public void SaveToFile()
{
List<StopOrder> orderList = new List<StopOrder>();
StopOrder order = new StopOrder();
order.Amount = 1;
order.Currency = MtGoxCurrencySymbol.USD;
order.ExecuteTime = System.DateTime.Now;
order.OrderTime = System.DateTime.Now;
order.Price = 2;
order.Status = StopOrder.OrderStatus.Pending;
order.Type = StopOrder.OrderType.SellStop;
string folder = System.AppDomain.CurrentDomain.BaseDirectory.TrimEnd(new char[] { System.IO.Path.DirectorySeparatorChar });
string fileName = Path.Combine(Path.GetDirectoryName(folder), "test.dat");
StopOrder order1 = order;
order1.Amount = 2;
order1.Price = 4;
orderList.Add(order);
orderList.Add(order1);
StopOrderHelper.SaveToFile(orderList, fileName);
List<StopOrder> orderList2 = StopOrderHelper.LoadFromFile(fileName);
Assert.AreEqual(orderList2.Count, 2);
StopOrder order2 = orderList2[0];
Assert.AreEqual(order.Amount, order2.Amount);
Assert.AreEqual(order.Currency, order2.Currency);
Assert.AreEqual(order.ExecuteTime, order2.ExecuteTime);
Assert.AreEqual(order.OrderTime, order2.OrderTime);
Assert.AreEqual(order.Price, order2.Price);
Assert.AreEqual(order.Status, order2.Status);
Assert.AreEqual(order.Type, order2.Type);
//
// TODO: Add test logic here
//
}
public async Task<long> CreateStopOrder(StopOrder stopOrder)
{
Transaction newStopOrderTransaction = new Transaction
{
ACTION = TransactionAction.NEW_STOP_ORDER,
ACCOUNT = stopOrder.Account,
CLASSCODE = stopOrder.ClassCode,
SECCODE = stopOrder.SecCode,
EXPIRY_DATE = "GTC",//до отмены
STOPPRICE = stopOrder.ConditionPrice,
PRICE = stopOrder.Price,
QUANTITY = stopOrder.Quantity,
STOP_ORDER_KIND = ConvertStopOrderType(stopOrder.StopOrderType),
OPERATION = stopOrder.Operation == Operation.Buy?TransactionOperation.B : TransactionOperation.S
};
//todo: Not implemented
//["OFFSET"]=tostring(SysFunc.toPrice(SecCode,MaxOffset)),
//["OFFSET_UNITS"]="PRICE_UNITS",
//["SPREAD"]=tostring(SysFunc.toPrice(SecCode,DefSpread)),
//["SPREAD_UNITS"]="PRICE_UNITS",
//["MARKET_STOP_LIMIT"]="YES",
//["MARKET_TAKE_PROFIT"]="YES",
//["STOPPRICE2"]=tostring(SysFunc.toPrice(SecCode,StopLoss)),
//["EXECUTION_CONDITION"] = "FILL_OR_KILL",
return await Quik.Trading.SendTransaction(newStopOrderTransaction);
}
public void Execute()
{
List<StopOrder> orderList = new List<StopOrder>();
StopOrder order = new StopOrder();
order.Amount = 1;
order.Currency = MtGoxCurrencySymbol.USD;
order.ExecuteTime = System.DateTime.Now;
order.OrderTime = System.DateTime.Now;
order.Price = 2;
order.Status = StopOrder.OrderStatus.Pending;
order.Type = StopOrder.OrderType.SellStop;
order.Execute(1.99, 1.98);
}
internal void OnStopOrder(StopOrder stopOrder)
{
_stopOrders.Add(stopOrder);
StopOrder?.Invoke(this, stopOrder);
}
/// <summary>
/// Strategy enter/exit/filtering rules
/// </summary>
public override void OnNewBar()
{
decimal stopMargin = (int)this.GetInputParameter("Catastrophic Stop Loss ticks distance") * this.GetMainChart().Symbol.TickSize;
int buySignal = (int)this.GetInputParameter("RSI Buy signal trigger level");
int sellSignal = (int)this.GetInputParameter("RSI Sell signal trigger level");
if (rsiIndicator.GetRSI()[1] <= buySignal && rsiIndicator.GetRSI()[0] > buySignal && this.GetOpenPosition() != 1)
{
if (this.GetOpenPosition() == 0)
{
//BUY SIGNAL: Entering long and placing a catastrophic stop loss
MarketOrder buyOrder = new MarketOrder(OrderSide.Buy, 1, "Enter long position");
catastrophicStop = new StopOrder(OrderSide.Sell, 1, this.Bars.Close[0] - stopMargin, "Catastrophic stop long exit");
this.InsertOrder(buyOrder);
this.InsertOrder(catastrophicStop);
}
else if (this.GetOpenPosition() == -1)
{
//BUY SIGNAL: Closing short position and cancelling the catastrophic stop loss order
MarketOrder exitShortOrder = new MarketOrder(OrderSide.Buy, 1, "Exit short position (reversal exit signal)");
this.InsertOrder(exitShortOrder);
this.CancelOrder(catastrophicStop);
}
}
else if (rsiIndicator.GetRSI()[1] >= sellSignal && rsiIndicator.GetRSI()[0] < sellSignal && this.GetOpenPosition() != -1)
{
if (this.GetOpenPosition() == 0)
{
//SELL SIGNAL: Entering short and placing a catastrophic stop loss
MarketOrder sellOrder = new MarketOrder(OrderSide.Sell, 1, "Enter short position");
catastrophicStop = new StopOrder(OrderSide.Buy, 1, this.Bars.Close[0] + stopMargin, "Catastrophic stop short exit");
this.InsertOrder(sellOrder);
this.InsertOrder(catastrophicStop);
}
else if (this.GetOpenPosition() == 1)
{
//SELL SIGNAL: Closing long position and cancelling the catastrophic stop loss order
MarketOrder exitLongOrder = new MarketOrder(OrderSide.Sell, 1, "Exit long position (reversal exit signal)");
this.InsertOrder(exitLongOrder);
this.CancelOrder(catastrophicStop);
}
}
}
public void OnStopOrderReceived (StopOrder a_order)
{
foreach(AUnitComponent each in _orderCallbacks)
{
if(each.enabled)
{
((IOrderCallbacks)each).OnStopOrderReceived(a_order);
}
}
}
public SellStopOrder(StopOrder order) : base(order)
{
}
public Order StopOrder(OrderSide side, double qty, double stopPrice, string text)
{
SingleOrder singleOrder;
if (side == OrderSide.Buy)
{
singleOrder = new StopOrder(this.sq_Instrument, Side.Buy, qty, stopPrice, text);
}
else
{
singleOrder = new StopOrder(this.sq_Instrument, Side.Sell, qty, stopPrice, text);
}
singleOrder.Strategy = this.strategyName;
Order order = new Order(singleOrder);
order.Portfolio = this.portfolio;
Map.OQ_SQ_Order[order] = singleOrder;
Map.SQ_OQ_Order[singleOrder] = order;
return order;
}
public void OnStopOrder(StopOrder stopOrder)
{
StopOrder?.Invoke(_quik, stopOrder);
}
public void Invoke(IEvent @event)
{
if (@event == null)
{
Trace.WriteLine("Trace: ProcessCallbackMessage(). message = NULL");
throw new ArgumentNullException(nameof(@event));
}
// TODO use as instead of assert+is+cast
switch (@event.Name)
{
case EventName.AccountBalance:
Trace.Assert(@event is Event <AccountBalance>);
var accountBalance = ((Event <AccountBalance>)@event).Data;
_quikEventsInvoker.OnAccountBalance(accountBalance);
break;
case EventName.AccountPosition:
Trace.Assert(@event is Event <AccountPosition>);
var accPos = ((Event <AccountPosition>)@event).Data;
_quikEventsInvoker.OnAccountPosition(accPos);
break;
case EventName.AllTrade:
Trace.Assert(@event is Event <AllTrade>);
var allTrade = ((Event <AllTrade>)@event).Data;
allTrade.LuaTimeStamp = @event.CreatedTime;
_quikEventsInvoker.OnAllTrade(allTrade);
break;
case EventName.CleanUp:
Trace.Assert(@event is Event <string>);
_quikEventsInvoker.OnCleanUp();
break;
case EventName.Close:
Trace.Assert(@event is Event <string>);
_quikEventsInvoker.OnClose();
break;
case EventName.Connected:
Trace.Assert(@event is Event <string>);
_quikEventsInvoker.OnConnected();
break;
case EventName.DepoLimit:
Trace.Assert(@event is Event <DepoLimitEx>);
var dLimit = ((Event <DepoLimitEx>)@event).Data;
_quikEventsInvoker.OnDepoLimit(dLimit);
break;
case EventName.DepoLimitDelete:
Trace.Assert(@event is Event <DepoLimitDelete>);
var dLimitDel = ((Event <DepoLimitDelete>)@event).Data;
_quikEventsInvoker.OnDepoLimitDelete(dLimitDel);
break;
case EventName.Disconnected:
Trace.Assert(@event is Event <string>);
_quikEventsInvoker.OnDisconnected();
break;
case EventName.Firm:
Trace.Assert(@event is Event <Firm>);
var frm = ((Event <Firm>)@event).Data;
_quikEventsInvoker.OnFirm(frm);
break;
case EventName.FuturesClientHolding:
Trace.Assert(@event is Event <FuturesClientHolding>);
var futPos = ((Event <FuturesClientHolding>)@event).Data;
_quikEventsInvoker.OnFuturesClientHolding(futPos);
break;
case EventName.FuturesLimitChange:
Trace.Assert(@event is Event <FuturesLimits>);
var futLimit = ((Event <FuturesLimits>)@event).Data;
_quikEventsInvoker.OnFuturesLimitChange(futLimit);
break;
case EventName.FuturesLimitDelete:
Trace.Assert(@event is Event <FuturesLimitDelete>);
var limDel = ((Event <FuturesLimitDelete>)@event).Data;
_quikEventsInvoker.OnFuturesLimitDelete(limDel);
break;
case EventName.Init:
// Этот callback никогда не будет вызван так как на момент получения вызова OnInit в lua скрипте
// соединение с библиотекой QuikSharp не будет еще установлено. То есть этот callback не имеет смысла.
break;
case EventName.MoneyLimit:
Trace.Assert(@event is Event <MoneyLimitEx>);
var mLimit = ((Event <MoneyLimitEx>)@event).Data;
_quikEventsInvoker.OnMoneyLimit(mLimit);
break;
case EventName.MoneyLimitDelete:
Trace.Assert(@event is Event <MoneyLimitDelete>);
var mLimitDel = ((Event <MoneyLimitDelete>)@event).Data;
_quikEventsInvoker.OnMoneyLimitDelete(mLimitDel);
break;
case EventName.NegDeal:
break;
case EventName.NegTrade:
break;
case EventName.Order:
Trace.Assert(@event is Event <Order>);
var ord = ((Event <Order>)@event).Data;
ord.LuaTimeStamp = @event.CreatedTime;
_quikEventsInvoker.OnOrder(ord);
break;
case EventName.Param:
Trace.Assert(@event is Event <Param>);
var data = ((Event <Param>)@event).Data;
_quikEventsInvoker.OnParam(data);
break;
case EventName.Quote:
Trace.Assert(@event is Event <OrderBook>);
var ob = ((Event <OrderBook>)@event).Data;
ob.LuaTimeStamp = @event.CreatedTime;
_quikEventsInvoker.OnQuote(ob);
break;
case EventName.Stop:
Trace.Assert(@event is Event <string>);
_quikEventsInvoker.OnStop(int.Parse(((Event <string>)@event).Data));
break;
case EventName.StopOrder:
Trace.Assert(@event is Event <StopOrder>);
StopOrder stopOrder = ((Event <StopOrder>)@event).Data;
_quikEventsInvoker.OnStopOrder(stopOrder);
break;
case EventName.Trade:
Trace.Assert(@event is Event <Trade>);
var trade = ((Event <Trade>)@event).Data;
trade.LuaTimeStamp = @event.CreatedTime;
_quikEventsInvoker.OnTrade(trade);
break;
case EventName.TransReply:
Trace.Assert(@event is Event <TransactionReply>);
var trReply = ((Event <TransactionReply>)@event).Data;
trReply.LuaTimeStamp = @event.CreatedTime;
_quikEventsInvoker.OnTransReply(trReply);
break;
case EventName.Candle:
Trace.Assert(@event is Event <Candle>);
var candle = ((Event <Candle>)@event).Data;
_quikEventsInvoker.OnCandle(candle);
break;
case EventName.Error:
Trace.Assert(@event is Event <string>);
var error = ((Event <string>)@event).Data;
Trace.TraceError(error);
_quikEventsInvoker.OnError(error);
break;
default:
throw new EventTypeNotSupportedException($"Тип события: '{@event.Name}' не поддерживается.");
}
}
private void OnAddRow(int OpenID, int RowID, object Fields)
{
object[] fields = (object[])Fields;
if (_all_trades_table != null && OpenID == _all_trades_table.ID)
{
if (RowID <= _allTrades_lastRowID)
{
return;
}
_allTrades_lastRowID = RowID;
string secboard = Convert.ToString(fields[5]).Trim();
if (secboard != _secBoard)
{
return;
}
string ticker = Convert.ToString(fields[6]).Trim();
long tradeNo = Convert.ToInt64(fields[2]);
DateTime msktime = Convert.ToDateTime(fields[3]).AddHours(_addHours);
if (msktime.TimeOfDay < _startSessionMskTime)
{
msktime = new DateTime(msktime.Year, msktime.Month, msktime.Day, _startSessionMskTime.Hours, _startSessionMskTime.Minutes, _startSessionMskTime.Seconds);
}
if (msktime.TimeOfDay > _endSessionMskTime)
{
msktime = new DateTime(msktime.Year, msktime.Month, msktime.Day, _endSessionMskTime.Hours, _endSessionMskTime.Minutes, _endSessionMskTime.Seconds);
}
int lots = Convert.ToInt32(fields[8]);
double price = Convert.ToDouble(fields[9]);
Common.Data.Instrum ins = _instrumTable.GetInstrum(ticker);
if (ins == null)
{
return;
}
_tickDispatcher.AddTick(new Tick(tradeNo, msktime, ins.InsID, lots, (decimal)price));
}
else if (_securities_table != null && OpenID == _securities_table.ID)
{
if (RowID <= _securities_lastRowID)
{
return;
}
_securities_lastRowID = RowID;
string secboard = Convert.ToString(fields[1]).Trim();
if (secboard != _secBoard)
{
return;
}
string ticker = Convert.ToString(fields[2]).Trim();
string name = Convert.ToString(fields[3]).Trim();
string shortname = Convert.ToString(fields[4]).Trim();
int lotsize = Convert.ToInt32(fields[13]);
decimal pricestep = Convert.ToDecimal(fields[15]);
int decimals = Convert.ToInt32(fields[17]);
_instrumTable.SyncInstrum(ticker, shortname, name, lotsize, decimals, pricestep);
}
else if (_trdacc_table != null && OpenID == _trdacc_table.ID)
{
string account = Convert.ToString(fields[1]).Trim();
string name = Convert.ToString(fields[2]).Trim();
_accountTable.AddAccount(account, name);
}
else if (_orders_table != null && OpenID == _orders_table.ID)
{
var ticker = Convert.ToString(fields[21]).Trim();
var ins = _instrumTable.GetInstrum(ticker);
if (ins == null)
{
return;
}
string accCode = Convert.ToString(fields[19]).Trim();
var acc = _accountTable.GetAccount(accCode);
if (acc == null)
{
return;
}
Order order = new Order();
order.OrderNo = Convert.ToInt64(fields[1]);
order.Time = Convert.ToDateTime(fields[3]).AddHours(_addHours);
order.InsID = ins.InsID;
order.AccountID = acc.AccountID;
var bs = Convert.ToString(fields[12]).Trim();
order.BuySell = bs == "B" ? BuySell.Buy : BuySell.Sell;
order.LotCount = Convert.ToInt32(fields[25]);
order.Price = Convert.ToDecimal(fields[23]);
if (order.Price == 0)
{
order.Price = null;
}
var status = Convert.ToString(fields[10]).Trim();
if (status == "M")
{
order.Status = OrderStatus.Trade;
}
else if (status == "C")
{
order.Status = OrderStatus.EndTime;
}
else if (status == "N")
{
order.Status = OrderStatus.Reject;
}
else if (status == "W")
{
order.Status = OrderStatus.Remove;
}
else
{
order.Status = OrderStatus.Active; // A, O
}
_orderTable.AddOrder(order);
}
else if (_stoporders_table != null && OpenID == _stoporders_table.ID)
{
string secboard = Convert.ToString(fields[4]).Trim();
if (secboard != _secBoard)
{
return;
}
var ticker = Convert.ToString(fields[5]).Trim();
var ins = _instrumTable.GetInstrum(ticker);
if (ins == null)
{
return;
}
string accCode = Convert.ToString(fields[21]).Trim();
var acc = _accountTable.GetAccount(accCode);
if (acc == null)
{
return;
}
StopOrder so = new StopOrder();
so.StopOrderNo = Convert.ToInt64(fields[3]);
so.Time = Convert.ToDateTime(fields[1]).AddHours(_addHours);
so.InsID = ins.InsID;
so.AccountID = acc.AccountID;
var bs = Convert.ToString(fields[6]).Trim();
so.BuySell = bs == "B" ? BuySell.Buy : BuySell.Sell;
var st = Convert.ToString(fields[10]).Trim();
so.StopType = StopOrderType.TakeProfit;
if (st == "L")
{
so.StopType = StopOrderType.StopLoss;
}
else if (st == "P")
{
so.StopType = StopOrderType.TakeProfit;
}
so.AlertPrice = Convert.ToDecimal(fields[13]);
so.Price = Convert.ToDecimal(fields[14]);
if (so.Price == 0)
{
so.Price = null;
}
so.LotCount = Convert.ToInt32(fields[15]);
var status = Convert.ToString(fields[18]).Trim();
if (status == "M")
{
so.Status = StopOrderStatus.Order;
}
else if (status == "E")
{
so.Status = StopOrderStatus.EndTime;
}
else if (status == "R")
{
so.Status = StopOrderStatus.Reject;
}
else if (status == "W")
{
so.Status = StopOrderStatus.Remove;
}
else
{
so.Status = StopOrderStatus.Active; // A, O, space
}
so.EndTime = (DateTime?)fields[11]; // если время не указать, то сначала оно будет null, а потом сработает update, поменяется статус на Активный и время завершения установится на конец торговой сессии
if (so.EndTime != null)
{
so.EndTime = so.EndTime.Value.AddHours(_addHours);
}
_stopOrderTable.AddStopOrder(so, GetCurrentTime());
}
else if (_trades_table != null && OpenID == _trades_table.ID)
{
var ticker = Convert.ToString(fields[6]).Trim();
var ins = _instrumTable.GetInstrum(ticker);
if (ins == null)
{
return;
}
string accCode = Convert.ToString(fields[29]).Trim();
var acc = _accountTable.GetAccount(accCode);
if (acc == null)
{
return;
}
long orderNo = Convert.ToInt64(fields[2]);
Order order = _orderTable.GetOrder(orderNo);
if (order == null)
{
return;
}
Trade trade = new Trade();
trade.TradeNo = Convert.ToInt64(fields[1]);
trade.OrderID = order.OrderID;
trade.Time = Convert.ToDateTime(fields[3]).AddHours(_addHours);
trade.InsID = ins.InsID;
trade.AccountID = acc.AccountID;
var bs = Convert.ToString(fields[8]).Trim();
trade.BuySell = bs == "B" ? BuySell.Buy : BuySell.Sell;
trade.LotCount = Convert.ToInt32(fields[9]);
trade.Price = Convert.ToDecimal(fields[10]);
_tradeTable.AddTrade(trade);
}
else if (_holding_table != null && OpenID == _holding_table.ID)
{
var ticker = Convert.ToString(fields[5]).Trim();
var ins = _instrumTable.GetInstrum(ticker);
if (ins == null)
{
return;
}
var acc = _accountTable.GetDefaultAccount();
if (acc == null)
{
return;
}
int lots = Convert.ToInt32(fields[8]);
_holdingTable.SetHolding(acc.AccountID, ins.InsID, lots);
}
else if (_positions_table != null && OpenID == _positions_table.ID)
{
string accCode = Convert.ToString(fields[2]).Trim();
var acc = _accountTable.GetAccount(accCode);
if (acc == null)
{
return;
}
double pos = Convert.ToDouble(fields[11]);
decimal curPos = (decimal)pos;
_positionTable.SetPosition(acc.AccountID, curPos);
}
}
public void RemoveStopOrder(StopOrder so)
{
_engine.RemoveStopOrder(so);
}
protected void SendStopOrder(PanelControl panel, bool autoStop = false, bool showInfo = false)
{
if (autoStop)
{
if (panel.LastSendStopOrder > DateTime.Now.AddSeconds(-5))
{
//Для избежания многократного выставления
return;
}
}
var pos = Parent.Trader.Objects.tPositions.SearchFirst(p => p.Sec == panel.TrElement.Security);
decimal stepStop = panel.TrElement.Security.Params.MinPriceStep * 20;
int volume = pos.NotIsNull() ? pos.Data.CurrentNet : 0;
if (volume < 0)
{
stepStop = stepStop * -1;
volume = volume * -1;
}
//Просмотр инфо по будущему стопу
if (showInfo)
{
string text = "Инфо создаваемой стоп заявки:\n";
text += "Позиций: " + pos.Data.CurrentNet + "\n\n";
text += "Стоп цена: " + panel.PriceStop.Value + "\n";
text += "Цена исполнения: " + (panel.PriceStop.Value - stepStop) + "\n";
text += "Объем: " + volume + "\n";
text += "Дата завершения: " + DateTime.Now.AddDays(1).ToShortDateString() + "\n";
MessageBox.Show(text);
return;
}
if (panel.PriceStop.Value == 0)
{
SetMessage("Некорректная цена стоп-ордера!");
return;
}
if (volume == 0)
{
SetMessage("Не текущих позиций!");
return;
}
var stopOrder = new StopOrder()
{
Sec = panel.TrElement.Security,
Price = panel.PriceStop.Value - stepStop,
Volume = volume,
Direction = volume > 0 ? OrderDirection.Sell : OrderDirection.Buy,
ConditionPrice = panel.PriceStop.Value,
DateExpiry = DateMarket.ExtractDateTime(DateTime.Now.AddDays(1)),
Comment = Define.STOP_LOSS
};
var lastPrice = panel.TrElement.Security.LastPrice;
if (lastPrice > 0)
{
if (pos.IsBuy() && panel.PriceStop.Value > 0)
{
stopOrder.Direction = OrderDirection.Sell;
if (panel.PriceStop.Value > lastPrice)
{
SetMessage("Не корректная цена стоп заявки! Необходимо указать цену ниже текущей.");
return;
}
}
if (pos.IsSell() && panel.PriceStop.Value > 0)
{
stopOrder.Direction = OrderDirection.Buy;
if (panel.PriceStop.Value < lastPrice)
{
SetMessage("Не корректная цена стоп заявки! Необходимо указать цену выше текущей.");
return;
}
}
}
MThread.InitThread(ThreadPriority.Normal, () =>
{
Qlog.CatchException(() =>
{
Thread.Sleep(1000);
var countClosed = CancelAllStopOrders(panel);
Thread.Sleep(1000);
Parent.Trader.CreateStopOrder(stopOrder, StopOrderType.StopLimit);
addSignalByStop(stopOrder);
});
});
panel.LastSendStopOrder = DateTime.Now;
}
/// <summary>
/// Проверка и выставление стоп-ордера
/// </summary>
/// <param name="Price"></param>
/// <param name="volume"></param>
public void SetStopOrder(decimal Price, int volume, bool checkSet = true)
{
if (Price == 0)
{
ShowTransReply("Некорректная цена стоп-ордера!");
return;
}
if (volume == 0)
{
ShowTransReply("Не текущих позиций!");
return;
}
decimal stepStop = Securities.Params.MinPriceStep * 20;
if (volume < 0)
{
stepStop = stepStop * -1;
volume = volume * -1;
}
var stopOrder = new StopOrder()
{
Sec = Securities,
Price = Price - stepStop,
Volume = volume,
ConditionPrice = Price,
DateExpiry = DateMarket.ExtractDateTime(dateTimePickerStopOrder.Value),
ClientCode = ClientCode.Value,
Comment = Define.STOP_LOSS
};
if (this.Position.IsBuy() && Price > 0)
{
stopOrder.Direction = OrderDirection.Sell;
if (Price > Securities.LastPrice)
{
ShowTransReply("Не корректная цена стоп заявки! Необходимо указать цену ниже текущей.");
return;
}
}
if (this.Position.IsSell() && Price > 0)
{
stopOrder.Direction = OrderDirection.Buy;
if (Price < Securities.LastPrice)
{
ShowTransReply("Не корректная цена стоп заявки! Необходимо указать цену выше текущей.");
return;
}
}
//Устанавливаем в форму значение стоп цены
this.GuiAsync(() =>
{
numericUpDownStopPrice.Value = Price;
});
MThread.InitThread(() =>
{
var cancelOrders = this.Trader.Objects.tStopOrders.SearchAll(so => so.Sec == Securities &&
so.IsActive() && so.Comment.Contains(Define.STOP_LOSS));
if (cancelOrders.NotIsNull())
{
this.Trader.CancelListStopOrders(cancelOrders);
}
Thread.Sleep(500);
this.Trader.CreateStopOrder(stopOrder, StopOrderType.StopLimit);
if (checkSet)
{
Thread.Sleep(10000);
var allStopOrders = this.Trader.Objects.tStopOrders.SearchAll(so => so.Sec == Securities && so.IsActive());
if (allStopOrders.NotIsNull())
{
if (allStopOrders.Count() == 0)
{
this.SetStopOrder(Price, volume, false);
}
}
}
});
}
public void OnTick(params Tick[] ticks)
{
//Update the current market.
foreach (Tick t in ticks)
{
if (!currentOffers.ContainsKey(t.Symbol))
{
currentOffers.Add(t.Symbol, t);
}
else
{
currentOffers[t.Symbol] = t;
}
}
//-----------------------------------------------------------
// On each tick, we must check for stop and limit order hits.
//-----------------------------------------------------------
foreach (Tick t in ticks)
{
//------------------------------------------------------
// Stop Order Check
//------------------------------------------------------
if (_outStandingStopOrders.ContainsKey(t.Symbol))
{
StopOrder stopOrder = _outStandingStopOrders[t.Symbol];
//If trailing, need to relcalculate trigger price.
if (stopOrder.Trailing)
{
stopOrder.RecalculateTrail(t);
}
//Trigger stop if price drops -below- Buy Stop Trigger
if (stopOrder.IsBuyStop())
{
//net stop to close all
if (t.BidLow <= stopOrder.TriggerPrice)
{
CloseStopOrder(t, stopOrder);
}
}
//Trigger stop if price rises -above- Sell Stop Trigger
else if (stopOrder.IsSellStop())
{
if (t.AskHigh >= stopOrder.TriggerPrice)
{
CloseStopOrder(t, stopOrder);
}
}
}
//------------------------------------------------------
// Limit Order Check
//------------------------------------------------------
if (_outStandingLimitOrders.ContainsKey(t.Symbol))
{
LimitOrder limitOrder = _outStandingLimitOrders[t.Symbol];
//If trailing, need to relcalculate trigger price.
if (limitOrder.Trailing)
{
limitOrder.RecalculateTrail(t);
}
//Trigger limit if price goes -above- Buy Limit Trigger
if (limitOrder.IsBuyLimit())
{
//net limit to close all
if (t.BidClose >= limitOrder.TriggerPrice)
{
CloseLimitOrder(t, limitOrder);
}
}
//Trigger limit if price drops -below- Limit Stop Trigger
else if (limitOrder.IsSellLimit())
{
if (t.AskClose <= limitOrder.TriggerPrice)
{
CloseLimitOrder(t, limitOrder);
}
}
}
}
//-----------------------------------------------------------
// Adjust portfolio equity/margin
//-----------------------------------------------------------
_portfolio.AdjustPortfolioEquityAndMargin(ticks);
}
private void buttonCreateStopOrder_Click(object sender, EventArgs e)
{
try
{
decimal Price = numericUpDownStopPrice.Value;
if (this.Position.Data.CurrentNet == 0)
{
UpdateTransReply("Позиций не открыто!");
return;
}
if (this.Position.Data.CurrentNet > 0 && Price > 0)
{
var stopOrder = new StopOrder()
{
Direction = OrderDirection.Sell,
Sec = this.TrElement.Security,
Price = Price - this.TrElement.Security.Params.MinPriceStep * 20,
Volume = this.Position.Data.CurrentNet,
ConditionPrice = Price,
DateExpiry = dateTimePickerStopOrder.Value
};
if (Price > this.TrElement.Security.LastTrade.Price)
{
UpdateTransReply("Не корректная цена стоп заявки! Необходимо указать цену ниже текущей.");
}
else
{
this.Trader.CancelAllStopOrder(this.TrElement.Security);
this.Trader.CreateStopOrder(stopOrder, StopOrderType.StopLimit);
Common.Ext.NewThread(() =>
{
Thread.Sleep(300);
this.UpdateDepth();
});
}
}
if (this.Position.Data.CurrentNet < 0 && Price > 0)
{
var stopOrder = new StopOrder()
{
Direction = OrderDirection.Buy,
Sec = this.TrElement.Security,
Price = Price + this.TrElement.Security.Params.MinPriceStep * 20,
Volume = this.Position.Data.CurrentNet * -1,
ConditionPrice = Price,
DateExpiry = dateTimePickerStopOrder.Value
};
if (Price < this.TrElement.Security.LastTrade.Price)
{
UpdateTransReply("Не корректная цена стоп заявки! Необходимо указать цену выше текущей.");
}
else
{
this.Trader.CancelAllStopOrder(this.TrElement.Security);
this.Trader.CreateStopOrder(stopOrder, StopOrderType.StopLimit);
}
}
}
catch (Exception ee)
{
MessageBox.Show(ee.ToString());
}
}
public void PlaceStopOrder(StopOrder stop)
{
_outStandingStopOrders.Add(stop.Symbol, stop);
}
public bool StopLimit(StopOrder order, decimal price)
{
return(price < order.StopLimitPrice);
}
internal void RaiseNewStopOrderEvent(StopOrder stopOrder)
{
if (NewStopOrder != null)
NewStopOrder(stopOrder);
}
private async void CreateStopOrder(Condition condition, Operation operation, decimal condPrice, decimal condPrice2, decimal price, int qty, decimal pricePosition)
{
StopOrder orderNew = new StopOrder()
{
Account = _tool.AccountID,
ClassCode = _tool.ClassCode,
ClientCode = commentStop, // clientCode,
SecCode = secCode,
StopOrderType = StopOrderType.TakeProfitStopLimit,
Condition = condition,
Operation = operation,
ConditionPrice = (decimal)Math.Round(condPrice, _tool.PriceAccuracy),
Price = (decimal)Math.Round(price, _tool.PriceAccuracy),
ConditionPrice2 = (decimal)Math.Round(condPrice2, _tool.PriceAccuracy),
Offset = 0,
OffsetUnit = OffsetUnits.PRICE_UNITS,
Spread = 0,
SpreadUnit = OffsetUnits.PRICE_UNITS,
MarketStopLimit = YesOrNo.YES,
MarketTakeProfit = YesOrNo.YES,
Quantity = qty
//Comment = comment
};
try
{
//var res = _quik.StopOrders.CreateStopOrder(orderNew);
long transID = await _quik.StopOrders.CreateStopOrder(orderNew).ConfigureAwait(false);
Log("Выставили тейк-профит стоп-лимит на " + orderNew.Operation + " по цене стоп " + orderNew.ConditionPrice2 + " тейк " + orderNew.ConditionPrice + " TransID " + transID);
if (transID > 0)
{
Log("Стоп-заявка выставлена. ID транзакции - " + transID);
stopTransId = transID;
Thread.Sleep(1000);
try
{
var listStopOrders = _quik.StopOrders.GetStopOrders().Result;
foreach (StopOrder stopOrder in listStopOrders)
{
if (stopOrder.TransId == transID && stopOrder.ClassCode == _tool.ClassCode && stopOrder.SecCode == _tool.SecurityCode)
{
strategy.StopOrderNum = stopOrder.OrderNum;
Log("Стоп-заявка номер " + stopOrder.OrderNum + " выставлена");
}
}
strategy.Name = comment;
strategy.IsActive = true;
strategy.PricePosition = pricePosition;
strategy.Operation = orderNew.Operation;
strategy.Condition = condition;
strategy.CondPrice = orderNew.ConditionPrice;
strategy.CondPrice2 = orderNew.ConditionPrice2;
strategy.Price = orderNew.Price;
strategy.Qty = qty;
UpdateLabelStrategy();
Save2File();
}
catch { Log("Ошибка получения номера стоп-заявки."); }
}
else
{
Log("Неудачная попытка выставления стоп-заявки.");
}
}
catch (Exception exception)
{
Log("Ошибка выставления заявки CreateStopOrder " + exception);
}
}
public async Task<long> KillStopOrder(StopOrder stopOrder)
{
Transaction killStopOrderTransaction = new Transaction
{
ACTION = TransactionAction.KILL_STOP_ORDER,
CLASSCODE = stopOrder.ClassCode,
SECCODE = stopOrder.SecCode,
STOP_ORDER_KEY = stopOrder.OrderNum.ToString()
};
return await Quik.Trading.SendTransaction(killStopOrderTransaction);
}
public void TestSendNumLotsDissallowNegative()
{
var order = new StopOrder(new SOrderParameters());
Assert.Throws <ArgumentOutOfRangeException>(() => order.Send(20, -100));
}
public Order SellStopOrder(Instrument instrument, double qty, double stopPrice, string text)
{
SingleOrder singleOrder = new StopOrder(instrument.instrument, Side.Sell, qty, stopPrice, text);
singleOrder.Strategy = this.strategyName;
Order order = new Order(singleOrder);
order.Portfolio = this.portfolio;
Map.OQ_SQ_Order[order] = singleOrder;
Map.SQ_OQ_Order[singleOrder] = order;
return order;
}
/// <summary>
///
/// </summary>
public void AutoSLLoopControl()
{
if (TimeControl.AddSeconds(PERIOD_CONTROL_SEC) > DateTime.Now)
{
return;
}
TimeControl = DateTime.Now;
MThread.InitThread(() =>
{
foreach (var objControl in ASLObject.ToArray)
{
var sec = GetSecCodeAndClass(objControl.SecAndCode);
if (sec.NotIsNull())
{
var pos = Trader.Objects.tPositions.SearchFirst(p => p.Sec == sec);
if (pos.NotIsNull())
{
var stopLoss = Trader.Objects.tStopOrders.SearchAll(o => o.Sec == sec &&
o.IsActive() && o.Comment.Contains(Define.STOP_LOSS)
);
var volume = pos.CurrentVolume;
//Проверяем, не появились ли лишние стоп ордера
if (stopLoss.Count() > 1)
{
Trader.CancelAllStopOrder(sec);
continue;
}
//Проверяем не изменилась ли позиция
else if (stopLoss.Count() == 1)
{
var activeStop = stopLoss.ElementAt(0);
//Снимаем стоп если разные обьемы
if (activeStop.Volume != volume)
{
Trader.CancelAllStopOrder(sec);
continue;
}
//Снимаем стоп если он в другую сторону
if (activeStop.IsBuy() && pos.IsBuy())
{
Trader.CancelAllStopOrder(sec);
continue;
}
}
else if (stopLoss.Count() == 0 && pos.CurrentVolume > 0)
{
var allTrades = Trader.Objects.tMyTrades.SearchAll(t => t.Trade.Sec == sec)
.OrderByDescending(o => o.Trade.Number);
if (allTrades.NotIsNull())
{
decimal Price = 0;
if (allTrades.Count() > 0)
{
var lastTrade = allTrades.FirstOrDefault(o => o.Trade.Direction == pos.CurrentDirection);
if (lastTrade.NotIsNull())
{
Price = lastTrade.Trade.Price;
}
}
if (Price == 0)
{
Price = sec.LastPrice;
}
var tiks = objControl.Tiks;
var stopOrder = new StopOrder()
{
Sec = sec,
Price = Price,
ClientCode = objControl.Comment,
Comment = Define.STOP_LOSS,
Volume = volume,
DateExpiry = DateMarket.ExtractDateTime(DateTime.Now.AddDays(10))
};
if (pos.IsBuy())
{
stopOrder.Direction = OrderDirection.Sell;
stopOrder.ConditionPrice = Price - sec.MinPriceStep * tiks;
stopOrder.Price = stopOrder.ConditionPrice - sec.MinPriceStep * 10;
}
else if (pos.IsSell())
{
stopOrder.Direction = OrderDirection.Buy;
stopOrder.ConditionPrice = Price + sec.MinPriceStep * tiks;
stopOrder.Price = stopOrder.ConditionPrice + sec.MinPriceStep * 10;
}
Trader.CreateStopOrder(stopOrder, StopOrderType.StopLimit);
AutoSLLog("Create order: " + sec.ToString() + " " +
(stopOrder.IsBuy() ? "B" : "S") +
" " + stopOrder.ConditionPrice);
}
}
}
}
}
});
}
private async Task CallCommand()
{
string selectedCommand = listBoxCommands.SelectedItem.ToString();
switch (selectedCommand)
{
case "Получить исторические данные":
try
{
AppendText2TextBox(textBoxLogsWindow, "Подписываемся на получение исторических данных..." + Environment.NewLine);
_quik.Candles.Subscribe(tool.ClassCode, tool.SecurityCode, CandleInterval.H1).Wait();
AppendText2TextBox(textBoxLogsWindow, "Проверяем состояние подписки..." + Environment.NewLine);
isSubscribedToolCandles = _quik.Candles.IsSubscribed(tool.ClassCode, tool.SecurityCode, CandleInterval.H1).Result;
if (isSubscribedToolCandles)
{
AppendText2TextBox(textBoxLogsWindow, "Получаем исторические данные..." + Environment.NewLine);
toolCandles = _quik.Candles.GetAllCandles(tool.ClassCode, tool.SecurityCode, CandleInterval.H1).Result;
AppendText2TextBox(textBoxLogsWindow, "Выводим исторические данные в таблицу..." + Environment.NewLine);
toolCandlesTable = new FormOutputTable(toolCandles);
toolCandlesTable.Show();
}
else
{
AppendText2TextBox(textBoxLogsWindow, "Неудачная попытка подписки на исторические данные." + Environment.NewLine);
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка получения исторических данных." + Environment.NewLine); }
break;
case "Выставить лимитрированную заявку (без сделки)":
try
{
decimal priceInOrder = Math.Round(tool.LastPrice - tool.LastPrice / 20, tool.PriceAccuracy);
AppendText2TextBox(textBoxLogsWindow, "Выставляем заявку на покупку, по цене:" + priceInOrder + " ..." + Environment.NewLine);
order = await _quik.Orders.SendLimitOrder(tool.ClassCode, tool.SecurityCode, tool.AccountID, Operation.Buy, priceInOrder, 1).ConfigureAwait(false);
if (order.OrderNum > 0)
{
AppendText2TextBox(textBoxLogsWindow, "Заявка выставлена. ID транзакции - " + order.TransID + Environment.NewLine);
AppendText2TextBox(textBoxLogsWindow, "Заявка выставлена. Номер заявки - " + order.OrderNum + Environment.NewLine);
Text2TextBox(textBoxOrderNumber, order.OrderNum.ToString());
}
else
{
AppendText2TextBox(textBoxLogsWindow, "Неудачная попытка размещения заявки. Error: " + order.RejectReason + Environment.NewLine);
}
}
catch (Exception er) { textBoxLogsWindow.AppendText("Ошибка процедуры размещения заявки. Error: " + er.Message + Environment.NewLine); }
break;
case "Выставить лимитрированную заявку (c выполнением!!!)":
try
{
decimal priceInOrder = Math.Round(tool.LastPrice + tool.Step * 5, tool.PriceAccuracy);
AppendText2TextBox(textBoxLogsWindow, "Выставляем заявку на покупку, по цене:" + priceInOrder + " ..." + Environment.NewLine);
long transactionID = (await _quik.Orders.SendLimitOrder(tool.ClassCode, tool.SecurityCode, tool.AccountID, Operation.Buy, priceInOrder, 1).ConfigureAwait(false)).TransID;
if (transactionID > 0)
{
AppendText2TextBox(textBoxLogsWindow, "Заявка выставлена. ID транзакции - " + transactionID + Environment.NewLine);
Thread.Sleep(500);
try
{
listOrders = _quik.Orders.GetOrders().Result;
foreach (Order _order in listOrders)
{
if (_order.TransID == transactionID && _order.ClassCode == tool.ClassCode && _order.SecCode == tool.SecurityCode)
{
AppendText2TextBox(textBoxLogsWindow, "Заявка выставлена. Номер заявки - " + _order.OrderNum + Environment.NewLine);
Text2TextBox(textBoxOrderNumber, _order.OrderNum.ToString());
order = _order;
}
else
{
Text2TextBox(textBoxOrderNumber, "---");
}
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка получения номера заявки." + Environment.NewLine); }
}
else
{
AppendText2TextBox(textBoxLogsWindow, "Неудачная попытка выставления заявки." + Environment.NewLine);
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка выставления заявки." + Environment.NewLine); }
break;
case "Выставить рыночную заявку (c выполнением!!!)":
try
{
decimal priceInOrder = Math.Round(tool.LastPrice + tool.Step * 5, tool.PriceAccuracy);
AppendText2TextBox(textBoxLogsWindow, "Выставляем рыночную заявку на покупку..." + Environment.NewLine);
long transactionID = (await _quik.Orders.SendMarketOrder(tool.ClassCode, tool.SecurityCode, tool.AccountID, Operation.Buy, 1).ConfigureAwait(false)).TransID;
if (transactionID > 0)
{
AppendText2TextBox(textBoxLogsWindow, "Заявка выставлена. ID транзакции - " + transactionID + Environment.NewLine);
Thread.Sleep(500);
try
{
listOrders = _quik.Orders.GetOrders().Result;
foreach (Order _order in listOrders)
{
if (_order.TransID == transactionID && _order.ClassCode == tool.ClassCode && _order.SecCode == tool.SecurityCode)
{
textBoxLogsWindow.AppendText("Заявка выставлена. Номер заявки - " + _order.OrderNum + Environment.NewLine);
Text2TextBox(textBoxOrderNumber, _order.OrderNum.ToString());
order = _order;
}
else
{
Text2TextBox(textBoxOrderNumber, "---");
}
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка получения номера заявки." + Environment.NewLine); }
}
else
{
AppendText2TextBox(textBoxLogsWindow, "Неудачная попытка выставления заявки." + Environment.NewLine);
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка выставления заявки." + Environment.NewLine); }
break;
case "Удалить активную заявку":
try
{
if (order != null && order.OrderNum > 0)
{
AppendText2TextBox(textBoxLogsWindow, "Удаляем заявку на покупку с номером - " + order.OrderNum + " ..." + Environment.NewLine);
}
long x = _quik.Orders.KillOrder(order).Result;
AppendText2TextBox(textBoxLogsWindow, "Результат - " + x + " ..." + Environment.NewLine);
Text2TextBox(textBoxOrderNumber, "");
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка удаления заявки." + Environment.NewLine); }
break;
case "Получить информацию по бумаге":
try
{
AppendText2TextBox(textBoxLogsWindow, "Получаем таблицу информации..." + Environment.NewLine);
listSecurityInfo = new List <SecurityInfo>();
listSecurityInfo.Add(_quik.Class.GetSecurityInfo(tool.ClassCode, tool.SecurityCode).Result);
if (listDepoLimits.Count > 0)
{
AppendText2TextBox(textBoxLogsWindow, "Выводим данные в таблицу..." + Environment.NewLine);
toolCandlesTable = new FormOutputTable(listSecurityInfo);
toolCandlesTable.Show();
}
else
{
AppendText2TextBox(textBoxLogsWindow, "Информация по бумаге '" + tool.Name + "' отсутствует." + Environment.NewLine);
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка получения лимитов." + Environment.NewLine); }
break;
case "Получить таблицу лимитов по бумаге":
try
{
AppendText2TextBox(textBoxLogsWindow, "Получаем таблицу лимитов..." + Environment.NewLine);
listDepoLimits = _quik.Trading.GetDepoLimits(tool.SecurityCode).Result;
if (listDepoLimits.Count > 0)
{
AppendText2TextBox(textBoxLogsWindow, "Выводим данные лимитов в таблицу..." + Environment.NewLine);
toolCandlesTable = new FormOutputTable(listDepoLimits);
toolCandlesTable.Show();
}
else
{
AppendText2TextBox(textBoxLogsWindow, "Бумага '" + tool.Name + "' в таблице лимитов отсутствует." + Environment.NewLine);
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка получения лимитов." + Environment.NewLine); }
break;
case "Получить таблицу лимитов по всем бумагам":
try
{
AppendText2TextBox(textBoxLogsWindow, "Получаем таблицу лимитов..." + Environment.NewLine);
listDepoLimits = _quik.Trading.GetDepoLimits().Result;
if (listDepoLimits.Count > 0)
{
AppendText2TextBox(textBoxLogsWindow, "Выводим данные лимитов в таблицу..." + Environment.NewLine);
toolCandlesTable = new FormOutputTable(listDepoLimits);
toolCandlesTable.Show();
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка получения лимитов." + Environment.NewLine); }
break;
case "Получить таблицу по фьючерсным лимитам":
try
{
AppendText2TextBox(textBoxLogsWindow, "Получаем таблицу фьючерсных лимитов..." + Environment.NewLine);
futLimit = _quik.Trading.GetFuturesLimit(tool.FirmID, tool.AccountID, 0, "SUR").Result;
if (futLimit != null)
{
listFuturesLimits = new List <FuturesLimits>();
listFuturesLimits.Add(futLimit);
AppendText2TextBox(textBoxLogsWindow, "Выводим данные лимитов в таблицу..." + Environment.NewLine);
toolCandlesTable = new FormOutputTable(listFuturesLimits);
toolCandlesTable.Show();
}
else
{
Console.WriteLine("futuresLimit = null");
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка получения лимитов." + Environment.NewLine); }
break;
case "Получить таблицу заявок":
try
{
AppendText2TextBox(textBoxLogsWindow, "Получаем таблицу заявок..." + Environment.NewLine);
listOrders = _quik.Orders.GetOrders().Result;
if (listOrders.Count > 0)
{
AppendText2TextBox(textBoxLogsWindow, "Выводим данные о заявках в таблицу..." + Environment.NewLine);
toolCandlesTable = new FormOutputTable(listOrders);
toolCandlesTable.Show();
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка получения заявок." + Environment.NewLine); }
break;
case "Получить таблицу сделок":
try
{
AppendText2TextBox(textBoxLogsWindow, "Получаем таблицу сделок..." + Environment.NewLine);
listTrades = _quik.Trading.GetTrades().Result;
if (listTrades.Count > 0)
{
AppendText2TextBox(textBoxLogsWindow, "Выводим данные о сделках в таблицу..." + Environment.NewLine);
toolCandlesTable = new FormOutputTable(listTrades);
toolCandlesTable.Show();
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка получения сделок." + Environment.NewLine); }
break;
case "Получить таблицу `Клиентский портфель`":
try
{
AppendText2TextBox(textBoxLogsWindow, "Получаем таблицу `Клиентский портфель`..." + Environment.NewLine);
listPortfolio = new List <PortfolioInfoEx>();
if (classCode == "SPBFUT")
{
listPortfolio.Add(_quik.Trading.GetPortfolioInfoEx(tool.FirmID, tool.AccountID, 0).Result);
}
else
{
listPortfolio.Add(_quik.Trading.GetPortfolioInfoEx(tool.FirmID, clientCode, 2).Result);
}
if (listPortfolio.Count > 0)
{
AppendText2TextBox(textBoxLogsWindow, "Выводим данные о портфеле в таблицу..." + Environment.NewLine);
toolCandlesTable = new FormOutputTable(listPortfolio);
toolCandlesTable.Show();
}
else
{
AppendText2TextBox(textBoxLogsWindow, "В таблице `Клиентский портфель` отсутствуют записи." + Environment.NewLine);
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка получения клиентского портфеля." + Environment.NewLine); }
break;
case "Получить таблицы денежных лимитов":
try
{
AppendText2TextBox(textBoxLogsWindow, "Получаем таблицу денежных лимитов..." + Environment.NewLine);
listMoneyLimits = new List <MoneyLimit>();
listMoneyLimits.Add(_quik.Trading.GetMoney(clientCode, tool.FirmID, "EQTV", "SUR").Result);
if (listMoneyLimits.Count > 0)
{
AppendText2TextBox(textBoxLogsWindow, "Выводим данные о денежных лимитах в таблицу..." + Environment.NewLine);
toolCandlesTable = new FormOutputTable(listMoneyLimits);
toolCandlesTable.Show();
}
AppendText2TextBox(textBoxLogsWindow, "Получаем расширение таблицы денежных лимитов..." + Environment.NewLine);
listMoneyLimitsEx = new List <MoneyLimitEx>();
listMoneyLimitsEx.Add(_quik.Trading.GetMoneyEx(tool.FirmID, clientCode, "EQTV", "SUR", 2).Result);
if (listMoneyLimitsEx.Count > 0)
{
AppendText2TextBox(textBoxLogsWindow, "Выводим данные о денежных лимитах в таблицу..." + Environment.NewLine);
toolCandlesTable = new FormOutputTable(listMoneyLimitsEx);
toolCandlesTable.Show();
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка получения денежных лимитов." + Environment.NewLine); }
break;
case "Связка ParamRequest + OnParam + GetParamEx2":
try
{
AppendText2TextBox(textBoxLogsWindow, "Подписываемся на получение обновляемого параметра 'BID', через ParamRequest..." + Environment.NewLine);
bool pReq = _quik.Trading.ParamRequest(tool.ClassCode, tool.SecurityCode, ParamNames.BID).Result;
if (pReq)
{
AppendText2TextBox(textBoxLogsWindow, "Подписываемся на колбэк 'OnParam'..." + Environment.NewLine);
_quik.Events.OnParam += OnParamDo;
}
else
{
AppendText2TextBox(textBoxLogsWindow, "Неудачная попытка подписки на обновление параметра..." + Environment.NewLine);
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка работы в связке ParamRequest + OnParam + GetParamEx2." + Environment.NewLine); }
break;
case "CancelParamRequest":
try
{
AppendText2TextBox(textBoxLogsWindow, "Отменяем подписку на получение обновляемого параметра 'BID', через ParamRequest..." + Environment.NewLine);
bool pReq = _quik.Trading.CancelParamRequest(tool.ClassCode, tool.SecurityCode, ParamNames.BID).Result;
if (pReq)
{
AppendText2TextBox(textBoxLogsWindow, "Отменяем подписку на колбэк 'OnParam'..." + Environment.NewLine);
_quik.Events.OnParam -= OnParamDo;
}
else
{
AppendText2TextBox(textBoxLogsWindow, "Неудачная попытка отписки на обновление параметра..." + Environment.NewLine);
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка работы в связке ParamRequest + OnParam + GetParamEx2." + Environment.NewLine); }
break;
case "Отменить заказ на получение стакана":
try
{
AppendText2TextBox(textBoxLogsWindow, "Отменяем заказ на получение с сервера стакана по указанному классу и инструменту..." + Environment.NewLine);
bool resultUnsub = await _quik.OrderBook.Unsubscribe(tool.ClassCode, tool.SecurityCode).ConfigureAwait(false);
int count = 0;
while (!resultUnsub && count < 10)
{
Thread.Sleep(500);
resultUnsub = await _quik.OrderBook.Unsubscribe(tool.ClassCode, tool.SecurityCode).ConfigureAwait(false);
count++;
}
int i = 0;
while (isSubscribedToolOrderBook && i < 10)
{
Thread.Sleep(500);
isSubscribedToolOrderBook = _quik.OrderBook.IsSubscribed(tool.ClassCode, tool.SecurityCode).Result;
i++;
}
if (isSubscribedToolOrderBook)
{
//toolOrderBook = new OrderBook();
AppendText2TextBox(textBoxLogsWindow, "Отмена подписки на стакан не удалась." + Environment.NewLine);
}
else
{
toolOrderBook = null;
AppendText2TextBox(textBoxLogsWindow, "Отмена подписки на стакан прошла успешно." + Environment.NewLine);
bid = 0;
offer = 0;
Text2TextBox(textBoxBestBid, "-");
Text2TextBox(textBoxBestOffer, "-");
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка в функции отмены заказа стакана." + Environment.NewLine); }
break;
case "Выставить стоп-заявку типа тейк-профит и стоп-лимит":
try
{
decimal priceInOrder = Math.Round(tool.LastPrice, tool.PriceAccuracy);
StopOrder orderNew = new StopOrder()
{
Account = tool.AccountID,
ClassCode = tool.ClassCode,
ClientCode = clientCode,
SecCode = secCode,
Offset = 50,
OffsetUnit = OffsetUnits.PRICE_UNITS,
Spread = 0.5M,
SpreadUnit = OffsetUnits.PERCENTS,
StopOrderType = StopOrderType.TakeProfitStopLimit,
Condition = Condition.LessOrEqual,
ConditionPrice = Math.Round(priceInOrder - 50 * tool.Step, tool.PriceAccuracy),
ConditionPrice2 = Math.Round(priceInOrder + 40 * tool.Step, tool.PriceAccuracy),
Price = Math.Round(priceInOrder + 45 * tool.Step, tool.PriceAccuracy),
Operation = Operation.Buy,
Quantity = 1
};
AppendText2TextBox(textBoxLogsWindow, "Выставляем стоп-заявку на покупку, по цене:" + priceInOrder + " ..." + Environment.NewLine);
long transID = await _quik.StopOrders.CreateStopOrder(orderNew).ConfigureAwait(false);
if (transID > 0)
{
AppendText2TextBox(textBoxLogsWindow, "Заявка выставлена. ID транзакции - " + transID + Environment.NewLine);
Thread.Sleep(500);
try
{
var listStopOrders = _quik.StopOrders.GetStopOrders().Result;
foreach (StopOrder stopOrder in listStopOrders)
{
if (stopOrder.TransId == transID && stopOrder.ClassCode == tool.ClassCode && stopOrder.SecCode == tool.SecurityCode)
{
AppendText2TextBox(textBoxLogsWindow, "Стоп-заявка выставлена. Номер стоп-заявки - " + stopOrder.OrderNum + Environment.NewLine);
}
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка получения номера стоп-заявки." + Environment.NewLine); }
}
else
{
AppendText2TextBox(textBoxLogsWindow, "Неудачная попытка выставления стоп-заявки." + Environment.NewLine);
}
}
catch { AppendText2TextBox(textBoxLogsWindow, "Ошибка выставления стоп-заявки." + Environment.NewLine); }
break;
}
}
public void IdentityStops()
{
string sym = "SPY";
bool side = false;
int size = -256;
decimal stop = 134.40m;
string comment = "Hello, World!"; // not checked for
long id = 8675309; // not checked for
Order orig = new StopOrder(sym, side, size, stop);
Order comp;
comp = new StopOrder(sym, size, stop, id);
Assert.AreEqual(orig.symbol, comp.symbol, "Symbol, SignedStop");
Assert.AreEqual(orig.side, comp.side, "Side, SignedStop");
Assert.AreEqual(orig.size, comp.size, "Size, SignedStop");
Assert.AreEqual(orig.stopp, comp.stopp, "Stop, SignedStop");
Assert.AreEqual(orig.price, comp.price, "Price, SignedStop");
comp = new StopOrder(sym, side, size, stop, id);
Assert.AreEqual(orig.symbol, comp.symbol, "Symbol, StopID");
Assert.AreEqual(orig.side, comp.side, "Side, StopID");
Assert.AreEqual(orig.size, comp.size, "Size, StopID");
Assert.AreEqual(orig.stopp, comp.stopp, "Stop, StopID");
Assert.AreEqual(orig.price, comp.price, "Price, StopID");
comp = new StopOrder(sym, side, size, stop, comment);
Assert.AreEqual(orig.symbol, comp.symbol, "Symbol, StopComment");
Assert.AreEqual(orig.side, comp.side, "Side, StopComment");
Assert.AreEqual(orig.size, comp.size, "Size, StopComment");
Assert.AreEqual(orig.stopp, comp.stopp, "Stop, StopComment");
Assert.AreEqual(orig.price, comp.price, "Price, StopComment");
comp = new SellStop(sym, size, stop);
Assert.AreEqual(orig.symbol, comp.symbol, "Symbol, SellStop");
Assert.AreEqual(orig.side, comp.side, "Side, SellStop");
Assert.AreEqual(orig.size, comp.size, "Size, SellStop");
Assert.AreEqual(orig.stopp, comp.stopp, "Stop, SellStop");
Assert.AreEqual(orig.price, comp.price, "Price, SellStop");
comp = new SellStop(sym, size, stop, id);
Assert.AreEqual(orig.symbol, comp.symbol, "Symbol, SellStopID");
Assert.AreEqual(orig.side, comp.side, "Side, SellStopID");
Assert.AreEqual(orig.size, comp.size, "Size, SellStopID");
Assert.AreEqual(orig.stopp, comp.stopp, "Stop, SellStopID");
Assert.AreEqual(orig.price, comp.price, "Price, SellStopID");
comp = new SellStop(sym, size, stop, comment);
Assert.AreEqual(orig.symbol, comp.symbol, "Symbol, SellStopComment");
Assert.AreEqual(orig.side, comp.side, "Side, SellStopComment");
Assert.AreEqual(orig.size, comp.size, "Size, SellStopComment");
Assert.AreEqual(orig.stopp, comp.stopp, "Stop, SellStopComment");
Assert.AreEqual(orig.price, comp.price, "Price, SellStopComment");
side = true;
orig = new StopOrder(sym, side, size, stop);
comp = new BuyStop(sym, size, stop);
Assert.AreEqual(orig.symbol, comp.symbol, "Symbol, BuyStop");
Assert.AreEqual(orig.side, comp.side, "Side, BuyStop");
Assert.AreEqual(orig.size, comp.size, "Size, BuyStop");
Assert.AreEqual(orig.stopp, comp.stopp, "Stop, BuyStop");
Assert.AreEqual(orig.price, comp.price, "Price, BuyStop");
comp = new BuyStop(sym, size, stop, id);
Assert.AreEqual(orig.symbol, comp.symbol, "Symbol, BuyStopID");
Assert.AreEqual(orig.side, comp.side, "Side, BuyStopID");
Assert.AreEqual(orig.size, comp.size, "Size, BuyStopID");
Assert.AreEqual(orig.stopp, comp.stopp, "Stop, BuyStopID");
Assert.AreEqual(orig.price, comp.price, "Price, BuyStopID");
comp = new BuyStop(sym, size, stop, comment);
Assert.AreEqual(orig.symbol, comp.symbol, "Symbol, BuyStopComment");
Assert.AreEqual(orig.side, comp.side, "Side, BuyStopComment");
Assert.AreEqual(orig.size, comp.size, "Size, BuyStopComment");
Assert.AreEqual(orig.stopp, comp.stopp, "Stop, BuyStopComment");
Assert.AreEqual(orig.price, comp.price, "Price, BuyStopComment");
}