コード例 #1
0
        static void Main(string[] args)
        {
            O2GSession session = null;

            try
            {
                LoginParams  loginParams  = new LoginParams(ConfigurationManager.AppSettings);
                SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);

                PrintSampleParams("GetOffers", loginParams, sampleParams);

                session = O2GTransport.createSession();
                SessionStatusListener statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
                session.subscribeSessionStatus(statusListener);
                statusListener.Reset();
                session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
                if (statusListener.WaitEvents() && statusListener.Connected)
                {
                    ResponseListener responseListener = new ResponseListener(session);
                    responseListener.SetInstrument(sampleParams.Instrument);
                    session.subscribeResponse(responseListener);

                    O2GLoginRules loginRules = session.getLoginRules();
                    if (loginRules == null)
                    {
                        throw new Exception("Cannot get login rules");
                    }

                    O2GResponse response;
                    if (loginRules.isTableLoadedByDefault(O2GTableType.Offers))
                    {
                        response = loginRules.getTableRefreshResponse(O2GTableType.Offers);
                        if (response != null)
                        {
                            responseListener.PrintOffers(session, response, null);
                        }
                    }
                    else
                    {
                        O2GRequestFactory requestFactory = session.getRequestFactory();
                        if (requestFactory != null)
                        {
                            O2GRequest offersRequest = requestFactory.createRefreshTableRequest(O2GTableType.Offers);
                            responseListener.SetRequestID(offersRequest.RequestID);
                            session.sendRequest(offersRequest);
                            if (!responseListener.WaitEvents())
                            {
                                throw new Exception("Response waiting timeout expired");
                            }
                            response = responseListener.GetResponse();
                            if (response != null)
                            {
                                responseListener.PrintOffers(session, response, null);
                            }
                        }
                    }

                    // Do nothing 10 seconds, let offers print
                    Thread.Sleep(100000);
                    Console.WriteLine("Done!");

                    session.unsubscribeResponse(responseListener);
                    statusListener.Reset();
                    session.logout();
                    statusListener.WaitEvents();
                }
                session.unsubscribeSessionStatus(statusListener);
            }
            catch (Exception e)
            {
                Console.WriteLine("Exception: {0}", e.ToString());
            }
            finally
            {
                if (session != null)
                {
                    session.Dispose();
                }
            }
        }
コード例 #2
0
        /// <summary>
        /// Listener: When Trading session status is changed
        /// </summary>
        /// <param name="status"></param>
        public void onSessionStatusChanged(O2GSessionStatusCode status)
        {
            switch (status)
            {
            case    O2GSessionStatusCode.TradingSessionRequested:
                // If the trading session requires the session name or pin code...
                if (OnErrorEvent != null)
                {
                    OnErrorEvent("Multi-session connectors aren't supported by this example\n");
                }
                mTradingSession.logout();
                break;

            case    O2GSessionStatusCode.Connected:
                // login is completed

                // now we need collect data about the system properties
                O2GLoginRules loginRules = mTradingSession.getLoginRules();
                mTZConverter = mTradingSession.getTimeConverter();
                // get the trading day offset.
                O2GResponse response;
                response = loginRules.getSystemPropertiesResponse();
                O2GSystemPropertiesReader reader = mTradingSession.getResponseReaderFactory().createSystemPropertiesReader(response);
                string   eod  = reader.Properties["END_TRADING_DAY"];
                DateTime time = DateTime.ParseExact("01.01.1900_" + eod, "MM.dd.yyyy_HH:mm:ss", CultureInfo.InvariantCulture);
                // convert Trading day start to EST time because the trading day is always closed by New York time
                // so to avoid handling different hour depending on daylight saying time - use EST always
                // for candle calculations
                time = mTZConverter.convert(time, O2GTimeConverterTimeZone.UTC, O2GTimeConverterTimeZone.EST);
                // here we have the date when trading day begins, e.g. 17:00:00
                // please note that if trading day begins before noon - it begins AFTER calendar date is started,
                // so the offset is positive (e.g. 03:00 is +3 offset).
                // if trading day begins after noon, it begins BEFORE calendar date is istarted,
                // so the offset is negative (e.g. 17:00 is -7 offset).
                if (time.Hour <= 12)
                {
                    mTradingDayOffset = time.Hour;
                }
                else
                {
                    mTradingDayOffset = time.Hour - 24;
                }

                // ...and now get the list of the offers to which the user is subscribed
                if (loginRules.isTableLoadedByDefault(O2GTableType.Offers))
                {
                    // if it is already loaded - just handle them
                    response = loginRules.getTableRefreshResponse(O2GTableType.Offers);
                    onRequestCompleted(null, response);
                }
                else
                {
                    // otherwise create the request to get offers from the server
                    O2GRequestFactory factory      = mTradingSession.getRequestFactory();
                    O2GRequest        offerRequest = factory.createRefreshTableRequest(O2GTableType.Offers);
                    mTradingSession.sendRequest(offerRequest);
                }
                break;

            default:
                if (OnStateChange != null)
                {
                    OnStateChange(false);
                }
                break;
            }
        }
コード例 #3
0
        void IO2GSessionStatus.onSessionStatusChanged(O2GSessionStatusCode status)
        {
            bool   connected;
            string name;

            switch (status)
            {
            case O2GSessionStatusCode.Connected:
                connected      = true;
                mTimeConverter = mSession.getTimeConverter();
                O2GLoginRules rules = mSession.getLoginRules();
                if (rules.isTableLoadedByDefault(O2GTableType.Offers))
                {
                    O2GResponse offers = rules.getTableRefreshResponse(O2GTableType.Offers);
                    ReadOffers(offers);
                    mReady = true;
                }
                else
                {
                    O2GRequestFactory reqFactory = mSession.getRequestFactory();
                    O2GRequest        request    = reqFactory.createRefreshTableRequest(O2GTableType.Offers);
                    mSession.sendRequest(request);
                    mReady = false;
                }
                name = "connected";
                break;

            case O2GSessionStatusCode.Connecting:
                connected = false;
                name      = "connecting";
                break;

            case O2GSessionStatusCode.Disconnected:
                connected = false;
                name      = "disconnected";
                break;

            case O2GSessionStatusCode.Disconnecting:
                connected = false;
                name      = "disconnecting";
                break;

            case O2GSessionStatusCode.PriceSessionReconnecting:
                connected = false;
                name      = "price channel reconnecting";
                break;

            case O2GSessionStatusCode.SessionLost:
                connected = false;
                name      = "session has been lost";
                break;

            default:
                connected = false;
                name      = "unknown";
                break;
            }

            if (!connected)
            {
                mReady         = false;
                mTimeConverter = null;
            }

            if (OnSessionStatusChanged != null)
            {
                SessionStatusEventArgs args = new SessionStatusEventArgs(connected, name);
                OnSessionStatusChanged(this, args);
            }
        }
コード例 #4
0
        // **AFTER LOG IN**
        // Background worker for table listeners
        private void priceBW_DoWork(object sender, DoWorkEventArgs e)
        {
            Console.WriteLine("Entered BW");

            mSession.useTableManager(O2GTableManagerMode.Yes, null);

            tableManager  = mSession.getTableManager();
            managerStatus = tableManager.getStatus();

            while (managerStatus == O2GTableManagerStatus.TablesLoading)
            {
                Thread.Sleep(50);
                managerStatus = tableManager.getStatus();
            }
            if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
            {
                this.Invoke(new MethodInvoker(delegate { actiBox.AppendText("WARNING: LOADING TABLES FAILED!" + Environment.NewLine); }));
                return;
            }
            // Check Accounts Table and Grab Information
            try
            {
                O2GLoginRules loginRules = mSession.getLoginRules();
                Console.WriteLine("Tables are loaded!");
                // Check if Accounts table is loaded automatically
                if (loginRules != null && loginRules.isTableLoadedByDefault(O2GTableType.Accounts))
                {
                    // If table is loaded, use getTableRefreshResponse method
                    O2GResponse accountsResponse             = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
                    O2GResponseReaderFactory responseFactory = mSession.getResponseReaderFactory();
                    if (responseFactory != null)
                    {
                        O2GAccountsTableResponseReader accountsReader = responseFactory.createAccountsTableReader(accountsResponse);

                        for (int i = 0; i < accountsReader.Count; i++)
                        {
                            account      = accountsReader.getRow(i);
                            accountValue = account.Balance;
                            this.Invoke(new MethodInvoker(delegate { accountValueBox.Text = "$" + Convert.ToString(accountValue); }));
                            acctEq = account.Balance;
                            this.Invoke(new MethodInvoker(delegate { accountLevBox.Text = "$" + Convert.ToString(acctEq); }));
                            sAccountID  = account.AccountID.ToString();
                            amountLimit = account.AmountLimit;
                            baseSize    = account.BaseUnitSize;
                            if (account.MaintenanceType == "Y")
                            {
                                this.Invoke(new MethodInvoker(delegate { hedgingBox.Text = "Yes"; }));
                                hedgingLong = true;
                                Settings.Default.hedgeLong = true;
                                hedgingShort = true;
                                Settings.Default.hedgeShort = true;
                                this.Invoke(new MethodInvoker(delegate { longCheckBox.Checked = true; }));
                                this.Invoke(new MethodInvoker(delegate { shortCheckBox.Checked = true; }));
                            }
                            else
                            {
                                this.Invoke(new MethodInvoker(delegate { hedgingBox.Text = "No"; }));
                                if (hedgingShort == false)
                                {
                                    hedgingLong = true;
                                    this.Invoke(new MethodInvoker(delegate { longCheckBox.Checked = true; }));
                                    this.Invoke(new MethodInvoker(delegate { shortCheckBox.Checked = false; }));
                                }
                                else
                                {
                                    hedgingShort = true;
                                    this.Invoke(new MethodInvoker(delegate { longCheckBox.Checked = false; }));
                                    this.Invoke(new MethodInvoker(delegate { shortCheckBox.Checked = true; }));
                                }
                            }
                        }
                    }
                }
                else
                {
                    // If table is not loaded, use createRefreshTableRequest method
                    O2GRequestFactory requestFactory = mSession.getRequestFactory();
                    if (requestFactory != null)
                    {
                        O2GRequest request = requestFactory.createRefreshTableRequest(O2GTableType.Accounts);
                        mSession.sendRequest(request);
                        Thread.Sleep(1000);
                    }
                }
            }
            catch (Exception acctErr)
            {
                Console.WriteLine(acctErr);
            }

            // Check if all 20 pairs needed are subscribed to on the account.
            try
            {
                O2GLoginRules loginRules = mSession.getLoginRules();

                if (loginRules != null && loginRules.isTableLoadedByDefault(O2GTableType.Offers))
                {
                    O2GResponse offersResponse = loginRules.getTableRefreshResponse(O2GTableType.Offers);
                    O2GResponseReaderFactory responseFactory = mSession.getResponseReaderFactory();
                    if (responseFactory != null)
                    {
                        O2GOffersTableResponseReader offersReader = responseFactory.createOffersTableReader(offersResponse);

                        for (int i = 0; i < offersReader.Count; i++)
                        {
                            O2GOfferRow offers = offersReader.getRow(i);

                            string checkOffer = offers.OfferID;
                        }
                    }
                }
            }
            catch (Exception mmrErr)
            {
                Console.WriteLine(mmrErr);
            }

            Console.WriteLine("Initializing needed table events.");
            // Initiate Table Getters
            O2GOffersTable offersTable = (O2GOffersTable)tableManager.getTable(O2GTableType.Offers);

            accountsTable = (O2GAccountsTable)tableManager.getTable(O2GTableType.Accounts);
            O2GSummaryTable summaryTable = (O2GSummaryTable)tableManager.getTable(O2GTableType.Summary);

            // Trigger Table Events for Subscription
            offersTable.RowChanged   += new EventHandler <RowEventArgs>(offersTable_RowChanged);
            accountsTable.RowChanged += new EventHandler <RowEventArgs>(accountsTable_RowChanged);
            summaryTable.RowChanged  += new EventHandler <RowEventArgs>(summaryTable_RowChanged);

            // Check pair subscription status, and add if needed.

            this.Invoke(new MethodInvoker(delegate { actiBox.AppendText("Connection Established.... Monitoring Pairs..." + Environment.NewLine); }));
            pastTimer.Start();
        }