public void openGapOp()
{
int quantidade = Convert.ToInt32(Performance.Gross()) / margemGainAumentarCont;
if (quantidade > limiteMaximoContratos)
{
quantidade = limiteMaximoContratos - 1;
}
NewOrderRequest req = new NewOrderRequest();
//Compra
if ((m_CurBarDat.Close(1) - m_CurBarDat.Close(0)) < 0)
{
req.Account = Accounts.Current;
req.Amount = 1 + quantidade;
req.Instrument = Instruments.Current;
req.MarketRange = 5;
req.Price = m_CurBarDat.Close(1) - 0.5;
req.Side = Operation.Buy;
req.Type = OrdersType.Limit;
req.StopLossOffset = 2.5;
req.TakeProfitOffset = 2;
}
ord_Id = Orders.Send(req);
}
public async Task <(bool state, object response)> createOrder(NewOrderRequest request)
{
var UserId = _httpContext.HttpContext.User.FindFirst(OpenIdConnectConstants.Claims.Subject)?.Value;
if (UserId == null)
{
return(false, new { message = "Unauthorized Request" });
}
Order order = new Order {
UserId = Guid.Parse(UserId),
shippingAddress = request.shippingAddress,
totalPrice = request.totalPrice,
Status = "Pending",
CreatedAt = DateTimeOffset.Now
};
await _context.Orders.AddAsync(order);
await _context.SaveChangesAsync();
var(state, response) = await _orderItemServices.moveCartItemsToOrder(order.Id, request);
if (state == false)
{
_context.Orders.Remove(order);
await _context.SaveChangesAsync();
}
return(state, new { message = "Order Created" });
}
public Mantle.Fix44.OrderCancelRequest OrderCancelRequest(NewOrderRequest request, string orderID)
{
var res = new Mantle.Fix44.OrderCancelRequest()
{
StandardHeader = StandardHeader()
};
res.ClOrdID.Value = _clOrdIDGenerator.GenerateID();
// This field is required. It's treated differently by different exchanges:
// - MOEX ignores this field but it'll reject the request if the field isn't set.
// - OKcoin uses this field to identify the order. Note that they want OrderID (!) there.
res.OrigClOrdID.Value = orderID;
// MOEX identifies the order based on this field. OKcoin ignores this field.
res.OrderID.Value = orderID;
res.Instrument.Symbol.Value = request.Symbol;
res.Side.Value = request.Side == Side.Buy ? '1' : '2';
res.TransactTime.Value = res.StandardHeader.SendingTime.Value;
if (_cfg.Extensions == Extensions.Huobi)
{
res.HuobiSignature = HuobiSignature
(
new KeyValuePair <string, string>[]
{
new KeyValuePair <string, string>("method", "cancel_order"),
new KeyValuePair <string, string>("coin_type", HuobiCoinType(request.Symbol)),
new KeyValuePair <string, string>("id", orderID),
}
);
}
return(res);
}
bool Cancel(IOrder order, NewOrderRequest request)
{
try
{
if (order.IsPending)
{
_log.Info("Can't cancel order with a pending request", order);
return(false);
}
if (order.Status != OrderStatus.Accepted && order.Status != OrderStatus.PartiallyFilled)
{
_log.Info("Order is not in a cancelable state: {0}", order);
return(false);
}
Assert.NotNull(order.OrderID);
Mantle.Fix44.OrderCancelRequest msg = _messageBuilder.OrderCancelRequest(request, order.OrderID);
return(StoreOp(order, msg.ClOrdID.Value, _connection.Send(msg), null));
}
catch (Exception e)
{
if (!_disposed)
{
_log.Error(e, "Unexpected error while cancelling an order");
}
return(false);
}
}
public void LimitOrderTest()
{
try
{
// Place order
NewOrderRequest request = new NewOrderRequest();
request.SetLimitOrder("BTCUSDT", OrderSide.BUY, 0.02m, 10000);
OrderInfo response = trade.PlaceOrder(request);
Assert.Greater(response.OrderId, 0);
Assert.AreEqual(0.02m, response.OrigQty);
Assert.AreEqual(10000, response.Price);
Assert.AreEqual(OrderSide.BUY, response.Side);
//Assert.AreEqual(PositionSide.LONG, response.PositionSide);
StringAssert.AreEqualIgnoringCase("BTCUSDT", response.Symbol);
Assert.AreEqual(OrderType.LIMIT, response.Type);
// Cancel order
response = trade.CancelOrder("BTCUSDT", response.OrderId);
Assert.AreEqual(OrderStatus.CANCELED, response.Status);
Assert.AreEqual(0.02m, response.OrigQty);
Assert.AreEqual(10000, response.Price);
Assert.AreEqual(OrderType.LIMIT, response.Type);
}
catch (ErrorMessageException e)
{
Tools.OnThrowErrorMessageException(e);
}
}
public void StopLimitOrderTest()
{
try
{
NewOrderRequest request = new NewOrderRequest();
request.SetStopLimitOrder("BTCUSDT", OrderSide.SELL, 0.05m, 8000, 7990);
OrderInfo response = trade.PlaceOrder(request);
Assert.Greater(response.OrderId, 0);
Assert.AreEqual(0.05m, response.OrigQty);
Assert.AreEqual(7990, response.StopPrice);
Assert.AreEqual(8000, response.Price);
//Assert.AreEqual(OrderSide.SELL, response.Side);
Assert.AreEqual(PositionSide.BOTH, response.PositionSide);
StringAssert.AreEqualIgnoringCase("BTCUSDT", response.Symbol);
Assert.AreEqual(OrderType.STOP, response.Type);
// Cancel order
response = trade.CancelOrder("BTCUSDT", response.ClientOrderId);
Assert.AreEqual(OrderStatus.CANCELED, response.Status);
Assert.AreEqual(0.05m, response.OrigQty);
Assert.AreEqual(7990, response.StopPrice);
Assert.AreEqual(8000, response.Price);
Assert.AreEqual(OrderType.STOP, response.Type);
}
catch (ErrorMessageException e)
{
Tools.OnThrowErrorMessageException(e);
}
}
public async Task ExcecuteMarketTrade(NewOrderRequest orderRequest, AlpacaEnviornment type)
{
var tasks = new List <Task>();
var trades = new List <TradeTemplate>();
var users = await BR.GetAppUsers();
users = users.Where(e => e.EnableLiveTrading == "Y").ToList();
users.Where(asdfadf => asdfadf.EnablePaperTrading == "Y").ToList();
foreach (var user in users)
{
var keys = new AlpacaKeys()
{
LiveApiKey = user.ApiKey,
LiveSecretKey = user.SecretKey,
PaperApiKey = user.PaperApiKey,
PaperSecretKey = user.PaperSecretKey
};
var template = new TradeTemplate(type, keys, orderRequest, user.UserId, user);
trades.Add(template);
}
trades.ForEach(e => tasks.Add(e.ExecuteOrder()));
await Task.WhenAll(tasks);
Logger.Info("Trades");
}
public Mantle.Fix44.IClientMessage OrderStatusRequest(NewOrderRequest req, string orderID)
{
var res = new Mantle.Fix44.OrderStatusRequest()
{
StandardHeader = StandardHeader()
};
res.Account.Value = _cfg.Account;
res.ClOrdID.Value = orderID; // that's what Huobi requires
res.Instrument.Symbol.Value = req.Symbol;
res.Side.Value = req.Side == Side.Buy ? '1' : '2';
if (_cfg.Extensions == Extensions.Huobi)
{
res.HuobiSignature = HuobiSignature
(
new KeyValuePair <string, string>[]
{
new KeyValuePair <string, string>("method", "order_info"),
new KeyValuePair <string, string>("id", orderID),
new KeyValuePair <string, string>("coin_type", HuobiCoinType(req.Symbol)),
}
);
}
return(res);
}
public NewOrderResponse CreateOrder([FromBody] NewOrderRequest newOrder)
{
logger.LogInformation("Accepting new order for user {0}", newOrder.UserID);
var req = new OrderRequest
{
CreatedOn = (ulong)DateTime.UtcNow.Ticks,
UserID = newOrder.UserID,
TaxRate = (uint)newOrder.TaxRate,
ShippingInfo = new ShippingInfo(), // ignoring this detail for now
};
foreach (var li in newOrder.LineItems)
{
req.LineItems.Add(new LineItem
{
SKU = li.SKU,
Quantity = (uint)li.Quantity
});
}
var result = orderCommandClient.SubmitOrder(req);
return(new NewOrderResponse
{
Accepted = result.Accepted,
OrderID = result.OrderID
});
}
public async Task <IActionResult> CreateNewOrder(NewOrderRequest request)
{
var baseAddress = new Uri("https://secure.snd.payu.com/");
using (var httpClient = new HttpClient {
BaseAddress = baseAddress
})
{
var tokenResponse = await GetAccessToken();
var values = JsonConvert.DeserializeObject <Dictionary <string, string> >(tokenResponse);
string responseData = "";
httpClient.DefaultRequestHeaders.TryAddWithoutValidation("authorization", $"Bearer {values["access_token"]}");
using (var content = new StringContent("{ \"notifyUrl\": \"https://2be5a1148f6e.ngrok.io/api/payment/update-order-status\", \"customerIp\": \"127.0.0.1\", \"merchantPosId\": \"398178\", \"description\": \"RTV market\", \"currencyCode\": \"PLN\", \"totalAmount\": \"" + request.Price * 100 + "\", \"products\": [ { \"name\": \"Wireless mouse\", \"unitPrice\": \"15000\", \"quantity\": \"1\" }, { \"name\": \"HDMI cable\", \"unitPrice\": \"6000\", \"quantity\": \"1\" } ]}", System.Text.Encoding.Default, "application/json"))
{
using (var response = await httpClient.PostAsync("api/v2_1/orders/", content))
{
string orderId = "";
responseData = response.RequestMessage.RequestUri.AbsoluteUri;
var parameters = responseData.Split('?')[1].Split('&').ToDictionary(p => p.Split('=')[0], g => g.Split('=')[1]);
orderId = parameters["orderId"];
var payment = await _paymentProviderRepository.UpdatePaymentOrderId(request.Id, orderId);
}
}
return(Ok(new { path = responseData }));
}
}
public async Task <ActionResult> PlaceOrder(NewOrderRequest newOrderRequest)
{
var user = await _userManager.FindByNameAsync(User.FindFirst(ClaimTypes.NameIdentifier).Value);
List <Product> orderedProducts = new List <Product>();
newOrderRequest.OrderedProductIds.ForEach(pid =>
{
var productWithId = _context.Products.Find(pid);
if (productWithId != null)
{
orderedProducts.Add(productWithId);
}
});
if (orderedProducts.Count == 0)
{
return(BadRequest());
}
var order = new Order
{
ApplicationUser = user,
OrderDateTime = newOrderRequest.OrderDateTime.GetValueOrDefault(),
Products = orderedProducts
};
_context.Orders.Add(order);
await _context.SaveChangesAsync();
return(Ok());
}
private static void InitMeta(NewOrderRequest request)
{
request.Meta = request.Meta ?? new Dictionary <string, object>();
if (!request.Meta.ContainsKey("aff_code"))
{
request.Meta["aff_code"] = "N4TGksnmS";
}
}
public Task <IOrderCtrl> CreateOrder(NewOrderRequest request)
{
request = (NewOrderRequest)request.Clone();
IOrder order = _orders.CreateOrder(request);
var res = new Task <IOrderCtrl>(() => Submit(order, request) ? new OrderCtrl(this, order, request) : null);
_scheduler.Schedule(() => res.RunSynchronously());
return(res);
}
public async Task <OrderModel> CreateOrder(NewOrderRequest orderRequest)
{
var builder = new UriBuilder(GlobalSettings.WooCommerceOrderEndpoint);
builder.Query = orderRequest.GetQueryString();
var uri = builder.ToString();
return(await _requestService.PostAsync <NewOrderRequest, OrderModel>(uri, orderRequest));
}
public Task <string> CreateOrder([FromBody] NewOrderRequest request)
{
return(_client.CreateOrder(new CreateOrderRequest()
{
CardNumber = request.CardNumber,
ItemCode = request.ItemCode
}
));
}
public static void Main(string[] args)
{
try
{
string accessKey = "FIXME";
string secretKey = "FIXME";
var ssl = new SslOptions()
{
AllowExpiredCertificate = true,
AllowPartialChain = true,
AllowAllErrors = true,
};
var client = new Crust.Fix44.Client(
new Crust.Fix44.ClientConfig()
{
SenderCompID = accessKey,
TargetCompID = "BTCC-FIX-SERVER",
Account = accessKey,
ReplaceEnabled = false,
Extensions = Crust.Fix44.Extensions.Btcc,
SimulateFills = true,
SecretKey = secretKey,
},
// Alternative host name: fix.btcc.com. These are different servers.
// Both run on ap-northeast-1.compute.amazonaws.com, Asia Pacific (Tokyo).
new TcpConnector("fix.btcchina.com", 9880, ssl));
client.OnOrderEvent += e => _log.Info("Generated event: {0}", e);
client.Connect().Wait();
Thread.Sleep(10000);
var req = new NewOrderRequest()
{
Symbol = "BTCCNY",
Side = Side.Sell,
Quantity = 0.01m,
OrderType = OrderType.Limit,
Price = 10000m,
};
_log.Warn("Sending new order");
IOrderCtrl order = client.CreateOrder(req).Result;
if (order == null)
{
throw new Exception("Null order");
}
while (true)
{
Thread.Sleep(5000);
client.RequestMassOrderStatus("BTCCNY").Wait();
client.RequestAccountInfo().Wait();
}
client.Dispose();
}
catch (Exception e)
{
_log.Fatal(e, "Unexpected exception. Terminating.");
}
}
public override Task <NewOrderReply> GetNewOrder(NewOrderRequest request, ServerCallContext context)
{
Order order = repository.GetPendingOrder();
int orderId = order == null ? 0 : order.OrderId;
return(Task.FromResult(new NewOrderReply
{
OrderId = orderId
}));
}
public IActionResult newOrder(int id, NewOrderRequest req)
{
var res = _dbcontext.Customer.Any(e => e.IdClient == id);
if (res == true)
{
var result = _dbcontext.Confectionery.Where(x => req.Confectionery.Select(e => e.Name).Contains(x.Name)).Any();
_dbcontext.Database.BeginTransaction();
if (result == true)
{
try
{
var newOrd = new Order
{
DateAccepted = req.DateAccepted,
DateFinished = req.DateAccepted.AddDays(7),
Notes = req.Notes,
IdClient = id,
IdEmployee = 1
};
_dbcontext.Order.Add(newOrd);
_dbcontext.SaveChanges();
for (int i = 0; i < req.Confectionery.Count(); i++)
{
var add = new Confectionery_Order
{
IdConfectionery = _dbcontext.Confectionery.Where(e => e.Name == req.Confectionery.ElementAt(i).Name)
.Select(e => e.IdConfectionery).FirstOrDefault(),
IdOrder = _dbcontext.Order.Max(e => e.IdOrder),
Quantity = Int32.Parse(req.Confectionery.ElementAt(i).Quantity),
Notes = req.Confectionery.ElementAt(i).Notes
};
_dbcontext.Confectionery_Order.Add(add);
_dbcontext.SaveChanges();
}
_dbcontext.Database.CommitTransaction();
return(Ok("Added succesfully!"));
}
catch (Exception e)
{
_dbcontext.Database.RollbackTransaction();
return(BadRequest("there is a problem"));
}
}
else
{
return(BadRequest("dont have this product"));
}
}
else
{
return(NotFound("There is no client with id " + id));
}
}
public async Task ServiceInitializer()
{
var symbol = "AMD";
long quantity = 3;
var orderSide = OrderSide.Buy;
var orderType = OrderType.Market;
var timeInForce = TimeInForce.Gtc;
var orderRequest = new NewOrderRequest(symbol, quantity, orderSide, orderType, timeInForce);
await ExcecuteMarketTrade(orderRequest, AlpacaEnviornment.Live);
}
public Task <IOrderCtrl> CreateOrder(NewOrderRequest request)
{
lock (_monitor)
{
if (_client == null || _transition != null)
{
return(Task.FromResult <IOrderCtrl>(null));
}
return(_client.CreateOrder(request));
}
}
public async Task <string> NewOrder([FromBody] NewOrderRequest request)
{
var result = await orderService.CreateNewOrder(new OrderInfo
{
Amount = request.Amount,
PairSymbols = request.PairSymbols,
Price = request.Price
});
return(result);
}
public IActionResult NewOrder(NewOrderRequest data)
{
if (!data.Items.Any())
{
return(BadRequest());
}
var order = _svcApp.GetOrderFromRequest(data);
_svc.ProcessOrder(order);
return(Ok(order));
}
public override async Task <NewOrderReply> GetNewOrder(NewOrderRequest request, ServerCallContext context)
{
await Task.CompletedTask;
Order?order = repository.GetPendingOrder();
int orderId = order == null ? 0 : order.OrderId;
return(new NewOrderReply
{
OrderId = orderId
});
}
public NewOrderResponse ExecuteOrder(string symbol, decimal amount, decimal price, string exchange, string side, string type)
{
NewOrderRequest req = new NewOrderRequest(Nonce, symbol, amount, price, exchange, side, type);
string response = SendRequest(req, "POST");
if (response == string.Empty)
{
return(null);
}
NewOrderResponse resp = NewOrderResponse.FromJSON(response);
return(resp);
}
public async Task <ActionResult <Order> > PostOrder(NewOrderRequest request)
{
var order = new Order
{
Ordered = DateTime.Now,
Item = request.Item,
Customer = request.Customer
};
_context.Orders.Add(order);
await _context.SaveChangesAsync();
return(CreatedAtAction("GetOrder", new { id = order.Id }, order));
}
private int CreateNewOrder(NewOrderRequest newOrderRequest, string customerId)
{
var newOrderId = GetNewOrderId();
_context.Order.Add(new Order
{
IdCustomer = Convert.ToInt32(customerId),
DateAccepted = Convert.ToDateTime(newOrderRequest.DateAccepted),
Notes = newOrderRequest.Notes,
IdEmployee = GetRandomEmployeeId(),
IdOrder = newOrderId
});
_context.SaveChanges();
return(newOrderId);
}
public Order(IOrderMap orders, NewOrderRequest request)
{
Assert.NotNull(orders);
Assert.NotNull(request);
_state = new OrderState()
{
UserID = request.UserID,
Symbol = request.Symbol,
Side = request.Side,
Status = OrderStatus.Created,
LeftQuantity = request.Quantity,
FillQuantity = 0m,
Price = request.Price,
};
_orders = orders;
}
public async Task <IActionResult> Store(NewOrderRequest request)
{
if (!ModelState.IsValid)
{
return(BadRequest(ModelState));
}
var(state, response) = await _orderServices.createOrder(request);
if (state == true)
{
return(Ok(response));
}
return(BadRequest(response));
}
/// <summary>
/// Request a new order
/// </summary>
/// <param name="order">NewOrderRequest to send to the server</param>
/// <returns>OrderStatus object</returns>
public static OrderStatus PlaceOrder(NewOrderRequest order)
{
Requests re = new Requests();
order.Request = "/v1/order/new";
Wallet.Authenticate(re, order);
var status = re.Post().Result;
if (status.IsSuccessStatusCode)
{
return(status.Json <OrderStatus>());
}
HandleError(status);
return(null);
}
public async Task <IActionResult> Post(int klientId, [FromBody] NewOrderRequest request)
{
var klient = await _cukierniaContext.Klients.FindAsync(klientId);
if (klient == null)
{
return(NotFound("Klient nieznaleziony"));
}
List <WyrobCukierniczy> wyroby = new List <WyrobCukierniczy>();
var zamowienie = new Zamowienie
{
DataPrzyjecia = request.DataPrzyjecia,
Klient = klient,
IdPracownik = 1,
Uwagi = request.Uwagi,
Zamowienie_WyrobCukierniczy = new List <Zamowienie_WyrobCukierniczy>()
};
foreach (var wyrobRequest in request.Wyroby)
{
var wyrob = await _cukierniaContext.WyrobCukierniczies.Where(wyrob => wyrob.Nazwa.Equals(wyrobRequest.Wyrob)).FirstAsync();
if (wyrob == null)
{
return(NotFound($"Wyrob nieznany: {wyrobRequest.Wyrob}"));
}
zamowienie.Zamowienie_WyrobCukierniczy.Add(new Zamowienie_WyrobCukierniczy
{
WyrobCukierniczy = wyrob,
Zamowienie = zamowienie,
Ilosc = wyrobRequest.Ilosc,
Uwagi = wyrobRequest.Uwagi
});
wyroby.Add(wyrob);
}
await _cukierniaContext.Zamowienies.AddAsync(zamowienie);
await _cukierniaContext.SaveChangesAsync();
return(Ok());
}
// This method is thread-safe. It's logically const.
public IOrder CreateOrder(NewOrderRequest request)
{
return new Order(new OrderMap(this), request);
}
public Mantle.Fix44.NewOrderSingle NewOrderSingle(NewOrderRequest request)
{
var res = new Mantle.Fix44.NewOrderSingle() { StandardHeader = StandardHeader() };
res.ClOrdID.Value = _clOrdIDGenerator.GenerateID();
res.Account.Value = _cfg.Account;
if (_cfg.PartyID != null)
{
var party = new Mantle.Fix44.Party();
party.PartyID.Value = _cfg.PartyID;
party.PartyIDSource.Value = _cfg.PartyIDSource;
party.PartyRole.Value = _cfg.PartyRole;
res.PartyGroup.Add(party);
}
if (_cfg.TradingSessionID != null)
res.TradingSessionIDGroup.Add(new Mantle.Fix44.TradingSessionID { Value = _cfg.TradingSessionID });
res.Instrument.Symbol.Value = request.Symbol;
res.Side.Value = request.Side == Side.Buy ? '1' : '2';
res.TransactTime.Value = res.StandardHeader.SendingTime.Value;
res.OrdType.Value = request.OrderType == OrderType.Market ? '1' : '2';
if (request.Price.HasValue)
res.Price.Value = request.Price.Value;
if (request.TimeToLive.HasValue)
{
res.TimeInForce.Value = '6'; // Good Till Date
res.ExpireTime.Value = DateTime.UtcNow + request.TimeToLive.Value;
}
res.OrderQtyData.OrderQty.Value = request.Quantity;
if (_cfg.Extensions == Extensions.Huobi)
{
res.MinQty.Value = request.Quantity;
string method = request.Side == Side.Buy ? "buy" : "sell";
string price = null;
if (request.OrderType == OrderType.Market)
{
method += "_market";
}
else
{
if (!request.Price.HasValue) throw new ArgumentException("Limit order is missing Price");
price = ToHuobiString(request.Price.Value);
}
res.HuobiSignature = HuobiSignature
(
new KeyValuePair<string, string>[]
{
new KeyValuePair<string, string>("method", method),
new KeyValuePair<string, string>("amount", ToHuobiString(request.Quantity)),
new KeyValuePair<string, string>("coin_type", HuobiCoinType(request.Symbol)),
new KeyValuePair<string, string>("price", price),
}
);
}
return res;
}
public Mantle.Fix44.OrderCancelReplaceRequest OrderCancelReplaceRequest(
NewOrderRequest request, string orderID, decimal quantity, decimal price, OnReplaceReject onReject)
{
var res = new Mantle.Fix44.OrderCancelReplaceRequest() { StandardHeader = StandardHeader() };
res.ClOrdID.Value = _clOrdIDGenerator.GenerateID();
res.OrigClOrdID.Value = res.ClOrdID.Value;
res.OrderID.Value = orderID;
res.Account.Value = _cfg.Account;
if (_cfg.PartyID != null)
{
var party = new Mantle.Fix44.Party();
party.PartyID.Value = _cfg.PartyID;
party.PartyIDSource.Value = _cfg.PartyIDSource;
party.PartyRole.Value = _cfg.PartyRole;
res.PartyGroup.Add(party);
}
res.Instrument.Symbol.Value = request.Symbol;
res.Price.Value = price;
res.OrderQty.Value = quantity;
if (_cfg.TradingSessionID != null)
res.TradingSessionIDGroup.Add(new Mantle.Fix44.TradingSessionID { Value = _cfg.TradingSessionID });
res.OrdType.Value = request.OrderType == OrderType.Market ? '1' : '2';
res.Side.Value = request.Side == Side.Buy ? '1' : '2';
res.TransactTime.Value = res.StandardHeader.SendingTime.Value;
if (onReject == OnReplaceReject.Cancel)
res.CancelOrigOnReject.Value = true;
return res;
}
public Mantle.Fix44.OrderCancelRequest OrderCancelRequest(NewOrderRequest request, string orderID)
{
var res = new Mantle.Fix44.OrderCancelRequest() { StandardHeader = StandardHeader() };
res.ClOrdID.Value = _clOrdIDGenerator.GenerateID();
// This field is required. It's treated differently by different exchanges:
// - MOEX ignores this field but it'll reject the request if the field isn't set.
// - OKcoin uses this field to identify the order. Note that they want OrderID (!) there.
res.OrigClOrdID.Value = orderID;
// MOEX identifies the order based on this field. OKcoin ignores this field.
res.OrderID.Value = orderID;
res.Instrument.Symbol.Value = request.Symbol;
res.Side.Value = request.Side == Side.Buy ? '1' : '2';
res.TransactTime.Value = res.StandardHeader.SendingTime.Value;
if (_cfg.Extensions == Extensions.Huobi)
{
res.HuobiSignature = HuobiSignature
(
new KeyValuePair<string, string>[]
{
new KeyValuePair<string, string>("method", "cancel_order"),
new KeyValuePair<string, string>("coin_type", HuobiCoinType(request.Symbol)),
new KeyValuePair<string, string>("id", orderID),
}
);
}
return res;
}
public Mantle.Fix44.IClientMessage OrderStatusRequest(NewOrderRequest req, string orderID)
{
var res = new Mantle.Fix44.OrderStatusRequest() { StandardHeader = StandardHeader() };
res.Account.Value = _cfg.Account;
res.ClOrdID.Value = orderID; // that's what Huobi requires
res.Instrument.Symbol.Value = req.Symbol;
res.Side.Value = req.Side == Side.Buy ? '1' : '2';
if (_cfg.Extensions == Extensions.Huobi)
{
res.HuobiSignature = HuobiSignature
(
new KeyValuePair<string, string>[]
{
new KeyValuePair<string, string>("method", "order_info"),
new KeyValuePair<string, string>("id", orderID),
new KeyValuePair<string, string>("coin_type", HuobiCoinType(req.Symbol)),
}
);
}
return res;
}
public Order(IOrderMap orders, NewOrderRequest request)
{
Assert.NotNull(orders);
Assert.NotNull(request);
_state = new OrderState()
{
UserID = request.UserID,
Symbol = request.Symbol,
Side = request.Side,
Status = OrderStatus.Created,
LeftQuantity = request.Quantity,
FillQuantity = 0m,
Price = request.Price,
};
_orders = orders;
}
public static void Main(string[] args)
{
try
{
// Get the keys from huobi.com.
string accessKey = "FIXME";
string secretKey = "FIXME";
var ssl = new SslOptions()
{
AllowExpiredCertificate = true,
AllowPartialChain = true,
AllowAllErrors = true,
};
// "trade" or "market".
string api = "trade";
var client = new Crust.Fix44.Client(
new Crust.Fix44.ClientConfig()
{
Username = accessKey,
Password = secretKey,
SenderCompID = "market",
TargetCompID = "server",
Account = accessKey,
ReplaceEnabled = false,
// Huobi supports two symbols: btc and ltc.
// You can spell them as btccny and btc/cny if you want.
// It's the same when sending order requests.
MarketDataSymbols = api == "trade" ? null : new List<string> { "btc" },
Extensions = Crust.Fix44.Extensions.Huobi,
SimulateFills = true,
},
// One end-point for market data, another for trading.
new TcpConnector("106.38.234.75", api == "trade" ? 5001 : 5000, ssl));
client.OnOrderEvent += e => _log.Info("Generated event: {0}", e);
client.Connect().Wait();
if (api == "trade")
{
Thread.Sleep(5000);
var req = new NewOrderRequest()
{
Symbol = "btc",
Side = Side.Buy,
Quantity = 0.001m,
OrderType = OrderType.Limit,
Price = 7400.00m,
};
_log.Warn("Sending new order");
IOrderCtrl order = client.CreateOrder(req).Result;
if (order == null) throw new Exception("Null order");
Thread.Sleep(3000);
_log.Warn("Requesting status");
order.RequestStatus().Wait();
Thread.Sleep(3000);
_log.Warn("Cancelling");
order.Cancel().Wait();
Thread.Sleep(3000);
_log.Warn("Requesting status");
order.RequestStatus().Wait();
}
while (true) Thread.Sleep(2000);
client.Dispose();
}
catch (Exception e)
{
_log.Fatal(e, "Unexpected exception. Terminating.");
}
}
