/// <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>
/// Get orders data for closing all positions
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="sOfferID"></param>
/// <param name="responseListener"></param>
/// <returns></returns>
private static bool GetCloseOrdersData(O2GSession session, string sAccountID, string sOfferID, ResponseListener responseListener, out CloseOrdersData closeOrdersData)
{
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
bool bIsTradesFound = false;
closeOrdersData = new CloseOrdersData();
if (response != null)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GTradesTableResponseReader tradesResponseReader = readerFactory.createTradesTableReader(response);
for (int i = 0; i < tradesResponseReader.Count; i++)
{
O2GTradeRow trade = tradesResponseReader.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);
}
/// <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 Dictionary <string, CloseOrdersData> GetCloseOrdersData(O2GSession session, string sAccountID, ResponseListener responseListener)
{
Dictionary <string, CloseOrdersData> closeOrdersData = new Dictionary <string, CloseOrdersData>();
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
if (response != null)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GTradesTableResponseReader tradesResponseReader = readerFactory.createTradesTableReader(response);
for (int i = 0; i < tradesResponseReader.Count; i++)
{
O2GTradeRow trade = tradesResponseReader.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>
/// 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);
}
/// <summary>
/// Create close all order request
/// </summary>
private static O2GRequest CreateCloseMarketNettingOrderRequest(O2GSession session, CloseOrdersData closeOrdersData)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap batchValuemap = requestFactory.createValueMap();
batchValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
string sOfferID = closeOrdersData.OfferID;
string sAccountID = closeOrdersData.AccountID;
OrderSide side = closeOrdersData.Side;
O2GValueMap childValuemap;
switch (side)
{
case OrderSide.Buy:
childValuemap = requestFactory.createValueMap();
childValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
childValuemap.setString(O2GRequestParamsEnum.NetQuantity, "Y");
childValuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
childValuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
childValuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
childValuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Buy);
batchValuemap.appendChild(childValuemap);
break;
case OrderSide.Sell:
childValuemap = requestFactory.createValueMap();
childValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
childValuemap.setString(O2GRequestParamsEnum.NetQuantity, "Y");
childValuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
childValuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
childValuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
childValuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Sell);
batchValuemap.appendChild(childValuemap);
break;
case OrderSide.Both:
childValuemap = requestFactory.createValueMap();
childValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
childValuemap.setString(O2GRequestParamsEnum.NetQuantity, "Y");
childValuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
childValuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
childValuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
childValuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Buy);
batchValuemap.appendChild(childValuemap);
childValuemap = requestFactory.createValueMap();
childValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
childValuemap.setString(O2GRequestParamsEnum.NetQuantity, "Y");
childValuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
childValuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
childValuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
childValuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Sell);
batchValuemap.appendChild(childValuemap);
break;
}
request = requestFactory.createOrderRequest(batchValuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return request;
}
/// <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;
}
/// <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 Dictionary<string, CloseOrdersData> GetCloseOrdersData(O2GSession session, string sAccountID, ResponseListener responseListener)
{
Dictionary<string, CloseOrdersData> closeOrdersData = new Dictionary<string, CloseOrdersData>();
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
if (response != null)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GTradesTableResponseReader tradesResponseReader = readerFactory.createTradesTableReader(response);
for (int i = 0; i < tradesResponseReader.Count; i++)
{
O2GTradeRow trade = tradesResponseReader.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>
/// Create close all order request
/// </summary>
private static O2GRequest CreateCloseMarketNettingOrderRequest(O2GSession session, CloseOrdersData closeOrdersData)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap batchValuemap = requestFactory.createValueMap();
batchValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
string sOfferID = closeOrdersData.OfferID;
string sAccountID = closeOrdersData.AccountID;
OrderSide side = closeOrdersData.Side;
O2GValueMap childValuemap;
switch (side)
{
case OrderSide.Buy:
childValuemap = requestFactory.createValueMap();
childValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
childValuemap.setString(O2GRequestParamsEnum.NetQuantity, "Y");
childValuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
childValuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
childValuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
childValuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Buy);
batchValuemap.appendChild(childValuemap);
break;
case OrderSide.Sell:
childValuemap = requestFactory.createValueMap();
childValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
childValuemap.setString(O2GRequestParamsEnum.NetQuantity, "Y");
childValuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
childValuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
childValuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
childValuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Sell);
batchValuemap.appendChild(childValuemap);
break;
case OrderSide.Both:
childValuemap = requestFactory.createValueMap();
childValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
childValuemap.setString(O2GRequestParamsEnum.NetQuantity, "Y");
childValuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
childValuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
childValuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
childValuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Buy);
batchValuemap.appendChild(childValuemap);
childValuemap = requestFactory.createValueMap();
childValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
childValuemap.setString(O2GRequestParamsEnum.NetQuantity, "Y");
childValuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
childValuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
childValuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
childValuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Sell);
batchValuemap.appendChild(childValuemap);
break;
}
request = requestFactory.createOrderRequest(batchValuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return(request);
}
/// <summary>
/// Get orders data for closing all positions
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="sOfferID"></param>
/// <param name="responseListener"></param>
/// <returns></returns>
private static bool GetCloseOrdersData(O2GSession session, string sAccountID, string sOfferID, ResponseListener responseListener, out CloseOrdersData closeOrdersData)
{
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
bool bIsTradesFound = false;
closeOrdersData = new CloseOrdersData();
if (response != null)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GTradesTableResponseReader tradesResponseReader = readerFactory.createTradesTableReader(response);
for (int i = 0; i < tradesResponseReader.Count; i++)
{
O2GTradeRow trade = tradesResponseReader.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;
}
