A Price for a specific Market.
コード例 #1
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        private void OnGraphUpdate(PriceDTO val)
        {
            var item = new GraphItem { Value = (double)val.Price, Time = val.TickDate };
            var key = val.MarketId.ToString();

            PriceGraph.AddItem(key, item);
            PriceGraphSingle.AddItem(key, item);
        }
コード例 #2
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 /// <summary>
 /// 
 /// </summary>
 /// <param name="target"></param>
 /// <param name="source"></param>
 public static void Populate(PriceDTO target, PriceDTO source)
 {
     target.AuditId = source.AuditId;
     target.Bid = source.Bid;
     target.Change = source.Change;
     target.Direction = source.Direction;
     target.High = source.High;
     target.Low = source.Low;
     target.MarketId = source.MarketId;
     target.Offer = source.Offer;
     target.Price = source.Price;
     target.StatusSummary = source.StatusSummary;
     target.TickDate = source.TickDate;
 }
コード例 #3
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ファイル: Trader.cs プロジェクト: psrodriguez/CIAPI.CS
        public ApiTradeOrderResponseDTO Trade(PriceDTO price, Direction direction)
        {
            AccountInformationResponseDTO accountInfo = _client.AccountInformation.GetClientAndTradingAccount();
            int tradingAccountId = GetTradingAccountId(_client, price.MarketId, accountInfo);
            var request = new NewTradeOrderRequestDTO
                              {
                                  MarketId = price.MarketId,
                                  Direction = direction.ToString().ToLower(),
                                  Quantity = Quantity,
                                  BidPrice = price.Bid,
                                  OfferPrice = price.Offer,
                                  AuditId = price.AuditId,
                                  TradingAccountId = tradingAccountId,
                                  AutoRollover = false
                              };

            ApiTradeOrderResponseDTO response = _client.TradesAndOrders.Trade(request);
            return response;
        }
コード例 #4
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ファイル: Trader.cs プロジェクト: psrodriguez/CIAPI.CS
 public abstract void ProcessTick(PriceDTO price);
コード例 #5
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ファイル: Trader.cs プロジェクト: psrodriguez/CIAPI.CS
 public ApiTradeOrderResponseDTO OpenPosition(PriceDTO price)
 {
     return Trade(price, Direction.buy);
 }
コード例 #6
0
ファイル: Trader.cs プロジェクト: psrodriguez/CIAPI.CS
 public ApiTradeOrderResponseDTO ClosePostion(PriceDTO price)
 {
     return Trade(price, Direction.sell);
 }
コード例 #7
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		private void OnGraphUpdate(PriceDTO val)
		{
			// NOTE this code is a temporary workaround until datetime bug is fixed
			var ticksString = val.TickDate.Substring(7, val.TickDate.Length - 10);
			var time = new DateTime(1970, 1, 1, 0, 0, 0, 0).AddMilliseconds(Int64.Parse(ticksString));

			var item = new GraphItem { Value = (double)val.Price, Time = time };
			var key = val.MarketId.ToString();

			PriceGraph.AddItem(key, item);
			PriceGraphSingle.AddItem(key, item);
		}
コード例 #8
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ファイル: Form1.cs プロジェクト: psrodriguez/CIAPI.CS
        private void UpdateUi(PriceDTO data)
        {
            _logic.ProcessTick(data);

            if (_logic.PositionIsOpen)
            {
                StatusLabel.Text = "position is open.";
            }
            else
            {
                StatusLabel.Text = "no position.";
            }
            if (_logic.BidPending)
            {
                StatusLabel.Text = StatusLabel.Text + " sell is pending...";
            }
            else if (_logic.OfferPending)
            {
                StatusLabel.Text = StatusLabel.Text + " buy is pending...";
            }
        }
コード例 #9
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        public override void ProcessTick(PriceDTO price)
        {
            if (PositionIsOpen)
            {
                // check to see if we should start thinking about selling
                if (BidPending)
                {
                    // we are now waiting for the price to stop rising so we can sell.
                    // hopefully it does not plummet past the sell trigger
                    if (price.Bid >= BidPrice)
                    {
                        if (price.Bid >= LastBidPrice)
                        {
                            // still rising, lets wait...
                            LastBidPrice = price.Bid;
                        }
                        else
                        {
                            // price is no longer rising but is still above our trigger so 
                            // SELL SELL SELL
                            ClosePostion(price);
                            BidPending = false;
                            LastBidPrice = 0;
                            PositionIsOpen = false;
                        }
                    }
                    else
                    {
                        // it has fallen and we need to stand down
                        BidPending = false;
                        LastBidPrice = 0;
                    }
                }
                else
                {
                    if (price.Bid >= BidPrice)
                    {
                        // get ready to sell
                        LastBidPrice = price.Bid;
                        BidPending = true;
                    }
                }
            }
            else
            {
                // check to see if we should start thinking about buying

                if (OfferPending)
                {
                    // we saw the price equal or less than to our trigger price at some time
                    // in the past and we are going to be greedy and wait until it stops falling
                    if (price.Offer <= OfferPrice)
                    {
                        // is the current price still falling? this is where some fluctuation can be tolerated by complex logic
                        if (price.Offer < LastOfferPrice)
                        {
                            // yes, just let it fall
                            LastOfferPrice = price.Offer;
                        }
                        else
                        {
                            // no, it is rising, time to buy
                            OpenPosition(price);
                            OfferPending = false;
                            PositionIsOpen = true;
                            LastOfferPrice = 0;
                        }
                    }
                    else
                    {
                        // the price has risen above our trigger price since last tick, cancel pending buy
                        OfferPending = false;
                        LastOfferPrice = 0;
                    }
                }
                else
                {
                    // if the price falls below our offer then go on alert and wait for it to stop falling and then buy
                    if (price.Offer <= OfferPrice)
                    {
                        LastOfferPrice = price.Offer;
                        OfferPending = true;
                    }
                }
            }
        }
コード例 #10
0
ファイル: Example.cs プロジェクト: fandrei/SimpleCiapiTest
        private int Trade(Client client, AccountInformationResponseDTO accountInfo, int marketId, PriceDTO price,
            decimal quantity, string direction, IEnumerable<int> closeOrderIds)
        {
            var tradeRequest = new NewTradeOrderRequestDTO
            {
                MarketId = marketId,
                Quantity = quantity,
                Direction = direction,
                TradingAccountId = accountInfo.SpreadBettingAccount.TradingAccountId,
                AuditId = price.AuditId,
                BidPrice = price.Bid,
                OfferPrice = price.Offer,
                Close = closeOrderIds.ToArray(),
            };

            var resp = client.TradesAndOrders.Trade(tradeRequest);

            if (resp.OrderId == 0)
            {
                client.MagicNumberResolver.ResolveMagicNumbers(resp);
                var message = GetResponseDescription(resp);
                throw new ApplicationException(message);
            }

            return resp.OrderId;
        }