/// <summary>
/// The control only consumes dataDelivery provider, so that it is not available for sessionless operations too.
/// </summary>
public NewOrderControl(IQuoteProvider dataProvider, DataSessionInfo session,
bool balancedPositionModeVisible, bool balancePositionModeChecked)
{
InitializeComponent();
_dataProvider = dataProvider;
if (_dataProvider != null)
{
_dataProvider.QuoteUpdateEvent += _dataProvider_OnValuesUpdateEvent;
}
_balancedPositionModeVisible = balancedPositionModeVisible;
_balancePositionModeChecked = balancePositionModeChecked;
_session = session;
numericUpDownStopLoss.Increment = session.DecimalIncrement;
numericUpDownStopLoss.DecimalPlaces = session.DecimalPlaces;
numericUpDownSlippage.Increment = session.DecimalIncrement;
numericUpDownSlippage.DecimalPlaces = session.DecimalPlaces;
numericUpDownTakeProfit.Increment = session.DecimalIncrement;
numericUpDownTakeProfit.DecimalPlaces = session.DecimalPlaces;
numericUpDownPendingPrice.Increment = session.DecimalIncrement;
numericUpDownPendingPrice.DecimalPlaces = session.DecimalPlaces;
}
public static string PostUsing(IQuoteProvider quote)
{
string url = "";
try {
string postQueryString = CreateQueryString (quote.Parameters);
HttpWebRequest request = (HttpWebRequest) WebRequest.Create (quote.BaseUrl);
request.Timeout = 15000;
request.Method = "POST";
request.ContentType = "application/x-www-form-urlencoded";
request.AllowAutoRedirect = quote.ShouldAllowAutoRedirect;
UTF8Encoding encoding = new UTF8Encoding ();
byte[] data = encoding.GetBytes (postQueryString);
request.ContentLength = data.Length;
using (Stream newStream = request.GetRequestStream ())
{
newStream.Write (data, 0, data.Length);
}
using (HttpWebResponse response = (HttpWebResponse) request.GetResponse ())
{
url = quote.GetQuoteUrlFromResponse (response);
}
}
catch {
url = "An error occured while posting quote.";
}
return url;
}
/// <summary>
/// Detailed constructor.
/// </summary>
public ModifyOrderControl(ModeEnum mode, ActiveOrder order)
{
InitializeComponent();
_provider = order.OrderExecutionProvider;
_mode = mode;
_order = order;
_dataProvider = order.QuoteProvider;
_dataProvider.QuoteUpdateEvent += new QuoteProviderUpdateDelegate(_dataProvider_QuoteUpdateEvent);
_session = order.SessionInfo.Value;
}
public void UnInitialize()
{
if (_dataProvider != null)
{
_dataProvider.QuoteUpdateEvent -= new QuoteProviderUpdateDelegate(_dataProvider_QuoteUpdateEvent);
_dataProvider = null;
}
_order = null;
}
public StockPricePollingWorker(string id, int pollRateMilliseconds, TriggerController controller, IQuoteProvider quoteProvider) : base(id, pollRateMilliseconds)
{
if (controller == null)
throw new ArgumentNullException("controller");
if (quoteProvider == null)
throw new ArgumentNullException("quoteProvider");
_controller = controller;
_quoteProvider = quoteProvider;
}
/// <summary>
/// Constructor, allows direct order initialization.
/// </summary>
/// <param name="session"></param>
/// <param name="initialize">Initialize order on construction. If init fails, exception will occur.</param>
public ActiveOrder(ISourceManager manager, ISourceOrderExecution executionProvider,
IQuoteProvider quoteProvider, ComponentId dataSourceId, Symbol symbol, bool initialize)
{
_manager = manager;
_symbol = symbol;
_dataSourceId = dataSourceId;
_executionProvider = executionProvider;
_quoteProvider = quoteProvider;
State = OrderStateEnum.UnInitialized;
if (initialize)
{
SystemMonitor.CheckThrow(Initialize());
}
}
/// <summary>
///
/// </summary>
/// <param name="provider"></param>
protected override void OnQuoteUpdate(IQuoteProvider provider)
{
lock (this)
{
if (provider != null)
{
if (this.AddQuote(provider.CurrentQuote))
{
if (this.writer != null)
{
this.Decide(provider.CurrentQuote);
this.writer.WriteLine("{0}, {1}, {2}", provider.Time, this.energyAsk, this.energyBid);
}
}
}
}
}
/// <summary>
/// Constructor, allows direct order initialization.
/// </summary>
/// <param name="session"></param>
/// <param name="initialize">Initialize order on construction. If init fails, exception will occur.</param>
public ActiveOrder(ISourceManager manager, ISourceOrderExecution executionProvider,
IQuoteProvider quoteProvider, ComponentId dataSourceId, Symbol symbol, bool initialize)
{
_manager = manager;
_symbol = symbol;
_dataSourceId = dataSourceId;
_executionProvider = executionProvider;
_quoteProvider = quoteProvider;
State = OrderStateEnum.UnInitialized;
if (initialize)
{
SystemMonitor.CheckThrow(Initialize());
}
}
private void toolStripButtonNewOrder_Click(object sender, EventArgs e)
{
if (_manager == null)
{
return;
}
Position position = SelectedPosition;
if (position == null)
{
MessageBox.Show("Select a position to put order to.");
return;
}
if (position.DataDelivery.OperationalState != OperationalStateEnum.Operational ||
position.OrderExecutionProvider.OperationalState != OperationalStateEnum.Operational)
{
MessageBox.Show("Position data or order execution provider not operational.");
return;
}
IQuoteProvider quotes = _manager.ObtainQuoteProvider(position.DataDelivery.SourceId, position.Symbol);
DataSessionInfo?info = _manager.GetSymbolDataSessionInfo(position.DataDelivery.SourceId, position.Symbol);
if (info.HasValue == false)
{
MessageBox.Show("Failed to establish position session.", Application.ProductName + " - Error", MessageBoxButtons.OK, MessageBoxIcon.Error);
return;
}
NewOrderControl control = new NewOrderControl(quotes, info.Value, true, true);
control.CreatePlaceOrderEvent += new NewOrderControl.CreatePlaceOrderDelegate(SubmitPositionOrder);
HostingForm f = new HostingForm("New Order", control);
f.FormBorderStyle = FormBorderStyle.FixedSingle;
f.MaximizeBox = false;
f.ShowDialog();
control.CreatePlaceOrderEvent -= new NewOrderControl.CreatePlaceOrderDelegate(SubmitPositionOrder);
}
/// <summary>
///
/// </summary>
bool GetProviders(Symbol symbol, out IQuoteProvider quotes, out IDataBarHistoryProvider bars)
{
quotes = _manager.ObtainQuoteProvider(_dataDelivery.SourceId, symbol);
RuntimeDataSessionInformation sessionInformation = _dataDelivery.GetSymbolRuntimeSessionInformation(symbol);
if (sessionInformation.AvailableDataBarPeriods == null || sessionInformation.AvailableDataBarPeriods.Count == 0)
{
quotes = null;
bars = null;
SystemMonitor.OperationError("Can not close order since no suitable data provider sessions found.");
return(false);
}
bars = _manager.ObtainDataBarHistoryProvider(_dataDelivery.SourceId, symbol, sessionInformation.AvailableDataBarPeriods[0]);
if (quotes == null || quotes.Ask.HasValue == false || bars == null)
{
return(false);
}
return(true);
}
/// <summary>
///
/// </summary>
public virtual bool SetInitialParameters(ISourceManager manager, ComponentId sourceId, ExpertSession session)
{
_sessionInfo = session.Info;
_manager = manager;
_sourceId = sourceId;
_dataDelivery = manager.ObtainDataDelivery(sourceId);
_quote = manager.ObtainQuoteProvider(sourceId, _sessionInfo.Symbol);
_tickProvider = manager.ObtainDataTickHistoryProvider(sourceId, _sessionInfo.Symbol);
_dataBarProvider = null;
bool result = _dataDelivery != null && _quote != null && _tickProvider != null;
SystemMonitor.CheckError(result, "Failed to initialize data provider.");
return(result);
}
protected Subscriber(IAggregateWriter <RequestForQuotes> aggregateWriter, IQuoteProvider quoteProvider)
{
AggregateWriter = aggregateWriter;
QuoteProvider = quoteProvider;
}
void _dataProvider_QuoteUpdateEvent(IQuoteProvider provider)
{
WinFormsHelper.BeginFilteredManagedInvoke(this, TimeSpan.FromMilliseconds(250), UpdateUI);
}
/// <summary>
/// Update position parameters.
/// </summary>
/// <param name="symbol"></param>
/// <param name="volumeChange">*Directional* volume change, 0 for no change.</param>
/// <param name="operationResultMessage"></param>
/// <returns></returns>
bool UpdatePosition(Symbol symbol, int volumeChange, out string operationResultMessage)
{
if (_manager == null || _dataDelivery == null || _dataDelivery.SourceId.IsEmpty)
{
operationResultMessage = "Not initialized properly for operation.";
return(false);
}
// Update the position corresponding to this order.
Position position = _tradeEntities.GetPositionBySymbol(symbol, true);
if (position == null)
{
operationResultMessage = "Failed to find corresponding position.";
return(false);
}
IQuoteProvider quotes = position.QuoteProvider;
if (quotes == null)
{
operationResultMessage = "Failed to find corresponding quotation provider.";
return(false);
}
PositionInfo updatedPositionInfo = position.Info;
if (updatedPositionInfo.Volume.HasValue == false)
{
updatedPositionInfo.Volume = 0;
}
updatedPositionInfo.PendingBuyVolume = 0;
updatedPositionInfo.PendingSellVolume = 0;
if (volumeChange != 0)
{
//decimal initialPositionResult = updatedPositionInfo.Result.Value;
decimal?operationBasis = quotes.GetOrderOpenQuote(volumeChange > 0);
if (operationBasis.HasValue == false)
{
operationResultMessage = "Failed to establish order operation basis price.";
return(false);
}
else
{
//SystemMonitor.CheckError(updatedPositionInfo.Basis.HasValue, "Position has no properly assigned basis price.");
}
if (RecalculatePositionBasis(ref updatedPositionInfo, volumeChange, operationBasis.Value) == false)
{
operationResultMessage = "Failed to recalculate position parameters.";
return(false);
}
}
decimal?pendingPrice = quotes.GetOrderCloseQuote(updatedPositionInfo.Volume > 0);
if (updatedPositionInfo.Volume.HasValue && updatedPositionInfo.Volume != 0 &&
pendingPrice.HasValue && updatedPositionInfo.Basis.HasValue)
{
updatedPositionInfo.Result = (pendingPrice.Value - updatedPositionInfo.Basis.Value) * updatedPositionInfo.Volume.Value;
}
else
{
updatedPositionInfo.Result = 0;
}
bool positionClosing = (position.Volume > 0 && volumeChange < 0) || (position.Volume < 0 && volumeChange > 0);
if (volumeChange != 0 && positionClosing && position.Info.Result.HasValue && updatedPositionInfo.Result.HasValue)
{// Update the account upon closing some (or all) of the position volume.
_runningAccountBalance += position.Info.Result.Value - updatedPositionInfo.Result.Value;
}
position.UpdateInfo(updatedPositionInfo);
operationResultMessage = string.Empty;
return(true);
}
/// <summary>
///
/// </summary>
bool GetProviders(Symbol symbol, out IQuoteProvider quotes, out IDataBarHistoryProvider bars)
{
quotes = _manager.ObtainQuoteProvider(_dataDelivery.SourceId, symbol);
RuntimeDataSessionInformation sessionInformation = _dataDelivery.GetSymbolRuntimeSessionInformation(symbol);
if (sessionInformation.AvailableDataBarPeriods == null || sessionInformation.AvailableDataBarPeriods.Count == 0)
{
quotes = null;
bars = null;
SystemMonitor.OperationError("Can not close order since no suitable data provider sessions found.");
return false;
}
bars = _manager.ObtainDataBarHistoryProvider(_dataDelivery.SourceId, symbol, sessionInformation.AvailableDataBarPeriods[0]);
if (quotes == null || quotes.Ask.HasValue == false || bars == null)
{
return false;
}
return true;
}
public StockPricePollingWorker(string id, int pollRateMilliseconds, TriggerController controller, IQuoteProvider quoteProvider) : base(id, pollRateMilliseconds)
{
if (controller == null)
{
throw new ArgumentNullException("controller");
}
if (quoteProvider == null)
{
throw new ArgumentNullException("quoteProvider");
}
_controller = controller;
_quoteProvider = quoteProvider;
}
void Quote_QuoteUpdateEvent(IQuoteProvider provider)
{
OnQuoteUpdate();
}
/// <summary>
///
/// </summary>
protected override string OnExecuteMarket(ISourceOrderExecution provider, OrderTypeEnum orderType, int volume,
decimal?price, decimal?slippage, decimal?takeProfit, decimal?stopLoss, TimeSpan timeOut,
out PositionExecutionInfo executionInfo, out string operationResultMessage)
{
SystemMonitor.CheckError(provider.SupportsActiveOrderManagement, "Wrong position type for this provider.");
executionInfo = PositionExecutionInfo.Empty;
IQuoteProvider quoteProvider = _manager.ObtainQuoteProvider(_dataDelivery.SourceId, Symbol);
if (quoteProvider == null)
{
operationResultMessage = "Failed to establish quote provider for [" + _dataDelivery.SourceId.Name + ", " + Symbol.Name + "].";
SystemMonitor.Error(operationResultMessage);
return(string.Empty);
}
price = ProcessPrice(quoteProvider, orderType, price);
// New order shall be created.
ActiveOrder order = new ActiveOrder(_manager, provider, quoteProvider, _dataDelivery.SourceId, Symbol, true);
OrderInfo?infoReference;
// Using the extended operationTimeOut to 40 seconds.
bool result = provider.SynchronousExecute(provider.DefaultAccount.Info, order, _info.Symbol,
orderType, volume, slippage, price, takeProfit, stopLoss, string.Empty, TimeSpan.FromSeconds(40), out infoReference, out operationResultMessage);
if (result && infoReference.HasValue)
{
OrderInfo infoAssign = infoReference.Value;
if (infoAssign.Type == OrderTypeEnum.UNKNOWN)
{
infoAssign.Type = orderType;
}
if (infoAssign.Volume == int.MinValue ||
infoAssign.Volume == int.MaxValue)
{// Volume was not retrieved by integration.
infoAssign.Volume = volume;
}
if (infoAssign.OpenPrice.HasValue)
{
executionInfo = new PositionExecutionInfo(infoReference.Value.Id, _dataDelivery.SourceId, provider.SourceId, Symbol,
infoAssign.Type, infoAssign.OpenPrice.Value, volume, volume,
infoAssign.OpenTime, PositionExecutionInfo.ExecutionResultEnum.Success);
}
else
{
SystemMonitor.Error("Received execution result, but price not assigned.");
}
order.AdoptInfo(infoAssign);
provider.TradeEntities.AddOrder(order);
return(infoReference.Value.Id);
}
return(string.Empty);
}
public virtual void Dispose()
{
UnInitialize();
_manager = null;
_dataDelivery = null;
_quote = null;
_tickProvider = null;
_dataBarProvider = null;
ChangeOperationalState(OperationalStateEnum.Disposed);
}
public QuoteCurrencyService(IQuoteProvider quoteProvider)
{
this.quoteProvider = quoteProvider;
}
void _dataProvider_QuoteUpdateEvent(IQuoteProvider provider)
{
WinFormsHelper.BeginFilteredManagedInvoke(this, TimeSpan.FromMilliseconds(250), UpdateUI);
}
/// <summary>
///
/// </summary>
public virtual bool SetInitialParameters(ISourceManager manager, ComponentId sourceId, ExpertSession session)
{
_sessionInfo = session.Info;
_manager = manager;
_sourceId = sourceId;
_dataDelivery = manager.ObtainDataDelivery(sourceId);
_quote = manager.ObtainQuoteProvider(sourceId, _sessionInfo.Symbol);
_tickProvider = manager.ObtainDataTickHistoryProvider(sourceId, _sessionInfo.Symbol);
_dataBarProvider = null;
bool result = _dataDelivery != null && _quote != null && _tickProvider != null;
SystemMonitor.CheckError(result, "Failed to initialize data provider.");
return result;
}
void _dataProvider_OnValuesUpdateEvent(IQuoteProvider dataProvider)
{
WinFormsHelper.BeginFilteredManagedInvoke(this, UpdateUI);
}
public override IEnumerable <Item> DynamicModifierItemsForItem(Item item)
{
IQuoteProvider quoteProvider = QuoteProviderFactory.GetProviderFromPreferences();
return(quoteProvider.SavedTags.Cast <Item> ());
}
void AddUnknownTags(string tags, IQuoteProvider service)
{
QuoteTagItem tag;
foreach (string tagName in tags.Trim ().Split (' ')) {
tag = new QuoteTagItem (tagName);
if (service.SavedTags.Contains (tag)) continue;
service.AddTag (tag);
}
}
protected override void OnQuoteUpdate(IQuoteProvider provider)
{
if (provider != null)
{
}
}
/// <summary>
/// Register IQuoteProvider.
/// </summary>
protected bool AddElement(ComponentId id, Symbol symbol, IQuoteProvider provider)
{
if (id.IsEmpty || symbol.IsEmpty || provider == null)
{
SystemMonitor.Warning("Invalid Id, Symbol or quote provider instance.");
return false;
}
lock (this)
{
if (_quoteProviders.ContainsKey(id) && _quoteProviders[id].ContainsKey(symbol))
{
SystemMonitor.Warning("Failed to add order execution provider, since already added with this Id.");
return false;
}
if (_quoteProviders.ContainsKey(id) == false)
{
_quoteProviders.Add(id, new Dictionary<Symbol, IQuoteProvider>());
}
_quoteProviders[id].Add(symbol, provider);
}
return true;
}
/// <summary>
///
/// </summary>
public virtual void Dispose()
{
_manager = null;
_executionProvider = null;
_quoteProvider = null;
_dataSourceId = ComponentId.Empty;
}
/// <summary>
///
/// </summary>
public override void Dispose()
{
_manager = null;
_quoteProvider = null;
_executionProvider = null;
}
public HistoricalQuoteController(IQuoteProvider provider, IHistoricalQuotesStorage storageClient)
{
_provider = provider;
_storageClient = storageClient;
}
/// <summary>
/// Handle dataDelivery updates; used by children types to implement placement strategies.
/// </summary>
protected virtual void Quote_QuoteUpdateEvent(IQuoteProvider provider)
{
}
/// <summary>
///
/// </summary>
public override void Dispose()
{
_manager = null;
_quoteProvider = null;
_executionProvider = null;
}
public void UnInitializeControl()
{
if (DataProvider != null)
{
DataProvider.QuoteUpdateEvent -= _dataProvider_OnValuesUpdateEvent;
}
_dataProvider = null;
}
/// <summary>
/// Handle dataDelivery updates; used by children types to implement placement strategies.
/// </summary>
protected virtual void Quote_QuoteUpdateEvent(IQuoteProvider provider)
{
}
void Quotes_QuoteUpdateEvent(IQuoteProvider provider)
{
// Changing the name of the trade chart series is done in the PlatformExpertSessionControl,
// since it requires the session status.
RaiseSeriesValuesUpdated(true);
}
/// <summary>
///
/// </summary>
decimal? ProcessPrice(IQuoteProvider quoteProvider, OrderTypeEnum orderType, decimal? price)
{
if (price.HasValue == false && quoteProvider.Ask.HasValue && quoteProvider.Bid.HasValue)
{
if (OrderInfo.TypeIsBuy(orderType))
{
return quoteProvider.Ask;
}
else
{
return quoteProvider.Bid;
}
}
return price;
}
/// <summary>
/// NON UI Thread.
/// </summary>
void Quote_QuoteUpdateEvent(IQuoteProvider provider)
{
WinFormsHelper.BeginFilteredManagedInvoke(this, UpdateUI);
}
public RFQController(IQuoteProvider quoteProvider)
{
_quoteProvider = quoteProvider;
}
protected virtual void OnQuoteUpdate(IQuoteProvider provider)
{
}
public RaiseRFQSubscriber(IAggregateWriter <RequestForQuotes> aggregateWriter, IQuoteProvider quoteProvider)
: base(aggregateWriter, quoteProvider)
{
}
public BuySpreadFactory(IEnumerable <StrategyHeader> leftLeg, IEnumerable <StrategyHeader> rightLeg, IQuoteProvider quoteProvider)
{
this.quoteProvider = quoteProvider;
this.leftLeg = leftLeg;
this.rightLeg = rightLeg;
}
public CancelRFQRequestSubscriber(IAggregateWriter <RequestForQuotes> aggregateWriter, IQuoteProvider quoteProvider)
: base(aggregateWriter, quoteProvider)
{
}
/// <summary>
/// Will calculate the result of this execution up until now, against the values of the provider.
/// </summary>
/// <param name="provider"></param>
/// <returns></returns>
public decimal? GetPendingResult(IQuoteProvider provider, Order.ResultModeEnum mode, DataSessionInfo info)
{
if (this.IsEmpty || _executedPrice.HasValue == false || this._executedPrice == 0 || provider == null)
{
return null;
}
return Order.GetResult(mode, _executedPrice, null, _volumeExecuted, Symbol, OrderStateEnum.Executed, OrderType, null, Symbol.Empty,
info.LotSize, info.DecimalPlaces, provider.Ask, provider.Bid);
}
/// <summary>
/// NON UI Thread.
/// </summary>
void Quote_QuoteUpdateEvent(IQuoteProvider provider)
{
WinFormsHelper.BeginFilteredManagedInvoke(this, UpdateUI);
}
void _dataProvider_OnValuesUpdateEvent(IQuoteProvider dataProvider)
{
WinFormsHelper.BeginFilteredManagedInvoke(this, UpdateUI);
}
void Quote_QuoteUpdateEvent(IQuoteProvider provider)
{
OnQuoteUpdate();
}
public HomeController(IQuoteProvider quoteProvider)
{
_quoteProvider = quoteProvider;
}
