static public string OpenApiOrderToString(ProtoOAOrder order)
{
var _str = "Order{orderId:" + order.orderId.ToString() + ", accountId:" + order.accountId + ", orderType:" + OpenApiOrderTypeToString(order.orderType);
_str += ", tradeSide:" + TradeSideToString(order.tradeSide);
_str += ", symbolName:" + order.symbolName + ", requestedVolume:" + order.requestedVolume.ToString() + ", executedVolume:" + order.executedVolume.ToString() + ", closingOrder:" +
(order.closingOrder ? "TRUE" : "FALSE") +
(order.executionPriceSpecified ? ", executionPrice:" + order.executionPrice.ToString() : "") +
(order.limitPriceSpecified ? ", limitPrice:" + order.limitPrice.ToString() : "") +
(order.stopPriceSpecified ? ", stopPrice:" + order.stopPrice.ToString() : "") +
(order.stopLossPriceSpecified ? ", stopLossPrice:" + order.stopLossPrice.ToString() : "") +
(order.takeProfitPriceSpecified ? ", takeProfitPrice:" + order.takeProfitPrice.ToString() : "") +
(order.baseSlippagePriceSpecified ? ", baseSlippagePrice:" + order.baseSlippagePrice.ToString() : "") +
(order.slippageInPipsSpecified ? ", slippageInPips:" + order.slippageInPips.ToString() : "") +
(order.relativeStopLossInPipsSpecified ? ", relativeStopLossInPips:" + order.relativeStopLossInPips.ToString() : "") +
(order.relativeTakeProfitInPipsSpecified ? ", relativeTakeProfitInPips:" + order.relativeTakeProfitInPips.ToString() : "") +
(order.commissionSpecified ? ", commission:" + order.commission.ToString() : "") +
(order.openTimestampSpecified ? ", openTimestamp:" + order.openTimestamp.ToString() : "") +
(order.closeTimestampSpecified ? ", closeTimestamp:" + order.closeTimestamp.ToString() : "") +
(order.expirationTimestampSpecified ? ", expirationTimestamp:" + order.expirationTimestamp.ToString() : "") +
(order.channelSpecified ? ", channel:" + order.channel : "") +
(order.commentSpecified ? ", comment:" + order.comment : "") +
(order.closePositionDetails != null ? ", " + OpenApiClosePositionDetails(order.closePositionDetails) : "");
return(_str + "}");
}
static public string OpenApiOrderToString(ProtoOAOrder order)
{
var _str = "Order{orderId:" + order.OrderId.ToString() + ", accountId:" + order.AccountId + ", orderType:" + OpenApiOrderTypeToString(order.OrderType);
_str += ", tradeSide:" + TradeSideToString(order.TradeSide);
_str += ", symbolName:" + order.SymbolName + ", requestedVolume:" + order.RequestedVolume.ToString() + ", executedVolume:" + order.ExecutedVolume.ToString() + ", closingOrder:" +
(order.ClosingOrder ? "TRUE" : "FALSE") +
(order.HasExecutionPrice ? ", executionPrice:" + order.ExecutionPrice.ToString() : "") +
(order.HasLimitPrice ? ", limitPrice:" + order.LimitPrice.ToString() : "") +
(order.HasStopPrice ? ", stopPrice:" + order.StopPrice.ToString() : "") +
(order.HasStopLossPrice ? ", stopLossPrice:" + order.StopLossPrice.ToString() : "") +
(order.HasTakeProfitPrice ? ", takeProfitPrice:" + order.TakeProfitPrice.ToString() : "") +
(order.HasBaseSlippagePrice ? ", baseSlippagePrice:" + order.BaseSlippagePrice.ToString() : "") +
(order.HasSlippageInPips ? ", slippageInPips:" + order.SlippageInPips.ToString() : "") +
(order.HasRelativeStopLossInPips ? ", relativeStopLossInPips:" + order.RelativeStopLossInPips.ToString() : "") +
(order.HasRelativeTakeProfitInPips ? ", relativeTakeProfitInPips:" + order.RelativeTakeProfitInPips.ToString() : "") +
(order.HasCommission ? ", commission:" + order.Commission.ToString() : "") +
(order.HasOpenTimestamp ? ", openTimestamp:" + order.OpenTimestamp.ToString() : "") +
(order.HasCloseTimestamp ? ", closeTimestamp:" + order.CloseTimestamp.ToString() : "") +
(order.HasExpirationTimestamp ? ", expirationTimestamp:" + order.ExpirationTimestamp.ToString() : "") +
(order.HasChannel ? ", channel:" + order.Channel : "") +
(order.HasComment ? ", comment:" + order.Comment : "") +
(order.HasClosePositionDetails ? ", " + OpenApiClosePositionDetails(order.ClosePositionDetails) : "");
return(_str + "}");
}
public ProtoMessage CreateExecutionEvent(ProtoOAExecutionType executionType, ProtoOAOrder order, ProtoOAPosition position = null, string reasonCode = null, string clientMsgId = null)
{
var _msg = ProtoOAExecutionEvent.CreateBuilder();
_msg.SetExecutionType(executionType);
_msg.SetOrder(order);
if (position != null)
{
_msg.SetPosition(position);
}
return(CreateMessage((uint)_msg.PayloadType, _msg.Build().ToByteString(), clientMsgId));
}
public ProtoMessage CreateExecutionEvent(ProtoOAExecutionType executionType, ProtoOAOrder order, ProtoOAPosition position = null, string reasonCode = null, string clientMsgId = null)
{
var _msg = new ProtoOAExecutionEvent();
_msg.executionType = executionType;
_msg.order = order;
if (position != null)
{
_msg.position = position;
}
if (reasonCode != null)
{
_msg.reasonCode = reasonCode;
}
return(CreateMessage((uint)_msg.payloadType, Utils.Serialize <ProtoOAExecutionEvent>(_msg), clientMsgId));
}
static public string GetOrderText(ProtoOAOrder order)
{
var _str = "Order{orderId:" + order.OrderId.ToString() + ", orderType:" + order.OrderType;
_str += ", tradeSide:" + order.TradeData.TradeSide;
_str += ", symbolName:" + order.TradeData.SymbolId + ", requestedVolume:" + order.TradeData.Volume.ToString() + ", executedVolume:" + order.ExecutedVolume.ToString() + ", closingOrder:" +
(order.ClosingOrder ? "TRUE" : "FALSE") +
(order.HasExecutionPrice ? ", executionPrice:" + order.ExecutionPrice.ToString() : "") +
(order.HasLimitPrice ? ", limitPrice:" + order.LimitPrice.ToString() : "") +
(order.HasStopPrice ? ", stopPrice:" + order.StopPrice.ToString() : "") +
(order.HasStopLoss ? ", stopLossPrice:" + order.StopLoss.ToString() : "") +
(order.HasTakeProfit ? ", takeProfitPrice:" + order.TakeProfit.ToString() : "") +
(order.HasBaseSlippagePrice ? ", baseSlippagePrice:" + order.BaseSlippagePrice.ToString() : "") +
(order.HasSlippageInPoints ? ", slippageInPoints:" + order.SlippageInPoints.ToString() : "") +
(order.HasRelativeStopLoss ? ", relativeStopLoss:" + order.RelativeStopLoss.ToString() : "") +
(order.HasRelativeTakeProfit ? ", relativeTakeProfit:" + order.RelativeTakeProfit.ToString() : "") +
(order.HasExpirationTimestamp ? ", expirationTimestamp:" + order.ExpirationTimestamp.ToString() : "");
return(_str + "}");
}
//public ProtoOASpotSubscription GetSpotSubscription(byte[] obj = null)
//{
// return ProtoOASpotSubscription.CreateBuilder().MergeFrom(obj).Build();
//}
#endregion
#region Creating new Proto Model objects with parameters specified
public ProtoOAOrder.Builder CreateOrderBuilder(long orderId, long accountId, ProtoOAOrderType orderType, ProtoOATradeSide tradeSide, int symbolId, long requestedVolume, long executedVolume, bool closingOrder,
string channel = null, string comment = null)
{
var _obj = ProtoOAOrder.CreateBuilder();
var _objTradeData = ProtoOATradeData.CreateBuilder();
_objTradeData.SetTradeSide(tradeSide);
_objTradeData.SetSymbolId(symbolId);
_objTradeData.SetVolume(requestedVolume);
_obj.SetOrderId(orderId);
// _obj.SetAccountId(accountId);
_obj.SetOrderType(orderType);
_obj.SetTradeData(_objTradeData);
_obj.SetExecutedVolume(executedVolume);
_obj.SetClosingOrder(closingOrder);
//if (channel != null)
// _obj.SetChannel(channel);
//if (comment != null)
// _obj.SetComment(comment);
return(_obj);
}
public ProtoOAOrder CreateOrder(long orderId, long accountId, ProtoOAOrderType orderType,
ProtoTradeSide tradeSide, string symbolName, long requestedVolume, long executedVolume, bool closingOrder,
string channel = null, string comment = null)
{
var _obj = new ProtoOAOrder();
_obj.orderId = orderId;
_obj.accountId = accountId;
_obj.orderType = orderType;
_obj.tradeSide = tradeSide;
_obj.symbolName = symbolName;
_obj.requestedVolume = requestedVolume;
_obj.executedVolume = executedVolume;
_obj.closingOrder = closingOrder;
if (channel != null)
{
_obj.channel = channel;
}
if (comment != null)
{
_obj.comment = comment;
}
return(_obj);
}
public ProtoOAOrder GetOrder(byte[] obj = null)
{
return(ProtoOAOrder.CreateBuilder().MergeFrom(obj).Build());
}
public MainPage()
{
this.plotView = createChartPanel();
this.buyButton = new TradingButton("Buy");
this.sellButton = new TradingButton("Sell");
this.Content = new StackLayout {
Orientation = StackOrientation.Vertical,
HorizontalOptions = LayoutOptions.FillAndExpand,
VerticalOptions = LayoutOptions.FillAndExpand,
Children =
{
createTopPanel(),
this.plotView,
createBottomPanel()
}
};
// Using messaging center to ensure that content only gets loaded once authentication is successful.
// Once Xamarin.Forms adds more support for view life cycle events, this kind of thing won't be as necessary.
// The OnAppearing() and OnDisappearing() overrides just don't quite cut the mustard yet, nor do the Appearing and Disappearing delegates.
MessagingCenter.Subscribe <App> (this, "Authenticated", (sender) => {
accountsAPI = new AccountsAPI(App.ACCOUNTS_API_HOST_URL, App.Instance.Token);
tradingAPI = new TradingAPI(App.TRADING_API_HOST, App.TRADING_API_PORT, App.Instance.Token, App.CLIENT_ID, App.CLIENT_SECRET);
fillAccounts();
fillSymbols();
refreshPlotView();
tradingAPI.Start();
tradingAPI.ExecutionEvent += (executionEvent) => {
Device.BeginInvokeOnMainThread(() => {
String filledTitle = "Order Filled at {0}";
String filledMessage = "Your request to {0} {1} of {2} was filled at VWAP {3}";
if (executionEvent.executionType == ProtoOAExecutionType.OA_ORDER_FILLED)
{
ProtoOAOrder order = executionEvent.order;
string title = String.Format(filledTitle, order.executionPrice);
string message = String.Format(filledMessage, order.tradeSide, order.requestedVolume / 100, order.symbolName, order.executionPrice);
DisplayAlert(title, message, "Close");
}
});
};
tradingAPI.SpotEvent += (spotEvent) => {
if (spotEvent.symbolName.Equals(currentSymbol.SymbolName))
{
if (spotEvent.askPriceSpecified)
{
LineAnnotation annotation = (LineAnnotation)plotView.Model.Annotations[0];
annotation.Y = spotEvent.askPrice;
annotation.Text = spotEvent.askPrice.ToString();
}
Device.BeginInvokeOnMainThread(() => {
if (spotEvent.askPriceSpecified)
{
buyButton.setPrice(spotEvent.askPrice);
plotView.Model.InvalidatePlot(true);
}
if (spotEvent.bidPriceSpecified)
{
sellButton.setPrice(spotEvent.bidPrice);
}
});
}
};
tradingAPI.SendSubscribeForTradingEventsRequest(currentTradingAccount.AccountId);
tradingAPI.SendSubscribeForSpotsRequest(currentTradingAccount.AccountId, currentSymbol.SymbolName);
});
}
public PendingOrderModel(ProtoOAOrder order, SymbolModel symbol) => Update(order, symbol);
