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);
}
private void ProcessCallbackMessage(IMessage message)
{
if (message == null)
{
throw new ArgumentNullException("message");
}
EventNames eventName;
var parsed = Enum.TryParse(message.Command, true, out eventName);
if (parsed)
{
// TODO use as instead of assert+is+cast
switch (eventName)
{
case EventNames.OnAccountBalance:
Trace.Assert(message is Message <AccountBalance>);
var accBal = ((Message <AccountBalance>)message).Data;
Events.OnAccountBalanceCall(accBal);
break;
case EventNames.OnAccountPosition:
Trace.Assert(message is Message <AccountPosition>);
var accPos = ((Message <AccountPosition>)message).Data;
Events.OnAccountPositionCall(accPos);
break;
case EventNames.OnAllTrade:
Trace.Assert(message is Message <AllTrade>);
var allTrade = ((Message <AllTrade>)message).Data;
allTrade.LuaTimeStamp = message.CreatedTime;
Events.OnAllTradeCall(allTrade);
break;
case EventNames.OnCleanUp:
Trace.Assert(message is Message <string>);
Events.OnCleanUpCall();
break;
case EventNames.OnClose:
Trace.Assert(message is Message <string>);
Events.OnCloseCall();
break;
case EventNames.OnConnected:
Trace.Assert(message is Message <string>);
Events.OnConnectedCall();
break;
case EventNames.OnDepoLimit:
Trace.Assert(message is Message <DepoLimitEx>);
var dLimit = ((Message <DepoLimitEx>)message).Data;
Events.OnDepoLimitCall(dLimit);
break;
case EventNames.OnDepoLimitDelete:
Trace.Assert(message is Message <DepoLimitDelete>);
var dLimitDel = ((Message <DepoLimitDelete>)message).Data;
Events.OnDepoLimitDeleteCall(dLimitDel);
break;
case EventNames.OnDisconnected:
Trace.Assert(message is Message <string>);
Events.OnDisconnectedCall();
break;
case EventNames.OnFirm:
Trace.Assert(message is Message <Firm>);
var frm = ((Message <Firm>)message).Data;
Events.OnFirmCall(frm);
break;
case EventNames.OnFuturesClientHolding:
Trace.Assert(message is Message <FuturesClientHolding>);
var futPos = ((Message <FuturesClientHolding>)message).Data;
Events.OnFuturesClientHoldingCall(futPos);
break;
case EventNames.OnFuturesLimitChange:
Trace.Assert(message is Message <FuturesLimits>);
var futLimit = ((Message <FuturesLimits>)message).Data;
Events.OnFuturesLimitChangeCall(futLimit);
break;
case EventNames.OnFuturesLimitDelete:
Trace.Assert(message is Message <FuturesLimitDelete>);
var limDel = ((Message <FuturesLimitDelete>)message).Data;
Events.OnFuturesLimitDeleteCall(limDel);
break;
case EventNames.OnInit:
// 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 EventNames.OnMoneyLimit:
Trace.Assert(message is Message <MoneyLimitEx>);
var mLimit = ((Message <MoneyLimitEx>)message).Data;
Events.OnMoneyLimitCall(mLimit);
break;
case EventNames.OnMoneyLimitDelete:
Trace.Assert(message is Message <MoneyLimitDelete>);
var mLimitDel = ((Message <MoneyLimitDelete>)message).Data;
Events.OnMoneyLimitDeleteCall(mLimitDel);
break;
case EventNames.OnNegDeal:
break;
case EventNames.OnNegTrade:
break;
case EventNames.OnOrder:
Trace.Assert(message is Message <Order>);
var ord = ((Message <Order>)message).Data;
ord.LuaTimeStamp = message.CreatedTime;
Events.OnOrderCall(ord);
break;
case EventNames.OnParam:
Trace.Assert(message is Message <Param>);
var data = ((Message <Param>)message).Data;
Events.OnParamCall(data);
break;
case EventNames.OnQuote:
Trace.Assert(message is Message <OrderBook>);
var ob = ((Message <OrderBook>)message).Data;
ob.LuaTimeStamp = message.CreatedTime;
Events.OnQuoteCall(ob);
break;
case EventNames.OnStop:
Trace.Assert(message is Message <string>);
Events.OnStopCall(int.Parse(((Message <string>)message).Data));
break;
case EventNames.OnStopOrder:
Trace.Assert(message is Message <StopOrder>);
StopOrder stopOrder = ((Message <StopOrder>)message).Data;
StopOrders.RaiseNewStopOrderEvent(stopOrder);
break;
case EventNames.OnTrade:
Trace.Assert(message is Message <Trade>);
var trade = ((Message <Trade>)message).Data;
trade.LuaTimeStamp = message.CreatedTime;
Events.OnTradeCall(trade);
break;
case EventNames.OnTransReply:
Trace.Assert(message is Message <TransactionReply>);
var trReply = ((Message <TransactionReply>)message).Data;
trReply.LuaTimeStamp = message.CreatedTime;
Events.OnTransReplyCall(trReply);
break;
case EventNames.NewCandle:
Trace.Assert(message is Message <Candle>);
var candle = ((Message <Candle>)message).Data;
Candles.RaiseNewCandleEvent(candle);
break;
default:
throw new ArgumentOutOfRangeException();
}
}
else
{
switch (message.Command)
{
// an error from an event not request (from req is caught is response loop)
case "lua_error":
Trace.Assert(message is Message <string>);
Trace.TraceError(((Message <string>)message).Data);
break;
default:
throw new InvalidOperationException("Unknown command in a message: " + message.Command);
}
}
}
internal void RaiseNewStopOrderEvent(StopOrder stopOrder)
{
NewStopOrder?.Invoke(stopOrder);
}
private static void Events_OnStopOrder(StopOrder stopOrder)
{
Console.WriteLine("Events_OnStopOrder: " + stopOrder.ToJson());
}
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);
}
internal void RaiseNewStopOrderEvent(StopOrder stopOrder)
{
if (NewStopOrder != null)
NewStopOrder(stopOrder);
}
private void ProcessCallbackMessage(IMessage message)
{
if (message == null)
{
throw new ArgumentNullException("message");
}
EventNames eventName;
var parsed = Enum.TryParse(message.Command, true, out eventName);
if (parsed)
{
switch (eventName)
{
case EventNames.OnAccountBalance:
break;
case EventNames.OnAccountPosition:
break;
case EventNames.OnAllTrade:
Trace.Assert(message is Message <AllTrade>);
var allTrade = ((Message <AllTrade>)message).Data;
allTrade.LuaTimeStamp = message.CreatedTime;
Events.OnAllTradeCall(allTrade);
break;
case EventNames.OnCleanUp:
Trace.Assert(message is Message <string>);
Events.OnCleanUpCall();
break;
case EventNames.OnClose:
Trace.Assert(message is Message <string>);
Events.OnCloseCall();
break;
case EventNames.OnConnected:
Trace.Assert(message is Message <string>);
Events.OnConnectedCall();
break;
case EventNames.OnDepoLimit:
break;
case EventNames.OnDepoLimitDelete:
break;
case EventNames.OnDisconnected:
Trace.Assert(message is Message <string>);
Events.OnDisconnectedCall();
break;
case EventNames.OnFirm:
break;
case EventNames.OnFuturesClientHolding:
break;
case EventNames.OnFuturesLimitChange:
break;
case EventNames.OnFuturesLimitDelete:
break;
case EventNames.OnInit:
Trace.Assert(message is Message <string>);
Events.OnInitCall(((Message <string>)message).Data, _callbackPort);
break;
case EventNames.OnMoneyLimit:
break;
case EventNames.OnMoneyLimitDelete:
break;
case EventNames.OnNegDeal:
break;
case EventNames.OnNegTrade:
break;
case EventNames.OnOrder:
Trace.Assert(message is Message <Order>);
var ord = ((Message <Order>)message).Data;
ord.LuaTimeStamp = message.CreatedTime;
Events.OnOrderCall(ord);
break;
case EventNames.OnParam:
break;
case EventNames.OnQuote:
Trace.Assert(message is Message <OrderBook>);
var ob = ((Message <OrderBook>)message).Data;
ob.LuaTimeStamp = message.CreatedTime;
Events.OnQuoteCall(ob);
break;
case EventNames.OnStop:
Trace.Assert(message is Message <string>);
Events.OnStopCall(int.Parse(((Message <string>)message).Data));
break;
case EventNames.OnStopOrder:
StopOrder stopOrder = (message as Message <StopOrder>).Data;
StopOrders.RaiseNewStopOrderEvent(stopOrder);
break;
case EventNames.OnTrade:
Trace.Assert(message is Message <Trade>);
var trade = ((Message <Trade>)message).Data;
trade.LuaTimeStamp = message.CreatedTime;
Events.OnTradeCall(trade);
break;
case EventNames.OnTransReply:
Trace.Assert(message is Message <TransactionReply>);
var trReply = ((Message <TransactionReply>)message).Data;
trReply.LuaTimeStamp = message.CreatedTime;
Events.OnTransReplyCall(trReply);
break;
case EventNames.NewCandle:
Candle candle = (message as Message <Candle>).Data;
Candles.RaiseNewCandleEvent(candle);
break;
default:
throw new ArgumentOutOfRangeException();
}
}
else
{
switch (message.Command)
{
// an error from an event not request (from req is caught is response loop)
case "lua_error":
Trace.Assert(message is Message <string>);
Trace.TraceError(((Message <string>)message).Data);
break;
default:
throw new InvalidOperationException("Unknown command in a message: " + message.Command);
}
}
}
