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 OandaRootOrderObject SubmitOrder(string _instrument, decimal _profitTarget, decimal _stopTarget, decimal _positionSize)
{
//market order
var clientMarket = new RestClient(string.Format("{0}{1}", accountSettings.BASEURI, EndPoints.order(accountSettings.ID)));
RestRequest marketRequest = new RestRequest()
{
Method = Method.POST
};
marketRequest.AddHeader("Authorization", string.Format("Bearer {0}", accountSettings.APIKEY));
marketRequest.AddHeader("Content-Type", "application/json");
marketRequest.RequestFormat = DataFormat.Json;
this.marketOrder = new PostOrder();
this.marketOrder.order = new Order()
{
instrument = _instrument, units = _positionSize, type = "MARKET", timeInForce = "FOK", triggerCondition = "DEFAULT"
};
marketRequest.AddBody(this.marketOrder);
IRestResponse <OandaRootOrderObject> marketResponse = clientMarket.Execute <OandaRootOrderObject>(marketRequest);
var transactionID = marketResponse.Data.lastTransactionID;
Console.ForegroundColor = ConsoleColor.Green;
Console.WriteLine("Market Order ID:{0}", transactionID);
Console.ResetColor();
//see oanda documentation http://developer.oanda.com/rest-live-v20/order-df/
//stop loss
var clientStopLoss = new RestClient(string.Format("{0}{1}", accountSettings.BASEURI, EndPoints.order(accountSettings.ID)));
RestRequest stopLossRequest = new RestRequest()
{
Method = Method.POST
};
stopLossRequest.AddHeader("Authorization", string.Format("Bearer {0}", accountSettings.APIKEY));
stopLossRequest.AddHeader("Content-Type", "application/json");
stopLossRequest.RequestFormat = DataFormat.Json;
this.stopLoss = new PostOrder();
this.stopLoss.order = new Order()
{
tradeID = transactionID, price = Convert.ToString(_stopTarget), type = "STOP_LOSS", timeInForce = "GTC", triggerCondition = "DEFAULT"
};
stopLossRequest.AddBody(this.stopLoss);
IRestResponse <OandaRootOrderObject> stopLossResponse = clientStopLoss.Execute <OandaRootOrderObject>(stopLossRequest);
//take profit
var clientTakeProfit = new RestClient(string.Format("{0}{1}", accountSettings.BASEURI, EndPoints.order(accountSettings.ID)));
RestRequest takeProfitRequest = new RestRequest()
{
Method = Method.POST
};
takeProfitRequest.AddHeader("Authorization", string.Format("Bearer {0}", accountSettings.APIKEY));
takeProfitRequest.AddHeader("Content-Type", "application/json");
takeProfitRequest.RequestFormat = DataFormat.Json;
this.takeProfit = new PostOrder();
this.takeProfit.order = new Order()
{
tradeID = transactionID, price = Convert.ToString(_profitTarget), type = "TAKE_PROFIT", timeInForce = "GTC", triggerCondition = "DEFAULT"
};
takeProfitRequest.AddBody(this.takeProfit);
IRestResponse <OandaRootOrderObject> takeProfitResponse = clientTakeProfit.Execute <OandaRootOrderObject>(takeProfitRequest);
return(marketResponse.Data);
}
public void OnUpdate(object _sender, ElapsedEventArgs _e)
{
var client = new RestClient(string.Format("{0}{01}/{02}", accountSettings.BASEURI, EndPoints.accounts(), accountSettings.ID));
RestRequest request = new RestRequest()
{
Method = Method.GET
};
request.AddHeader("Authorization", string.Format("Bearer {0}", accountSettings.APIKEY));
request.RequestFormat = DataFormat.Json;
IRestResponse <OandaRootAccountObject> _response = client.Execute <OandaRootAccountObject>(request);
this.data = _response.Data;
this.response = _response;
Console.ForegroundColor = ConsoleColor.Green;
Console.WriteLine("Current Balance:{0}", data.account.balance);
Console.WriteLine("Current system time:{0}", DateTime.Now);
Console.ResetColor();
}
public AccountAccessor(AccountSettings _accountSettings)
{
this.accountSettings = _accountSettings;
this.startTime = DateTime.Now;
var client = new RestClient(string.Format("{0}{01}/{02}", accountSettings.BASEURI, EndPoints.accounts(), accountSettings.ID));
RestRequest request = new RestRequest()
{
Method = Method.GET
};
request.AddHeader("Authorization", string.Format("Bearer {0}", accountSettings.APIKEY));
request.RequestFormat = DataFormat.Json;
IRestResponse <OandaRootAccountObject> _response = client.Execute <OandaRootAccountObject>(request);
this.response = _response;
data = _response.Data;
//Program.mainTimer.Elapsed += this.OnUpdate;
/*
* Console.ForegroundColor = ConsoleColor.Green;
* Console.WriteLine("Account Status:{0}", this.response.StatusCode);
* Console.WriteLine("Start time:{0}",startTime);
* Console.WriteLine("Starting Balance:{0}", data.account.balance);
* 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();
*/
}
private OandaRootInstrumentObject OandaGetBars()
//get bars from Oanda endpoint
{
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);
request.RequestFormat = DataFormat.Json;
IRestResponse <OandaRootInstrumentObject> _response = client.Execute <OandaRootInstrumentObject>(request);
if (_response.Data.candles.Count() == 0)
{
throw new ProgramException("no bars returned from end point");
}
return(_response.Data);
}
private OandaRootInstrumentObject OandaGetBars(DateTime _startTime, DateTime _endTime)
{
//get bars time range from Oanda endpoint
{
//really we have to convert to unix epoch BS?
DateTimeOffset startOffset = new DateTimeOffset(_startTime);
DateTimeOffset endOffset = new DateTimeOffset(_endTime);
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.RequestFormat = DataFormat.Json;
request.AddParameter("from", startOffset.ToUnixTimeSeconds());
request.AddParameter("to", endOffset.ToUnixTimeSeconds());
request.AddParameter("granularity", this.timeFrame);
IRestResponse <OandaRootInstrumentObject> _response = client.Execute <OandaRootInstrumentObject>(request);
if (_response.Data.candles.Count() == 0)
{
throw new ProgramException(string.Format("no bars returned from end point:{0}", _startTime.ToString()));
}
return(_response.Data);
}
}
