private void Process_Symbol_By_Id_Res() { ProtoOASymbolByIdRes args = Serializer.Deserialize <ProtoOASymbolByIdRes>(_processorMemoryStream); foreach (ProtoOASymbol symbol in args.Symbols) { TradingAccounts[args.ctidTraderAccountId].TradingSymbols[symbol.symbolId].Symbol = symbol; TradingAccounts[args.ctidTraderAccountId].TradingSymbols[symbol.symbolId].Pip = Math.Pow(10, -symbol.pipPosition); string Schedules = string.Empty; foreach (ProtoOAInterval interval in symbol.Schedules) { Schedules += $"startSecond: {interval.startSecond}; " + $"endSecond: {interval.endSecond} | "; } string item = $"symbolId: {symbol.symbolId}; " + $"Digits: {symbol.Digits}; " + $"pipPosition: {symbol.pipPosition}; " + $"tradingMode: {symbol.tradingMode}; " + $"commissionType: {symbol.commissionType}; " + $"minCommissionType: {symbol.minCommissionType}; " + $"minCommissionAsset: {symbol.minCommissionAsset}; " + $"gslCharge: {symbol.gslCharge}; " + $"gslDistance: {symbol.gslDistance}; " + $"maxExposure: {symbol.maxExposure}; " + $"maxVolume: {symbol.maxVolume}; " + $"minVolume: {symbol.minVolume}; " + $"rolloverCommission: {symbol.rolloverCommission}; " + $"distanceSetIn: {symbol.distanceSetIn}; " + $"slDistance: {symbol.slDistance}; " + $"tpDistance: {symbol.tpDistance}; " + $"stepVolume: {symbol.stepVolume}; " + $"swapLong: {symbol.swapLong}; " + $"swapShort: {symbol.swapShort}; " + $"enableShortSelling: {symbol.enableShortSelling}; " + $"guaranteedStopLoss: {symbol.guaranteedStopLoss}; " + $"rolloverCommission3Days: {symbol.rolloverCommission3Days}; " + $"skipRolloverDays: {symbol.skipRolloverDays}; " + $"scheduleTimeZone: {symbol.scheduleTimeZone}; " + $"Schedules: [{Schedules}]; " + $"swapCalculationType: {symbol.swapCalculationType}; " + $"swapRollover3Days: {symbol.swapRollover3Days}"; Log.Info("ProtoOASymbolByIdRes:: " + $"ctidTraderAccountId: {args.ctidTraderAccountId}; " + $"Symbol: [{item}]"); } Send(Reconcile_Req(args.ctidTraderAccountId)); OnSymbolByIdResReceived?.Invoke(args); }
public ProtoMessage CreateSymbolsListRes(string clientMsgId = null) { return(CreateMessage((uint)ProtoOAPayloadType.PROTO_OA_SYMBOL_BY_ID_RES, ProtoOASymbolByIdRes.CreateBuilder().Build().ToByteString(), clientMsgId)); }
static string OpenApiMessageToString(ProtoMessage msg) { switch ((ProtoOAPayloadType)msg.PayloadType) { case ProtoOAPayloadType.PROTO_OA_APPLICATION_AUTH_REQ: var app_auth_req = ProtoOAApplicationAuthReq.CreateBuilder().MergeFrom(msg.Payload).Build(); return("AppAuthRequest{clientId:" + app_auth_req.ClientId + ", clientSecret:" + app_auth_req.ClientSecret + "}"); case ProtoOAPayloadType.PROTO_OA_APPLICATION_AUTH_RES: return("ApAuthResponse"); case ProtoOAPayloadType.PROTO_OA_ACCOUNT_AUTH_REQ: var acc_auth_req = ProtoOAAccountAuthReq.CreateBuilder().MergeFrom(msg.Payload).Build(); return("AccAuthRequest{CtidTraderAccountId:" + acc_auth_req.CtidTraderAccountId + "}"); case ProtoOAPayloadType.PROTO_OA_ACCOUNT_AUTH_RES: return("AccAuthResponse"); case ProtoOAPayloadType.PROTO_OA_GET_ACCOUNTS_BY_ACCESS_TOKEN_REQ: return("GetAccountsByAccessTokenReq"); case ProtoOAPayloadType.PROTO_OA_GET_ACCOUNTS_BY_ACCESS_TOKEN_RES: var accounts_list = ProtoOAGetAccountListByAccessTokenRes.CreateBuilder().MergeFrom(msg.Payload).Build(); var sbAccounts = new StringBuilder(); foreach (var account in accounts_list.CtidTraderAccountList) { sbAccounts.Append("ID: " + account.CtidTraderAccountId + (account.IsLive ? " Status: Live" + Environment.NewLine : " Status: Demo " + Environment.NewLine)); } return("GetAccountsByAccessTokenRes{" + sbAccounts.ToString() + "}"); case ProtoOAPayloadType.PROTO_OA_TRADER_REQ: return("PotoOATraderReq"); case ProtoOAPayloadType.PROTO_OA_SYMBOLS_LIST_REQ: return("GetSymbolsList"); case ProtoOAPayloadType.PROTO_OA_SYMBOLS_LIST_RES: var symbols_list = ProtoOASymbolsListRes.CreateBuilder().MergeFrom(msg.Payload).Build(); var sbSymbols = new StringBuilder(); foreach (var symbol in symbols_list.SymbolList) { sbSymbols.Append("ID: " + symbol.SymbolId + Environment.NewLine); sbSymbols.Append("Name: " + symbol.SymbolName + Environment.NewLine); } return("Symbols{" + sbSymbols.ToString() + "}"); case ProtoOAPayloadType.PROTO_OA_SYMBOL_BY_ID_REQ: return("GetSymbolsById"); case ProtoOAPayloadType.PROTO_OA_SYMBOL_BY_ID_RES: var symbol_by_id_list = ProtoOASymbolByIdRes.CreateBuilder().MergeFrom(msg.Payload).Build(); var sbSymbolByID = new StringBuilder(); foreach (var symbol in symbol_by_id_list.SymbolList) { sbSymbolByID.Append("ID: " + symbol.SymbolId + Environment.NewLine); } return("Symbols{" + sbSymbolByID.ToString() + "}"); case ProtoOAPayloadType.PROTO_OA_EXECUTION_EVENT: return(OpenApiExecEventsToString(msg)); case ProtoOAPayloadType.PROTO_OA_DEAL_LIST_REQ: return("DealListRequest{}"); case ProtoOAPayloadType.PROTO_OA_DEAL_LIST_RES: var deal_list = ProtoOADealListRes.CreateBuilder().MergeFrom(msg.Payload).Build(); var sbDeals = new StringBuilder(); foreach (var deal in deal_list.DealList) { sbDeals.Append("ID: " + deal.DealId + Environment.NewLine); sbDeals.Append("Status: " + deal.DealStatus + Environment.NewLine); sbDeals.Append("Volume: " + deal.Volume + Environment.NewLine); } return("DealList{" + sbDeals.ToString() + "}"); case ProtoOAPayloadType.PROTO_OA_RECONCILE_REQ: return("ReconcileRequest{}"); case ProtoOAPayloadType.PROTO_OA_RECONCILE_RES: var reconcile_response = ProtoOAReconcileRes.CreateBuilder().MergeFrom(msg.Payload).Build(); var sbReconcile = new StringBuilder(); foreach (var order in reconcile_response.OrderList) { sbReconcile.Append("ID: " + order.OrderId + Environment.NewLine); sbReconcile.Append("Status: " + order.OrderStatus + Environment.NewLine); sbReconcile.Append("Volume: " + order.TradeData.Volume + Environment.NewLine); } foreach (var position in reconcile_response.PositionList) { sbReconcile.Append("ID: " + position.HasPositionId + Environment.NewLine); sbReconcile.Append("Status: " + position.PositionStatus + Environment.NewLine); sbReconcile.Append("Volume: " + position.TradeData.Volume + Environment.NewLine); } return("ReconcileList{" + sbReconcile.ToString() + "}"); case ProtoOAPayloadType.PROTO_OA_CASH_FLOW_HISTORY_LIST_REQ: return("CashFlowHistoryRequest{}"); case ProtoOAPayloadType.PROTO_OA_CASH_FLOW_HISTORY_LIST_RES: var cashflow_history = ProtoOACashFlowHistoryListRes.CreateBuilder().MergeFrom(msg.Payload).Build(); var sbDCashflow = new StringBuilder(); foreach (var entry in cashflow_history.DepositWithdrawList) { sbDCashflow.Append("ID: " + entry.BalanceHistoryId + Environment.NewLine); sbDCashflow.Append("Type: " + entry.OperationType + Environment.NewLine); sbDCashflow.Append("Delta: " + entry.Delta + Environment.NewLine); } return("CashFlowHistory{" + sbDCashflow.ToString() + "}"); case ProtoOAPayloadType.PROTO_OA_GET_TRENDBARS_REQ: return("GetTrendbarsRequest{}"); case ProtoOAPayloadType.PROTO_OA_GET_TRENDBARS_RES: var trendbar = ProtoOAGetTrendbarsRes.CreateBuilder().MergeFrom(msg.Payload).Build(); var sbTrendbar = new StringBuilder(); foreach (var entry in trendbar.TrendbarList) { sbTrendbar.Append("Open: " + entry.DeltaOpen + Environment.NewLine); sbTrendbar.Append("High: " + entry.DeltaHigh + Environment.NewLine); sbTrendbar.Append("Low: " + entry.Low + Environment.NewLine); sbTrendbar.Append("Close: " + entry.DeltaClose + Environment.NewLine); } return("Trendbars{" + sbTrendbar.ToString() + "}"); case ProtoOAPayloadType.PROTO_OA_GET_TICKDATA_REQ: return("GetTickDataRequest{}"); case ProtoOAPayloadType.PROTO_OA_GET_TICKDATA_RES: var tickData = ProtoOAGetTickDataRes.CreateBuilder().MergeFrom(msg.Payload).Build(); var sbTickData = new StringBuilder(); foreach (var entry in tickData.TickDataList) { sbTickData.Append("Tick: " + entry.Tick + Environment.NewLine + " " + msg.ClientMsgId); } return("Tick Data{" + sbTickData.ToString() + "}"); case ProtoOAPayloadType.PROTO_OA_CANCEL_ORDER_REQ: return("CancelOrderRequest{}"); case ProtoOAPayloadType.PROTO_OA_NEW_ORDER_REQ: return("CreateOrderRequest{}"); case ProtoOAPayloadType.PROTO_OA_CLOSE_POSITION_REQ: return("ClosePositionRequest{}"); case ProtoOAPayloadType.PROTO_OA_AMEND_ORDER_REQ: return("AmendOrderRequest{}"); case ProtoOAPayloadType.PROTO_OA_AMEND_POSITION_SLTP_REQ: return("AmendPositionRequest{}"); case ProtoOAPayloadType.PROTO_OA_SUBSCRIBE_SPOTS_REQ: return("SubscribeForSpotsRequest{}"); case ProtoOAPayloadType.PROTO_OA_SUBSCRIBE_SPOTS_RES: return("SubscribeForSpotsResponse{}"); case ProtoOAPayloadType.PROTO_OA_UNSUBSCRIBE_SPOTS_REQ: return("UnsubscribeFromSpotsRequest{}"); case ProtoOAPayloadType.PROTO_OA_UNSUBSCRIBE_SPOTS_RES: return("UnsubscribeFromSpotsResponse{}"); case ProtoOAPayloadType.PROTO_OA_SPOT_EVENT: var _spot_event = ProtoOASpotEvent.CreateBuilder().MergeFrom(msg.Payload).Build(); return("SpotEvent{symbolId:" + _spot_event.SymbolId + ", bidPrice:" + (_spot_event.HasBid ? _spot_event.Bid.ToString() : " ") + ", askPrice:" + (_spot_event.HasAsk ? _spot_event.Ask.ToString() : " ") + "}"); case ProtoOAPayloadType.PROTO_OA_ERROR_RES: var _err = ProtoOAErrorRes.CreateBuilder().MergeFrom(msg.Payload).Build(); return("ErrorResponse{errorCode:" + _err.ErrorCode + (_err.HasDescription ? ", description:" + _err.Description : "") + "}"); case ProtoOAPayloadType.PROTO_OA_ORDER_ERROR_EVENT: var _orderErr = ProtoOAOrderErrorEvent.CreateBuilder().MergeFrom(msg.Payload).Build(); return("OrderErrorResponse{errorCode:" + _orderErr.ErrorCode + (_orderErr.HasDescription ? ", description:" + _orderErr.Description : "") + "}"); default: return("unknown"); } }
private void OnSymbolByIdResponse(ProtoOASymbolByIdRes e, string clientMsgId) { var streamMessage = new StreamMessage <ProtoOASymbolByIdRes>(e, clientMsgId); _symbolByIdResponseStream.OnNext(streamMessage); }