public TradeEngine()
{
//create main timer for polling
mainTimer = new System.Timers.Timer();
mainTimer.Interval = 150000; //launch polling event every 2.5 minutes
mainTimer.AutoReset = true;
mainTimer.Enabled = true;
myAccountSettings = new AccountSettings {
BASEURI = BASEURI, APIKEY = APIKEY, ID = ID
};
//initialize default variables
myAccount = new AccountAccessor(myAccountSettings);
myAccount.RegisterTimer(mainTimer);
instruments = new InstrumentAccessor(myAccountSettings, "EUR_USD");
instruments.RegisterTimer(mainTimer);
orders = new OrderAccessor(myAccountSettings);
//OMG, initialize first object in collection
SMA50 = new List <IndicatorOverTime>();
SMA50.Add(new IndicatorOverTime {
result = Indicators.SMA((instruments.GetBars(50, "M5"))), time = instruments.GetBars(1, "M5").candles[0].time
});
trend = new TrendDirection();
//set because log file is written before trend is actually calculated, so should be sideways until there is enough data to actually determine the trend
trend = TrendDirection.Sideways;
tradeEngineLog = new LogData();
//write headers to csv
using (StreamWriter writer = new StreamWriter(outFile))
{
CsvWriter csvWriter = new CsvWriter(writer);
csvWriter.WriteHeader <LogData>();
csvWriter.NextRecord();
}
WriteLog();
mainTimer.Elapsed += OnUpdate;
}
public OrderAccessor(AccountSettings _settings)
{
this.accountSettings = _settings;
var client = new RestClient(string.Format("{0}{1}", accountSettings.BASEURI, EndPoints.order(accountSettings.ID)));
RestRequest request = new RestRequest()
{
Method = Method.GET
};
request.AddHeader("Authorization", string.Format("Bearer {0}", accountSettings.APIKEY));
request.RequestFormat = DataFormat.Json;
IRestResponse _response = client.Execute(request);
/*
* Console.ForegroundColor = ConsoleColor.Green;
* Console.WriteLine("Order Status:{0}", _response.StatusCode);
* Console.ResetColor();
*/
}
public InstrumentAccessor(AccountSettings _accountSettings, string _currencyPair)
{
this.currencyPair = _currencyPair;
this.accountSettings = _accountSettings;
var client = new RestClient(string.Format("{0}{1}/{2}/candles", accountSettings.BASEURI, EndPoints.instruments(), this.currencyPair));
RestRequest request = new RestRequest()
{
Method = Method.GET
};
request.AddHeader("Authorization", string.Format("Bearer {0}", accountSettings.APIKEY));
request.AddParameter("count", this.period);
request.AddParameter("granularity", this.timeFrame); //5 minute chart
request.RequestFormat = DataFormat.Json;
IRestResponse <OandaRootInstrumentObject> _response = client.Execute <OandaRootInstrumentObject>(request);
//this.data = _response.Data; //set public field to deserialized data
this.bar = _response.Data;
this.allBars = new List <OandaRootInstrumentObject>();
this.allBars.Add(new OandaRootInstrumentObject {
instrument = this.currencyPair, granularity = this.timeFrame, candles = new List <Candle>()
});
this.allBars[0].candles.Add(this.bar.candles[0]);
this.response = _response;
//Program.mainTimer.Elapsed += this.OnUpdate; //add Onupdate method to timer invocation list
/*
* Console.ForegroundColor = ConsoleColor.Green;
* Console.WriteLine("Instrument Status:{0}", _response.StatusCode);
* Console.WriteLine("Using {0} currency pair", this.currencyPair);
* Console.ResetColor();
*/
}