public void OnClosedTradeAdded(O2GClosedTradeRow closedTrade)
{
for (int i = 0; i < mMonitors.Count; i++)
{
mMonitors[i].OnClosedTradeAdded(closedTrade);
}
}
public void onAdded(string sRowID, O2GRow rowData)
{
O2GTableType type = rowData.TableType;
switch (type)
{
case O2GTableType.Orders:
O2GOrderRow orderRow = (O2GOrderRow)rowData;
if (mBatchOrderMonitor != null && mRequestIDs.Contains(orderRow.RequestID))
{
Console.WriteLine("The order has been added. Order ID: {0}, Rate: {1}, Time In Force: {2}",
orderRow.OrderID,
orderRow.Rate,
orderRow.TimeInForce);
mBatchOrderMonitor.OnOrderAdded(orderRow);
}
break;
case O2GTableType.Trades:
O2GTradeRow tradeRow = (O2GTradeRow)rowData;
if (mBatchOrderMonitor != null)
{
mBatchOrderMonitor.OnTradeAdded(tradeRow);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mResponseListener.StopWaiting();
}
}
break;
case O2GTableType.ClosedTrades:
O2GClosedTradeRow closedTradeRow = (O2GClosedTradeRow)rowData;
if (mBatchOrderMonitor != null)
{
mBatchOrderMonitor.OnClosedTradeAdded(closedTradeRow);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mResponseListener.StopWaiting();
}
}
break;
case O2GTableType.Messages:
O2GMessageRow messageRow = (O2GMessageRow)rowData;
if (mBatchOrderMonitor != null)
{
mBatchOrderMonitor.OnMessageAdded(messageRow);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mResponseListener.StopWaiting();
}
}
break;
}
}
private void PrintClosedTrades(ReadOnlyCollection <O2GClosedTradeRow> closedTrades, string orderID)
{
if (closedTrades.Count == 0)
{
return;
}
Console.WriteLine("For the order: OrderID = {0} the following positions have been closed: ", orderID);
for (int i = 0; i < closedTrades.Count; i++)
{
O2GClosedTradeRow closedTrade = closedTrades[i];
String tradeID = closedTrade.TradeID;
int amount = closedTrade.Amount;
double rate = closedTrade.CloseRate;
Console.WriteLine("Closed Trade ID: {0}; Amount: {1}; Closed Rate: {2}", tradeID, amount, rate);
}
}
/// <summary>
/// Process trade closing during order execution
/// </summary>
public void OnClosedTradeAdded(O2GClosedTradeRow closedTradeRow)
{
string sOrderID = mOrder.OrderID;
string sClosedTradeOrderID = closedTradeRow.CloseOrderID;
if (sClosedTradeOrderID.Equals(sOrderID))
{
mClosedTrades.Add(closedTradeRow);
if (mState == OrderState.OrderExecuted ||
mState == OrderState.OrderRejected ||
mState == OrderState.OrderCanceled)
{
if (IsAllTradesReceived())
{
SetResult(true);
}
}
}
}
public void onAdded(string sRowID, O2GRow rowData)
{
O2GTableType type = rowData.TableType;
switch (type)
{
case O2GTableType.Orders:
O2GOrderRow orderRow = (O2GOrderRow)rowData;
if (mRequestID.Equals(orderRow.RequestID))
{
mOrderID = orderRow.OrderID;
PrintOrder("New order is added", orderRow);
}
break;
case O2GTableType.Trades:
O2GTradeRow tradeRow = (O2GTradeRow)rowData;
Console.WriteLine("Position is opened: TradeID='{0}', TradeIDOrigin='{1}'",
tradeRow.TradeID, tradeRow.TradeIDOrigin);
break;
case O2GTableType.ClosedTrades:
O2GClosedTradeRow closedTradeRow = (O2GClosedTradeRow)rowData;
Console.WriteLine("Position is closed: TradeID='{0}'",
closedTradeRow.TradeID);
break;
case O2GTableType.Messages:
O2GMessageRow messageRow = (O2GMessageRow)rowData;
string text = messageRow.Text;
int findPos = text.IndexOf(mOrderID);
if (findPos >= 0)
{
Console.WriteLine("Feature='{0}', Message='{1}'",
messageRow.Feature, text);
}
break;
}
}
/// <summary>
/// Process trade closing during order execution
/// </summary>
public void OnClosedTradeAdded(O2GClosedTradeRow closedTradeRow)
{
string sOrderID = mOrder.OrderID;
string sClosedTradeOrderID = closedTradeRow.CloseOrderID;
if (sClosedTradeOrderID.Equals(sOrderID))
{
mClosedTrades.Add(closedTradeRow);
if (mState == OrderState.OrderExecuted ||
mState == OrderState.OrderRejected ||
mState == OrderState.OrderCanceled)
{
if (IsAllTradesReceived())
SetResult(true);
}
}
}
public void onTablesUpdates(O2GResponse data)
{
O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();
if (factory != null)
{
O2GTablesUpdatesReader reader = factory.createTablesUpdatesReader(data);
for (int ii = 0; ii < reader.Count; ii++)
{
switch (reader.getUpdateTable(ii))
{
case O2GTableType.Accounts:
O2GAccountRow account = reader.getAccountRow(ii);
//Show balance updates
Console.WriteLine("Balance: {0}", account.Balance);
break;
case O2GTableType.Orders:
O2GOrderRow order = reader.getOrderRow(ii);
switch (reader.getUpdateType(ii))
{
case O2GTableUpdateType.Insert:
if (mBatchOrderMonitor != null)
{
Console.WriteLine("The order has been added. Order ID: {0}, Rate: {1}, Time In Force: {2}",
order.OrderID,
order.Rate,
order.TimeInForce);
mBatchOrderMonitor.OnOrderAdded(order);
}
break;
case O2GTableUpdateType.Delete:
if (mBatchOrderMonitor != null)
{
Console.WriteLine("The order has been deleted. Order ID: {0}", order.OrderID);
mBatchOrderMonitor.OnOrderDeleted(order);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mSyncResponseEvent.Set();
}
}
break;
}
break;
case O2GTableType.Trades:
O2GTradeRow trade = reader.getTradeRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
if (mBatchOrderMonitor != null)
{
mBatchOrderMonitor.OnTradeAdded(trade);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mSyncResponseEvent.Set();
}
}
}
break;
case O2GTableType.ClosedTrades:
O2GClosedTradeRow closedTrade = reader.getClosedTradeRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
if (mBatchOrderMonitor != null)
{
mBatchOrderMonitor.OnClosedTradeAdded(closedTrade);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mSyncResponseEvent.Set();
}
}
}
break;
case O2GTableType.Messages:
O2GMessageRow message = reader.getMessageRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
if (mBatchOrderMonitor != null)
{
mBatchOrderMonitor.OnMessageAdded(message);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mSyncResponseEvent.Set();
}
}
}
break;
}
}
}
}
public void onAdded(string sRowID, O2GRow rowData)
{
O2GTableType type = rowData.TableType;
switch (type)
{
case O2GTableType.Orders:
O2GOrderRow orderRow = (O2GOrderRow)rowData;
if (mRequestID.Equals(orderRow.RequestID))
{
if ((OrderMonitorNetting.IsClosingOrder(orderRow) || OrderMonitorNetting.IsOpeningOrder(orderRow)) &&
mOrderMonitor == null)
{
Console.WriteLine("The order has been added. Order ID: {0}, Rate: {1}, Time In Force: {2}",
orderRow.OrderID,
orderRow.Rate,
orderRow.TimeInForce);
O2GTradeRow trade = null;
string sTradeID = orderRow.TradeID;
if (mTradesTable != null)
{
for (int j = 0; j < mTradesTable.Count; j++)
{
if (sTradeID.Equals(mTradesTable.getRow(j).TradeID))
{
trade = mTradesTable.getRow(j);
break;
}
}
}
if (trade == null)
{
mOrderMonitor = new OrderMonitorNetting(orderRow);
}
else
{
mOrderMonitor = new OrderMonitorNetting(orderRow, trade.Amount);
}
}
}
break;
case O2GTableType.Trades:
O2GTradeRow tradeRow = (O2GTradeRow)rowData;
if (mOrderMonitor != null)
{
mOrderMonitor.OnTradeAdded(tradeRow);
if (mOrderMonitor.IsOrderCompleted)
{
PrintResult();
mResponseListener.StopWaiting();
}
}
break;
case O2GTableType.ClosedTrades:
O2GClosedTradeRow closedTradeRow = (O2GClosedTradeRow)rowData;
if (mOrderMonitor != null)
{
mOrderMonitor.OnClosedTradeAdded(closedTradeRow);
if (mOrderMonitor.IsOrderCompleted)
{
PrintResult();
mResponseListener.StopWaiting();
}
}
break;
case O2GTableType.Messages:
O2GMessageRow messageRow = (O2GMessageRow)rowData;
if (mOrderMonitor != null)
{
mOrderMonitor.OnMessageAdded(messageRow);
if (mOrderMonitor.IsOrderCompleted)
{
PrintResult();
mResponseListener.StopWaiting();
}
}
break;
}
}
public void onTablesUpdates(O2GResponse response)
{
O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();
if (factory != null)
{
O2GTablesUpdatesReader reader = factory.createTablesUpdatesReader(response);
for (int ii = 0; ii < reader.Count; ii++)
{
switch (reader.getUpdateTable(ii))
{
case O2GTableType.Accounts:
O2GAccountRow account = reader.getAccountRow(ii);
// Show balance updates
Console.WriteLine("Balance: {0}", account.Balance);
break;
case O2GTableType.Orders:
O2GOrderRow order = reader.getOrderRow(ii);
switch (reader.getUpdateType(ii))
{
case O2GTableUpdateType.Insert:
if (mRequestID.Equals(order.RequestID))
{
mOrderID = order.OrderID;
printOrder("New order is added", order);
}
break;
case O2GTableUpdateType.Update:
printOrder("An order is changed", order);
break;
case O2GTableUpdateType.Delete:
if (mRequestID.Equals(order.RequestID))
{
string sStatus = order.Status;
if (sStatus.Equals("R"))
{
printOrder("An order has been rejected", order);
}
else
{
printOrder("An order is going to be removed", order);
}
mSyncResponseEvent.Set();
}
break;
}
break;
case O2GTableType.Trades:
O2GTradeRow trade = reader.getTradeRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
Console.WriteLine("Position is opened: TradeID='{0}', TradeIDOrigin='{1}'",
trade.TradeID, trade.TradeIDOrigin);
}
break;
case O2GTableType.ClosedTrades:
O2GClosedTradeRow closedTrade = reader.getClosedTradeRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
Console.WriteLine("Position is closed: TradeID='{0}'",
closedTrade.TradeID);
}
break;
case O2GTableType.Messages:
O2GMessageRow message = reader.getMessageRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
string text = message.Text;
int findPos = text.IndexOf(mOrderID);
if (findPos >= 0)
{
Console.WriteLine("Feature='{0}', Message='{1}'",
message.Feature, text);
}
}
break;
}
}
}
}
public void onTablesUpdates(O2GResponse data)
{
O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();
if (factory != null)
{
O2GTablesUpdatesReader reader = factory.createTablesUpdatesReader(data);
for (int ii = 0; ii < reader.Count; ii++)
{
switch (reader.getUpdateTable(ii))
{
case O2GTableType.Accounts:
O2GAccountRow account = reader.getAccountRow(ii);
//Show balance updates
Console.WriteLine("Balance: {0}", account.Balance);
break;
case O2GTableType.Orders:
O2GOrderRow order = reader.getOrderRow(ii);
switch (reader.getUpdateType(ii))
{
case O2GTableUpdateType.Insert:
if ((OrderMonitorNetting.IsClosingOrder(order) || OrderMonitorNetting.IsOpeningOrder(order)) &&
mOrderMonitor == null)
{
Console.WriteLine("The order has been added. Order ID: {0}, Rate: {1}, Time In Force: {2}",
order.OrderID,
order.Rate,
order.TimeInForce);
O2GTradeRow tradeRow = null;
string sTradeID = order.TradeID;
if (mTradesTable != null)
{
for (int j = 0; j < mTradesTable.Count; j++)
{
if (sTradeID.Equals(mTradesTable.getRow(j).TradeID))
{
tradeRow = mTradesTable.getRow(j);
break;
}
}
}
if (tradeRow == null)
{
mOrderMonitor = new OrderMonitorNetting(order);
}
else
{
mOrderMonitor = new OrderMonitorNetting(order, tradeRow.Amount);
}
}
break;
case O2GTableUpdateType.Delete:
if (mOrderMonitor != null)
{
Console.WriteLine("The order has been deleted. Order ID: {0}", order.OrderID);
mOrderMonitor.OnOrderDeleted(order);
if (mOrderMonitor.IsOrderCompleted)
{
PrintResult();
mSyncResponseEvent.Set();
}
}
break;
}
break;
case O2GTableType.Trades:
O2GTradeRow trade = reader.getTradeRow(ii);
switch (reader.getUpdateType(ii))
{
case O2GTableUpdateType.Insert:
if (mOrderMonitor != null)
{
mOrderMonitor.OnTradeAdded(trade);
if (mOrderMonitor.IsOrderCompleted)
{
PrintResult();
mSyncResponseEvent.Set();
}
}
break;
case O2GTableUpdateType.Update:
if (mOrderMonitor != null)
{
mOrderMonitor.OnTradeUpdated(trade);
if (mOrderMonitor.IsOrderCompleted)
{
PrintResult();
mSyncResponseEvent.Set();
}
}
break;
}
break;
case O2GTableType.ClosedTrades:
O2GClosedTradeRow closedTrade = reader.getClosedTradeRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
if (mOrderMonitor != null)
{
mOrderMonitor.OnClosedTradeAdded(closedTrade);
if (mOrderMonitor.IsOrderCompleted)
{
PrintResult();
mSyncResponseEvent.Set();
}
}
}
break;
case O2GTableType.Messages:
O2GMessageRow message = reader.getMessageRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
if (mOrderMonitor != null)
{
mOrderMonitor.OnMessageAdded(message);
if (mOrderMonitor.IsOrderCompleted)
{
PrintResult();
mSyncResponseEvent.Set();
}
}
}
break;
}
}
}
}
public void OnClosedTradeAdded(O2GClosedTradeRow closedTrade)
{
for (int i = 0; i < mMonitors.Count; i++)
mMonitors[i].OnClosedTradeAdded(closedTrade);
}
