// IBroker.GetEquityOrderBook
public BrokerErrorCode GetEquityOrderBookToday(bool newOrdersOnly,
bool bOnlyOutstandingOrders,
string stockCode,
out Dictionary <string, EquityOrderBookRecord> orders)
{
orders = new Dictionary <string, EquityOrderBookRecord>();
// Login If needed
BrokerErrorCode errorCode = CheckAndLogInIfNeeded(false);
if (errorCode != BrokerErrorCode.Success)
{
return(errorCode);
}
string postData = "pgname=eqOrdBook&ismethodcall=0&mthname=";
string orderBookData = IciciGetWebPageResponse(URL_ICICI_EQT_ORDERBOOK,
postData,
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
if (errorCode.Equals(BrokerErrorCode.Success) && !orderBookData.Contains("No matching Record"))
{
// Trim it
orderBookData = orderBookData.Trim(' ', '\t', '\r', '\n');
orderBookData = HtmlUtilities.EnsureHtmlParsable(orderBookData);
string subOrderBookData = StringParser.GetStringBetween(orderBookData,
0,
"<thead>",
"</table>",
new string[] { });
ParsedTable table = (ParsedTable)HtmlTableParser.ParseHtmlIntoTables("<table>" + subOrderBookData + "</table>", true);
//orders = new Dictionary<string, EquityOrderBookRecord>();
for (int i = 1; i < table.RowCount; i++)
{
EquityOrderBookRecord info = new EquityOrderBookRecord();
info.StockCode = table[i, 3].ToString().Trim();
info.StockCode = StringParser.GetStringBetween(info.StockCode, 0, "GetQuote('", "'", null);
// If stockCode parameter is empty/null i.e. all stocks are intended
// and if stock specific orders are intended and current element's stockCode doesnt match then iterate to next element
if (!string.IsNullOrEmpty(stockCode) && !info.StockCode.Equals(stockCode, StringComparison.OrdinalIgnoreCase))
{
continue;
}
var temp = StringParser.GetStringBetween(table[i, 0].ToString(), 0, "nowrap;\">", "<", null);
DateTime.TryParse(temp, out info.Date);
string orderRefString = table[i, 14].ToString();
orderRefString = StringParser.GetStringBetween(orderRefString, 0, "FML_ORD_ORDR_RFRNC=", "&", null);
// Trim it
orderRefString = orderRefString.Trim();//(' ', '\t', '\r', '\n');
info.OrderRefenceNumber = orderRefString;
string tempStr = table[i, 4].ToString().ToUpperInvariant();
info.Direction = (OrderDirection)Enum.Parse(typeof(OrderDirection), tempStr);
info.Quantity = int.Parse(table[i, 5].ToString());
string price = StringParser.GetStringBetween(table[i, 3].ToString(),
0,
">",
"<",
new string[] { "onclick", "font" });
/*
* string price = StringParser.GetStringBetween(table[i, 3].ToString(),
* 0,
* "<font color=\"blue\">",
* "</font>",
* new string[] { });
*
* if (String.IsNullOrEmpty(price))
* {
* price = StringParser.GetStringBetween(table[i, 6].ToString(),
* 0,
* "<font color=\"black\">",
* "</font>",
* new string[] { });
* }
*
* if (String.IsNullOrEmpty(price))
* {
* price = StringParser.GetStringBetween(table[i, 6].ToString(),
* 0,
* "\">",
* "</a>",
* new string[] { "onclick"});
* }
*/
info.Price = double.Parse(price);
tempStr = table[i, 6].ToString().ToUpperInvariant();
// Executed orders have different string format, so ignore the clutter
if (tempStr.Contains("EXECUTED"))
{
tempStr = "EXECUTED";
}
else
{
tempStr = tempStr.Remove(tempStr.IndexOf("&"));
}
info.Status = (OrderStatus)Enum.Parse(typeof(OrderStatus), tempStr);
info.OpenQty = int.Parse(table[i, 8].ToString());
info.ExecutedQty = int.Parse(table[i, 9].ToString());
// Only add valid outstanding orders if bOnlyOutstandingOrders is true
// PARTEXEC is considered OUTSTANDING (i.e. not considered EXEC until fully executed)
if (!bOnlyOutstandingOrders ||
info.Status == OrderStatus.PARTEXEC ||
info.Status == OrderStatus.QUEUED ||
info.Status == OrderStatus.REQUESTED ||
info.Status == OrderStatus.ORDERED)
{
lock (lockObjectEquity)
{
if (mEquityOrderBook.ContainsKey(orderRefString))
{
if (newOrdersOnly)
{
}
else
{
orders.Add(orderRefString, info);
}
// Update the order
mEquityOrderBook[orderRefString] = info;
}
else
{
mEquityOrderBook.Add(orderRefString, info);
orders.Add(orderRefString, info);
}
}
}
}
}
return(errorCode);
}
public BrokerErrorCode GetEquitySpread(string stockCode, out EquitySymbolSpread[] info)
{
BrokerErrorCode errorCode = BrokerErrorCode.Success;
info = new EquitySymbolSpread[2];
string quoteData = null;
int retryCount = 0;
do
{
quoteData = HttpHelper.GetWebPageResponse(
URL_ICICI_EQT_SPREAD + stockCode.ToUpper(),
null,
null,
mCookieContainer);
retryCount++;
} while (quoteData == null && retryCount < 5);
// web problems, slow connection, server down etc.
if (string.IsNullOrEmpty(quoteData) || quoteData.IndexOf("entered is not valid") > -1)
{
return(BrokerErrorCode.NullResponse);
}
ParsedTable table = (ParsedTable)HtmlTableParser.ParseHtmlIntoTables(quoteData, true);
// NSE price info
info[0] = new EquitySymbolSpread();
info[0].Symbol = stockCode;
info[0].Exchange = Exchange.NSE;
string tempStr = ParsedTable.GetValue(table, new int[] { 0, 3, 0, 1 });
DateTime lastTradeTime = DateTime.Parse(tempStr);
tempStr = ParsedTable.GetValue(table, new int[] { 0, 3, 1, 1 });
lastTradeTime += TimeSpan.Parse(tempStr);
info[0].QuoteTime = lastTradeTime;
info[0].TotalBidQty = MarketUtils.GetVolume(ParsedTable.GetValue(table, new int[] { 0, 5, 7, 1 }));
info[0].TotalOfferQty = MarketUtils.GetVolume(ParsedTable.GetValue(table, new int[] { 0, 5, 8, 1 }));
for (int i = 0; i < 5; i++)
{
info[0].BestBidQty[i] = MarketUtils.GetVolume(ParsedTable.GetValue(table, new int[] { 0, 5, i + 2, 0 }));
info[0].BestBidPrice[i] = MarketUtils.GetPrice(ParsedTable.GetValue(table, new int[] { 0, 5, i + 2, 1 }));
info[0].BestOfferQty[i] = MarketUtils.GetVolume(ParsedTable.GetValue(table, new int[] { 0, 5, i + 2, 2 }));
info[0].BestOfferPrice[i] = MarketUtils.GetPrice(ParsedTable.GetValue(table, new int[] { 0, 5, i + 2, 3 }));
}
// BSE price info
info[1] = new EquitySymbolSpread();
info[1].Symbol = stockCode;
info[1].Exchange = Exchange.BSE;
tempStr = ParsedTable.GetValue(table, new int[] { 0, 3, 0, 3 });
lastTradeTime = DateTime.Parse(tempStr);
tempStr = ParsedTable.GetValue(table, new int[] { 0, 3, 1, 3 });
lastTradeTime += TimeSpan.Parse(tempStr);
info[1].QuoteTime = lastTradeTime;
info[1].TotalBidQty = MarketUtils.GetVolume(ParsedTable.GetValue(table, new int[] { 0, 5, 7, 3 }));
info[1].TotalOfferQty = MarketUtils.GetVolume(ParsedTable.GetValue(table, new int[] { 0, 5, 8, 3 }));
for (int i = 0; i < 5; i++)
{
info[1].BestBidQty[i] = MarketUtils.GetVolume(ParsedTable.GetValue(table, new int[] { 0, 5, i + 2, 4 }));
info[1].BestBidPrice[i] = MarketUtils.GetPrice(ParsedTable.GetValue(table, new int[] { 0, 5, i + 2, 5 }));
info[1].BestOfferQty[i] = MarketUtils.GetVolume(ParsedTable.GetValue(table, new int[] { 0, 5, i + 2, 6 }));
info[1].BestOfferPrice[i] = MarketUtils.GetPrice(ParsedTable.GetValue(table, new int[] { 0, 5, i + 2, 7 }));
}
return(errorCode);
}
// IBroker.GetEquityTradeBook
// Get trade book for a date range and for specific stock if stockCode is valid
// else gets complete trade book fro the date range
public BrokerErrorCode GetEquityTradeBookToday(bool newTradesOnly,
string stockCode,
out Dictionary <string, EquityTradeBookRecord> trades)
{
trades = new Dictionary <string, EquityTradeBookRecord>();
// Login If needed
BrokerErrorCode errorCode = CheckAndLogInIfNeeded(false);
if (errorCode != BrokerErrorCode.Success)
{
return(errorCode);
}
string postData = "pgname=eqTrdBook&ismethodcall=0&mthname=";
string tradeBookData = IciciGetWebPageResponse(URL_ICICI_EQT_TRADEBOOK,
postData,
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
if (errorCode.Equals(BrokerErrorCode.Success) && !tradeBookData.Contains("No matching Trades"))
{
// Trim it
tradeBookData = tradeBookData.Trim(' ', '\t', '\r', '\n');
tradeBookData = HtmlUtilities.EnsureHtmlParsable(tradeBookData);
string subTradeBookData = StringParser.GetStringBetween(tradeBookData,
0,
"<thead>",
"</table>",
new string[] { });
ParsedTable table = (ParsedTable)HtmlTableParser.ParseHtmlIntoTables("<table>" + subTradeBookData + "</table>", true);
//trades = new Dictionary<string, EquityTradeBookRecord>();
for (int i = 1; i < table.RowCount - 1; i++)
{
EquityTradeBookRecord info = new EquityTradeBookRecord();
info.StockCode = table[i, 1].ToString().Trim();
// If stockCode parameter is not null i.e. all stocks are intended
// and if stock specific orders are intended and current element's stockCode doesnt match then iterate to next element
if (!string.IsNullOrEmpty(stockCode) && !info.StockCode.Equals(stockCode, StringComparison.OrdinalIgnoreCase))
{
continue;
}
var temp = StringParser.GetStringBetween(table[i, 0].ToString(), 0, "nowrap;\">", "<", null);
DateTime.TryParse(temp, out info.Date);
//if (bSuccess)
//{
// info[0].UpdateTime = result;
//}
string tempStr = table[i, 2].ToString().ToUpperInvariant().StartsWith("B") ? "BUY" : "SELL";
info.Direction = (OrderDirection)Enum.Parse(typeof(OrderDirection), tempStr);
info.Quantity = int.Parse(table[i, 3].ToString());
info.Price = double.Parse(table[i, 4].ToString());
info.TradeValue = double.Parse(table[i, 5].ToString());
//tempStr = StringParser.GetStringBetween(table[i, 6].ToString(), 0, "\">", "</a>", null);
info.Brokerage = double.Parse(table[i, 6].ToString());
info.SettlementNumber = StringParser.GetStringBetween(table[i, 7].ToString(), 0, "setno=", "&", null);
string orderRefString = StringParser.GetStringBetween(table[i, 10].ToString(), 0, "FML_ORD_ORDR_RFRNC=", "&", null);
info.OrderRefenceNumber = orderRefString.Trim();
lock (lockObjectEquity)
{
if (mEquityTradeBook.ContainsKey(info.OrderRefenceNumber))
{
if (newTradesOnly)
{
}
else
{
trades.Add(info.OrderRefenceNumber, info);
}
// Update the trade
// update required because PartExec may have become full exec
mEquityTradeBook[info.OrderRefenceNumber] = info;
}
else
{
mEquityTradeBook.Add(info.OrderRefenceNumber, info);
trades.Add(info.OrderRefenceNumber, info);
}
}
}
}
return(errorCode);
}
//////////////////////////////////////////
////// GET EQUITY QUOTE //////
////////////////////////////////////////
// NOTE: We dont want to use IciciGetWebPageResponse here since it updates the login refresh time
// whereas getting equity quote doesnt actually refresh contact time with server
// it doesnt even need us to be logged in
public BrokerErrorCode GetEquityQuote(string stockCode, out EquitySymbolQuote[] info)
{
BrokerErrorCode errorCode = BrokerErrorCode.Success;
info = new EquitySymbolQuote[2];
string quoteData = null;
int retryCount = 0;
do
{
quoteData = HttpHelper.GetWebPageResponse(
URL_ICICI_EQT_QUOTE + stockCode.ToUpper(),
null,
null,
mCookieContainer);
retryCount++;
} while (quoteData == null && retryCount < 5);
if (string.IsNullOrEmpty(quoteData) || quoteData.IndexOf("entered is not valid") > -1)
{
// web problems, slow connection, server down etc.
return(BrokerErrorCode.NullResponse);
}
quoteData = quoteData.Substring(quoteData.IndexOf("Best 5 Bids/Offers", 0));
string subQuoteData = StringParser.GetStringBetween(quoteData,
0,
"<table border=\"0\" cellpadding=\"0\" cellspacing=\"0\" width=\"100%\" class=\"smallfont1\">",
"</table>",
new string[] { });
ParsedTable table = (ParsedTable)HtmlTableParser.ParseHtmlIntoTables("<table>" + subQuoteData + "</table>", true);
DateTime result = DateTime.Now;
bool bSuccess = false;
// NSE price info
info[0] = new EquitySymbolQuote();
info[0].StockCode = stockCode;
info[0].Exchange = Exchange.NSE;
bSuccess = DateTime.TryParse(table[1, 4] + " " + table[2, 4], out result);
if (bSuccess)
{
info[0].QuoteTime = result;
}
info[0].LastTradePrice = table[1, 1].ToString().Trim();
info[0].OpenPrice = table[3, 1].ToString().Trim();
info[0].HighPrice = table[4, 1].ToString().Trim();
info[0].LowPrice = table[5, 1].ToString().Trim();
info[0].PreviousClosePrice = table[6, 1].ToString().Trim();
info[0].PercentageChange = table[8, 1].ToString().Trim();
info[0].VolumeTraded = table[11, 1].ToString().Trim();
info[0].BestBidPrice = table[3, 4].ToString().Trim();
info[0].BestOfferPrice = table[4, 4].ToString().Trim();
info[0].BestBidQty = table[5, 4].ToString().Trim();
info[0].BestOfferQty = table[6, 4].ToString().Trim();
info[0].Price52WkHigh = table[7, 4].ToString().Trim();
info[0].Price52WkLow = table[8, 4].ToString().Trim();
// BSE price info
info[1] = new EquitySymbolQuote();
info[1].StockCode = stockCode;
info[1].Exchange = Exchange.BSE;
bSuccess = DateTime.TryParse(table[1, 5] + " " + table[2, 5], out result);
if (bSuccess)
{
info[1].QuoteTime = result;
}
info[1].LastTradePrice = table[1, 2].ToString();
info[1].OpenPrice = table[3, 2].ToString();
info[1].HighPrice = table[4, 2].ToString();
info[1].LowPrice = table[5, 2].ToString();
info[1].PreviousClosePrice = table[6, 2].ToString();
info[1].PercentageChange = table[8, 2].ToString();
info[1].VolumeTraded = table[11, 2].ToString();
info[1].BestBidPrice = table[3, 5].ToString();
info[1].BestOfferPrice = table[4, 5].ToString();
info[1].BestBidQty = table[5, 5].ToString();
info[1].BestOfferQty = table[6, 5].ToString();
info[1].Price52WkHigh = table[7, 5].ToString();
info[1].Price52WkLow = table[8, 5].ToString();
return(errorCode);
}