/// <summary>
/// ctor
/// </summary>
/// <param name="responseListener"></param>
public TableListener(ResponseListener responseListener)
{
mOrderMonitor = null;
mResponseListener = responseListener;
mTradesTable = null;
mRequestID = string.Empty;
}
/// <summary>
/// Get initial Trades state
/// </summary>
/// <param name="tableManager"></param>
/// <returns>TradesTable</returns>
private static O2GTradesTable GetTradesTable(O2GTableManager tableManager)
{
O2GTradesTable tradesTable = null;
tradesTable = (O2GTradesTable)tableManager.getTable(O2GTableType.Trades);
return(tradesTable);
}
/// <summary>
/// Get orders data for closing all positions
/// </summary>
/// <param name="tableManager"></param>
/// <param name="sAccountID"></param>
/// <returns></returns>
private static Dictionary <string, CloseOrdersData> GetCloseOrdersData(O2GTableManager tableManager, string sAccountID)
{
Dictionary <string, CloseOrdersData> closeOrdersData = new Dictionary <string, CloseOrdersData>();
O2GTradeRow trade = null;
O2GTradesTable tradesTable = (O2GTradesTable)tableManager.getTable(O2GTableType.Trades);
for (int i = 0; i < tradesTable.Count; i++)
{
trade = tradesTable.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);
}
/// <summary>
/// ctor
/// </summary>
/// <param name="responseListener"></param>
public TableListener(ResponseListener responseListener)
{
mOrderMonitor = null;
mResponseListener = responseListener;
mTradesTable = null;
mRequestID = string.Empty;
}
private IEnumerable <BaseRow> GetRows(O2GTradesTable table)
{
var rows = new List <TradeTableRow>();
for (var i = 0; i < table.Count; i++)
{
rows.Add(this.GetRow <TradeTableRow, O2GTradeTableRow>(table.getRow(i)));
}
return(rows);
}
// Print orders table using IO2GEachRowListener
public static void PrintTrades(O2GTableManager tableManager, string sAccountID)
{
O2GTradesTable tradesTable = (O2GTradesTable)tableManager.getTable(O2GTableType.Trades);
if (tradesTable.Count == 0)
{
Console.WriteLine("Table is empty!");
}
else
{
tradesTable.forEachRow(new EachRowListener(sAccountID));
}
}
public void UnsubscribeEvents(O2GTableManager manager)
{
O2GOrdersTable ordersTable = (O2GOrdersTable)manager.getTable(O2GTableType.Orders);
O2GTradesTable tradesTable = (O2GTradesTable)manager.getTable(O2GTableType.Trades);
O2GMessagesTable messagesTable = (O2GMessagesTable)manager.getTable(O2GTableType.Messages);
O2GClosedTradesTable closedTradesTable = (O2GClosedTradesTable)manager.getTable(O2GTableType.ClosedTrades);
ordersTable.unsubscribeUpdate(O2GTableUpdateType.Insert, this);
ordersTable.subscribeUpdate(O2GTableUpdateType.Update, this);
ordersTable.unsubscribeUpdate(O2GTableUpdateType.Delete, this);
tradesTable.unsubscribeUpdate(O2GTableUpdateType.Insert, this);
tradesTable.unsubscribeUpdate(O2GTableUpdateType.Update, this);
closedTradesTable.unsubscribeUpdate(O2GTableUpdateType.Insert, this);
messagesTable.unsubscribeUpdate(O2GTableUpdateType.Insert, this);
}
public Trades(MainForm CurrentForm, O2GTableManager mTblMgr)
{
CreateTable();
CurrentForm.PopulateTable(TradesTable);
while (mTblMgr.getStatus() != O2GTableManagerStatus.TablesLoaded && mTblMgr.getStatus() != O2GTableManagerStatus.TablesLoadFailed)
{
Thread.Sleep(50);
}
O2GTradesTable table = (O2GTradesTable)mTblMgr.getTable(O2GTableType.Trades);
TradesListener listener = new TradesListener();
O2GTradeTableRow row = null;
for (int i = 0; i < table.Count; i++)
{
DataRow CurrentRow = TradesTable.NewRow();
TradesTable.Rows.Add(CurrentRow);
}
CurrentForm.GetTableData(table, listener, row, mTblMgr);
}
/// <summary>
/// Find the first opened position by AccountID and OfferID
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="sOfferID"></param>
/// <param name="responseListener"></param>
/// <returns></returns>
private static O2GTradeRow GetTrade(O2GTableManager tableManager, string sAccountID, string sOfferID)
{
bool bHasTrade = false;
O2GTradeRow trade = null;
O2GTradesTable tradesTable = (O2GTradesTable)tableManager.getTable(O2GTableType.Trades);
for (int i = 0; i < tradesTable.Count; i++)
{
trade = tradesTable.getRow(i);
if (trade.AccountID.Equals(sAccountID) && trade.OfferID.Equals(sOfferID))
{
bHasTrade = true;
break;
}
}
if (!bHasTrade)
{
return(null);
}
else
{
return(trade);
}
}
/// <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 bool GetCloseOrdersData(O2GTableManager tableManager, string sAccountID, string sOfferID, out CloseOrdersData closeOrdersData)
{
bool bIsTradesFound = false;
closeOrdersData = new CloseOrdersData();
O2GTradesTable tradesTable = (O2GTradesTable)tableManager.getTable(O2GTableType.Trades);
for (int i = 0; i < tradesTable.Count; i++)
{
O2GTradeRow trade = tradesTable.getRow(i);
if (!trade.OfferID.Equals(sOfferID))
{
continue;
}
bIsTradesFound = true;
string sBuySell = trade.BuySell;
// Set opposite side
OrderSide side = (sBuySell.Equals(Constants.Buy) ? OrderSide.Sell : OrderSide.Buy);
if (closeOrdersData.OfferID.Equals(sOfferID))
{
OrderSide currentSide = closeOrdersData.Side;
if (currentSide != OrderSide.Both && currentSide != side)
{
closeOrdersData.Side = OrderSide.Both;
}
}
else
{
closeOrdersData.OfferID = sOfferID;
closeOrdersData.AccountID = sAccountID;
closeOrdersData.Side = side;
}
}
return(bIsTradesFound);
}
static void Main(string[] args)
{
O2GSession session = null;
SessionStatusListener statusListener = null;
ResponseListener responseListener = null;
try
{
Console.WriteLine("OpenPositionNetting sample\n");
ArgumentParser argParser = new ArgumentParser(args, "OpenPositionNetting");
argParser.AddArguments(ParserArgument.Login,
ParserArgument.Password,
ParserArgument.Url,
ParserArgument.Connection,
ParserArgument.SessionID,
ParserArgument.Pin,
ParserArgument.Instrument,
ParserArgument.BuySell,
ParserArgument.Lots,
ParserArgument.AccountID);
argParser.ParseArguments();
if (!argParser.AreArgumentsValid)
{
argParser.PrintUsage();
return;
}
argParser.PrintArguments();
LoginParams loginParams = argParser.LoginParams;
SampleParams sampleParams = argParser.SampleParams;
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)
{
responseListener = new ResponseListener();
TableListener tableListener = new TableListener(responseListener);
session.subscribeResponse(responseListener);
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, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
sampleParams.AccountID = account.AccountID;
O2GOfferRow offer = GetOffer(tableManager, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GTradesTable tradesTable = GetTradesTable(tableManager);
if (tradesTable == null)
{
throw new Exception("Cannot get trades table");
}
tableListener.SetTradesTable(tradesTable);
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * sampleParams.Lots;
tableListener.SubscribeEvents(tableManager);
O2GRequest request = CreateTrueMarketOrderRequest(session, offer.OfferID, sampleParams.AccountID, iAmount, sampleParams.BuySell);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
tableListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (responseListener.WaitEvents())
{
System.Threading.Thread.Sleep(1000); // Wait for the balance update
Console.WriteLine("Done!");
}
else
{
throw new Exception("Response waiting timeout expired");
}
tableListener.UnsubscribeEvents(tableManager);
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
if (responseListener != null)
{
session.unsubscribeResponse(responseListener);
}
session.unsubscribeSessionStatus(statusListener);
}
session.Dispose();
}
}
}
public void SetTradesTable(O2GTradesTable tradesTable)
{
mTradesTable = tradesTable;
}
// **AFTER LOG IN**
// Background worker for table listeners
private void priceBW_DoWork(object sender, DoWorkEventArgs e)
{
Console.WriteLine("Entered BW");
// Enable timers.
pastTimer.Enabled = true;
pastTimer.Start();
oneSecTimer.Enabled = true;
oneSecTimer.Start();
mSession.useTableManager(O2GTableManagerMode.Yes, null);
tableManager = mSession.getTableManager();
managerStatus = tableManager.getStatus();
while (managerStatus == O2GTableManagerStatus.TablesLoading)
{
Console.WriteLine("Tables are loading...");
Thread.Sleep(50);
managerStatus = tableManager.getStatus();
}
if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
{
Console.WriteLine("Tabled loading failed");
this.Invoke(new MethodInvoker(delegate { actiBox.AppendText("WARNING: LOADING TABLES FAILED!" + Environment.NewLine); }));
return;
}
// Check Accounts Table and Grab Information
try
{
O2GLoginRules loginRules = mSession.getLoginRules();
Console.WriteLine("Tables are loaded!");
// Check if Accounts table is loaded automatically
if (loginRules != null && loginRules.isTableLoadedByDefault(O2GTableType.Accounts))
{
Console.WriteLine("Login rules != null");
// If table is loaded, use getTableRefreshResponse method
O2GResponse accountsResponse = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GResponseReaderFactory responseFactory = mSession.getResponseReaderFactory();
if (responseFactory != null)
{
Console.WriteLine("Grabbing account data....");
O2GAccountsTableResponseReader accountsReader = responseFactory.createAccountsTableReader(accountsResponse);
for (int i = 0; i < accountsReader.Count; i++)
{
account = accountsReader.getRow(i);
accountValue = account.Balance;
this.Invoke(new MethodInvoker(delegate { accountValueBox.Text = "$" + Convert.ToString(accountValue); }));
availLev = account.Balance;
this.Invoke(new MethodInvoker(delegate { accountLevBox.Text = "$" + Convert.ToString(availLev); }));
sAccountID = account.AccountID.ToString();
amountLimit = account.AmountLimit;
baseSize = account.BaseUnitSize;
}
}
}
else
{
// If table is not loaded, use createRefreshTableRequest method
O2GRequestFactory requestFactory = mSession.getRequestFactory();
if (requestFactory != null)
{
O2GRequest request = requestFactory.createRefreshTableRequest(O2GTableType.Accounts);
mSession.sendRequest(request);
Thread.Sleep(1000);
}
}
}
catch (Exception acctErr)
{
Console.WriteLine(acctErr);
}
// Check if all 20 pairs needed are subscribed to on the account.
try
{
O2GLoginRules loginRules = mSession.getLoginRules();
if (loginRules != null && loginRules.isTableLoadedByDefault(O2GTableType.Offers))
{
O2GResponse offersResponse = loginRules.getTableRefreshResponse(O2GTableType.Offers);
O2GResponseReaderFactory responseFactory = mSession.getResponseReaderFactory();
if (responseFactory != null)
{
Console.WriteLine("Triggering offers row");
O2GOffersTableResponseReader offersReader = responseFactory.createOffersTableReader(offersResponse);
for (int i = 0; i < offersReader.Count; i++)
{
O2GOfferRow offers = offersReader.getRow(i);
string checkOffer = offers.OfferID;
}
}
}
// Get MMR prices and set position initial cost
Console.WriteLine("Grabbing MMR");
this.Invoke(new MethodInvoker(delegate { actiBox.AppendText("Retrieving Pair MMR..." + Environment.NewLine); }));
O2GTradingSettingsProvider settingResponse = loginRules.getTradingSettingsProvider();
audcadMMR = settingResponse.getMMR("AUD/CAD", account);
audcadInitial = shortLot * audcadMMR;
audjpyMMR = settingResponse.getMMR("AUD/JPY", account);
audjpyInitial = shortLot * audjpyMMR;
audusdMMR = settingResponse.getMMR("AUD/USD", account);
audusdInitial = shortLot * audusdMMR;
cadjpyMMR = settingResponse.getMMR("CAD/JPY", account);
cadjpyInitial = shortLot * cadjpyMMR;
chfjpyMMR = settingResponse.getMMR("CHF/JPY", account);
chfjpyInitial = shortLot * chfjpyMMR;
euraudMMR = settingResponse.getMMR("EUR/AUD", account);
euraudInitial = shortLot * euraudMMR;
eurcadMMR = settingResponse.getMMR("EUR/CAD", account);
eurcadInitial = shortLot * eurcadMMR;
eurchfMMR = settingResponse.getMMR("EUR/CHF", account);
eurchfInitial = shortLot * eurchfMMR;
eurjpyMMR = settingResponse.getMMR("EUR/JPY", account);
eurjpyInitial = shortLot * eurjpyMMR;
eurusdMMR = settingResponse.getMMR("EUR/USD", account);
eurusdInitial = shortLot * eurusdMMR;
gbpaudMMR = settingResponse.getMMR("GBP/AUD", account);
gbpaudInitial = shortLot * gbpaudMMR;
gbpchfMMR = settingResponse.getMMR("GBP/CHF", account);
gbpchfInitial = shortLot * gbpchfMMR;
gbpjpyMMR = settingResponse.getMMR("GBP/JPY", account);
gbpjpyInitial = shortLot * gbpjpyMMR;
gbpnzdMMR = settingResponse.getMMR("GBP/NZD", account);
gbpnzdInitial = shortLot * gbpnzdMMR;
gbpusdMMR = settingResponse.getMMR("GBP/USD", account);
gbpusdInitial = shortLot * gbpusdMMR;
nzdjpyMMR = settingResponse.getMMR("NZD/JPY", account);
nzdjpyInitial = shortLot * nzdjpyMMR;
nzdusdMMR = settingResponse.getMMR("NZD/USD", account);
nzdusdInitial = shortLot * nzdusdMMR;
usdcadMMR = settingResponse.getMMR("USD/CAD", account);
usdcadInitial = shortLot * usdcadMMR;
usdchfMMR = settingResponse.getMMR("USD/CHF", account);
usdchfInitial = shortLot * usdchfMMR;
usdjpyMMR = settingResponse.getMMR("USD/JPY", account);
usdjpyInitial = shortLot * usdjpyMMR;
// Set highest move to 0
highestMove = 0;
// Set all move values to 0;
}
catch (Exception mmrErr)
{
Console.WriteLine(mmrErr);
}
Console.WriteLine("Initializing needed table events.");
// Initiate Table Getters
O2GOffersTable offersTable = (O2GOffersTable)tableManager.getTable(O2GTableType.Offers);
accountsTable = (O2GAccountsTable)tableManager.getTable(O2GTableType.Accounts);
O2GTradesTable tradesTable = (O2GTradesTable)tableManager.getTable(O2GTableType.Trades);
//O2GOrdersTable ordersTable = (O2GOrdersTable)tableManager.getTable(O2GTableType.Orders);
//O2GClosedTradesTable closedTradesTable = (O2GClosedTradesTable)tableManager.getTable(O2GTableType.ClosedTrades);
//O2GMessagesTable messagesTable = (O2GMessagesTable)tableManager.getTable(O2GTableType.Messages);
//O2GSummaryTable summaryTable = (O2GSummaryTable)tableManager.getTable(O2GTableType.Summary);
// Trigger Table Events for Subscription
offersTable.RowChanged += new EventHandler <RowEventArgs>(offersTable_RowChanged);
accountsTable.RowChanged += new EventHandler <RowEventArgs>(accountsTable_RowChanged);
tradesTable.RowChanged += new EventHandler <RowEventArgs>(tradesTable_RowChanged);
//ordersTable.RowChanged += new EventHandler<RowEventArgs>(ordersTable_RowChanged);
//closedTradesTable.RowChanged += new EventHandler<RowEventArgs>(closedTradesTable_RowChanged);
//messagesTable.RowChanged += new EventHandler<RowEventArgs>(messagesTable_RowChanged);
//summaryTable.RowChanged += new EventHandler<RowEventArgs>(summaryTable_RowChanged);
// Check pair subscription status, and add if needed.
this.Invoke(new MethodInvoker(delegate { actiBox.AppendText("Connection Established.... Monitoring Pairs..." + Environment.NewLine); }));
// Start Past Price Timer
pastTimer.Start();
}
public void SetTradesTable(O2GTradesTable tradesTable)
{
mTradesTable = tradesTable;
}