public void TestHiHat()
{
string closedFile = DataManagement.PathForDataFile("Test", "ClosedHiHat.wav");
Assert.IsTrue(WaveEncoding.SaveStream(
filepath: closedFile,
stream: InstrumentLookup.GetPercussion(PercussionMap.ClosedHiHat, 0xF7)
.SafeCache()
.SlowRangeFitter(),
overwrite: true));
string pedalFile = DataManagement.PathForDataFile("Test", "PedalHiHat.wav");
Assert.IsTrue(WaveEncoding.SaveStream(
filepath: pedalFile,
stream: InstrumentLookup.GetPercussion(PercussionMap.PedalHiHat, 0xF7)
.SafeCache()
.SlowRangeFitter(),
overwrite: true));
string openFile = DataManagement.PathForDataFile("Test", "OpenHiHat.wav");
Assert.IsTrue(WaveEncoding.SaveStream(
filepath: openFile,
stream: InstrumentLookup.GetPercussion(PercussionMap.OpenHiHat, 0xF7)
.SafeCache()
.SlowRangeFitter(),
overwrite: true));
}
////////////////////////////////////////////////////////////////////////////////////////////////////
/// <summary> Event notification for status of authentication. </summary>
////////////////////////////////////////////////////////////////////////////////////////////////////
public void m_api_TTAPIStatusUpdate(object sender, TTAPIStatusUpdateEventArgs e)
{
Console.WriteLine("TTAPIStatusUpdate: {0}", e);
if (e.IsReady == false)
{
// TODO: Do any connection lost processing here
return;
}
// TODO: Do any connection up processing here
// note: can happen multiple times with your application life cycle
// can get status multiple times - do not create subscription if it exists
//
if (object.ReferenceEquals(m_instrLookupRequest, null) == false)
{
return;
}
// Status is up and we have not started a subscription yet
// connection to TT is established
Console.WriteLine("TTAPI Authenticated");
MarketId marketKey = Market.GetMarketIdFromName(m_market);
ProductType productType = Product.GetProductTypeFromName(m_prodType);
// lookup an instrument
m_instrLookupRequest = new InstrumentLookup(tt_net_sdk.Dispatcher.Current,
marketKey, productType, m_product, m_alias);
m_instrLookupRequest.OnData += m_instrLookupRequest_OnData;
m_instrLookupRequest.GetAsync();
}
public async Task <List <BankPortfolioData> > GetPositionData()
{
List <BankPortfolioData> output = new List <BankPortfolioData>();
RobinhoodApi api = new RobinhoodApi()
{
BearerToken = ApplicationSettings.Default.RobinKey
};
OutRobinData <RhPosition> datas = await api.GetPositions();
foreach (RhPosition data in datas.Data)
{
RhInstrument inst = await InstrumentLookup.GetRhInstrument(data.instrument);
ShowMessage($"{inst.Symbol}- {inst.SimpleName}");
decimal shareCount = UtilityHandler.GetDecimalNumber(data.quantity);
decimal costBasis = UtilityHandler.GetDecimalNumber(data.average_buy_price);
BankPortfolioData d = new BankPortfolioData()
{
BankAccount_ID = UtilityHandler.GetString(data.account_number),
Trade_CODE = UtilityHandler.GetString(inst.Symbol),
Trade_NAME = UtilityHandler.GetString(inst.SimpleName),
Shares_CNT = shareCount,
CostBasis_AMNT = costBasis,
Value_AMNT = shareCount * costBasis,
Export_DATE = DateTime.Today,
Instrument_ID = inst.Id
};
output.Add(d);
}
return(output);
}
public void TestSnare()
{
string saveFile = DataManagement.PathForDataFile("Test", "SnareTest.wav");
Assert.IsTrue(WaveEncoding.SaveStream(
filepath: saveFile,
stream: InstrumentLookup.GetPercussion(PercussionMap.AcousticSnare, 0xF7)
.Normalize(80f)
.Window(1f)
.Center(1.5f),
overwrite: true));
}
Instrument FindInstrument(string product, string alias)
{
InstrumentLookup instLookup = new InstrumentLookup(tt_net_sdk.Dispatcher.Current, m_marketId, ProductType.Future, product, alias);
ProductDataEvent einst = instLookup.Get();
if (einst != ProductDataEvent.Found)
{
Console.WriteLine("ERROR: can't fetch leg instrument");
return(null);
}
return(instLookup.Instrument);
}
public void Dispose()
{
lock (m_Lock)
{
if (!m_isDisposed)
{
// Unattached callbacks and dispose of all subscriptions
if (m_instrLookupRequest != null)
{
m_instrLookupRequest.OnData -= m_instrLookupRequest_OnData;
m_instrLookupRequest.Dispose();
m_instrLookupRequest = null;
}
if (m_algoLookupSubscription != null)
{
m_algoLookupSubscription.OnData -= AlgoLookupSubscription_OnData;
m_algoLookupSubscription.Dispose();
m_algoLookupSubscription = null;
}
if (m_priceSubscription != null)
{
m_priceSubscription.FieldsUpdated -= m_priceSubscription_FieldsUpdated;
m_priceSubscription.Dispose();
m_priceSubscription = null;
}
if (m_algoTradeSubscription != null)
{
m_algoTradeSubscription.OrderUpdated -= m_algoTradeSubscription_OrderUpdated;
m_algoTradeSubscription.OrderAdded -= m_algoTradeSubscription_OrderAdded;
m_algoTradeSubscription.OrderDeleted -= m_algoTradeSubscription_OrderDeleted;
m_algoTradeSubscription.OrderFilled -= m_algoTradeSubscription_OrderFilled;
m_algoTradeSubscription.OrderRejected -= m_algoTradeSubscription_OrderRejected;
m_algoTradeSubscription.ExportValuesUpdated -= m_algoTradeSubscription_ExportValuesUpdated;
m_algoTradeSubscription.AlertsFired -= m_algoTradeSubscription_AlertsUpdated;
m_algoTradeSubscription.Dispose();
m_algoTradeSubscription = null;
}
m_isDisposed = true;
}
TTAPI.Shutdown();
}
}
public void TestGuitar()
{
Calibration.Initialize();
for (int octave = 2; octave <= 4; octave++)
{
string guitarFile = DataManagement.PathForDataFile("Test", $"guitarE{octave}.wav");
Assert.IsTrue(WaveEncoding.SaveStream(
filepath: guitarFile,
stream: InstrumentLookup.GetNote(
set: ReservedSoundSet.ElectricGuitar_Jazz,
note: (byte)(12 * octave + 4),
velocity: 0xF7)
.SafeCache()
.SlowRangeFitter(),
overwrite: true));
}
}
////////////////////////////////////////////////////////////////////////////////////////////////////
/// <summary> Event notification for status of authentication. </summary>
////////////////////////////////////////////////////////////////////////////////////////////////////
public void m_api_TTAPIStatusUpdate(object sender, TTAPIStatusUpdateEventArgs e)
{
Console.WriteLine("TTAPIStatusUpdate: {0}", e);
if (e.IsReady == false)
{
// TODO: Do any connection lost processing here
return;
}
// TODO: Do any connection up processing here
// note: can happen multiple times with your application life cycle
// can get status multiple times - do not create subscription if it exists
//
if (object.ReferenceEquals(m_instrLookupRequest, null) == false)
{
return;
}
MarketId marketKey = Market.GetMarketIdFromName(m_market);
ProductType productType = Product.GetProductTypeFromName(m_prodType);
// lookup an instrument
m_instrLookupRequest = new InstrumentLookup(tt_net_sdk.Dispatcher.Current,
marketKey, productType, m_product, m_alias);
m_instrLookupRequest.OnData += m_instrLookupRequest_OnData;
m_instrLookupRequest.GetAsync();
// Get the accounts
m_accounts = m_api.Accounts;
// Start Algo Trading thread.
Thread algoThread = new Thread(() => this.StartAlgo());
algoThread.Name = "Algo Trading Thread";
algoThread.Start();
}
private async Task <List <BankTransactionData> > Convert2BankTransactionData(OutRobinData <RhTransaction> datas)
{
List <BankTransactionData> output = new List <BankTransactionData>();
foreach (RhTransaction data in datas.Data)
{
string accountID = UtilityHandler.GetIdFromUrl(data.account);
RhInstrument inst = await InstrumentLookup.GetRhInstrument(data.instrument);
decimal valueAmt = UtilityHandler.GetDecimalNumber(data?.executed_notional?.amount);
if (data.state == "cancelled")
{
ShowMessage($"{inst.Symbol} [{data.side.ToUpper()}] - {inst.SimpleName}");
BankTransactionData d = new BankTransactionData()
{
BankAccount_ID = accountID,
TransAction_DATE = UtilityHandler.GetDateValue(data.created_at),
TransAction_CODE = UtilityHandler.GetString(data.side).ToUpper(),
Settlement_DATE = UtilityHandler.GetDateValue(data.updated_at),
Trade_CODE = UtilityHandler.GetString(inst.Symbol),
Trade_NAME = UtilityHandler.GetString(inst.SimpleName),
Instrument_ID = UtilityHandler.GetString(inst.Id),
Trade_ID = string.Empty,
Shares_CNT = UtilityHandler.GetDecimalNumber(data.quantity),
CostBasis_AMNT = UtilityHandler.GetDecimalNumber(data.price),
Value_AMNT = valueAmt,
Type_CODE = UtilityHandler.GetString(data.type),
GoodUntil_CODE = UtilityHandler.GetString(data.time_in_force),
State_CODE = UtilityHandler.GetString(data.state),
Export_DATE = DateTime.Today
};
output.Add(d);
continue;
}
if (data.executions is null)
{
continue;
}
foreach (Execution e in data.executions)
{
ShowMessage($"{inst.Symbol} [{data.side.ToUpper()}] - {inst.SimpleName}");
BankTransactionData d = new BankTransactionData()
{
BankAccount_ID = accountID,
TransAction_DATE = data.executions[0].timestamp,
TransAction_CODE = UtilityHandler.GetString(data.side).ToUpper(),
Settlement_DATE = UtilityHandler.GetDateValue(data.executions[0].settlement_date),
Trade_CODE = UtilityHandler.GetString(inst.Symbol),
Trade_NAME = UtilityHandler.GetString(inst.SimpleName),
Instrument_ID = UtilityHandler.GetString(inst.Id),
Trade_ID = UtilityHandler.GetString(e.id),
Shares_CNT = UtilityHandler.GetDecimalNumber(e.quantity),
CostBasis_AMNT = UtilityHandler.GetDecimalNumber(e.price),
Value_AMNT = valueAmt,
Type_CODE = UtilityHandler.GetString(data.type),
GoodUntil_CODE = UtilityHandler.GetString(data.time_in_force),
State_CODE = UtilityHandler.GetString(data.state),
Export_DATE = DateTime.Today
};
output.Add(d);
}
}
int seqNumb = output.Count;
foreach (BankTransactionData row in output)
{
row.Seq_NUMB = seqNumb; seqNumb--;
}
return(output);
}
