private void fillFromCondition(ExecutionCondition orderCondition)
{
tradeUnderlying.Text = orderCondition.Symbol;
tradeExchange.Text = orderCondition.Exchange;
tradeType.Text = orderCondition.SecType;
tradeRb.Checked = true;
}
public void ParseExecutionCondition()
{
ExecutionCondition cond = ParseCondition <ExecutionCondition>("trade occurs for ANY symbol on ANY exchange for * security type");
var examp = OrderCondition.Create(OrderConditionType.Execution) as ExecutionCondition;
examp.Exchange = "ANY";
examp.Symbol = "ANY";
examp.SecType = "*";
Assert.IsNotNull(cond);
Assert.AreEqual(cond.Exchange, "any", true);
Assert.IsFalse(cond.IsConjunctionConnection);
Assert.AreEqual(cond.SecType, "*");
Assert.AreEqual(cond.Symbol, "any", true);
Assert.AreEqual(cond, examp);
}
public void Validate(T model, IValidationContext context)
{
var shouldExecute = ExecutionCondition?.Invoke(model) ?? true;
if (!shouldExecute)
{
return;
}
context.EnterPath(Path);
if (ErrorId.HasValue)
{
context.EnableErrorDetectionMode(ErrorMode, ErrorId.Value);
}
RunValidation(model, context);
context.LeavePath();
}
public static OrderCondition Create(OrderConditionType type)
{
OrderCondition?rval = null;
switch (type)
{
case OrderConditionType.Execution:
rval = new ExecutionCondition();
break;
case OrderConditionType.Margin:
rval = new MarginCondition();
break;
case OrderConditionType.PercentChange:
rval = new PercentChangeCondition();
break;
case OrderConditionType.Price:
rval = new PriceCondition();
break;
case OrderConditionType.Time:
rval = new TimeCondition();
break;
case OrderConditionType.Volume:
rval = new VolumeCondition();
break;
}
if (rval != null)
{
rval.Type = type;
}
return(rval ?? throw new InvalidOperationException("Invalid OrderConditionType."));
}
public static bool CheckCondition(ExecutionCondition condition, ProcessorInfo info, int stepId)
{
if (condition.Always)
{
return(true);
}
if (condition.IfPreviousSucceded && stepId > 0 && info.StepStatus[stepId - 1] == Status.Successful)
{
return(true);
}
bool stepsSucceded = true;
foreach (var index in condition.StepsSucceded)
{
if (index < 0 || index > info.StepStatus.Count || info.StepStatus[index] == Status.Failed || info.StepStatus[index] == Status.Waiting)
{
stepsSucceded = false;
break;
}
}
return(stepsSucceded);
}
public OrdinaryStepConfig(IStep step, ExecutionCondition condition)
{
Step = step;
Condition = condition;
ExecutionStatus = Status.NotStarted;
}
private void fillCondition(ExecutionCondition executionCondition)
{
executionCondition.Symbol = tradeUnderlying.Text;
executionCondition.Exchange = tradeExchange.Text;
executionCondition.SecType = tradeType.Text;
}
public StepConfig(IStep step, ExecutionCondition condition)
{
Step = step;
Condition = condition;
}
/// <summary>
/// Создание "рыночной"заявки.
/// </summary>
/// <param name="classCode">Код класса инструмента</param>
/// <param name="securityCode">Код инструмента</param>
/// <param name="accountID">Счет клиента</param>
/// <param name="operation">Операция заявки (покупка/продажа)</param>
/// <param name="qty">Количество (в лотах)</param>
/// <param name="executionCondition">Условие исполнения заявки (PUT_IN_QUEUE, FILL_OR_KILL, KILL_BALANCE)</param>
/// <param name="clientCode">Код клиента</param>
public async Task <Order> SendMarketOrder(string classCode, string securityCode, string accountID, Operation operation, int qty, ExecutionCondition executionCondition = ExecutionCondition.PUT_IN_QUEUE, string clientCode = null)
{
return(await SendOrder(classCode, securityCode, accountID, operation, 0, qty, TransactionType.M, executionCondition, clientCode).ConfigureAwait(false));
}
/// <summary>
/// Создание заявки.
/// </summary>
/// <param name="classCode">Код класса инструмента</param>
/// <param name="securityCode">Код инструмента</param>
/// <param name="accountID">Счет клиента</param>
/// <param name="operation">Операция заявки (покупка/продажа)</param>
/// <param name="price">Цена заявки</param>
/// <param name="qty">Количество (в лотах)</param>
/// <param name="orderType">Тип заявки (L - лимитная, M - рыночная)</param>
/// <param name="executionCondition">Условие исполнения заявки (PUT_IN_QUEUE, FILL_OR_KILL, KILL_BALANCE)</param>
/// <param name="clientCode">Код клиента</param>
async Task <Order> SendOrder(string classCode, string securityCode, string accountID, Operation operation, decimal price, int qty, TransactionType orderType, ExecutionCondition executionCondition = ExecutionCondition.PUT_IN_QUEUE, string clientCode = null)
{
long res = 0;
bool set = false;
Order order_result = new Order();
///////
TransactionReply lastTransactionReply = new TransactionReply();
Quik.Events.OnTransReply += (TransactionReply transReply) => { if (transReply.TransID == res)
{
lastTransactionReply = transReply;
}
};
///////
Transaction newOrderTransaction = new Transaction
{
ACTION = TransactionAction.NEW_ORDER,
ACCOUNT = accountID,
CLASSCODE = classCode,
SECCODE = securityCode,
QUANTITY = qty,
OPERATION = operation == Operation.Buy ? TransactionOperation.B : TransactionOperation.S,
PRICE = price,
TYPE = orderType,
EXECUTION_CONDITION = executionCondition,
CLIENT_CODE = clientCode
};
try
{
res = await Quik.Trading.SendTransaction(newOrderTransaction).ConfigureAwait(false);
Thread.Sleep(500);
Console.WriteLine("res: " + res);
}
catch
{
//ignore
}
while (!set)
{
if (res > 0)
{
if (lastTransactionReply == null || lastTransactionReply.ResultMsg == null || lastTransactionReply.ResultMsg == "" || lastTransactionReply.ErrorCode == 0)
{
try
{
order_result = await Quik.Orders.GetOrder_by_transID(classCode, securityCode, res).ConfigureAwait(false);
}
catch
{
order_result = new Order {
RejectReason = "Неудачная попытка получения заявки по ID-транзакции №" + res
};
}
}
else
{
if (order_result != null)
{
order_result.RejectReason = lastTransactionReply.ResultMsg;
}
else
{
order_result = new Order {
RejectReason = lastTransactionReply.ResultMsg
}
};
}
}
else
{
if (order_result != null)
{
order_result.RejectReason = newOrderTransaction.ErrorMessage;
}
else
{
order_result = new Order {
RejectReason = newOrderTransaction.ErrorMessage
}
};
}
if (order_result != null && (order_result.RejectReason != "" || order_result.OrderNum > 0))
{
set = true;
}
}
Quik.Events.OnTransReply -= (TransactionReply transReply) => { };
return(order_result);
}
