private static void ProcessRouteOrderBulk(string[] param)
{
if (Token == null)
{
DoLog("Missing authentication token in memory!. User not logged");
return;
}
if (param.Length == 2)
{
int count = Convert.ToInt32(param[1]);
for (int i = 0; i < count; i++)
{
ClientOrderReq clientOrderReq = CreateNewOrder(param);
LastOrderCreated = clientOrderReq;
string strMsg = JsonConvert.SerializeObject(clientOrderReq, Newtonsoft.Json.Formatting.None,
new JsonSerializerSettings
{
NullValueHandling = NullValueHandling.Ignore
});
DoSend(strMsg);
Thread.Sleep(100);
}
}
else
{
DoLog(string.Format("Missing mandatory parameters for ClientOrderReq message"));
}
}
private static ClientOrderReq CreateNewOrder(string[] param)
{
TimeSpan elapsed = DateTime.Now - new DateTime(1970, 1, 1);
ClientOrderReq clientOrderReq = new ClientOrderReq()
{
Msg = "ClientOrderReq",
AccountId = param.Length >= 2 && param[1].Trim() != "" ? param[1] : "VIRT_STD_ACCT1",
cOrderType = ClientOrderReq._ORD_TYPE_LIMIT, //Limit
cSide = ConfigurationManager.AppSettings["OrderSide"] == "B" ? ClientOrderReq._SIDE_BUY : ClientOrderReq._SIDE_SELL, //Buy or sell
cTimeInForce = ClientOrderReq._TIF_DAY,
ClientOrderId = Guid.NewGuid().ToString(),
FirmId = 0,
InstrumentId = ConfigurationManager.AppSettings["OrderInstrumentId"],
//JsonWebToken = Token,
Price = Convert.ToDecimal(ConfigurationManager.AppSettings["OrderPrice"]),
Quantity = Convert.ToDecimal(ConfigurationManager.AppSettings["OrderSize"]),
//SendingTime = Convert.ToInt64(elapsed.TotalMilliseconds),
UserId = UserId.ToString()
};
return(clientOrderReq);
}
public override async void ReadResponses(object param)
{
while (true)
{
try
{
string resp = "";
WebSocketReceiveResult webSocketResp;
if (SubscriptionWebSocket.State == WebSocketState.Open)
{
do
{
ArraySegment <byte> bytesReceived = new ArraySegment <byte>(new byte[1000]);
webSocketResp = await SubscriptionWebSocket.ReceiveAsync(bytesReceived, CancellationToken.None);
resp += Encoding.ASCII.GetString(bytesReceived.Array, 0, webSocketResp.Count);
}while (!webSocketResp.EndOfMessage);
if (resp != "")
{
WebSocketMessageV2 wsResp = JsonConvert.DeserializeObject <WebSocketMessageV2>(resp);
if (wsResp.Msg == "ClientLoginResponse")
{
ClientLoginResponse loginReponse = JsonConvert.DeserializeObject <ClientLoginResponse>(resp);
OnEvent(loginReponse);
}
else if (wsResp.Msg == "ClientLogout")
{
ClientLogout logoutReponse = JsonConvert.DeserializeObject <ClientLogout>(resp);
OnEvent(logoutReponse);
}
else if (wsResp.Msg == "ClientLogout")
{
ClientOrderAck clientOrderAck = JsonConvert.DeserializeObject <ClientOrderAck>(resp);
OnEvent(clientOrderAck);
}
else if (wsResp.Msg == "ClientOrderRej")
{
ClientOrderRej clientOrderRej = JsonConvert.DeserializeObject <ClientOrderRej>(resp);
OnEvent(clientOrderRej);
}
else if (wsResp.Msg == "TokenResponse")
{
TokenResponse tokenReponse = JsonConvert.DeserializeObject <TokenResponse>(resp);
OnEvent(tokenReponse);
}
else if (wsResp.Msg == "SubscriptionResponse")
{
SubscriptionResponse msg = JsonConvert.DeserializeObject <SubscriptionResponse>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "ClientAccountRecord")
{
ClientAccountRecord msg = JsonConvert.DeserializeObject <ClientAccountRecord>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "ClientLastSale")
{
ClientLastSale msg = JsonConvert.DeserializeObject <ClientLastSale>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "ClientBestBidOffer")
{
ClientBestBidOffer msg = JsonConvert.DeserializeObject <ClientBestBidOffer>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "ClientMarketState")
{
ClientMarketState msg = JsonConvert.DeserializeObject <ClientMarketState>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "ClientInstrument")
{
ClientInstrument msg = JsonConvert.DeserializeObject <ClientInstrument>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "DailySettlementPrice")
{
ClientDSP msg = JsonConvert.DeserializeObject <ClientDSP>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "ClientOrderAck")
{
ClientOrderAck msg = JsonConvert.DeserializeObject <ClientOrderAck>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "ClientOrderRej")
{
ClientOrderRej msg = JsonConvert.DeserializeObject <ClientOrderRej>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "ClientOrderReq")
{
ClientOrderReq msg = JsonConvert.DeserializeObject <ClientOrderReq>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "FirmsCreditLimitUpdateResponse")
{
FirmsCreditLimitUpdateResponse msg = JsonConvert.DeserializeObject <FirmsCreditLimitUpdateResponse>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "FirmsTradingStatusUpdateResponse")
{
FirmsTradingStatusUpdateResponse msg = JsonConvert.DeserializeObject <FirmsTradingStatusUpdateResponse>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "EmailNotificationsListResponse")
{
EmailNotificationsListResponse msg = JsonConvert.DeserializeObject <EmailNotificationsListResponse>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "EmailNotificationsCreateResponse")
{
EmailNotificationsCreateResponse msg = JsonConvert.DeserializeObject <EmailNotificationsCreateResponse>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "EmailNotificationsUpdateResponse")
{
EmailNotificationsUpdateResponse msg = JsonConvert.DeserializeObject <EmailNotificationsUpdateResponse>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "EmailNotificationsDeleteResponse")
{
EmailNotificationsDeleteResponse msg = JsonConvert.DeserializeObject <EmailNotificationsDeleteResponse>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "FirmsListResponse")
{
FirmsListResponse msg = JsonConvert.DeserializeObject <FirmsListResponse>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "ClientMassCancelResponse")
{
ClientMassCancelResponse msg = JsonConvert.DeserializeObject <ClientMassCancelResponse>(resp);
OnEvent(msg);
}
else if (wsResp.Msg == "ClientHeartbeat")
{
OnEvent(JsonConvert.DeserializeObject <ClientHeartbeat>(resp));
}
else
{
UnknownMessageV2 unknownMsg = new UnknownMessageV2()
{
Msg = "UnknownMsg",
Resp = resp,
Reason = string.Format("Unknown message: {0}", resp)
};
OnEvent(unknownMsg);
}
}
}
else
{
Thread.Sleep(1000);
}
}
catch (Exception ex)
{
ErrorMessageV2 errorMsg = new ErrorMessageV2()
{
Msg = "ErrorMsg", Error = ex.Message
};
OnEvent(errorMsg);
}
}
}
