public static bool HasOrderExecuted(
IBroker broker,
string stockCode,
int quantity,
double price,
OrderPriceType orderType,
OrderDirection orderDirection,
InstrumentType instrumentType,
DateTime expiryDate,
out string orderReferenceNumber)
{
orderReferenceNumber = null;
string contract = String.Empty;
string strExpDate = expiryDate.ToString("dd-MMM-yyyy");
if (instrumentType == InstrumentType.FutureIndex || instrumentType == InstrumentType.FutureStock)
{
contract += "FUT-";
}
else
{
throw new NotSupportedException();
}
contract += (stockCode + "-" + strExpDate);
// this loop is there just for potential retry purpose
for (int count = 1; count <= 2; count++)
{
Dictionary <string, DerivativeTradeBookRecord> trades;
BrokerErrorCode errorCode = broker.GetDerivativesTradeBook(DateTime.Now,
DateTime.Now,
instrumentType,
true,
out trades);
if (!errorCode.Equals(BrokerErrorCode.Success))
{
return(false);
}
foreach (DerivativeTradeBookRecord singleTrade in trades.Values)
{
if (singleTrade.ContractName.ToUpperInvariant() != contract.ToUpperInvariant())
{
continue;
}
if (singleTrade.Quantity != quantity)
{
continue;
}
if (singleTrade.Direction != orderDirection)
{
continue;
}
orderReferenceNumber = singleTrade.OrderRefenceNumber;
return(true);
}
}
return(false);
}
/// <summary>
/// создать закрывающий ордер для сделки
/// </summary>
public Order CreateCloseOrderForDeal(Position deal, decimal price, OrderPriceType priceType, TimeSpan timeLife)
{
Side direction;
if (deal.Direction == Side.Buy)
{
direction = Side.Sell;
}
else
{
direction = Side.Buy;
}
int volume = deal.OpenVolume;
if (volume == 0)
{
return(null);
}
Order newOrder = new Order();
newOrder.NumberUser = NumberGen.GetNumberOrder();
newOrder.Side = direction;
newOrder.Price = price;
newOrder.Volume = volume;
newOrder.TypeOrder = priceType;
newOrder.LifeTime = timeLife;
return(newOrder);
}
/// <summary>
/// создать ордер
/// </summary>
public Order CreateOrder(Side direction, decimal priceOrder, int volume, OrderPriceType priceType, TimeSpan timeLife)
{
Order newOrder = new Order();
newOrder.NumberUser = NumberGen.GetNumberOrder();
newOrder.Side = direction;
newOrder.Price = priceOrder;
newOrder.Volume = volume;
newOrder.TypeOrder = priceType;
newOrder.LifeTime = timeLife;
return(newOrder);
}
public BrokerErrorCode ModifyEquityOrder(string stockCode,
int quantity,
string price,
OrderPriceType orderPriceType,
OrderDirection orderDirection,
EquityOrderType orderType,
Exchange exchange,
string settlementNumber,
out string orderRef)
{
orderRef = null;
return(BrokerErrorCode.Success);
}
/// <summary>
/// Parses a price in Kraken format.
/// </summary>
/// <example><c>"123.123"</c> parses to an absolute price of <c>123.123</c>.</example>
/// <example><c>"+5"</c> parses to the relative price of +5.</example>
/// <example><c>"+5%"</c> parses to the relative price of +5%.</example>
/// <remarks>See the Kraken documentation for information about order price specifications.</remarks>
public static OrderPrice Parse(string value)
{
if (value == null)
{
throw new ArgumentNullException(nameof(value));
}
if (string.IsNullOrWhiteSpace(value))
{
throw new ArgumentException("Value must not be empty or white-space only");
}
value = value.Trim();
OrderPriceType type = OrderPriceType.Absolute;
switch (value[0])
{
case '+': type = OrderPriceType.Add; break;
case '-': type = OrderPriceType.Subtract; break;
case '#': type = OrderPriceType.AddOrSubtract; break;
}
bool pct = false;
if (value[value.Length - 1] == '%')
{
if (type == OrderPriceType.Absolute)
{
throw new ArgumentException("Percentages can only be specified as relative values", nameof(value));
}
type++;
pct = true;
}
int start = type == OrderPriceType.Absolute ? 0 : 1;
int end = pct ? value.Length - 1 : value.Length;
string amountSubstring = value.Substring(start, end - start);
if (!decimal.TryParse(amountSubstring, NumberStyles.Float, CultureInfo.InvariantCulture, out decimal amount))
{
throw new ArgumentException($"Could not parse value {amountSubstring} as a number", nameof(value));
}
return(new OrderPrice(type, amount));
}
/// <summary>
/// create order /
/// создать ордер
/// </summary>
public Order CreateOrder(
Side direction, decimal priceOrder, decimal volume,
OrderPriceType priceType, TimeSpan timeLife, StartProgram startProgram,
OrderPositionConditionType positionConditionType)
{
Order newOrder = new Order();
newOrder.NumberUser = NumberGen.GetNumberOrder(startProgram);
newOrder.Side = direction;
newOrder.Price = priceOrder;
newOrder.Volume = volume;
newOrder.TypeOrder = priceType;
newOrder.LifeTime = timeLife;
newOrder.PositionConditionType = positionConditionType;
return(newOrder);
}
public BrokerErrorCode PlaceEquityOrder(string stockCode,
OrderPositionTypeEnum holdingType,
int availableQty,
int quantity,
string price,
OrderPriceType orderPriceType,
OrderDirection orderDirection,
EquityOrderType orderType,
Exchange exchange,
string settlementNumber,
out string orderRef)
{
BrokerErrorCode errCode = BrokerErrorCode.Unknown;
orderRef = "";
// Only OrderPositionTypeEnum.Margin is Buy/Sell, rest all others are only sell orders
if (holdingType == OrderPositionTypeEnum.Btst) // only a sell order
{
errCode = broker.PlaceEquityDeliveryBTSTOrder(stockCode, quantity, price, orderPriceType, orderDirection, orderType, exchange, settlementNumber, out orderRef);
}
else if (holdingType == OrderPositionTypeEnum.Demat || holdingType == OrderPositionTypeEnum.Margin)
{
errCode = broker.PlaceEquityMarginDeliveryFBSOrder(stockCode, quantity, price, orderPriceType, orderDirection, orderType, exchange, out orderRef);
}
else if (holdingType == OrderPositionTypeEnum.OpenPendingDelivery) // only square off sell order
{
errCode = broker.PlaceEquityMarginSquareOffOrder(stockCode, availableQty, quantity, price, orderPriceType, orderDirection, orderType, settlementNumber, exchange, out orderRef);
}
var orderTypeStr = orderType == EquityOrderType.DELIVERY ? ("CASH " + holdingType) : "MARGIN";
Trace(string.Format(orderTraceFormat, stockCode, orderDirection, quantity, price, orderTypeStr, errCode, orderPriceType, settlementNumber));
if (errCode == BrokerErrorCode.Success && orderDirection == OrderDirection.BUY)
{
todayBuyOrderCount++;
if (todayBuyOrderCount >= maxBuyOrdersAllowedInADay)
{
Trace(string.Format("Buy order count reached is: {0}. Max buy orders allowed: {1}", todayBuyOrderCount, maxBuyOrdersAllowedInADay));
}
}
return(errCode);
}
public EquityOrder(String StockCode,
int Quantity,
String Price,
OrderPriceType orderPriceType,
OrderDirection orderDirection,
Exchange exchange,
EquityOrderType eqOrderType,
String stopLossPrice,
String limitPrice)
{
this.StockCode = StockCode;
this.Quantity = Quantity;
this.Price = Price;
this.OrderPriceType = orderPriceType;
this.OrderDirection = orderDirection;
this.Exchange = exchange;
this.EqOrderType = eqOrderType;
this.StopLossPrice = stopLossPrice;
this.LimitPrice = limitPrice;
}
public BrokerErrorCode PlaceEquityOrder(string stockCode,
int quantity,
string price,
OrderPriceType orderPriceType,
OrderDirection orderDirection,
EquityOrderType orderType,
Exchange exchange,
out string orderRef)
{
var errCode = broker.PlaceEquityMarginDeliveryFBSOrder(stockCode, quantity, price, orderPriceType, orderDirection, orderType, exchange, out orderRef);
Trace(string.Format(orderTraceFormat, stockCode, orderDirection, quantity, price, orderType == EquityOrderType.DELIVERY ? "CASH" : "MARGIN", errCode, orderPriceType));
if (orderDirection == OrderDirection.BUY)
{
buyOrderCount++;
if (buyOrderCount >= maxBuyOrders)
{
Trace(string.Format("Buy order count reached is: {0}. Max buy orders allowed: {1}", buyOrderCount, maxBuyOrders));
}
}
return(errCode);
}
// place margin or delivery order
public BrokerErrorCode PlaceEquityMarginDeliveryFBSOrder(string stockCode,
int quantity,
string price,
OrderPriceType orderPriceType,
OrderDirection orderDirection,
EquityOrderType orderType,
Exchange exchange,
out string orderRef)
{
orderRef = "";
// Login If needed
BrokerErrorCode errorCode = CheckAndLogInIfNeeded(false);
if (errorCode != BrokerErrorCode.Success)
{
return(errorCode);
}
string FML_ORD_ORDR_FLW_value = orderDirection == OrderDirection.BUY ? "B" : "S";
string FML_ORD_TYP_value = null, FML_ORD_LMT_RT_value = String.Empty;
if (orderPriceType == OrderPriceType.MARKET)
{
FML_ORD_TYP_value = "M";
}
else if (orderPriceType == OrderPriceType.LIMIT)
{
FML_ORD_TYP_value = "L";
FML_ORD_LMT_RT_value = price;
}
string FML_ORD_TRD_DT_value = null;
string squareOffMode = orderDirection == OrderDirection.SELL ? "S" : "M";
string FML_ORD_XCHNG_CD_value = null;
if (exchange == Exchange.BSE)
{
FML_ORD_TRD_DT_value = FML_ORD_TRD_DT_BSE_value;
FML_ORD_XCHNG_CD_value = "BSE";
}
else if (exchange == Exchange.NSE)
{
FML_ORD_TRD_DT_value = FML_ORD_TRD_DT_NSE_value;
FML_ORD_XCHNG_CD_value = "NSE";
}
string prdctType = orderType == EquityOrderType.DELIVERY ? "C" : "M";
string query =
"&FML_SQ_FLAG=" + (orderType == EquityOrderType.MARGIN ? squareOffMode : "") + //Squareoff mode: M (for client) S (for broker), for BSE only S
"&ORD_XCHNG_CD=" + FML_ORD_XCHNG_CD_value +
"&FML_STCK_CD=" + stockCode +
"&FML_QTY=" + quantity.ToString() +
"&FML_ORD_DSCLSD_QTY=" +
"&FML_POINT_TYPE=T" +
">CDate7=" + GTCDate7 +
">CDate=" + GTCDate +
">CDateHidden7=" + GTCDateHidden7 +
"&FML_ORD_TYP=" + FML_ORD_TYP_value +
"&FML_ORD_LMT_RT=" + FML_ORD_LMT_RT_value +
"&FML_GMS_CSH_PRDCT_PRCNTG=" +
"&FML_ORD_STP_LSS=" +
"&FML_TRADING_PASSWD=" +
"&Submit=Buy+Now" +
"&FML_ORD_TRD_DT_BSE=" + FML_ORD_TRD_DT_BSE_value +
"&FML_ORD_TRD_DT_NSE=" + FML_ORD_TRD_DT_NSE_value +
"&FML_ORD_XCHNG_CD=" + FML_ORD_XCHNG_CD_value +
"&NSEStatus=" + NSEStatus +
"&BSEStatus=" + BSEStatus +
"&FML_PRCNTG_CHECK=" + FML_PRCNTG_CHECK +
"&FML_ORD_TRD_DT=" + FML_ORD_TRD_DT_value +
"&FML_XCHNG_ST=" + NSEStatus + // O or C (open or closed)
"&NicValue=" +
"&FML_LAS=" +
"&FML_ACCOUNT=" +
"&FML_URQ_USR_RD_FLG=" +
"&FML_ORD_PRDCT_TYP=" + prdctType +
"&FML_ORD_ORDR_FLW=" + FML_ORD_ORDR_FLW_value +
"&pgname=eqfastbuy&ismethodcall=1&mthname=DoFinalSubmit";
string orderPlacePageData = IciciGetWebPageResponse(URL_ICICI_EQT_FASTBUYSELL,
query,
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
if (errorCode.Equals(BrokerErrorCode.Success))
{
errorCode = GetEQTOrderPlacementCode(orderPlacePageData);
if (BrokerErrorCode.Success == errorCode)
{
orderRef = ExtractOrderReferenceNumber(orderPlacePageData);
}
}
return(errorCode);
}
public BrokerErrorCode PlaceEquityOrder(
ref OrderUpdateEventArgs latestOrderUpdatedInfo,
AutoResetEvent orderUpdatedEvent,
string exchange,
string stockCode,
OrderDirection orderDirection,
OrderPriceType orderPriceType,
int quantity,
EquityOrderType orderType,
double price,
out string orderId,
out OrderStatus orderStatus)
{
//lock (lockSingleThreadedUpstoxCall)
{
BrokerErrorCode errorCode = BrokerErrorCode.Unknown;
orderStatus = OrderStatus.UNKNOWN;
orderId = "";
if (quantity == 0)
{
Trace("Not placing order as quantity is 0");
Trace(string.Format("Not placing order: {0} {1} {2} {3}@{4} {5}, as quantity is 0", orderType, stockCode, orderDirection, quantity, price, orderPriceType));
return(errorCode);
}
if (price == 0 && orderPriceType == OrderPriceType.LIMIT)
{
Trace(string.Format("Not placing order: {0} {1} {2} {3}@{4} {5}, as price is 0 for limit order", orderType, stockCode, orderDirection, quantity, price, orderPriceType));
return(errorCode);
}
var transType = orderDirection == OrderDirection.BUY ? "B" : "S";
var ordType = orderPriceType == OrderPriceType.LIMIT ? "L" : "M";
var prodType = orderType == EquityOrderType.DELIVERY ? "D" : "I";
try
{
orderId = upstox.PlaceSimpleOrder(exchange, stockCode, transType, ordType, quantity, prodType, price);
Thread.Sleep(1000); // let the order status update at server
errorCode = GetOrderStatus(orderId, stockCode, out orderStatus);
mOrderIds[stockCode].Add(orderId);
// For unsuccessful placeorder dont send orderId
if (orderStatus == OrderStatus.EXPIRED ||
orderStatus == OrderStatus.CANCELLED ||
orderStatus == OrderStatus.NOTFOUND ||
orderStatus == OrderStatus.REJECTED ||
orderStatus == OrderStatus.UNKNOWN)
{
orderId = "";
}
}
catch (Exception ex)
{
Trace(string.Format(genericErrorLogFormat, stockCode, GeneralUtils.GetCurrentMethod(), ex.Message, ex.StackTrace));
// wait for orderupdate event signal
var orderUpdateWait = orderUpdatedEvent.WaitOne(20 * 1000);
lock (lockSingleThreadedUpstoxCall)
{
if (orderUpdateWait)
{
if (latestOrderUpdatedInfo != null)
{
// match the order
if (latestOrderUpdatedInfo.Price == price && latestOrderUpdatedInfo.Quantity == quantity && latestOrderUpdatedInfo.Product == prodType && transType == latestOrderUpdatedInfo.TransType)
{
orderStatus = ParseOrderStatus(latestOrderUpdatedInfo.Status);
orderId = latestOrderUpdatedInfo.OrderId;
if (!string.IsNullOrEmpty(orderId) && !mOrderIds[stockCode].Contains(orderId))
{
mOrderIds[stockCode].Add(orderId);
}
Trace(string.Format("{0} PlaceSimpleOrder Reconciliation completed. ErrCode={1}, OrderStatus={2}, OrderId={3}", stockCode, errorCode, orderStatus, orderId));
}
else
{
Trace(string.Format("{0} PlaceSimpleOrder Reconciliation failed OrderNotMatched. ErrCode={1}, OrderStatus={2}, OrderId={2}", stockCode, errorCode, orderStatus, orderId));
}
}
else
{
Trace(string.Format("{0} PlaceSimpleOrder LatestOrderUpdateInfo is null . ErrCode={1}, OrderStatus={2}, OrderId={3}", stockCode, errorCode, orderStatus, orderId));
}
}
else
{
Trace(string.Format("{0} PlaceSimpleOrder Reconciliation failed NoOrderUpdate. ErrCode={1}, OrderStatus={2}, OrderId={2}", stockCode, errorCode, orderStatus, orderId));
}
}
}
return(errorCode);
}
}
/// <summary>
/// создать сделку
/// </summary>
public Position CreatePosition(string botName, Side direction, decimal priceOrder, int volume, OrderPriceType priceType, TimeSpan timeLife,
Security security, Portfolio portfolio)
{
Position newDeal = new Position();
newDeal.Number = NumberGen.GetNumberDeal();
newDeal.Direction = direction;
newDeal.State = PositionStateType.Opening;
newDeal.AddNewOpenOrder(CreateOrder(direction, priceOrder, volume, priceType, timeLife));
newDeal.NameBot = botName;
newDeal.Lots = security.Lot;
newDeal.PriceStepCost = security.PriceStepCost;
newDeal.PriceStep = security.PriceStep;
newDeal.PortfolioValueOnOpenPosition = portfolio.ValueCurrent;
return(newDeal);
}
public override int GetHashCode()
{
int hash = 1;
if (BrokerId.Length != 0)
{
hash ^= BrokerId.GetHashCode();
}
if (InvestorId.Length != 0)
{
hash ^= InvestorId.GetHashCode();
}
if (UserId.Length != 0)
{
hash ^= UserId.GetHashCode();
}
if (InstrumentId.Length != 0)
{
hash ^= InstrumentId.GetHashCode();
}
if (ExchangeId.Length != 0)
{
hash ^= ExchangeId.GetHashCode();
}
if (OrderPriceType != 0)
{
hash ^= OrderPriceType.GetHashCode();
}
if (Direction != 0)
{
hash ^= Direction.GetHashCode();
}
if (CombOffsetFlag != 0)
{
hash ^= CombOffsetFlag.GetHashCode();
}
if (CombHedgeFlag != 0)
{
hash ^= CombHedgeFlag.GetHashCode();
}
if (LimitPrice != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(LimitPrice);
}
if (VolumeTotalOriginal != 0)
{
hash ^= VolumeTotalOriginal.GetHashCode();
}
if (TimeCondition != 0)
{
hash ^= TimeCondition.GetHashCode();
}
if (VolumeCondition != 0)
{
hash ^= VolumeCondition.GetHashCode();
}
if (MinVolume != 0)
{
hash ^= MinVolume.GetHashCode();
}
if (ContigentCondition != 0)
{
hash ^= ContigentCondition.GetHashCode();
}
if (StopPrice != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(StopPrice);
}
if (ForceCloseReason != 0)
{
hash ^= ForceCloseReason.GetHashCode();
}
if (IsAutoSuspend != 0)
{
hash ^= IsAutoSuspend.GetHashCode();
}
if (_unknownFields != null)
{
hash ^= _unknownFields.GetHashCode();
}
return(hash);
}
public BrokerErrorCode ModifyEquityOrder(
ref OrderUpdateEventArgs latestOrderUpdatedInfo,
AutoResetEvent orderUpdatedEvent,
string stockCode,
string orderId,
OrderPriceType orderPriceType,
int quantity,
double price,
out OrderStatus orderStatus)
{
//lock (lockSingleThreadedUpstoxCall)
{
BrokerErrorCode errorCode = BrokerErrorCode.Unknown;
orderStatus = OrderStatus.UNKNOWN;
var ordType = orderPriceType == OrderPriceType.LIMIT ? "L" : "M";
try
{
upstox.ModifySimpleOrder(orderId, ordType, quantity, price, quantity);
Thread.Sleep(1000); // let the order status update at server
errorCode = GetOrderStatus(orderId, stockCode, out orderStatus);
if (orderStatus == OrderStatus.EXPIRED ||
orderStatus == OrderStatus.CANCELLED ||
orderStatus == OrderStatus.NOTFOUND ||
orderStatus == OrderStatus.REJECTED ||
orderStatus == OrderStatus.UNKNOWN)
{
Trace("ModifyOrder failed with status: " + orderStatus);
}
}
catch (Exception ex)
{
Trace(string.Format(genericErrorLogFormat, stockCode, GeneralUtils.GetCurrentMethod(), ex.Message, ex.StackTrace));
// wait for orderupdate event signal
var orderUpdateWait = orderUpdatedEvent.WaitOne(20 * 1000);
lock (lockSingleThreadedUpstoxCall)
{
if (orderUpdateWait)
{
if (latestOrderUpdatedInfo != null)
{
// match the order
if (latestOrderUpdatedInfo.OrderId == orderId)
{
orderStatus = ParseOrderStatus(latestOrderUpdatedInfo.Status);
Trace(string.Format("{0} ModifySimpleOrder Reconciliation completed. ErrCode={1}, OrderStatus={2}, OrderId={3}", stockCode, errorCode, orderStatus, orderId));
}
else
{
Trace(string.Format("{0} ModifySimpleOrder Reconciliation failed OrderNotMatched. ErrCode={1}, OrderStatus={2}, OrderId={2}", stockCode, errorCode, orderStatus, orderId));
}
}
else
{
Trace(string.Format("{0} ModifySimpleOrder LatestOrderUpdateInfo is null . ErrCode={1}, OrderStatus={2}, OrderId={3}", stockCode, errorCode, orderStatus, orderId));
}
}
else
{
Trace(string.Format("{0} ModifySimpleOrder Reconciliation failed NoOrderUpdate. ErrCode={1}, OrderStatus={2}, OrderId={2}", stockCode, errorCode, orderStatus, orderId));
}
}
}
return(errorCode);
}
}
/// <summary>
/// OrderPriceType枚举型转为TThostFtdcOrderPriceTypeType枚举型
/// </summary>
/// <param name="opt">OrderPriceType枚举型</param>
/// <returns></returns>
public static TThostFtdcOrderPriceTypeType OrderPriceType_To_TThostFtdcOrderPriceTypeType(OrderPriceType opt)
{
TThostFtdcOrderPriceTypeType tfoptt = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_AnyPrice;
switch (opt)
{
case OrderPriceType.AnyPrice:
break;
case OrderPriceType.LimitPrice:
tfoptt = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_LimitPrice;
break;
case OrderPriceType.BestPrice:
tfoptt = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_BestPrice;
break;
case OrderPriceType.LastPrice:
tfoptt = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_LastPrice;
break;
case OrderPriceType.LastPricePlusOneTicks:
tfoptt = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_LastPricePlusOneTicks;
break;
case OrderPriceType.LastPricePlusTwoTicks:
tfoptt = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_LastPricePlusTwoTicks;
break;
case OrderPriceType.LastPricePlusThreeTicks:
tfoptt = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_LastPricePlusThreeTicks;
break;
case OrderPriceType.AskPrice1:
tfoptt = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_AskPrice1;
break;
case OrderPriceType.AskPrice1PlusOneTicks:
tfoptt = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_AskPrice1PlusOneTicks;
break;
case OrderPriceType.AskPrice1PlusTwoTicks:
tfoptt = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_AskPrice1PlusTwoTicks;
break;
case OrderPriceType.AskPrice1PlusThreeTicks:
tfoptt = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_AskPrice1PlusThreeTicks;
break;
case OrderPriceType.BidPrice1:
tfoptt = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_BidPrice1;
break;
case OrderPriceType.BidPrice1PlusOneTicks:
tfoptt = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_BidPrice1PlusOneTicks;
break;
case OrderPriceType.BidPrice1PlusTwoTicks:
tfoptt = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_BidPrice1PlusTwoTicks;
break;
case OrderPriceType.BidPrice1PlusThreeTicks:
tfoptt = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_BidPrice1PlusThreeTicks;
break;
case OrderPriceType.FiveLevelPrice:
tfoptt = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_FiveLevelPrice;
break;
default:
break;
}
return(tfoptt);
}
// place margin pending delivery square off order
public BrokerErrorCode PlaceEquityMarginSquareOffOrder(string stockCode,
int quantity,
string price,
OrderPriceType orderPriceType,
OrderDirection orderDirection,
EquityOrderType orderType,
Exchange exchange,
out string orderRef)
{
orderRef = "";
// Login If needed
BrokerErrorCode errorCode = CheckAndLogInIfNeeded(false);
if (errorCode != BrokerErrorCode.Success)
{
return(errorCode);
}
string FML_ORD_ORDR_FLW_value = orderDirection == OrderDirection.BUY ? "B" : "S";
string FML_XCHNG_SGMNT_CD = "";
string FML_ORD_TYP_value = null, FML_ORD_LMT_RT_value = String.Empty;
if (orderPriceType == OrderPriceType.MARKET)
{
FML_ORD_TYP_value = "M";
}
else if (orderPriceType == OrderPriceType.LIMIT)
{
FML_ORD_TYP_value = "L";
FML_ORD_LMT_RT_value = price;
}
string FML_ORD_TRD_DT_value = null;
string squareOffMode = orderDirection == OrderDirection.SELL ? "S" : "M";
string FML_ORD_XCHNG_CD_value = null;
if (exchange == Exchange.BSE)
{
FML_XCHNG_SGMNT_CD = "B";
FML_ORD_TRD_DT_value = FML_ORD_TRD_DT_BSE_value;
FML_ORD_XCHNG_CD_value = "BSE";
}
else if (exchange == Exchange.NSE)
{
FML_XCHNG_SGMNT_CD = "N";
FML_ORD_TRD_DT_value = FML_ORD_TRD_DT_NSE_value;
FML_ORD_XCHNG_CD_value = "NSE";
}
string prdctType = orderType == EquityOrderType.DELIVERY ? "C" : "M";
string query =
"&FML_ORD_XCHNG_CD=" + FML_ORD_XCHNG_CD_value +
"&FML_STCK_CD=" + stockCode +
"&FML_QTY=" + quantity.ToString() +
"&FML_XCHNG_SGMNT_CD=" + FML_XCHNG_SGMNT_CD +
"&FML_STTLMNT_NMBR=" +
"&AvgPrc=" +
"&FML_ORD_TRD_DT=" + FML_ORD_TRD_DT_NSE_value +
"&FML_XCHNG_ST=" + NSEStatus +
"&NicValue=" +
"&m_IntPass=1" +
"&FML_URQ_USR_RD_FLG=" +
"&FML_ORD_ORDR_FLW=" + FML_ORD_ORDR_FLW_value +
"&FML_ORD_DSCLSD_QTY=" +
"&FML_SQROFF=" + quantity.ToString() +
"&FML_POINT_TYPE=T" +
"&FML_ORD_TYP=" + FML_ORD_TYP_value +
"&FML_LM_RT=" + FML_ORD_LMT_RT_value +
"&FML_GMS_CSH_PRDCT_PRCNTG=" +
"&FML_ORD_STP_LSS=" +
"&Submit1=Square Off" +
"&Submit2=Clear" +
"&FML_ORD_XCHNG_SGMNT_STTLMNT=" +
"&FML_QUOTE=" +
"&FML_QUOTE_TIME=" +
"&FML_TRDNG_PSSWRD_FLG=N" +
"&FML_RT=" +
"&FML_ISIN_NMBR=" +
"&FML_STK_STCK_NM=" +
"&FML_TM=" +
"&FML_QTY_OTH=" + quantity.ToString() +
"&pgname=EquityPendingForDeliverySquareOff" +
"&ismethodcall=1" +
"&mthname=ValidateFormData";
string orderPlacePageData = IciciGetWebPageResponse(URL_ICICI_BASE_ACTION,
query,
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
if (errorCode.Equals(BrokerErrorCode.Success))
{
errorCode = GetEQTOrderPlacementCode(orderPlacePageData);
if (BrokerErrorCode.Success == errorCode)
{
orderRef = ExtractOrderReferenceNumberMarginSqOffOrder(orderPlacePageData);
}
}
return(errorCode);
}
public async Task <JToken> PlaceOrderAsync(string instrument, Side side, decimal price, OrderPriceType orderType, decimal amount, bool reduceOnly = false)
{
var path = $"api/orders";
var body =
$"{{\"market\": \"{instrument}\"," +
$"\"side\": \"{side.ToString().ToLower()}\"," +
$"\"price\": {price.ToString(CultureInfo.InvariantCulture)}," +
$"\"type\": \"{orderType.ToString().ToLower()}\"," +
$"\"size\": {amount.ToString(CultureInfo.InvariantCulture)}," +
$"\"reduceOnly\": {reduceOnly.ToString().ToLower()}}}";
var sign = GenerateSignature(HttpMethod.Post, "/api/orders", body);
var result = await CallAsyncSign(HttpMethod.Post, path, sign, body);
return(ParseResponce(result));
}
public OrderPrice(OrderPriceType type, decimal amount)
{
Type = type;
Amount = amount;
}
// place deliver order
public BrokerErrorCode PlaceEquityMarginDeliveryFBSOrder(string stockCode,
int quantity,
string price,
OrderPriceType orderPriceType,
OrderDirection orderDirection,
EquityOrderType orderType,
Exchange exchange)
{
// Login If needed
BrokerErrorCode errorCode = CheckAndLogInIfNeeded(false);
if (errorCode != BrokerErrorCode.Success)
{
return(errorCode);
}
string FML_ORD_ORDR_FLW_value = null;
if (orderDirection == OrderDirection.BUY)
{
FML_ORD_ORDR_FLW_value = "B";
}
else if (orderDirection == OrderDirection.SELL)
{
FML_ORD_ORDR_FLW_value = "S";
}
string FML_ORD_TYP_value = null, FML_ORD_LMT_RT_value = String.Empty;
if (orderPriceType == OrderPriceType.MARKET)
{
FML_ORD_TYP_value = "M";
}
else if (orderPriceType == OrderPriceType.LIMIT)
{
FML_ORD_TYP_value = "L";
FML_ORD_LMT_RT_value = price;
}
string FML_ORD_TRD_DT_value = null;
string squareOffMode = "S";
string FML_ORD_XCHNG_CD_value = null;
if (exchange == Exchange.BSE)
{
FML_ORD_TRD_DT_value = FML_ORD_TRD_DT_BSE_value;
FML_ORD_XCHNG_CD_value = "BSE";
squareOffMode = "S";
}
else if (exchange == Exchange.NSE)
{
FML_ORD_TRD_DT_value = FML_ORD_TRD_DT_NSE_value;
FML_ORD_XCHNG_CD_value = "NSE";
squareOffMode = "M";
}
string prdctType = orderType == EquityOrderType.DELIVERY ? "CASH" : "MARGIN";
string query = "FML_ORD_ORDR_FLW=" + FML_ORD_ORDR_FLW_value +
"&FML_ACCOUNT=" + FML_ACCOUNT_value +
"&TEMP=" + FML_ORD_XCHNG_CD_value +
"&FML_ORD_PRDCT_TYP=" + prdctType +
(orderType == EquityOrderType.MARGIN ? "&FML_SQ_FLAG=" + squareOffMode : "") + //Squareoff mode: M (for client) S (for broker), for BSE only S
"&FML_STCK_CD=" + stockCode +
"&FML_QTY=" + quantity.ToString() +
"&FML_DOTNET_FLG=Y&FML_URL_FLG=http%3A%2F%2Fgetquote.icicidirect.com%2Ftrading%2Fequity%2Ftrading_stock_quote.asp " +
"&FML_ORD_TYP=" + FML_ORD_TYP_value +
"&FML_ORD_LMT_RT=" + FML_ORD_LMT_RT_value +
"&FML_ORD_DSCLSD_QTY=&FML_ORD_STP_LSS=" +
"&FML_ORD_TRD_DT_BSE=" + FML_ORD_TRD_DT_BSE_value +
"&FML_ORD_TRD_DT_NSE=" + FML_ORD_TRD_DT_NSE_value +
"&FML_ORD_TRD_DT=" + FML_ORD_TRD_DT_value +
"&FML_PRODUCT_INDEX=0" +
"&FML_ORD_PRD_HIDDEN=" + prdctType +
"&FML_ORD_CLM_MTCH_ACCNT=" +
"&FML_TRADING_LIMIT_NSE=" + FML_TRADING_LIMIT_NSE_value +
"&FML_TRADING_LIMIT_BSE=" + FML_TRADING_LIMIT_BSE_value +
"&FML_ORD_DP_CLNT_ID=&FML_ORD_DP_ID=&FML_TRN_PRDT_TYP=" +
"&FML_ORD_XCHNG_CD=" + FML_ORD_XCHNG_CD_value +
"&FML_ORD_XCHNG_CD_CHECK=" + (exchange == Exchange.BSE ? "NSE" : "") +
"&FML_PRCNTG_CHECK=3.0&FML_ARRAY_BOUND=1&FML_ARRAY_ELEMENT=&NicValue=&BrowserBack_Xchang=NSE&PWD_ENABLED=N&FML_LAS=Y" +
"&m_FML_AC_ACTIVATED_FROM=BSE&m_FML_USR_ZIP_CD=B3&m_FML_AC_ACTIVATED_FROM=NSE&m_FML_USR_ZIP_CD=N9";
string orderPlacePageData = IciciGetWebPageResponse(URL_ICICI_EQT_FBS_CASHMARGIN_ORDER,
query,
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
if (errorCode.Equals(BrokerErrorCode.Success))
{
errorCode = GetEQTOrderPlacementCode(orderPlacePageData, EquityOrderType.DELIVERY);
if (BrokerErrorCode.Success == errorCode)
{
// ********** Get exchange reference number (primary key for an order) ***********
// add the record to DB
GetOrderConfirmationData(orderPlacePageData, orderType);
}
}
return(errorCode);
}
// внутренние функции управления позицией
// internal position management functions
private void CloseDeal(Position position, OrderPriceType priceType, decimal price, TimeSpan lifeTime,
bool isStopOrProfit)
{
try
{
if (position == null)
{
return;
}
position.ProfitOrderIsActiv = false;
position.StopOrderIsActiv = false;
for (int i = 0; position.CloseOrders != null && i < position.CloseOrders.Count; i++)
{
if (position.CloseOrders[i].State == OrderStateType.Activ &&
position.CloseOrders[i].TypeOrder != OrderPriceType.LimitStop &&
position.CloseOrders[i].TypeOrder != OrderPriceType.MarketStop
)
{
_connector.OrderCancel(position.CloseOrders[i]);
}
}
for (int i = 0; position.OpenOrders != null && i < position.OpenOrders.Count; i++)
{
if (position.OpenOrders[i].State == OrderStateType.Activ &&
position.OpenOrders[i].TypeOrder != OrderPriceType.LimitStop &&
position.OpenOrders[i].TypeOrder != OrderPriceType.MarketStop
)
{
_connector.OrderCancel(position.OpenOrders[i]);
}
}
if (Securiti == null)
{
return;
}
Side sideCloseOrder = Side.Buy;
if (position.Direction == Side.Buy)
{
sideCloseOrder = Side.Sell;
}
price = RoundPrice(price, Securiti, sideCloseOrder);
if (position.State == PositionStateType.Done &&
position.OpenVolume == 0)
{
return;
}
position.State = PositionStateType.Closing;
Order closeOrder = _dealCreator.CreateCloseOrderForDeal(position, price, priceType, lifeTime, StartProgram);
if (closeOrder == null)
{
if (position.OpenVolume == 0)
{
position.State = PositionStateType.OpeningFail;
}
return;
}
if (isStopOrProfit)
{
closeOrder.IsStopOrProfit = true;
}
position.AddNewCloseOrder(closeOrder);
_connector.OrderExecute(closeOrder);
}
catch (Exception error)
{
SetNewLogMessage(error.ToString(), LogMessageType.Error);
}
}
