
case ProtoOAOrderType.LIMIT:
return("LIMIT");
case ProtoOAOrderType.MARKET:
return("MARKET");
case ProtoOAOrderType.MARKET_RANGE:
return("MARKET RANGE");
case ProtoOAOrderType.STOP:
return("STOP");
default:
return("unknown");
}
}
//public ProtoOASpotSubscription GetSpotSubscription(byte[] obj = null)
//{
// return ProtoOASpotSubscription.CreateBuilder().MergeFrom(obj).Build();
//}
#endregion
#region Creating new Proto Model objects with parameters specified
public ProtoOAOrder.Builder CreateOrderBuilder(long orderId, long accountId, ProtoOAOrderType orderType, ProtoOATradeSide tradeSide, int symbolId, long requestedVolume, long executedVolume, bool closingOrder,
string channel = null, string comment = null)
{
var _obj = ProtoOAOrder.CreateBuilder();
var _objTradeData = ProtoOATradeData.CreateBuilder();
_objTradeData.SetTradeSide(tradeSide);
_objTradeData.SetSymbolId(symbolId);
_objTradeData.SetVolume(requestedVolume);
_obj.SetOrderId(orderId);
// _obj.SetAccountId(accountId);
_obj.SetOrderType(orderType);
_obj.SetTradeData(_objTradeData);
_obj.SetExecutedVolume(executedVolume);
_obj.SetClosingOrder(closingOrder);
//if (channel != null)
// _obj.SetChannel(channel);
//if (comment != null)
// _obj.SetComment(comment);
return(_obj);
}
public ProtoOAOrder CreateOrder(long orderId, long accountId, ProtoOAOrderType orderType,
ProtoTradeSide tradeSide, string symbolName, long requestedVolume, long executedVolume, bool closingOrder,
string channel = null, string comment = null)
{
var _obj = new ProtoOAOrder();
_obj.orderId = orderId;
_obj.accountId = accountId;
_obj.orderType = orderType;
_obj.tradeSide = tradeSide;
_obj.symbolName = symbolName;
_obj.requestedVolume = requestedVolume;
_obj.executedVolume = executedVolume;
_obj.closingOrder = closingOrder;
if (channel != null)
{
_obj.channel = channel;
}
if (comment != null)
{
_obj.comment = comment;
}
return(_obj);
}
public static ProtoMessage New_Order_Req(long ctidTraderAccountId,
long symbolId,
ProtoOAOrderType orderType,
ProtoOATradeSide tradeSide,
long volume,
double limitPrice = 0,
double stopPrice = 0,
ProtoOATimeInForce timeInForce = ProtoOATimeInForce.GoodTillCancel,
long expirationTimestamp = 0,
double stopLoss = 0,
double takeProfit = 0,
string comment = "",
double baseSlippagePrice = 0,
int slippageInPoints = 0,
string label = "",
long positionId = 0,
string clientOrderId = "",
long relativeStopLoss = 0,
long relativeTakeProfit = 0,
bool guaranteedStopLoss = false,
bool trailingStopLoss = false,
ProtoOAOrderTriggerMethod stopTriggerMethod = ProtoOAOrderTriggerMethod.Trade)
{
ProtoOANewOrderReq message = new ProtoOANewOrderReq
{
payloadType = ProtoOAPayloadType.ProtoOaNewOrderReq,
ctidTraderAccountId = ctidTraderAccountId,
symbolId = symbolId,
orderType = orderType,
tradeSide = tradeSide,
Volume = volume
};
if (limitPrice > 0)
{
message.limitPrice = limitPrice;
}
if (stopPrice > 0)
{
message.stopPrice = stopPrice;
}
if (timeInForce > 0)
{
message.timeInForce = timeInForce;
}
if (expirationTimestamp > 0)
{
message.expirationTimestamp = expirationTimestamp;
}
if (stopLoss > 0)
{
message.stopLoss = stopLoss;
}
if (takeProfit > 0)
{
message.takeProfit = takeProfit;
}
if (comment != "")
{
message.Comment = comment;
}
if (baseSlippagePrice > 0)
{
message.baseSlippagePrice = baseSlippagePrice;
}
if (slippageInPoints > 0)
{
message.slippageInPoints = slippageInPoints;
}
if (label != "")
{
message.Label = label;
}
if (positionId > 0)
{
message.positionId = positionId;
}
if (clientOrderId != "")
{
message.clientOrderId = clientOrderId;
}
if (relativeStopLoss != 0)
{
message.relativeStopLoss = relativeStopLoss;
}
if (relativeTakeProfit != 0)
{
message.relativeTakeProfit = relativeTakeProfit;
}
if (guaranteedStopLoss)
{
message.guaranteedStopLoss = true;
}
if (trailingStopLoss)
{
message.trailingStopLoss = true;
}
if (stopTriggerMethod != ProtoOAOrderTriggerMethod.Trade)
{
message.stopTriggerMethod = stopTriggerMethod;
}
Log.Info("ProtoOANewOrderReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"symbolId: {symbolId}; " +
$"orderType: {orderType}; " +
$"tradeSide: {tradeSide}; " +
$"volume: {volume}; " +
$"limitPrice: {limitPrice}; " +
$"stopPrice: {stopPrice}; " +
$"timeInForce: {timeInForce}; " +
$"expirationTimestamp: {expirationTimestamp} ({EpochToString(expirationTimestamp)}; " +
$"stopLoss: {stopLoss}; " +
$"takeProfit: {takeProfit}; " +
$"comment: {comment}; " +
$"baseSlippagePrice: {baseSlippagePrice}; " +
$"slippageInPoints: {slippageInPoints}; " +
$"label: {label}; " +
$"positionId: {positionId}; " +
$"clientOrderId: {clientOrderId}; " +
$"relativeStopLoss: {relativeStopLoss}; " +
$"relativeTakeProfit: {relativeTakeProfit}; " +
$"guaranteedStopLoss: {guaranteedStopLoss}; " +
$"trailingStopLoss: {trailingStopLoss}; " +
$"stopTriggerMethod: {stopTriggerMethod}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
static public string OpenApiOrderTypeToString(ProtoOAOrderType orderType)
{
switch (orderType)
{
case ProtoOAOrderType.OA_LIMIT:
return "LIMIT";
case ProtoOAOrderType.OA_MARKET:
return "MARKET";
case ProtoOAOrderType.OA_MARKET_RANGE:
return "MARKET RANGE";
case ProtoOAOrderType.OA_PROTECTION:
return "PROTECTION";
case ProtoOAOrderType.OA_STOP:
return "STOP";
default:
return "unknown";
}
}
