public string sendTransaction(
Transaction t
)
{
Request requestSell = service.CreateRequest("CreateOrderAndRouteEx");
requestSell.Set("EMSX_AMOUNT", t.amount);
requestSell.Set("EMSX_BROKER", "API");
requestSell.Set("EMSX_HAND_INSTRUCTION", "ANY");
requestSell.Set("EMSX_ORDER_TYPE", "MKT");
requestSell.Set("EMSX_SIDE", "SELL");
requestSell.Set("EMSX_TICKER", t.securitySell);
requestSell.Set("EMSX_TIF", "DAY");
Request requestBuy = service.CreateRequest("CreateOrderAndRouteEx");
requestSell.Set("EMSX_AMOUNT", t.amount);
requestSell.Set("EMSX_BROKER", "API");
requestSell.Set("EMSX_HAND_INSTRUCTION", "ANY");
requestSell.Set("EMSX_ORDER_TYPE", "MKT");
requestSell.Set("EMSX_SIDE", "BUY");
requestSell.Set("EMSX_TICKER", t.securityBuy);
requestSell.Set("EMSX_TIF", "DAY");
session.SendRequest(requestSell, new CorrelationID(-2222));
session.SendRequest(requestBuy, new CorrelationID(-1111));
return "\nSUCCESFULLY SENT: " + t.toString();
}
private void sendSellTransaction(
Transaction t
)
{
double sellVal = (t.amountSell * t.priceSell);
Request requestSell = service.CreateRequest("CreateOrderAndRouteEx");
//Request requestSell = service.CreateRequest("CreateOrder");
requestSell.Set("EMSX_LIMIT_PRICE", (t.priceSell).ToString());
//requestSell.Set("EMSX_LIMIT_PRICE", 1.0);
//requestSell.Set("EMSX_AMOUNT", t.amountSell);
requestSell.Set("EMSX_AMOUNT", 1);
requestSell.Set("EMSX_BROKER", "NORS"); // BMTB
requestSell.Set("EMSX_HAND_INSTRUCTION", "DMA");
requestSell.Set("EMSX_ORDER_TYPE", "LMT");
requestSell.Set("EMSX_SIDE", "SELL");
requestSell.Set("EMSX_TICKER", t.securitySell);
requestSell.Set("EMSX_TIF", "DAY");
requestSell.Set("EMSX_ACCOUNT", "LAGOTRAD");
int sellStamp = GetTimestamp(DateTime.Now);
requestSell.Set("EMSX_SEQUENCE", sellStamp);
this.unfilledOrders[sellStamp] = requestSell;
this.unfilledTransactions[sellStamp] = t;
CorrelationID requestID = new CorrelationID("-2222");
session.SendRequest(requestSell, requestID);
Lgr.WriteTrade(sellVal, " ..... SELL: " + t.securitySell +
" ..... amount " + t.amountSell + " price " + t.priceSell + " EUR" +
" curr rate " + t.currencyRateSell.ToString());
}
public string sendBuyTransaction(
Transaction t
)
{
double tradeValToday = Lgr.GetTradeValToday();
double maxEurPerDay = Convert.ToDouble(ConfigurationManager.AppSettings["maxEurPerDay"]);
double maxEurPerTrade = Convert.ToDouble(ConfigurationManager.AppSettings["maxEurPerTrade"]);
double buyVal = (t.amountBuy * t.priceBuy);
double sellVal = (t.amountSell * t.priceSell);
if (tradeValToday + (t.amountBuy * t.priceBuy) + (t.amountSell * t.priceSell) > maxEurPerDay)
{
Lgr.Log("INFO", "Trades value today " + tradeValToday.ToString() +
" + Sell value " + sellVal.ToString() +
" + Buy value " + buyVal.ToString() +
" > maxEurPerDay " + maxEurPerDay.ToString() +
" NOT SENDING TRANSACTION");
return "";
}
if ((t.amountBuy * t.priceBuy) + (t.amountSell * t.priceSell) > maxEurPerTrade)
{
Lgr.Log("INFO", "Sell value " + sellVal.ToString() +
" + Buy value " + buyVal.ToString() +
" > maxEurPerTrade " + maxEurPerTrade.ToString() +
" NOT SENDING TRANSACTION");
return "";
}
string retstr = "";
//Request requestBuy = service.CreateRequest("CreateOrderAndRouteEx");
Request requestBuy = service.CreateRequest("CreateOrder");
requestBuy.Set("EMSX_AMOUNT", t.amountBuy);
//double price = t.priceBuy * t.currencyRateBuy;
requestBuy.Set("EMSX_LIMIT_PRICE", (t.priceBuy).ToString());
//requestBuy.Set("EMSX_LIMIT_PRICE", 1.0);
//requestBuy.Set("EMSX_AMOUNT", 1);
requestBuy.Set("EMSX_BROKER", "NORS"); // BMTB
requestBuy.Set("EMSX_HAND_INSTRUCTION", "DMA");
requestBuy.Set("EMSX_ORDER_TYPE", "LMT");
requestBuy.Set("EMSX_SIDE", "BUY");
requestBuy.Set("EMSX_TICKER", t.securityBuy);
requestBuy.Set("EMSX_TIF", "DAY");
requestBuy.Set("EMSX_ACCOUNT", "LAGOTRAD");
int buyStamp = GetTimestamp(DateTime.Now);
requestBuy.Set("EMSX_SEQUENCE", buyStamp);
this.unfilledOrders[buyStamp] = requestBuy;
CorrelationID requestID = new CorrelationID("-1111");
session.SendRequest(requestBuy, requestID);
//Request requestInfo = service.CreateRequest("OrderInfo");
//requestInfo.Set("EMSX_SEQUENCE", requestBuy.EMSX_SEQUENCE);
//CorrelationID infoID = new CorrelationID("-3333");
//session.SendRequest(requestInfo, infoID);
//use this to get buy order info and if order status == FILLED -> sell
int timeoutInMilliSeconds = 5000;
Event evt = session.NextEvent(timeoutInMilliSeconds);
do
{
retstr += "Received Event: " + evt.Type + "\n";
foreach (Message msg in evt)
{
retstr += "MESSAGE: " + msg.ToString() + "\n";
retstr += "CORRELATION ID: " + msg.CorrelationID + "\n";
if (evt.Type == Event.EventType.RESPONSE && msg.CorrelationID == requestID)
{
}
}
evt = session.NextEvent(timeoutInMilliSeconds);
} while (evt.Type != Event.EventType.TIMEOUT);
Lgr.Log("DEBUG", retstr);
Lgr.WriteTrade(buyVal, " ..... BUY: " + t.securityBuy +
" ..... amount " + t.amountBuy + " price " + t.priceBuy + " EUR" +
" curr rate " + t.currencyRateBuy.ToString());
return "\nSUCCESFULLY SENT: " + t.toString() + "\n" + retstr;
}
private void sendTransaction(Transaction t)
{
string retval = ts.startSession();
Invoke(new Action(() =>
richTextBox1.AppendText(retval)));
retval = ts.sendTransaction(t);
Invoke(new Action(() =>
richTextBox1.AppendText(retval)));
retval = ts.stopSession();
Invoke(new Action(() =>
richTextBox1.AppendText(retval)));
}
private void sendTransaction(Transaction t)
{
Result result = ts.startSession();
bool succ = result.success;
string retval = result.retval;
if (!succ)
{
Lgr.Log("ERROR", retval);
return;
}
Invoke(new Action(() =>
richTextBox1.AppendText(retval)));
retval = ts.sendBuyTransaction(t);
Invoke(new Action(() =>
richTextBox1.AppendText(retval)));
retval = ts.stopSession();
Invoke(new Action(() =>
richTextBox1.AppendText(retval)));
}
private void handleTransaction(Transaction transaction, string elmFields)
{
Lgr.Log("INFO", "Got element fields " + elmFields + " from API.");
if (sendTransactions)
{
Invoke(new Action(() =>
richTextBox1.AppendText("\nsendTransactions=true\n")));
if (transaction.isFeasible())
{
Lgr.Log("INFO", "SEND TRANSACTIONS = TRUE, FEASIBLE TRANSACTION!!!");
Lgr.Log("INFO", transaction.toString());
Invoke(new Action(() =>
richTextBox1.AppendText("\nFEASIBLE TRANSACTION!\n")));
sendTransaction(transaction);
}
else
{
Invoke(new Action(() =>
richTextBox1.AppendText("\nno feasible transaction\n")));
}
}
else
{
if (transaction.isFeasible())
{
Lgr.Log("INFO", "SEND TRANSACTIONS = FALSE, FEASIBLE TRANSACTION");
Lgr.Log("INFO", transaction.toString());
}
Invoke(new Action(() =>
richTextBox1.AppendText("\nsendTransactions=false\n")));
}
}
