private void GetCandles(CandleSeries series)
{
Security security = series.Security;
TimeFrame tf = series.TimeFrame;
string needPeriodId = GetNeedIdPeriod(tf, out var newTf, out var oldTf);
string cmd = "<command id=\"gethistorydata\">";
cmd += "<security>";
cmd += "<board>" + security.NameClass + "</board>";
cmd += "<seccode>" + security.Name + "</seccode>";
cmd += "</security>";
cmd += "<period>" + needPeriodId + "</period>";
cmd += "<count>" + 1000 + "</count>";
cmd += "<reset>" + "true" + "</reset>";
cmd += "</command>";
// sending command / отправка команды
string res = _client.ConnectorSendCommand(cmd);
if (res != "<result success=\"true\"/>")
{
SendLogMessage(res, LogMessageType.Error);
return;
}
var startLoadingTime = DateTime.Now;
while (startLoadingTime.AddSeconds(10) > DateTime.Now)
{
var candles = _allCandleSeries.Find(s => s.Seccode == security.Name && s.Period == needPeriodId);
if (candles != null)
{
//series.CandlesAll?.Clear();
var donorCandles = ParseCandles(candles);
if ((tf == TimeFrame.Min1 && needPeriodId == "1") ||
(tf == TimeFrame.Min5 && needPeriodId == "2") ||
(tf == TimeFrame.Min15 && needPeriodId == "3") ||
(tf == TimeFrame.Hour1 && needPeriodId == "4"))
{
series.CandlesAll = donorCandles;
}
else
{
series.CandlesAll = BuildCandles(donorCandles, newTf, oldTf);
}
series.UpdateAllCandles();
series.IsStarted = true;
return;
}
Thread.Sleep(1000);
}
SendLogMessage(OsLocalization.Market.Message95 + security.Name, LogMessageType.Error);
}
/// <summary>
/// subscribe to get ticks and depth by instrument
/// подписаться на получение тиков и стаканов по инструменту
/// </summary>
/// <param name="security">subscribed instrument / инструмент на который подписываемся</param>
public void Subscrible(Security security)
{
string cmd = "<command id=\"subscribe\">";
cmd += "<alltrades>";
cmd += "<security>";
cmd += "<board>" + security.NameClass + "</board>";
cmd += "<seccode>" + security.Name + "</seccode>";
cmd += "</security>";
cmd += "</alltrades>";
cmd += "<quotes>";
cmd += "<security>";
cmd += "<board>" + security.NameClass + "</board>";
cmd += "<seccode>" + security.Name + "</seccode>";
cmd += "</security>";
cmd += "</quotes>";
cmd += "</command>";
// sending command / отправка команды
string res = _client.ConnectorSendCommand(cmd);
if (res != "<result success=\"true\"/>")
{
SendLogMessage(res, LogMessageType.Error);
}
}
/// <summary>
/// execute order on the exchange
/// исполнить ордер на бирже
/// </summary>
private void ExecuteOnBoardOrder(Order order, decimal price, DateTime time, int slipage)
{
decimal realPrice = price;
if (order.Volume == order.VolumeExecute ||
order.State == OrderStateType.Done)
{
return;
}
if (slipage != 0)
{
if (order.Side == Side.Buy)
{
Security mySecurity = GetSecurityForName(order.SecurityNameCode, "");
if (mySecurity != null && mySecurity.PriceStep != 0)
{
realPrice += mySecurity.PriceStep * slipage;
}
}
if (order.Side == Side.Sell)
{
Security mySecurity = GetSecurityForName(order.SecurityNameCode, "");
if (mySecurity != null && mySecurity.PriceStep != 0)
{
realPrice -= mySecurity.PriceStep * slipage;
}
}
}
MyTrade trade = new MyTrade();
trade.NumberOrderParent = order.NumberMarket;
trade.NumberTrade = _iteratorNumbersMyTrades++.ToString();
trade.SecurityNameCode = order.SecurityNameCode;
trade.Volume = order.Volume;
trade.Time = time;
trade.Price = realPrice;
trade.Side = order.Side;
MyTradesIncome(trade);
order.State = OrderStateType.Done;
order.Price = realPrice;
if (NewOrderIncomeEvent != null)
{
NewOrderIncomeEvent(order);
}
ChangePosition(order);
CheckWaitOrdersRegime();
}
private void HandleSecurities(List <TransaqEntity.Security> securities)
{
if (_securities == null)
{
_securities = new List <Security>();
}
foreach (var securityData in securities)
{
try
{
if (securityData.Sectype != "FUT" &&
securityData.Sectype != "SHARE" &&
securityData.Sectype != "CURRENCY")
{
continue;
}
Security security = new Security();
security.Name = securityData.Seccode;
security.NameFull = securityData.Shortname;
security.NameClass = securityData.Board;
security.NameId = securityData.Secid; // + "-" + securityData.Board;
security.Decimals = Convert.ToInt32(securityData.Decimals);
security.SecurityType = securityData.Sectype == "FUT" ? SecurityType.Futures
: securityData.Sectype == "SHARE" ? SecurityType.Stock
: securityData.Sectype == "OPT" ? SecurityType.Option
: securityData.Sectype == "CURRENCY" ? SecurityType.CurrencyPair
: SecurityType.None;
security.Lot = Convert.ToDecimal(securityData.Lotsize.Replace(".", CultureInfo.InvariantCulture.NumberFormat.NumberDecimalSeparator),
CultureInfo.InvariantCulture);
security.PriceStep = Convert.ToDecimal(securityData.Minstep.Replace(".", CultureInfo.InvariantCulture.NumberFormat.NumberDecimalSeparator),
CultureInfo.InvariantCulture);
decimal pointCost;
try
{
pointCost = Convert.ToDecimal(securityData.Point_cost.Replace(
".", CultureInfo.InvariantCulture.NumberFormat.NumberDecimalSeparator),
CultureInfo.InvariantCulture);
}
catch (Exception e)
{
decimal.TryParse(securityData.Point_cost, NumberStyles.Float, CultureInfo.InvariantCulture, out pointCost);
}
security.PriceStepCost = security.PriceStep * pointCost / 100;
security.State = securityData.Active == "true" ? SecurityStateType.Activ : SecurityStateType.Close;
_securities.Add(security);
}
catch (Exception e)
{
SendLogMessage(e.Message, LogMessageType.Error);
}
}
SecurityEvent?.Invoke(_securities);
}
public List <Candle> GetCandleDataToSecurity(Security security, TimeFrameBuilder timeFrameBuilder, DateTime startTime, DateTime endTime,
DateTime actualTime)
{
return(null);
}
public List <Trade> GetTickDataToSecurity(Security security, DateTime startTime, DateTime endTime, DateTime actualTime)
{
return(null);
}