public void CreateFromString_CreatesValidObject()
{
var trade = TradeObject.CreateFromJObject(tradeId, tradeJObject);
Assert.NotNull((trade));
Assert.Equal(1600M, trade.Fee);
Assert.Equal(1000000M, trade.Cost);
}
public List <TradeObject> GetTradeObjects()
{
List <TradeObject> result = new List <TradeObject>();
var tradeObjectsNode = XmlParser.GetXmlNode(this.XmlRoot, XmlTags.TradeObjects);
var tradeObjectNodes = XmlParser.GetXmlNodes(tradeObjectsNode, XmlTags.TradeObject);
foreach (XmlNode tradeObjectNode in tradeObjectNodes)
{
TradeObject tradeObject = null;
string name = XmlParser.GetTagValue((XmlElement)tradeObjectNode, XmlTags.Name);
string gln = XmlParser.GetTagValue((XmlElement)tradeObjectNode, XmlTags.GLN);
string clientCode = XmlParser.GetTagValue((XmlElement)tradeObjectNode, XmlTags.ClientCode);
if (name == string.Empty || gln == string.Empty || clientCode == string.Empty)
{
this.Logger.WriteLog("Error parsing trade object: field Name, GLN or ClientCode incorrect", LogTypes.WARNING);
continue;
}
Client client = null;
client = ClientRepository.GetAllEntities().Where(c => c.ExCode == clientCode).FirstOrDefault();
tradeObject = new TradeObject
{
Name = name,
GLN = gln,
FtpLogin = XmlParser.GetTagValue((XmlElement)tradeObjectNode, XmlTags.FtpLogin),
FtpPassword = XmlParser.GetTagValue((XmlElement)tradeObjectNode, XmlTags.FtpPassword),
LocalFolder = XmlParser.GetTagValue((XmlElement)tradeObjectNode, XmlTags.LocalFolder),
Address = XmlParser.GetTagValue((XmlElement)tradeObjectNode, XmlTags.Address),
ExCode = XmlParser.GetTagValue((XmlElement)tradeObjectNode, XmlTags.Code),
};
try
{
tradeObject.ClientID = client.ID;
}
catch (NullReferenceException)
{
this.Logger.WriteLog(string.Format("Client with ExCode: {0} not found. Trade object: {1} not loaded.", clientCode, name), LogTypes.WARNING);
continue;
}
result.Add(tradeObject);
}
return(result);
}
private AlsiUtils.Trade.BuySell GetBS(TradeObject t, out int Vol)
{
int x = 1;
Trade.BuySell bs = Trade.BuySell.None;
if (t.TradeTrigger_Open == TradeObject.TriggerOpen.OpenLong && t.Exit_Reason == TradeObject.ExitReason.ReverseSignal)
{
x = 2;
bs = Trade.BuySell.Buy;
Vol = WebSettings.General.VOL * x;
return(bs);
}
if (t.TradeTrigger_Open == TradeObject.TriggerOpen.OpenLong && t.Exit_Reason == TradeObject.ExitReason.ReverseSignal)
{
x = 2;
bs = Trade.BuySell.Sell;
Vol = WebSettings.General.VOL * x;
return(bs);
}
if (t.TradeTrigger_Open == TradeObject.TriggerOpen.OpenLong)
{
bs = Trade.BuySell.Buy;
}
if (t.TradeTrigger_Open == TradeObject.TriggerOpen.OpenShort)
{
bs = Trade.BuySell.Sell;
}
if (t.TradeTrigger_Close == TradeObject.TriggerClose.CloseLong)
{
bs = Trade.BuySell.Sell;
}
if (t.TradeTrigger_Close == TradeObject.TriggerClose.CloseShort)
{
bs = Trade.BuySell.Buy;
}
Vol = WebSettings.General.VOL * x;
return(bs);
}
private static void Client_OwnTradesReceived(object sender, Events.KrakenPrivateEventArgs<OwnTradesMessage> e)
{
List<TradeObject> trades = e.PrivateMessage.Trades;
for (int i = 0; i < trades.Count; i++)
{
TradeObject t = trades[i];
OsEngine.Entity.MyTrade trade = new OsEngine.Entity.MyTrade();
trade.NumberOrderParent = t.OrderTxId;
trade.Price = t.Price;
trade.NumberTrade = t.TradeId;
string pair = t.Pair.ToString();
Sec security = Securities.Find(sec => sec.NameInSocket == pair);
if (security == null)
{
return;
}
trade.SecurityNameCode = security.NameInRest;
trade.Volume = t.Volume;
DateTime time = new DateTime(1970, 1, 1).AddSeconds(Convert.ToDouble(t.Time));
trade.Time = time;
if (t.Type == "sell")
{
trade.Side = OsEngine.Entity.Side.Sell;
}
else
{
trade.Side = OsEngine.Entity.Side.Sell;
}
if (MyTradeUpdateEvent != null)
{
MyTradeUpdateEvent(trade);
}
}
//
// = (sender, e) => Console.WriteLine($"OwnTrades received");
}
public void DownloadFiles(TradeObject tradeObject)
{
NetworkCredential networkCredential = new NetworkCredential(tradeObject.FtpLogin, tradeObject.FtpPassword);
FtpClientParameters parametres = new FtpClientParameters();
parametres.ConnectTimeout = new TimeSpan(0, 0, timeoutSec);
parametres.ReadWriteTimeout = new TimeSpan(0, 0, timeoutSec);
parametres.Passive = this.isPassive;
using (var ftpClient = new FtpClient(this.FTPUri, networkCredential, parametres))
{
var files = ftpClient.ListEntries(FtpPath).Where(en => en.Type == FtpEntryType.File);
this.logger.WriteLog("Document files count in directory: " + ftpClient.ListEntries(FtpPath).Count().ToString());
foreach (var item in files)
{
using (var stream = ftpClient.Retr(item.Path))
{
List <byte> byteList = new List <byte>();
int curByte;
while ((curByte = stream.ReadByte()) != -1)
{
byteList.Add((byte)curByte);
}
try
{
this.logger.WriteLog(string.Format("{0} {1}", "Parsing waybill file", item.Name));
XMLConverter converter = new XMLConverter(byteList, this.logger);
if (!this.wBService.AddRecord(converter.GetWaybill()))
{
this.logger.WriteLog(string.Format("{0}: {1}", "Waybill or register writing error. File", item.Name), LogTypes.ERROR);
}
}
catch (XmlException ex)
{
this.logger.WriteLog(string.Format("{0}. File: {1}. {2}: {3}. {4}", "Waybill file parsing error", item.Name, ex.Source, ex.Message, ex.StackTrace), LogTypes.ERROR);
}
catch (Exception ex)
{
this.logger.WriteLog(string.Format("{0}. File: {1}. {2}: {3}. {4}", "Error adding waybill to db", item.Name, ex.Source, ex.Message, ex.StackTrace), LogTypes.ERROR);
}
try
{
File.WriteAllBytes(tradeObject.LocalFolder + "\\" + item.Name, byteList.ToArray());
}
catch (IOException ex)
{
this.logger.WriteLog(string.Format("{0}: {1}: {2}. {3}", "Error to save waybill file " + item.Name, ex.Source, ex.Message, ex.StackTrace), LogTypes.ERROR);
}
if (ftpClient.Dele(item.Path))
{
this.logger.WriteLog("File " + item.Path + " was deleted from FTP", LogTypes.INFO);
}
else
{
this.logger.WriteLog("File " + item.Path + " not deleted from FTP", LogTypes.WARNING);
}
this.logger.WriteLog("Saved waybill file " + item.Name, LogTypes.INFO);
}
}
}
}
private AlsiUtils.Trade.BuySell GetBS(TradeObject t, out int Vol)
{
int x = 1;
Trade.BuySell bs = Trade.BuySell.None;
if (t.TradeTrigger_Open == TradeObject.TriggerOpen.OpenLong && t.Exit_Reason == TradeObject.ExitReason.ReverseSignal)
{
x = 2;
bs = Trade.BuySell.Buy;
Vol = WebSettings.General.VOL * x;
return bs;
}
if (t.TradeTrigger_Open == TradeObject.TriggerOpen.OpenLong && t.Exit_Reason == TradeObject.ExitReason.ReverseSignal)
{
x = 2;
bs = Trade.BuySell.Sell;
Vol = WebSettings.General.VOL * x;
return bs;
}
if (t.TradeTrigger_Open == TradeObject.TriggerOpen.OpenLong) bs = Trade.BuySell.Buy;
if (t.TradeTrigger_Open == TradeObject.TriggerOpen.OpenShort) bs = Trade.BuySell.Sell;
if (t.TradeTrigger_Close == TradeObject.TriggerClose.CloseLong) bs = Trade.BuySell.Sell;
if (t.TradeTrigger_Close == TradeObject.TriggerClose.CloseShort) bs = Trade.BuySell.Buy;
Vol = WebSettings.General.VOL * x;
return bs;
}
public void CreateFromString_JObjectdNull_ThrowsArgumentNullException()
{
Assert.Equal("jObject", Assert.Throws <ArgumentNullException>(() => TradeObject.CreateFromJObject(tradeId, null)).ParamName);
}
public void CreateFromString_TradeIdNull_ThrowsArgumentNullException()
{
Assert.Equal("tradeId", Assert.Throws <ArgumentNullException>(() => TradeObject.CreateFromJObject(null, tradeJObject)).ParamName);
}
