/// <summary>
/// ctor
/// </summary>
/// <param name="session"></param>
public SessionStatusListener(O2GSession session, LoginParams loginParams)
{
mSession = session;
mLoginParams = loginParams;
Reset();
mSyncSessionEvent = new EventWaitHandle(false, EventResetMode.AutoReset);
}
/// <summary>
/// Get reports for all accounts
/// </summary>
/// <param name="session"></param>
public static void GetReports(O2GSession session)
{
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GResponseReaderFactory responseFactory = session.getResponseReaderFactory();
O2GResponse accountsResponse = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GAccountsTableResponseReader accountsReader = responseFactory.createAccountsTableReader(accountsResponse);
System.Net.WebClient webClient = new System.Net.WebClient();
for (int i = 0; i < accountsReader.Count; i++)
{
O2GAccountRow account = accountsReader.getRow(i);
string url = session.getReportURL(account, DateTime.Now.AddMonths(-1), DateTime.Now, "html", null, null, 0);
Console.WriteLine("AccountID={0}; Balance={1}; UsedMargin={2}; Report URL={3}",
account.AccountID, account.Balance, account.UsedMargin, url);
string content = webClient.DownloadString(url);
string filename = account.AccountID + ".html";
System.IO.File.WriteAllText(filename, content);
Console.WriteLine("Report is saved to {0}", filename);
}
}
/// <summary>
/// Get reports for all accounts
/// </summary>
/// <param name="session"></param>
public static void GetReports(O2GSession session)
{
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GResponseReaderFactory responseFactory = session.getResponseReaderFactory();
O2GResponse accountsResponse = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GAccountsTableResponseReader accountsReader = responseFactory.createAccountsTableReader(accountsResponse);
System.Net.WebClient webClient = new System.Net.WebClient();
for (int i = 0; i < accountsReader.Count; i++)
{
O2GAccountRow account = accountsReader.getRow(i);
string url = session.getReportURL(account, DateTime.Now.AddMonths(-1), DateTime.Now, "html", null, null, 0);
Console.WriteLine("AccountID={0}; Balance={1}; UsedMargin={2}; Report URL={3}",
account.AccountID, account.Balance, account.UsedMargin, url);
string content = webClient.DownloadString(url);
string filename = account.AccountID + ".html";
System.IO.File.WriteAllText(filename, content);
Console.WriteLine("Report is saved to {0}", filename);
}
}
/// <summary>
/// Create entry order request
/// </summary>
private static O2GRequest CreateEntryOrderRequest(O2GSession session, string sOfferID, string sAccountID, int iAmount, double dRate, string sBuySell, string sOrderType, string sExpireDate)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemap.setString(O2GRequestParamsEnum.OrderType, sOrderType);
valuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
valuemap.setString(O2GRequestParamsEnum.BuySell, sBuySell);
valuemap.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemap.setDouble(O2GRequestParamsEnum.Rate, dRate);
valuemap.setString(O2GRequestParamsEnum.CustomID, "EntryOrder");
if (!string.IsNullOrEmpty(sExpireDate))
{
valuemap.setString(O2GRequestParamsEnum.TimeInForce, Constants.TIF.GTD);
valuemap.setString(O2GRequestParamsEnum.ExpireDateTime, sExpireDate); // UTCTimestamp format: "yyyyMMdd-HH:mm:ss.SSS" (milliseconds are optional)
}
request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return request;
}
/// <summary>
/// Find valid offer by instrument name
/// </summary>
/// <param name="session"></param>
/// <param name="sInstrument"></param>
/// <returns>offer</returns>
private static O2GOfferRow GetOffer(O2GSession session, string sInstrument)
{
O2GOfferRow offer = null;
bool bHasOffer = false;
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory == null)
{
throw new Exception("Cannot create response reader factory");
}
O2GLoginRules loginRules = session.getLoginRules();
O2GResponse response = loginRules.getTableRefreshResponse(O2GTableType.Offers);
O2GOffersTableResponseReader offersResponseReader = readerFactory.createOffersTableReader(response);
for (int i = 0; i < offersResponseReader.Count; i++)
{
offer = offersResponseReader.getRow(i);
if (offer.Instrument.Equals(sInstrument))
{
if (offer.SubscriptionStatus.Equals("T"))
{
bHasOffer = true;
break;
}
}
}
if (!bHasOffer)
{
return(null);
}
else
{
return(offer);
}
}
/// <summary>
/// ctor
/// </summary>
/// <param name="session"></param>
public ResponseListener(O2GSession session)
{
mRequestIDs = new List <string>();
mResponse = null;
mSyncResponseEvent = new EventWaitHandle(false, EventResetMode.AutoReset);
mSession = session;
}
/// <summary>
/// Request historical prices for the specified timeframe of the specified period
/// </summary>
/// <param name="session"></param>
/// <param name="sInstrument"></param>
/// <param name="sTimeframe"></param>
/// <param name="dtFrom"></param>
/// <param name="dtTo"></param>
/// <param name="responseListener"></param>
public void GetHistoryPrices(O2GSession session, string sInstrument, string sTimeframe, DateTime dtFrom, DateTime dtTo, ResponseListener responseListener)
{
O2GRequestFactory factory = session.getRequestFactory();
O2GTimeframe timeframe = factory.Timeframes[sTimeframe];
if (timeframe == null)
{
throw new Exception(string.Format("Timeframe '{0}' is incorrect!", sTimeframe));
}
O2GRequest request = factory.createMarketDataSnapshotRequestInstrument(sInstrument, timeframe, 300);
DateTime dtFirst = dtTo;
do // cause there is limit for returned candles amount
{
factory.fillMarketDataSnapshotRequestTime(request, dtFrom, dtFirst, false);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
// shift "to" bound to oldest datetime of returned data
O2GResponse response = responseListener.GetResponse();
if (response != null && response.Type == O2GResponseType.MarketDataSnapshot)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GMarketDataSnapshotResponseReader reader = readerFactory.createMarketDataSnapshotReader(response);
if (reader.Count > 0)
{
if (DateTime.Compare(dtFirst, reader.getDate(0)) != 0)
{
dtFirst = reader.getDate(0); // earliest datetime of returned data
}
else
{
break;
}
}
else
{
// Console.WriteLine("0 rows received");
updateLogDelegate(string.Format("0 rows received"));
break;
}
}
// PrintPrices(session, response);
storeHistoryPriceToDataTable(session, response, sInstrument);
// DateTime.Subtraction(dtTo, dtFirst)/ Subtraction
long percent = (dtTo.Ticks - dtFirst.Ticks) * 100 / (dtTo.Ticks - dtFrom.Ticks);
updateProcessDelegate((int)percent, this.InstrumentDT.Rows.Count);
}
else
{
break;
}
} while (dtFirst > dtFrom);
}
public void storeHistoryPriceToDataTable(O2GSession session, O2GResponse response, string sInstrument)
{
// string ss = string.Format("Request with RequestID={0} is completed:", response.RequestID);
// updateLogDelegate(ss);
DataTable tmpTable = InstrumentDT.Clone();
O2GResponseReaderFactory factory = session.getResponseReaderFactory();
if (factory != null)
{
O2GMarketDataSnapshotResponseReader reader = factory.createMarketDataSnapshotReader(response);
for (int ii = reader.Count - 1; ii >= 0; ii--)
{
if (reader.isBar)
{
InstrumentDT.Rows.Add(reader.getDate(ii), reader.getBidOpen(ii), reader.getBidHigh(ii), reader.getBidLow(ii), reader.getBidClose(ii),
reader.getAskOpen(ii), reader.getAskHigh(ii), reader.getAskLow(ii), reader.getAskClose(ii), reader.getVolume(ii));
tmpTable.Rows.Add(reader.getDate(ii), reader.getBidOpen(ii), reader.getBidHigh(ii), reader.getBidLow(ii), reader.getBidClose(ii),
reader.getAskOpen(ii), reader.getAskHigh(ii), reader.getAskLow(ii), reader.getAskClose(ii), reader.getVolume(ii));
}
else
{
InstrumentDT.Rows.Add(reader.getDate(ii), reader.getBidClose(ii), reader.getAskClose(ii));
tmpTable.Rows.Add(reader.getDate(ii), reader.getBidClose(ii), reader.getAskClose(ii));
}
}
SaveDataToFile(tmpTable, sInstrument);
}
}
private List <Tick> ReadTicks(O2GSession session, O2GResponse response, Symbol symbol, int blockId)
{
var ticks = new List <Tick>();
var factory = session.getResponseReaderFactory();
if (factory != null)
{
var reader = factory.createMarketDataSnapshotReader(response);
for (int i = reader.Count - 1; i >= 0; i--)
{
if (reader.isBar)
{
throw new Exception(
"The prices were unexpectedly returned in \"bar\" format!");
}
var tick = new Tick()
{
Symbol = symbol,
TickOn = new DateTime(reader.getDate(i).Ticks,
DateTimeKind.Utc).ToEstFromUtc(),
BidRate = reader.getBid(i).ToRoundedRate(symbol),
AskRate = reader.getAsk(i).ToRoundedRate(symbol)
};
ticks.Add(tick);
}
}
return(ticks);
}
/// <summary>
/// Create request for adding existing order into existing contingency group
/// </summary>
private static O2GRequest AddOrderIntoGroupRequest(O2GSession session, string sAccountID, string sContingencyID, string sOrderID, int iContingencyType)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap valuemapMain = requestFactory.createValueMap();
valuemapMain.setString(O2GRequestParamsEnum.Command, Constants.Commands.JoinToExistingContingencyGroup);
valuemapMain.setInt(O2GRequestParamsEnum.ContingencyGroupType, iContingencyType);
valuemapMain.setString(O2GRequestParamsEnum.ContingencyID, sContingencyID);
O2GValueMap valuemapChild = requestFactory.createValueMap();
valuemapChild.setString(O2GRequestParamsEnum.OrderID, sOrderID);
valuemapChild.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemapMain.appendChild(valuemapChild);
request = requestFactory.createOrderRequest(valuemapMain);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return request;
}
/// <summary>
/// Argument Constructor
/// </summary>
/// <param name="session"></param>
/// <param name="logger"></param>
public SessionStatusListener(O2GSession session, AsyncClassLogger logger)
{
_session = session;
_logger = logger;
Reset();
_syncSessionEvent = new EventWaitHandle(false, EventResetMode.AutoReset);
}
/// <summary>
/// Get reports for all accounts
/// </summary>
/// <param name="session"></param>
public static void GetReports(O2GSession session)
{
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GResponseReaderFactory responseFactory = session.getResponseReaderFactory();
O2GResponse accountsResponse = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GAccountsTableResponseReader accountsReader = responseFactory.createAccountsTableReader(accountsResponse);
System.Net.WebClient webClient = new System.Net.WebClient();
for (int i = 0; i < accountsReader.Count; i++)
{
O2GAccountRow account = accountsReader.getRow(i);
Uri url = new Uri(session.getReportURL(account.AccountID, DateTime.Now.AddMonths(-1), DateTime.Now, "html", null));
Console.WriteLine("AccountID={0}; Balance={1}; Report URL={2}",
account.AccountID, account.Balance, url);
string content = webClient.DownloadString(url);
string prefix = url.Scheme + Uri.SchemeDelimiter + url.Host;
string report = O2GHtmlContentUtils.ReplaceRelativePathWithAbsolute(content, prefix);
string filename = account.AccountID + ".html";
System.IO.File.WriteAllText(filename, report);
Console.WriteLine("Report is saved to {0}", filename);
}
}
public static O2GAccountRow GetAccount(this O2GSession session)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory == null)
{
throw new Exception("Cannot create response reader factory");
}
var loginRules = session.getLoginRules();
var response = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
var accountsResponseReader = readerFactory.createAccountsTableReader(response);
for (int i = 0; i < accountsResponseReader.Count; i++)
{
var account = accountsResponseReader.getRow(i);
string sAccountKind = account.AccountKind;
if (sAccountKind.Equals("32") || sAccountKind.Equals("36"))
{
if (account.MarginCallFlag.Equals("N"))
{
return(account);
}
}
}
return(null);
}
static void Main(string[] args)
{
O2GSession session = null;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
PrintSampleParams("TradingSettings", loginParams);
session = O2GTransport.createSession();
statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
}
session.unsubscribeSessionStatus(statusListener);
session.Dispose();
}
}
}
/// <summary>
/// Find valid account by ID or get the first valid account
/// </summary>
/// <param name="session"></param>
/// <returns>account</returns>
private static O2GAccountRow GetAccount(O2GSession session, string sAccountID)
{
O2GAccountRow account = null;
bool bHasAccount = false;
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory == null)
{
throw new Exception("Cannot create response reader factory");
}
O2GLoginRules loginRules = session.getLoginRules();
O2GResponse response = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GAccountsTableResponseReader accountsResponseReader = readerFactory.createAccountsTableReader(response);
for (int i = 0; i < accountsResponseReader.Count; i++)
{
account = accountsResponseReader.getRow(i);
string sAccountKind = account.AccountKind;
if (string.IsNullOrEmpty(sAccountID) || sAccountID.Equals(account.AccountID))
{
bHasAccount = true;
break;
}
}
if (!bHasAccount)
{
return(null);
}
else
{
return(account);
}
}
/// <summary>
/// Create true market order request
/// </summary>
private static O2GRequest CreateTrueMarketOrderRequest(O2GSession session, string sOfferID, string sAccountID, int iAmount, string sBuySell)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketOpen);
valuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
valuemap.setString(O2GRequestParamsEnum.BuySell, sBuySell);
valuemap.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemap.setString(O2GRequestParamsEnum.CustomID, "TrueMarketOrder");
request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return(request);
}
/// <summary>
/// Update margin requirements
/// </summary>
/// <param name="session"></param>
/// <param name="responseListener"></param>
private static void UpdateMargins(O2GSession session, ResponseListener responseListener)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap valueMap = requestFactory.createValueMap();
valueMap.setString(O2GRequestParamsEnum.Command, Constants.Commands.UpdateMarginRequirements);
request = requestFactory.createOrderRequest(valueMap);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
if (response != null && response.Type == O2GResponseType.MarginRequirementsResponse)
{
O2GResponseReaderFactory responseFactory = session.getResponseReaderFactory();
if (responseFactory != null)
{
responseFactory.processMarginRequirementsResponse(response);
Console.WriteLine("Margin requirements have been updated");
}
}
}
/// <summary>
/// Create entry order with attached stop and limit orders request
/// </summary>
private static O2GRequest CreateELSRequest(O2GSession session, string sOfferID, string sAccountID, int iAmount, double dRate, double dRateLimit, double dRateStop, string sBuySell, string sOrderType)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemap.setString(O2GRequestParamsEnum.OrderType, sOrderType);
valuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
valuemap.setString(O2GRequestParamsEnum.BuySell, sBuySell);
valuemap.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemap.setDouble(O2GRequestParamsEnum.Rate, dRate);
valuemap.setDouble(O2GRequestParamsEnum.RateLimit, dRateLimit);
valuemap.setDouble(O2GRequestParamsEnum.RateStop, dRateStop);
valuemap.setString(O2GRequestParamsEnum.CustomID, "EntryOrderWithStopLimit");
request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return request;
}
/// <summary>
/// Check if order exists
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="sOrderID"></param>
/// <param name="responseListener"></param>
/// <returns></returns>
private static bool IsOrderExists(O2GSession session, string sAccountID, string sOrderID, ResponseListener responseListener)
{
bool bHasOrder = false;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Orders, sAccountID);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
O2GResponseReaderFactory responseReaderFactory = session.getResponseReaderFactory();
O2GOrdersTableResponseReader responseReader = responseReaderFactory.createOrdersTableReader(response);
for (int i = 0; i < responseReader.Count; i++)
{
O2GOrderRow orderRow = responseReader.getRow(i);
if (sOrderID.Equals(orderRow.OrderID))
{
bHasOrder = true;
break;
}
}
return bHasOrder;
}
public GetHistoricalDataResponseListener(O2GSession session)
{
requestId = string.Empty;
response = null;
eventWaitHandle = new EventWaitHandle(false, EventResetMode.AutoReset);
this.session = session;
}
/// <summary>
/// Create request for join two existing entry orders into a new contingency group
/// </summary>
private static O2GRequest JoinToNewGroupRequest(O2GSession session, string sAccountID, string sPrimaryID, string sSecondaryID, int iContingencyType)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap valuemapMain = requestFactory.createValueMap();
valuemapMain.setString(O2GRequestParamsEnum.Command, Constants.Commands.JoinToNewContingencyGroup);
valuemapMain.setInt(O2GRequestParamsEnum.ContingencyGroupType, iContingencyType);
O2GValueMap valuemapChild;
valuemapChild = requestFactory.createValueMap();
valuemapChild.setString(O2GRequestParamsEnum.OrderID, sPrimaryID);
valuemapChild.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemapMain.appendChild(valuemapChild);
valuemapChild = requestFactory.createValueMap();
valuemapChild.setString(O2GRequestParamsEnum.OrderID, sSecondaryID);
valuemapChild.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemapMain.appendChild(valuemapChild);
request = requestFactory.createOrderRequest(valuemapMain);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return(request);
}
static void Main(string[] args)
{
O2GSession session = null;
SessionStatusListener statusListener = null;
try
{
Console.WriteLine("TradingSettings sample\n");
ArgumentParser argParser = new ArgumentParser(args, "TradingSettings");
argParser.AddArguments(ParserArgument.Login,
ParserArgument.Password,
ParserArgument.Url,
ParserArgument.Connection,
ParserArgument.SessionID,
ParserArgument.Pin);
argParser.ParseArguments();
if (!argParser.AreArgumentsValid)
{
argParser.PrintUsage();
return;
}
argParser.PrintArguments();
LoginParams loginParams = argParser.LoginParams;
session = O2GTransport.createSession();
statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
PrintTradingSettings(session);
Console.WriteLine("Done!");
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
}
session.unsubscribeSessionStatus(statusListener);
session.Dispose();
}
}
}
/// <summary>
/// ctor
/// </summary>
/// <param name="session"></param>
public ResponseListener(O2GSession session)
{
mRequestID = string.Empty;
mResponse = null;
mSyncResponseEvent = new EventWaitHandle(false, EventResetMode.AutoReset);
mSession = session;
}
public Connection(O2GSession session, LoginParams loginParams, SampleParams sampleParams, bool bIsFirstAccount)
{
mSession = session;
mLoginParams = loginParams;
mSampleParams = sampleParams;
mIsFirstAccount = bIsFirstAccount;
}
/// <summary>
/// Create request for removing order from existing contingency group
/// </summary>
private static O2GRequest RemoveOrderFromGroupRequest(O2GSession session, string sAccountID, string sOrderID)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap valuemapMain = requestFactory.createValueMap();
valuemapMain.setString(O2GRequestParamsEnum.Command, Constants.Commands.RemoveFromContingencyGroup);
O2GValueMap valuemapChild = requestFactory.createValueMap();
valuemapChild.setString(O2GRequestParamsEnum.Command, Constants.Commands.RemoveFromContingencyGroup);
valuemapChild.setString(O2GRequestParamsEnum.OrderID, sOrderID);
valuemapChild.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemapMain.appendChild(valuemapChild);
request = requestFactory.createOrderRequest(valuemapMain);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return(request);
}
/// <summary>
/// ctor
/// </summary>
/// <param name="session"></param>
public ResponseListener(O2GSession session)
{
mSession = session;
mRequestID = string.Empty;
mResponse = null;
mSyncResponseEvent = new EventWaitHandle(false, EventResetMode.AutoReset);
}
static void Main(string[] args)
{
O2GSession session = null;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
PrintSampleParams("PrintTable", loginParams);
session = O2GTransport.createSession();
session.useTableManager(O2GTableManagerMode.Yes, null);
statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
O2GTableManager tableManager = session.getTableManager();
O2GTableManagerStatus managerStatus = tableManager.getStatus();
while (managerStatus == O2GTableManagerStatus.TablesLoading)
{
Thread.Sleep(50);
managerStatus = tableManager.getStatus();
}
if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
{
throw new Exception("Cannot refresh all tables of table manager");
}
O2GAccountRow account = GetAccount(tableManager);
if (account == null)
{
throw new Exception("No valid accounts");
}
PrintOrders(tableManager, account.AccountID);
Console.WriteLine("Done!");
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
}
session.unsubscribeSessionStatus(statusListener);
session.Dispose();
}
}
}
/// <summary>
/// Get initial Trades state
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="responseListener"></param>
/// <returns>TradesTable</returns>
private static O2GTradesTableResponseReader GetTradesTable(O2GSession session, string sAccountID, ResponseListener responseListener)
{
O2GTradesTableResponseReader tradesTable = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest refreshTrades = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID);
responseListener.SetRequestID(refreshTrades.RequestID);
session.sendRequest(refreshTrades);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse tradeResponse = responseListener.GetResponse();
if (tradeResponse != null)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
tradesTable = readerFactory.createTradesTableReader(tradeResponse);
}
}
return(tradesTable);
}
/// <summary>
/// Open Session to FXCM
/// </summary>
private void OpenSession()
{
try
{
// Create a new session object
_session = O2GTransport.createSession();
_session.useTableManager(O2GTableManagerMode.Yes, null);
// Initialize listener
_statusListener = new SessionStatusListener(_session, _logger);
// Register event
_statusListener.ConnectionEvent += OnSessionStatusChanged;
// Register local listener
_session.subscribeSessionStatus(_statusListener);
_statusListener.Reset();
// Send login request
_session.login(_connectionParameters.LoginId, _connectionParameters.Password, _connectionParameters.Url,
_connectionParameters.Connection);
}
catch (Exception exception)
{
_logger.Error(exception, _type.FullName, "OpenSession");
}
}
/// <summary>
/// Print accounts table
/// </summary>
/// <param name="session"></param>
private static void PrintCommissionDetails(O2GSession session, SampleParams sampleParams)
{
//wait until commissions related information will be loaded
O2GCommissionsProvider commissionProvider = session.getCommissionsProvider();
while (commissionProvider.getStatus() == O2GCommissionStatus.CommissionStatusLoading)
{
System.Threading.Thread.Sleep(1000);
}
if (commissionProvider.getStatus() != O2GCommissionStatus.CommissionStatusReady)
{
throw new Exception("Could not calculate the estimated commissions.");
}
//retrieve the required parameter values from the sampleParams
O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
O2GOfferRow offer = GetOffer(session, sampleParams.Instrument);
if (offer == null || account == null)
{
throw new Exception("Incorrect input parameters.");
}
O2GCommissionDescriptionsCollection commList = commissionProvider.getCommissionDescriptions(offer.OfferID, account.ATPID);
foreach (O2GCommissionDescription descr in commList)
{
Console.WriteLine("Commission : {0}, {1}, {2}", descr.Stage, descr.UnitType, descr.CommissionValue);
}
}
public Connection(O2GSession session, LoginParams loginParams, SampleParams sampleParams, bool bIsFirstAccount)
{
mSession = session;
mLoginParams = loginParams;
mSampleParams = sampleParams;
mIsFirstAccount = bIsFirstAccount;
}
public HistoricPricesForm(O2GSession CurrentSession)
: this()
{
m_session = CurrentSession;
// JS ADD TIMEFRAMES FROM timeframecollection TO DROPDOWN BOX
this.ShowDialog();
}
private O2GRequest GetSetSubscriptionStatusRequest(
O2GSession session, Dictionary <string, string> offerIds)
{
var factory = session.getRequestFactory();
var mainValueMap = factory.createValueMap();
mainValueMap.setString(O2GRequestParamsEnum.Command, "SetSubscriptionStatus");
foreach (var instrument in offerIds.Keys)
{
var childValueMap = factory.createValueMap();
childValueMap.setString(O2GRequestParamsEnum.Command, "SetSubscriptionStatus");
var status = instrument.IsSymbol() ? "T" : "D";
childValueMap.setString(O2GRequestParamsEnum.SubscriptionStatus, status);
childValueMap.setString(O2GRequestParamsEnum.OfferID, offerIds[instrument]);
mainValueMap.appendChild(childValueMap);
}
return(factory.createOrderRequest(mainValueMap));
}
/// <summary>
/// Store offers data from response and print it
/// </summary>
/// <param name="session"></param>
/// <param name="response"></param>
/// <param name="sInstrument"></param>
public void PrintOffers(O2GSession session, O2GResponse response, string sInstrument)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory == null)
{
throw new Exception("Cannot create response reader factory");
}
O2GOffersTableResponseReader responseReader = readerFactory.createOffersTableReader(response);
for (int i = 0; i < responseReader.Count; i++)
{
O2GOfferRow offerRow = responseReader.getRow(i);
Offer offer;
if (mOffers.FindOffer(offerRow.OfferID, out offer))
{
if (offerRow.isTimeValid && offerRow.isBidValid && offerRow.isAskValid)
{
offer.Date = offerRow.Time;
offer.Bid = offerRow.Bid;
offer.Ask = offerRow.Ask;
}
}
else
{
offer = new Offer(offerRow.OfferID, offerRow.Instrument,
offerRow.Digits, offerRow.PointSize, offerRow.Time,
offerRow.Bid, offerRow.Ask);
mOffers.AddOffer(offer);
}
if (string.IsNullOrEmpty(sInstrument) || offerRow.Instrument.Equals(sInstrument))
{
Console.WriteLine("{0}, {1}, Bid={2}, Ask={3}", offer.OfferID, offer.Instrument, offer.Bid, offer.Ask);
}
}
}
public bool ConnectToDataFeed(string username, string password, Connection connection)
{
IsConnceted = false;
try
{
_session = O2GTransport.createSession();
_session.LoginFailed += Session_LoginFailed;
_session.SessionStatusChanged += Session_SessionStatusChanged;
IsConnceted = Login(username, password, connection.ToString());
_session.RequestCompleted += Session_RequestCompleted;
_session.RequestFailed += Session_RequestFailed;
_session.TablesUpdates += Session_TablesUpdates;
}
catch (Exception ex)
{
Stop();
MessageBox.Show(ex.Message);
IsConnceted = false;
}
return(IsConnceted);
}
/// <summary>
/// Attach L or S order to existing entry order
/// </summary>
private static O2GRequest AddOrderForEntryRequest(O2GSession session, O2GTradeRow trade, string sOrderType, double dRate)
{
if (!sOrderType.Equals("L") && !sOrderType.Equals("S"))
{
throw new Exception("Incorrect order type");
}
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemap.setString(O2GRequestParamsEnum.OrderType, sOrderType); // Must be L or S
valuemap.setString(O2GRequestParamsEnum.AccountID, trade.AccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, trade.OfferID);
valuemap.setString(O2GRequestParamsEnum.TradeID, trade.TradeID); // TradeID from existing Entry order
string sOppositeDirection = trade.BuySell == Constants.Buy ? Constants.Sell : Constants.Buy;
valuemap.setString(O2GRequestParamsEnum.BuySell, sOppositeDirection); // The order direction must be opposite to the direction of the order which was used to create the position
valuemap.setInt(O2GRequestParamsEnum.Amount, trade.Amount);
valuemap.setDouble(O2GRequestParamsEnum.Rate, dRate);
valuemap.setString(O2GRequestParamsEnum.CustomID, "AttachedEntryOrder");
request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return(request);
}
/// <summary>
/// Create entry order request
/// </summary>
private static O2GRequest CreateEntryOrderRequest(O2GSession session, string sOfferID, string sAccountID, int iAmount, double dRate, string sBuySell, string sOrderType, string sExpireDate)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemap.setString(O2GRequestParamsEnum.OrderType, sOrderType);
valuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
valuemap.setString(O2GRequestParamsEnum.BuySell, sBuySell);
valuemap.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemap.setDouble(O2GRequestParamsEnum.Rate, dRate);
valuemap.setString(O2GRequestParamsEnum.CustomID, "EntryOrder");
if (!string.IsNullOrEmpty(sExpireDate))
{
valuemap.setString(O2GRequestParamsEnum.TimeInForce, Constants.TIF.GTD);
valuemap.setString(O2GRequestParamsEnum.ExpireDayTime, sExpireDate); // UTCTimestamp format: "yyyyMMdd-HH:mm:ss.SSS" (milliseconds are optional)
}
request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return(request);
}
/// <summary>
/// Create entry order with attached stop and limit orders request
/// </summary>
private static O2GRequest CreateELSRequest(O2GSession session, string sOfferID, string sAccountID, int iAmount, double dRate, double dRateLimit, double dRateStop, string sBuySell, string sOrderType)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemap.setString(O2GRequestParamsEnum.OrderType, sOrderType);
valuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
valuemap.setString(O2GRequestParamsEnum.BuySell, sBuySell);
valuemap.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemap.setDouble(O2GRequestParamsEnum.Rate, dRate);
valuemap.setDouble(O2GRequestParamsEnum.RateLimit, dRateLimit);
valuemap.setDouble(O2GRequestParamsEnum.RateStop, dRateStop);
valuemap.setString(O2GRequestParamsEnum.CustomID, "EntryOrderWithStopLimit");
request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return request;
}
/// <summary>
/// ctor
/// </summary>
/// <param name="session"></param>
public SessionStatusListener(O2GSession session, string sSessionID, string sPin)
{
mSession = session;
mSessionID = sSessionID;
mPin = sPin;
Reset();
mSyncSessionEvent = new EventWaitHandle(false, EventResetMode.AutoReset);
}
/// <summary>
/// ctor
/// </summary>
/// <param name="session"></param>
public ResponseListener(O2GSession session)
{
mSession = session;
mRequestID = string.Empty;
mInstrument = string.Empty;
mResponse = null;
mSyncResponseEvent = new EventWaitHandle(false, EventResetMode.AutoReset);
mOffers = new OfferCollection();
}
/// <summary>
/// ctor
/// </summary>
/// <param name="session"></param>
public ResponseListener(O2GSession session)
{
mSession = session;
mRequestID = string.Empty;
mRequestIDs = new List<string>();
mResponse = null;
mSyncResponseEvent = new EventWaitHandle(false, EventResetMode.AutoReset);
mBatchOrderMonitor = null;
}
/// <summary>
/// Request historical prices for the specified timeframe of the specified period
/// </summary>
/// <param name="session"></param>
/// <param name="sInstrument"></param>
/// <param name="sTimeframe"></param>
/// <param name="dtFrom"></param>
/// <param name="dtTo"></param>
/// <param name="responseListener"></param>
public static void GetHistoryPrices(O2GSession session, string sInstrument, string sTimeframe, DateTime dtFrom, DateTime dtTo, ResponseListener responseListener)
{
O2GRequestFactory factory = session.getRequestFactory();
O2GTimeframe timeframe = factory.Timeframes[sTimeframe];
if (timeframe == null)
{
throw new Exception(string.Format("Timeframe '{0}' is incorrect!", sTimeframe));
}
O2GRequest request = factory.createMarketDataSnapshotRequestInstrument(sInstrument, timeframe, 300);
DateTime dtFirst = dtTo;
do // cause there is limit for returned candles amount
{
factory.fillMarketDataSnapshotRequestTime(request, dtFrom, dtFirst, false);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
// shift "to" bound to oldest datetime of returned data
O2GResponse response = responseListener.GetResponse();
if (response != null && response.Type == O2GResponseType.MarketDataSnapshot)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GMarketDataSnapshotResponseReader reader = readerFactory.createMarketDataSnapshotReader(response);
if (reader.Count > 0)
{
if (DateTime.Compare(dtFirst, reader.getDate(0)) != 0)
{
dtFirst = reader.getDate(0); // earliest datetime of returned data
}
else
{
break;
}
}
else
{
Console.WriteLine("0 rows received");
break;
}
}
PrintPrices(session, response);
}
else
{
break;
}
} while (dtFirst > dtFrom);
}
/// <summary>
/// Find order by id and print it
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="sOrderID"></param>
/// <param name="responseListener"></param>
private static void FindOrder(O2GSession session, string sAccountID, string sOrderID, ResponseListener responseListener)
{
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Orders, sAccountID);
if (request != null)
{
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse orderResponse = responseListener.GetResponse();
if (orderResponse != null)
{
if (orderResponse.Type == O2GResponseType.GetOrders)
{
O2GResponseReaderFactory responseReaderFactory = session.getResponseReaderFactory();
bool bFound = false;
O2GOrdersTableResponseReader responseReader = responseReaderFactory.createOrdersTableReader(orderResponse);
for (int i = 0; i < responseReader.Count; i++)
{
O2GOrderRow orderRow = responseReader.getRow(i);
if (sOrderID.Equals(orderRow.OrderID))
{
Console.WriteLine("OrderID={0}; AccountID={1}; Type={2}; Status={3}; OfferID={4}; Amount={5}; BuySell={6}; Rate={7}",
orderRow.OrderID, orderRow.AccountID, orderRow.Type, orderRow.Status, orderRow.OfferID,
orderRow.Amount, orderRow.BuySell, orderRow.Rate);
bFound = true;
break;
}
}
if (!bFound)
{
Console.WriteLine("OrderID={0} is not found!", sOrderID);
}
}
}
}
else
{
Console.WriteLine("Cannot create request");
}
}
/// <summary>
/// Print accounts table
/// </summary>
/// <param name="session"></param>
private static void PrintAccounts(O2GSession session)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory == null)
{
throw new Exception("Cannot create response reader factory");
}
O2GLoginRules loginRules = session.getLoginRules();
O2GResponse response = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GAccountsTableResponseReader accountsResponseReader = readerFactory.createAccountsTableReader(response);
for (int i = 0; i < accountsResponseReader.Count; i++)
{
O2GAccountRow accountRow = accountsResponseReader.getRow(i);
Console.WriteLine("AccountID: {0}, Balance: {1}, Used margin: {2}", accountRow.AccountID, accountRow.Balance, accountRow.UsedMargin);
}
}
/// <summary>
/// Create true market order request
/// </summary>
private static O2GRequest CreateTrueMarketOrderRequest(O2GSession session, string sOfferID, string sAccountID, int iAmount, string sBuySell)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketOpen);
valuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
valuemap.setString(O2GRequestParamsEnum.BuySell, sBuySell);
valuemap.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemap.setString(O2GRequestParamsEnum.CustomID, "TrueMarketOrder");
request = requestFactory.createOrderRequest(valuemap);
return request;
}
/// <summary>
/// Find valid account by ID or get the first valid account
/// </summary>
/// <param name="session"></param>
/// <returns>account</returns>
private static O2GAccountRow GetAccount(O2GSession session, string sAccountID)
{
O2GAccountRow account = null;
bool bHasAccount = false;
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory == null)
{
throw new Exception("Cannot create response reader factory");
}
O2GLoginRules loginRules = session.getLoginRules();
O2GResponse response = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GAccountsTableResponseReader accountsResponseReader = readerFactory.createAccountsTableReader(response);
for (int i = 0; i < accountsResponseReader.Count; i++)
{
account = accountsResponseReader.getRow(i);
string sAccountKind = account.AccountKind;
if (account.MaintenanceType.Equals("0")) // netting account
{
if (sAccountKind.Equals("32") || sAccountKind.Equals("36"))
{
if (account.MarginCallFlag.Equals("N"))
{
if (string.IsNullOrEmpty(sAccountID) || sAccountID.Equals(account.AccountID))
{
bHasAccount = true;
break;
}
}
}
}
}
if (!bHasAccount)
{
return null;
}
else
{
return account;
}
}
/// <summary>
/// Create OCO request
/// </summary>
private static O2GRequest CreateOCORequest(O2GSession session, string sOfferID, string sAccountID, int iAmount, double dRateUp, double dRateDown)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap valuemapMain = requestFactory.createValueMap();
valuemapMain.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOCO);
// ValueMap for upswing
O2GValueMap valuemapUp = requestFactory.createValueMap();
valuemapUp.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemapUp.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.StopEntry);
valuemapUp.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemapUp.setString(O2GRequestParamsEnum.OfferID, sOfferID);
valuemapUp.setString(O2GRequestParamsEnum.BuySell, Constants.Buy);
valuemapUp.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemapUp.setDouble(O2GRequestParamsEnum.Rate, dRateUp);
valuemapMain.appendChild(valuemapUp);
// ValueMap for downswing
O2GValueMap valuemapDown = requestFactory.createValueMap();
valuemapDown.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemapDown.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.StopEntry);
valuemapDown.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemapDown.setString(O2GRequestParamsEnum.OfferID, sOfferID);
valuemapDown.setString(O2GRequestParamsEnum.BuySell, Constants.Sell);
valuemapDown.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemapDown.setDouble(O2GRequestParamsEnum.Rate, dRateDown);
valuemapMain.appendChild(valuemapDown);
request = requestFactory.createOrderRequest(valuemapMain);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return request;
}
/// <summary>
/// Find order by ID and print information about it
/// </summary>
/// <param name="session"></param>
/// <param name="sOrderID"></param>
/// <param name="sAccountID"></param>
/// <param name="responseListener"></param>
private static void FindOrder(O2GSession session, string sOrderID, string sAccountID, ResponseListener responseListener)
{
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Orders, sAccountID);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
if (response != null)
{
O2GResponseReaderFactory responseFactory = session.getResponseReaderFactory();
O2GOrdersTableResponseReader ordersReader = responseFactory.createOrdersTableReader(response);
for (int i = 0; i < ordersReader.Count; i++)
{
O2GOrderRow order = ordersReader.getRow(i);
if (sOrderID.Equals(order.OrderID))
{
Console.WriteLine("Information for OrderID = {0}", sOrderID);
Console.WriteLine("Account: {0}", order.AccountID);
Console.WriteLine("Amount: {0}", order.Amount);
Console.WriteLine("Rate: {0}", order.Rate);
Console.WriteLine("Type: {0}", order.Type);
Console.WriteLine("Buy/Sell: {0}", order.BuySell);
Console.WriteLine("Stage: {0}", order.Stage);
Console.WriteLine("Status: {0}", order.Status);
}
}
}
else
{
throw new Exception("Cannot get response");
}
}
/// <summary>
/// Print history data from response
/// </summary>
/// <param name="session"></param>
/// <param name="response"></param>
public static void PrintPrices(O2GSession session, O2GResponse response)
{
Console.WriteLine("Request with RequestID={0} is completed:", response.RequestID);
O2GResponseReaderFactory factory = session.getResponseReaderFactory();
if (factory != null)
{
O2GMarketDataSnapshotResponseReader reader = factory.createMarketDataSnapshotReader(response);
for (int ii = reader.Count - 1; ii >= 0; ii--)
{
if (reader.isBar)
{
Console.WriteLine("DateTime={0}, BidOpen={1}, BidHigh={2}, BidLow={3}, BidClose={4}, AskOpen={5}, AskHigh={6}, AskLow={7}, AskClose={8}, Volume={9}",
reader.getDate(ii), reader.getBidOpen(ii), reader.getBidHigh(ii), reader.getBidLow(ii), reader.getBidClose(ii),
reader.getAskOpen(ii), reader.getAskHigh(ii), reader.getAskLow(ii), reader.getAskClose(ii), reader.getVolume(ii));
}
else
{
Console.WriteLine("DateTime={0}, Bid={1}, Ask={2}", reader.getDate(ii), reader.getBidClose(ii), reader.getAskClose(ii));
}
}
}
}
/// <summary>
/// Show permissions for the particular instrument
/// </summary>
public static void CheckPermissions(O2GSession session, string sInstrument)
{
O2GLoginRules loginRules = session.getLoginRules();
O2GPermissionChecker permissionChecker = loginRules.getPermissionChecker();
Console.WriteLine("canCreateMarketOpenOrder = {0}", permissionChecker.canCreateMarketOpenOrder(sInstrument));
Console.WriteLine("canChangeMarketOpenOrder = {0}", permissionChecker.canChangeMarketOpenOrder(sInstrument));
Console.WriteLine("canDeleteMarketOpenOrder = {0}", permissionChecker.canDeleteMarketOpenOrder(sInstrument));
Console.WriteLine("canCreateMarketCloseOrder = {0}", permissionChecker.canCreateMarketCloseOrder(sInstrument));
Console.WriteLine("canChangeMarketCloseOrder = {0}", permissionChecker.canChangeMarketCloseOrder(sInstrument));
Console.WriteLine("canDeleteMarketCloseOrder = {0}", permissionChecker.canDeleteMarketCloseOrder(sInstrument));
Console.WriteLine("canCreateEntryOrder = {0}", permissionChecker.canCreateEntryOrder(sInstrument));
Console.WriteLine("canChangeEntryOrder = {0}", permissionChecker.canChangeEntryOrder(sInstrument));
Console.WriteLine("canDeleteEntryOrder = {0}", permissionChecker.canDeleteEntryOrder(sInstrument));
Console.WriteLine("canCreateStopLimitOrder = {0}", permissionChecker.canCreateStopLimitOrder(sInstrument));
Console.WriteLine("canChangeStopLimitOrder = {0}", permissionChecker.canChangeStopLimitOrder(sInstrument));
Console.WriteLine("canDeleteStopLimitOrder = {0}", permissionChecker.canDeleteStopLimitOrder(sInstrument));
Console.WriteLine("canRequestQuote = {0}", permissionChecker.canRequestQuote(sInstrument));
Console.WriteLine("canAcceptQuote = {0}", permissionChecker.canAcceptQuote(sInstrument));
Console.WriteLine("canDeleteQuote = {0}", permissionChecker.canDeleteQuote(sInstrument));
Console.WriteLine("canJoinToNewContingencyGroup = {0}", permissionChecker.canJoinToNewContingencyGroup(sInstrument));
Console.WriteLine("canJoinToExistingContingencyGroup = {0}", permissionChecker.canJoinToExistingContingencyGroup(sInstrument));
Console.WriteLine("canRemoveFromContingencyGroup = {0}", permissionChecker.canRemoveFromContingencyGroup(sInstrument));
Console.WriteLine("canChangeOfferSubscription = {0}", permissionChecker.canChangeOfferSubscription(sInstrument));
Console.WriteLine("canCreateNetCloseOrder = {0}", permissionChecker.canCreateNetCloseOrder(sInstrument));
Console.WriteLine("canChangeNetCloseOrder = {0}", permissionChecker.canChangeNetCloseOrder(sInstrument));
Console.WriteLine("canDeleteNetCloseOrder = {0}", permissionChecker.canDeleteNetCloseOrder(sInstrument));
Console.WriteLine("canCreateNetStopLimitOrder = {0}", permissionChecker.canCreateNetStopLimitOrder(sInstrument));
Console.WriteLine("canChangeNetStopLimitOrder = {0}", permissionChecker.canChangeNetStopLimitOrder(sInstrument));
Console.WriteLine("canDeleteNetStopLimitOrder = {0}", permissionChecker.canDeleteNetStopLimitOrder(sInstrument));
Console.WriteLine("canUseDynamicTrailingForStop = {0}", permissionChecker.canUseDynamicTrailingForStop());
Console.WriteLine("canUseDynamicTrailingForLimit = {0}", permissionChecker.canUseDynamicTrailingForLimit());
Console.WriteLine("canUseDynamicTrailingForEntryStop = {0}", permissionChecker.canUseDynamicTrailingForEntryStop());
Console.WriteLine("canUseDynamicTrailingForEntryLimit = {0}", permissionChecker.canUseDynamicTrailingForEntryLimit());
Console.WriteLine("canUseFluctuateTrailingForStop = {0}", permissionChecker.canUseFluctuateTrailingForStop());
Console.WriteLine("canUseFluctuateTrailingForLimit = {0}", permissionChecker.canUseFluctuateTrailingForLimit());
Console.WriteLine("canUseFluctuateTrailingForEntryStop = {0}", permissionChecker.canUseFluctuateTrailingForEntryStop());
Console.WriteLine("canUseFluctuateTrailingForEntryLimit = {0}", permissionChecker.canUseFluctuateTrailingForEntryLimit());
}
/// <summary>
/// Create close market order request
/// </summary>
private static O2GRequest CreateCloseMarketOrderRequest(O2GSession session, string sInstrument, O2GTradeRow tradeRow)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GLoginRules loginRules = session.getLoginRules();
O2GPermissionChecker permissionChecker = loginRules.getPermissionChecker();
O2GValueMap valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
if (permissionChecker.canCreateMarketCloseOrder(sInstrument) != O2GPermissionStatus.PermissionEnabled)
{
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketOpen); // in USA you need to use "OM" to close a position.
}
else
{
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
valuemap.setString(O2GRequestParamsEnum.TradeID, tradeRow.TradeID);
}
valuemap.setString(O2GRequestParamsEnum.AccountID, tradeRow.AccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, tradeRow.OfferID);
valuemap.setString(O2GRequestParamsEnum.BuySell, tradeRow.BuySell.Equals(Constants.Buy) ? Constants.Sell : Constants.Buy);
valuemap.setInt(O2GRequestParamsEnum.Amount, tradeRow.Amount);
valuemap.setString(O2GRequestParamsEnum.CustomID, "CloseMarketOrder");
request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return request;
}
// Get current prices and calculate order price
public void GetOfferRate(O2GSession session, string sInstrument, string mBuySell, string mOrderType, int entryPips,int stopPips)
{
double dBid = 0.0;
double dAsk = 0.0;
double dPointSize = 0.0;
try
{
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules != null && loginRules.isTableLoadedByDefault(O2GTableType.Offers))
{
O2GResponse offersResponse = loginRules.getTableRefreshResponse(O2GTableType.Offers);
O2GResponseReaderFactory responseFactory = session.getResponseReaderFactory();
O2GOffersTableResponseReader offersReader = responseFactory.createOffersTableReader(offersResponse);
for (int i = 0; i < offersReader.Count; i++)
{
O2GOfferRow offer = offersReader.getRow(i);
if (sInstrument == offer.Instrument)
{
mOfferID = offer.OfferID;
dBid = offer.Bid;
dAsk = offer.Ask;
dPointSize = offer.PointSize;
// For the purpose of this example we will place entry order 8 pips from the current market price
// and attach stop and limit orders 10 pips from an entry order price
if (mOrderType == Constants.Orders.LimitEntry)
{
if (mBuySell == Constants.Buy)
{
mRate = dAsk - entryPips * dPointSize;
// mRateLimit = mRate + 10 * dPointSize;
mRateStop = mRate - stopPips * dPointSize;
pegStopOffset = stopPips;
}
else
{
mRate = dBid + entryPips * dPointSize;
// mRateLimit = mRate - 10 * dPointSize;
mRateStop = mRate + stopPips * dPointSize;
pegStopOffset = -stopPips;
}
}
else // use StopEntry!
{
if (mBuySell == Constants.Buy)
{
mRate = dAsk + entryPips * dPointSize;
//mRateLimit = mRate + 10 * dPointSize;
mRateStop = mRate - stopPips * dPointSize;
pegStopOffset = -stopPips;
}
else // Sell
{
mRate = dBid - entryPips * dPointSize;
//mRateLimit = mRate - 10 * dPointSize;
mRateStop = mRate + stopPips * dPointSize;
pegStopOffset = stopPips;
}
}
mHasOffer = true;
break;
}
}
if (!mHasOffer)
log.debug("You specified invalid instrument. No action will be taken.");
}
}
catch (Exception e)
{
log.debug("Exception in GetOfferRate().\n\t " + e.Message);
}
}
int trailStepStop = 1; // dynamic
#endregion Fields
#region Constructors
public ELSTrade(O2GSession session,Display display)
{
this.mSession = session;
this.display = display;
}
// Get account for trade
public void GetAccount(O2GSession session)
{
try
{
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules != null && loginRules.isTableLoadedByDefault(O2GTableType.Accounts))
{
string sAccountID = string.Empty;
string sAccountKind = string.Empty;
O2GResponse accountsResponse = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GResponseReaderFactory responseFactory = session.getResponseReaderFactory();
O2GAccountsTableResponseReader accountsReader = responseFactory.createAccountsTableReader(accountsResponse);
for (int i = 0; i < accountsReader.Count; i++)
{
O2GAccountRow account = accountsReader.getRow(i);
sAccountID = account.AccountID;
sAccountKind = account.AccountKind;
if (sAccountKind == "32" || sAccountKind == "36")
{
mAccountID = sAccountID;
mHasAccount = true;
break;
}
}
if (!mHasAccount)
log.debug("You don't have any accounts available for trading. No action will be taken.");
}
}
catch (Exception e)
{
log.debug("Exception in GetAccounts():\n\t " + e.Message);
}
}
public ELSResponseListener(O2GSession session, Display display)
{
this.mSession = session;
this.display = display;
manualEvent = new ManualResetEvent(false);
}
public CreateOrder(O2GSession session, Display display)
{
this.session = session;
this.display = display;
session.subscribeResponse(this);
}
/// <summary>
/// Print orders table for account
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="responseListener"></param>
private static void PrintOrders(O2GSession session, string sAccountID, ResponseListener responseListener)
{
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Orders, sAccountID);
if (request != null)
{
Console.WriteLine("Orders table for account {0}", sAccountID);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
if (response != null)
{
O2GResponseReaderFactory responseReaderFactory = session.getResponseReaderFactory();
O2GOrdersTableResponseReader responseReader = responseReaderFactory.createOrdersTableReader(response);
for (int i = 0; i < responseReader.Count; i++)
{
O2GOrderRow orderRow = responseReader.getRow(i);
Console.WriteLine("OrderID: {0}, Status: {1}, Amount: {2}", orderRow.OrderID, orderRow.Status, orderRow.Amount);
}
}
else
{
throw new Exception("Cannot get response");
}
}
else
{
throw new Exception("Cannot create request");
}
}
/// <summary>
/// Create close all order request
/// </summary>
private static O2GRequest CreateCloseMarketNettingOrderRequest(O2GSession session, CloseOrdersData closeOrdersData)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap batchValuemap = requestFactory.createValueMap();
batchValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
string sOfferID = closeOrdersData.OfferID;
string sAccountID = closeOrdersData.AccountID;
OrderSide side = closeOrdersData.Side;
O2GValueMap childValuemap;
switch (side)
{
case OrderSide.Buy:
childValuemap = requestFactory.createValueMap();
childValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
childValuemap.setString(O2GRequestParamsEnum.NetQuantity, "Y");
childValuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
childValuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
childValuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
childValuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Buy);
batchValuemap.appendChild(childValuemap);
break;
case OrderSide.Sell:
childValuemap = requestFactory.createValueMap();
childValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
childValuemap.setString(O2GRequestParamsEnum.NetQuantity, "Y");
childValuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
childValuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
childValuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
childValuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Sell);
batchValuemap.appendChild(childValuemap);
break;
case OrderSide.Both:
childValuemap = requestFactory.createValueMap();
childValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
childValuemap.setString(O2GRequestParamsEnum.NetQuantity, "Y");
childValuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
childValuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
childValuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
childValuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Buy);
batchValuemap.appendChild(childValuemap);
childValuemap = requestFactory.createValueMap();
childValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
childValuemap.setString(O2GRequestParamsEnum.NetQuantity, "Y");
childValuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
childValuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
childValuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
childValuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Sell);
batchValuemap.appendChild(childValuemap);
break;
}
request = requestFactory.createOrderRequest(batchValuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return request;
}
/// <summary>
/// Find valid offer by instrument name
/// </summary>
/// <param name="session"></param>
/// <param name="sInstrument"></param>
/// <returns>offer</returns>
private static O2GOfferRow GetOffer(O2GSession session, string sInstrument)
{
O2GOfferRow offer = null;
bool bHasOffer = false;
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory == null)
{
throw new Exception("Cannot create response reader factory");
}
O2GLoginRules loginRules = session.getLoginRules();
O2GResponse response = loginRules.getTableRefreshResponse(O2GTableType.Offers);
O2GOffersTableResponseReader offersResponseReader = readerFactory.createOffersTableReader(response);
for (int i = 0; i < offersResponseReader.Count; i++)
{
offer = offersResponseReader.getRow(i);
if (offer.Instrument.Equals(sInstrument))
{
if (offer.SubscriptionStatus.Equals("T"))
{
bHasOffer = true;
break;
}
}
}
if (!bHasOffer)
{
return null;
}
else
{
return offer;
}
}
/// <summary>
/// Get orders data for closing all positions
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="responseListener"></param>
/// <returns></returns>
private static Dictionary<string, CloseOrdersData> GetCloseOrdersData(O2GSession session, string sAccountID, ResponseListener responseListener)
{
Dictionary<string, CloseOrdersData> closeOrdersData = new Dictionary<string, CloseOrdersData>();
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
if (response != null)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GTradesTableResponseReader tradesResponseReader = readerFactory.createTradesTableReader(response);
for (int i = 0; i < tradesResponseReader.Count; i++)
{
O2GTradeRow trade = tradesResponseReader.getRow(i);
string sOfferID = trade.OfferID;
string sBuySell = trade.BuySell;
// Set opposite side
OrderSide side = (sBuySell.Equals(Constants.Buy) ? OrderSide.Sell : OrderSide.Buy);
if (closeOrdersData.ContainsKey(sOfferID))
{
OrderSide currentSide = closeOrdersData[sOfferID].Side;
if (currentSide != OrderSide.Both && currentSide != side)
{
closeOrdersData[sOfferID].Side = OrderSide.Both;
}
}
else
{
CloseOrdersData data = new CloseOrdersData(sAccountID, side);
closeOrdersData.Add(sOfferID, data);
}
}
}
}
return closeOrdersData;
}
