static void PlaceUnexecutableChildOrder(bool fok = false, bool mte = false)
{
// Selling order too high price by best ask price. Order will be on order book but not execute.
BfChildOrderRequest order = null;
if (fok)
{
order = _orderFactory.CreateLimitPriceOrder(BfTradeSide.Sell, _market.MinimumOrderSize, _market.BestAskPrice + 50000.0m, timeInForce: BfTimeInForce.FOK);
}
else if (mte)
{
order = _orderFactory.CreateLimitPriceOrder(BfTradeSide.Sell, _market.MinimumOrderSize, _market.BestAskPrice + 50000.0m, minuteToExpire: TimeSpan.FromMinutes(1));
}
else
{
order = _orderFactory.CreateLimitPriceOrder(BfTradeSide.Sell, _market.MinimumOrderSize, _market.BestAskPrice + 50000.0m);
}
var transaction = _market.PlaceOrder(order).Result;
if (transaction != null)
{
_childOrderTransaction = transaction;
Console.WriteLine("Order accepted.");
}
else
{
Console.WriteLine("Order failed.");
}
}
public static IBfxOrder Market(BfTradeSide side, decimal size)
{
var request = BfChildOrderRequest.Market(BfProductCode.Unknown, side, size, 0, BfTimeInForce.NotSpecified);
var order = new BfxChildOrder(request);
return(order);
}
public static BfParentOrderRequestParameter ToParameter(this BfChildOrderRequest child)
{
return(new BfParentOrderRequestParameter
{
ProductCode = child.ProductCode,
ConditionType = child.OrderType,
Side = child.Side,
Size = child.Size,
Price = child.Price,
});
}
public BfChildOrderRequest CreateMarketPriceOrder(BfTradeSide side, decimal size)
{
var request = new BfChildOrderRequest
{
ProductCode = _market.ProductCode,
OrderType = BfOrderType.Market,
Side = side,
Size = size,
};
CheckChildOrderRequestValid(request);
return(request);
}
// Market/Limit
public BfxChildOrder(BfChildOrderRequest request)
{
Request = request;
ProductCode = request.ProductCode;
OrderType = request.ChildOrderType;
Side = request.Side;
OrderSize = request.Size;
if (OrderType == BfOrderType.Limit)
{
OrderPrice = request.Price;
}
MinuteToExpire = request.MinuteToExpire;
TimeInForce = request.TimeInForce;
}
public BfChildOrderRequest CreateLimitPriceOrder(BfTradeSide side, decimal size, decimal price, BfTimeInForce timeInForce)
{
var request = new BfChildOrderRequest
{
ProductCode = _market.ProductCode,
OrderType = BfOrderType.Limit,
Side = side,
Size = size,
Price = price,
};
request.TimeInForce = timeInForce;
CheckChildOrderRequestValid(request);
return(request);
}
public BfChildOrderRequest CreateLimitPriceOrder(BfTradeSide side, decimal size, decimal price, TimeSpan minuteToExpire)
{
var request = new BfChildOrderRequest
{
ProductCode = _market.ProductCode,
OrderType = BfOrderType.Limit,
Side = side,
Size = size,
Price = price,
};
request.MinuteToExpireSpan = minuteToExpire;
CheckChildOrderRequestValid(request);
return(request);
}
public DbChildOrder(BfChildOrderRequest request, string childOrderAcceptanceId)
{
AcceptanceId = childOrderAcceptanceId;
ProductCode = request.ProductCode;
OrderType = request.ChildOrderType;
Side = request.Side;
if (OrderType == BfOrderType.Limit)
{
OrderPrice = request.Price;
}
OrderSize = request.Size;
TimeInForce = request.TimeInForce;
if (TimeInForce == BfTimeInForce.NotSpecified)
{
TimeInForce = BfTimeInForce.GTC;
}
MinuteToExpire = request.MinuteToExpire;
ChildOrderIndex = -1;
}
public Task <BfxChildOrderTransaction> PlaceOrder(BfChildOrderRequest request, object tag = null)
{
DebugEx.Trace();
return(Task.Run(() =>
{
DebugEx.Trace();
var trans = new BfxChildOrderTransaction(this, request);
trans.StateChanged += OnChildOrderTransactionStateChanged;
trans.OrderChanged += OnChildOrderChanged;
trans.Tag = tag;
for (var retry = 0; retry <= Config.OrderRetryMax; retry++)
{
DebugEx.Trace();
if (!trans.IsOrderable())
{
DebugEx.Trace();
trans.Dispose();
return null; // order is unacceptable
}
if (trans.SendOrder())
{
DebugEx.Trace();
return trans;
}
DebugEx.Trace("Trying retry...");
Thread.Sleep(Config.OrderRetryInterval);
}
DebugEx.Trace();
trans.Dispose();
return null; // Retried out
}));
}
static void ChildOrderMain()
{
while (true)
{
Console.WriteLine("======== Child order operations");
Console.WriteLine("Market price S)ell order");
Console.WriteLine("Market price B)uy order");
Console.WriteLine("L)imit price order");
Console.WriteLine("C)ancel order");
Console.WriteLine("Cancel A)ll orders");
Console.WriteLine("T)ime in force");
Console.WriteLine("M)inutes to expire");
Console.WriteLine("I)llegal size");
Console.WriteLine("");
Console.WriteLine("G)et child orders");
Console.WriteLine("");
Console.WriteLine("R) Return to main");
try
{
switch (GetCh())
{
case 'S':
{
var request = BfChildOrderRequest.Market(ProductCode, BfTradeSide.Sell, OrderSize);
var content = _client.SendChildOrder(request).GetContent();
_childOrderAcceptanceIds.Enqueue(content.ChildOrderAcceptanceId);
}
break;
case 'B':
{
var request = BfChildOrderRequest.Market(ProductCode, BfTradeSide.Buy, OrderSize);
var content = _client.SendChildOrder(request).GetContent();
_childOrderAcceptanceIds.Enqueue(content.ChildOrderAcceptanceId);
}
break;
case 'L':
{
var request = BfChildOrderRequest.Limit(ProductCode, BfTradeSide.Sell, _ticker.BestAsk + UnexecuteGap, OrderSize);
var content = _client.SendChildOrder(request).GetContent();
_childOrderAcceptanceIds.Enqueue(content.ChildOrderAcceptanceId);
}
break;
case 'C':
{
var resp = _client.CancelChildOrder(ProductCode, childOrderAcceptanceId: _childOrderAcceptanceIds.Dequeue());
}
break;
case 'A':
{
if (_client.CancelAllChildOrders(ProductCode).IsOk)
{
_childOrderAcceptanceIds.Clear();
}
}
break;
case 'T':
{
var request = BfChildOrderRequest.Limit(ProductCode, BfTradeSide.Sell, _ticker.BestAsk + UnexecuteGap, OrderSize, timeInForce: BfTimeInForce.FOK);
var content = _client.SendChildOrder(request).GetContent();
_childOrderAcceptanceIds.Enqueue(content.ChildOrderAcceptanceId);
}
break;
case 'M':
{
var request = BfChildOrderRequest.Limit(ProductCode, BfTradeSide.Sell, _ticker.BestAsk + UnexecuteGap, OrderSize, minuteToExpire: 1);
var content = _client.SendChildOrder(request).GetContent();
_childOrderAcceptanceIds.Enqueue(content.ChildOrderAcceptanceId);
}
break;
case 'I':
{
var request = BfChildOrderRequest.Limit(ProductCode, BfTradeSide.Sell, _ticker.BestAsk + UnexecuteGap, 0.001m);
var content = _client.SendChildOrder(request).GetContent();
_childOrderAcceptanceIds.Enqueue(content.ChildOrderAcceptanceId);
}
break;
case 'G':
{
Console.WriteLine("1)Not specified 2)Canceled 3)Parent children 4)Parent canceled children");
Console.WriteLine("5)Child acceptance 6)Child acceptance canceled");
var orderState = BfOrderState.Unknown;
var parentOrderId = "";
var childOrderAcceptanceId = "";
switch (GetCh())
{
case '1':
break;
case '2':
orderState = BfOrderState.Canceled;
break;
case '3':
Console.Write("Parent order ID : ");
parentOrderId = Console.ReadLine();
break;
case '4':
Console.Write("Parent order ID : ");
parentOrderId = Console.ReadLine();
orderState = BfOrderState.Canceled;
break;
case '5':
Console.Write("Child order acceptance ID : ");
childOrderAcceptanceId = Console.ReadLine();
break;
case '6':
Console.Write("Child order acceptance ID : ");
childOrderAcceptanceId = Console.ReadLine();
orderState = BfOrderState.Canceled;
break;
}
BitFlyerResponse <BfaChildOrder[]> resp = null;
if (!string.IsNullOrEmpty(parentOrderId))
{
resp = _client.GetChildOrders(ProductCode, orderState: orderState, parentOrderId: parentOrderId);
}
else if (!string.IsNullOrEmpty(childOrderAcceptanceId))
{
resp = _client.GetChildOrders(ProductCode, orderState: orderState, childOrderAcceptanceId: childOrderAcceptanceId);
}
else
{
resp = _client.GetChildOrders(ProductCode, orderState: orderState);
}
if (resp.IsOk)
{
var jobj = JsonConvert.DeserializeObject(resp.Json);
var json = JsonConvert.SerializeObject(jobj, Formatting.Indented);
Console.WriteLine(json);
}
}
break;
case 'R':
return;
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}
}
public BfxChildOrder(BfChildOrderRequest request)
{
Request = request;
}
public BfxChildOrderTransaction(BfTradingMarket market, BfChildOrderRequest request)
{
DebugEx.EnterMethod();
_market = market;
State = new BfxChildOrderTransactionState(_market, request);
}
void IBfOrderSource.OpenChildOrder(BfChildOrderRequest req, BfChildOrderResponse resp)
{
}
// Child orders
public void Insert(BfChildOrderRequest req, BfChildOrderResponse resp)
{
ChildOrders.Add(new DbChildOrder(req, resp.ChildOrderAcceptanceId));
}
public BfxChildOrderTransactionState(BfTradingMarket market, BfChildOrderRequest request)
: base(request)
{
_market = market;
}
