public async Task <string> cancelAllOrders()
{
var ord = getAllOrders();
string res = "";
for (int i = 0; i < ord.Count; i++)
{
if (ord[i].order_status != "CANCELLING")
{
res = await FlyerAPI2.cancelChildOrdersAsync(ord[i].order_id);
if (res == "")
{
updateOrderStatus("CANCELLING", ord[i].order_id);
takeLog(DateTime.Now + ": cancelling " + ord[i].order_side + " for " + ord[i].order_price + " x " + ord[i].order_lot + " id=" + ord[i].order_id);
Log.addLog("Accoubt-getAllOrders", ": cancelling " + ord[i].order_side + " for " + ord[i].order_price + " x " + ord[i].order_lot + " id=" + ord[i].order_id);
Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.addListBox2("cancelling " + ord[i].order_side + " for " + ord[i].order_price + " x " + ord[i].order_lot + " id=" + ord[i].order_id); }));
cancelling = true;
}
else
{
takeLog("failed cancel all orders: " + res);
Log.addLog("Accoubt-getAllOrders", "failed cancel all orders: " + res);
}
}
}
return(res);
}
public static async void startBoardUpdate()
{
initialize();
await Task.Run(async() =>
{
while (SystemFlg.getMarketDataFlg())
{
if (FlyerAPI2.getApiAccessProhibition() == false)
{
var board = await FlyerAPI2.getBoardAsync("FX_BTC_JPY");
if (board.MidPrice != 0)
{
board.dt = DateTime.Now;
var ask_p = board.Asks.Select(c => c.Price).ToArray();
var bid_p = board.Bids.Select(c => c.Price).ToArray();
var ask_min = ask_p.Min();
var bid_max = bid_p.Max();
board.spread = ask_min - bid_max;
setCurrentBoard(board);
MarketDataLog.addBoardData(board.dt, new double[] { bid_max, ask_min, board.spread });
Form1.Form1Instance.Invoke((Action)(() =>
{
Form1.Form1Instance.setLabel3(board.spread.ToString());
}));
}
}
//await Task.Delay(0);
}
});
}
private async void button1_Click(object sender, EventArgs e) //get posisiont
{
var positions = await FlyerAPI2.getPositionsAsync();
for (int i = 0; i < positions.Count; i++)
{
addListBox(positions[i].side + ":" + positions[i].size + "@" + positions[i].price);
}
}
private async void buttonGetOrders_Click(object sender, EventArgs e)
{
Form1Instance.initializeListBox();
var res5 = await FlyerAPI2.getChildOrderAsync("ACTIVE");
foreach (var v in res5)
{
Form1Instance.addListBox(v.child_order_date + " - " + v.side + " - " + v.price + "*" + v.size + " - " + v.child_order_acceptance_id);
}
}
private async void buttonGetPositions_Click(object sender, EventArgs e)
{
initializeListBox();
var res = await FlyerAPI2.getPositionsAsync();
foreach (var v in res)
{
addListBox(v.open_date + ", price=" + v.price + ", pnl=" + v.pnl + ", sfd=" + v.sfd + ", size" + v.size);
}
}
private async void buttonGetExecutions_Click(object sender, EventArgs e)
{
initializeListBox();
var res = await FlyerAPI2.getExecutionsAsync();
foreach (var v in res)
{
addListBox("acceptance id=" + v.child_order_accesptance_id + ", commission=" + v.commission + ", price=" + v.price + ", size=" + v.size);
}
}
private async void buttonCancelOrder_Click(object sender, EventArgs e)
{
/*
* var res8 = await FlyerAPI2.cancelAllChildOrdersAsync();
* Form1Instance.addListBox(res8);
*/
System.Diagnostics.Stopwatch sw = new System.Diagnostics.Stopwatch();
sw.Start();
var r = await FlyerAPI2.cancelChildOrdersAsync(id);
addListBox2(r);
sw.Stop();
addListBox2("time=" + sw.ElapsedMilliseconds);
}
private async void buttonGetExecutionsId_Click(object sender, EventArgs e)
{
var buy = await FlyerAPI2.sendChiledOrderAsync("BUY", 600000, 0.01, 1);
var res = await FlyerAPI2.getExecutionsAcceptanceIDAsync(buy.order_id);
if (res.Count > 0)
{
this.addListBox(res[0].exec_date.ToLongTimeString());
}
var cancel = await FlyerAPI2.cancelChildOrdersAsync(buy.order_id);
var active = await FlyerAPI2.getChildOrderAsync("ACTIVE");
this.addListBox("active order=" + active.Count);
}
public async Task <string> updateCurrentPositions()
{
var res = "";
holding_price = new List <double>();
holding_side = new List <string>();
holding_size = new List <double>();
var positions = await FlyerAPI2.getPositionsAsync();
foreach (var v in positions)
{
addHolding(v.price, v.size, v.side);
}
Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.addListBox2("initialized holding and update positions"); }));
return(res);
}
public async static void startExchangeMonitor()
{
while (SystemFlg.getMarketDataFlg())
{
await Task.Run(async() =>
{
if (FlyerAPI2.getApiAccessProhibition() == false)
{
Form1.Form1Instance.Invoke((Action)(() =>
{
}));
}
await Task.Delay(10000);
return(0);
});
}
}
private async void buttonGetINfo_Click(object sender, EventArgs e)
{
Form1Instance.initializeListBox();
var res = await FlyerAPI2.getBalanceAsync();
//var res2 = await FlyerAPI2.getBoardAsync("FX_BTC_JPY");
//var res3 = await FlyerAPI2.getCollateralAsync();
//var res4 = await FlyerAPI2.getParentOrderAsync();
//var res5 = await FlyerAPI2.getChildOrderAsync("ACTIVE");
//var res6 = await FlyerAPI2.getPositionsAsync();
//var res7 = await FlyerAPI2.getExecutionsAsync();
//var res8 = await FlyerAPI2.cancelAllChildOrdersAsync();
foreach (var v in res)
{
Form1Instance.addListBox(v.currency_code + "- amount=" + v.amount + ", avaialble=" + v.available);
}
}
public async Task <OrderData> entry(double p, double size, string order)
{
var res = await FlyerAPI2.sendChiledOrderAsync(order, p, size, 10);
if (res.order_id.Contains("JRF"))
{
addOrder(DateTime.Now, p, size, res.order_id, "ACTIVE", order);
Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.addListBox2("new entry for " + order + ": price=" + p + ": size=" + size + ": id=" + res.order_id); }));
takeLog(DateTime.Now + ": new entry for " + order + ": price=" + p + ": size=" + size + ": id=" + res.order_id);
Log.addLog("Account-Entry", ": new entry for " + order + ": price=" + p + ": size=" + size + ": id=" + res.order_id);
}
else
{
takeLog("failed new entry, price=" + p);
Log.addLog("Account-Entry", "failed new entry, price=" + p);
Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.addListBox2("failed new entry for " + order + ": price=" + p + ": size=" + size + ": id=" + res.order_id); }));
}
return(res);
}
public async static void startMasterThread()
{
SystemFlg.setMasterFlg(true);
start_dt = new DateTime();
start_dt = DateTime.Now;
FlyerAPI2.startFlyerAPIMonitoring();
while (SystemFlg.getMasterFlg())
{
await Task.Run(async() =>
{
Form1.Form1Instance.Invoke((Action)(() =>
{
Form1.Form1Instance.setLabel10("system time elapsed (min)=" + Math.Round((DateTime.Now - start_dt).TotalMinutes, 2));
}));
await Task.Delay(100);
return(0);
});
}
}
public async Task <string> cancelOrder(string id)
{
string res = "";
if (getOrderStatus(id) != "CANCELLING")
{
res = await FlyerAPI2.cancelChildOrdersAsync(id);
if (res == "")
{
var ord = getAllOrders().Where(x => x.order_id == id).ToList();
if (ord.Count > 0)
{
if (ord[0].order_status != "CANCELLING")
{
takeLog(DateTime.Now + ": cancelling " + ord[0].order_side + " for " + ord[0].order_price + " x " + ord[0].order_lot + " id=" + ord[0].order_id);
Log.addLog("Account-CancelOrder", ": cancelling " + ord[0].order_side + " for " + ord[0].order_price + " x " + ord[0].order_lot + " id=" + ord[0].order_id);
Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.addListBox2("cancelling " + ord[0].order_side + " for " + ord[0].order_price + " x " + ord[0].order_lot + " id=" + ord[0].order_id); }));
updateOrderStatus("CANCELLING", id);
cancelling = true;
}
}
}
else
{
takeLog("failed cancel order: " + res);
Log.addLog("Account-CancelOrder", "failed cancel order, id= " + id + " res=" + res);
res = "error";
}
}
else
{
res = "alreday cancelling";
}
return(res);
}
private async Task <string> checkCancel()
{
await Task.Run(async() =>
{
while (SystemFlg.getMMFlg())
{
if (cancelling)
{
var order = await FlyerAPI2.sendChiledOrderAsync("BUY", MarketDataLog.getLastExecutionsData().price - 100000, 0.01, 1); //send dummy order
Log.addLog("Account-CheckCancel", "sendChiledOrderAsync-dummy");
var ord_dt = DateTime.Now;
if (order.order_id.Contains("JRF"))
{
bool flg = true;
do
{
if (FlyerAPI2.getApiAccessProhibition() == false)
{
var orders = await FlyerAPI2.getChildOrderAsync("ACTIVE");//get current active orders
Log.addLog("Account-CheckCancel", "getChildOrderAsync-ACTIVE");
var dt = DateTime.Now;
var orders_id = orders.Select(x => x.child_order_acceptance_id).ToList();
if (orders_id.Contains(order.order_id)) //when the dummy order is in the active order list
{
//treat all cancelling status orders not exist in order list as properlly cancelled
var ord = getAllOrders();
int num_cancelling = 0;
for (int i = 0; i < ord.Count; i++)
{
if (ord[i].order_status == "CANCELLING" && dt > ord[i].order_dt)
{
num_cancelling++;
//if (orders_id.Contains(ord[i].order_id))//
{
takeLog(DateTime.Now + ": cancelled " + ord[i].order_side + ", price=" + ord[i].order_price + " x " + ord[i].order_lot);
Log.addLog("Account-CheckCancel", "cancelled " + ord[i].order_side + ", price=" + ord[i].order_price + " x " + ord[i].order_lot);
Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.addListBox2("cancelled " + ord[i].order_side + ", price=" + ord[i].order_price + " x " + ord[i].order_lot); }));
removeOrder(ord[i].order_id);
}
}
}
if (num_cancelling == 0)//cancel dummy order and stop current checking
{
string res = "error";
do
{
res = await FlyerAPI2.cancelChildOrdersAsync(order.order_id);
flg = false;
cancelling = false;
Log.addLog("Account-CheckCancel", "num cancelling = 0, res=" + res);
} while (res == "error");
}
else if ((DateTime.Now - ord_dt).Seconds > 60)
{
flg = false;
}
}
}
await Task.Delay(500);
} while (flg);
}
}
else
{
Log.addLog("Account-CheckCancel", "cancelling = false, num orders=" + getNumCurrentOrders());
await Task.Delay(1000);
}
}
});
return("");
}
private async void buttonSendOrder_Click(object sender, EventArgs e)
{
if (SystemFlg.getMarketDataFlg() == false)
{
MarketData.startMarketData();
await Task.Delay(3000);
}
var board = await FlyerAPI2.getBoardAsync("FX_BTC_JPY");
double price = board.Asks.Select(x => x.Price).ToList().Min() - 1;
var res = await FlyerAPI2.sendChiledOrderAsync("SELL", price, 0.01, 1);
if (res.order_id != "")
{
addListBox2("completed send order:" + res.order_id);
}
if (id == "")
{
id = res.order_id;
}
System.Diagnostics.Stopwatch sw = new System.Diagnostics.Stopwatch();
sw.Start();
bool flg = true;
string dotti = "";
while (flg)
{
var exe = await FlyerAPI2.getExecutionsAcceptanceIDAsync(res.order_id);
System.Diagnostics.Debug.WriteLine(exe);
if (exe.Count > 0)
{
if (exe[0].child_order_accesptance_id == res.order_id)
{
flg = false;
dotti = "getExecutionsAcceptanceIDAsync";
}
}
if (MarketDataLog.getExecutionStatus(res.order_id))
{
flg = false;
dotti = "getExecutionStatus";
}
}
sw.Stop();
id = res.order_id;
Form1Instance.addListBox2(res.order_id + ":time=" + sw.ElapsedMilliseconds + ", dotti=" + dotti);
SystemFlg.setMarketDataFlg(false);
SystemFlg.setDBWriterFlg(false);
/*
* var board2 = await FlyerAPI2.getBoardAsync("FX_BTC_JPY");
* var res2 = await FlyerAPI2.sendChiledOrderAsync("SELL", board2.Asks.Select(x => x.Price).ToList().Max()-1, 0.01, 1);
*
* var exe2 = await FlyerAPI2.getExecutionsAcceptanceIDAsync(res2.order_id);
*
* var posi2 = await FlyerAPI2.getPositionsAsync();
*/
}
private async void buttonCancelAllOrders_Click(object sender, EventArgs e)
{
await FlyerAPI2.cancelAllChildOrdersAsync();
}
private void buttonMarketData_Click(object sender, EventArgs e)
{
SystemFlg.setMasterFlg(true);
MarketData.startMarketData();
FlyerAPI2.startFlyerAPIMonitoring();
}
public async static Task <string> startMMBot(double entry_spread_width, double size)
{
string res = "";
SystemFlg.setMMFlg(true);
initialize();
entry_spread = entry_spread_width;
order_size = size;
var ac = new Account();
await Task.Delay(3000);
await Task.Run(async() =>
{
int num = 0;
while (SystemFlg.getMMFlg())
{
if (FlyerAPI2.getApiAccessProhibition() == false)
{
//Log.addLog("MMBOT", "num=" + num.ToString());
await MMStrategy(ac);
//string line2 = "";
//var ord = ac.getAllOrders();
/*for (int i = 0; i < ord.Count; i++)
* line2 += ord[i].order_side + " - " + ord[i].order_lot + "@" + ord[i].order_price + ", ";
*/
//ac.takeLog("orders:"+line2);
//ac.takeLog("holdings:"+ ac.holding_ave_side + ", hold ave price=" + ac.holding_ave_price + " x " + ac.holding_total_size);
Form1.Form1Instance.Invoke((Action)(() =>
{
Form1.Form1Instance.setLabel5(ac.holding_ave_side + ", hold ave price=" + ac.holding_ave_price + " x " + ac.holding_total_size);
Form1.Form1Instance.setLabel4("num trade=" + ac.num_trade);
//Form1.Form1Instance.setLabel6(line2);
}));
num++;
}
else
{
Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.setLabel4("api prohibited"); }));
await Task.Delay(1000);
}
}
});
Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.addListBox2("Finishing MMBot"); }));
await ac.cancelAllOrders();
await ac.checkExecutionAndUpdateOrders();
await ac.startExitPriceTracingOrder();
Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.addListBox2("Finished MMBot"); }));
//ac.displayAllLog();
ac.writeLog();
return(res);
}