public static ProtoMessage Deal_List_Req(long ctidTraderAccountId,
long fromTimestamp,
long toTimestamp,
int maxRows = 0)
{
ProtoOADealListReq message = new ProtoOADealListReq
{
payloadType = ProtoOAPayloadType.ProtoOaDealListReq,
ctidTraderAccountId = ctidTraderAccountId,
fromTimestamp = fromTimestamp,
toTimestamp = toTimestamp
};
if (maxRows > 0)
{
message.maxRows = maxRows;
}
Log.Info("ProtoOADealListReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"fromTimestamp: {fromTimestamp} ({EpochToString(fromTimestamp)}; " +
$"toTimestamp: {toTimestamp} ({EpochToString(toTimestamp)}; " +
$"maxRows: {maxRows}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage Get_Tickdata_Req(long ctidTraderAccountId,
long symbolId,
ProtoOAQuoteType quoteType,
long fromTimestamp,
long toTimestamp)
{
ProtoOAGetTickDataReq message = new ProtoOAGetTickDataReq
{
payloadType = ProtoOAPayloadType.ProtoOaGetTickdataReq,
ctidTraderAccountId = ctidTraderAccountId,
symbolId = symbolId,
Type = quoteType,
fromTimestamp = fromTimestamp,
toTimestamp = toTimestamp
};
Log.Info("ProtoOAGetTickDataReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"symbolId: {symbolId}; " +
$"quoteType: {quoteType}; " +
$"fromTimestamp: {fromTimestamp} ({EpochToString(fromTimestamp)}; " +
$"toTimestamp: {toTimestamp} ({EpochToString(toTimestamp)}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage Get_Trendbars_Req(long ctidTraderAccountId,
long fromTimestamp,
long toTimestamp,
ProtoOATrendbarPeriod period,
long symbolId = 0)
{
ProtoOAGetTrendbarsReq message = new ProtoOAGetTrendbarsReq
{
payloadType = ProtoOAPayloadType.ProtoOaGetTrendbarsReq,
ctidTraderAccountId = ctidTraderAccountId,
fromTimestamp = fromTimestamp,
toTimestamp = toTimestamp,
Period = period
};
if (symbolId > 0)
{
message.symbolId = symbolId;
}
Log.Info("ProtoOAGetTrendbarsReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"fromTimestamp: {fromTimestamp} ({EpochToString(fromTimestamp)}; " +
$"toTimestamp: {toTimestamp} ({EpochToString(toTimestamp)}; " +
$"period: {period}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage Amend_Position_SLTP_Req(long ctidTraderAccountId,
long positionId,
double stopLoss = 0,
double takeProfit = 0,
bool guaranteedStopLoss = false,
bool trailingStopLoss = false,
ProtoOAOrderTriggerMethod stopLossTriggerMethod = ProtoOAOrderTriggerMethod.Trade)
{
ProtoOAAmendPositionSLTPReq message = new ProtoOAAmendPositionSLTPReq
{
payloadType = ProtoOAPayloadType.ProtoOaAmendPositionSltpReq,
ctidTraderAccountId = ctidTraderAccountId,
positionId = positionId
};
if (stopLoss > 0)
{
message.stopLoss = stopLoss;
}
if (takeProfit > 0)
{
message.takeProfit = takeProfit;
}
if (guaranteedStopLoss)
{
message.guaranteedStopLoss = true;
}
if (trailingStopLoss)
{
message.trailingStopLoss = true;
}
if (stopLossTriggerMethod != ProtoOAOrderTriggerMethod.Trade)
{
message.stopLossTriggerMethod = stopLossTriggerMethod;
}
Log.Info("ProtoOAAmendPositionSLTPReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"positionId: {positionId}; " +
$"stopLoss: {stopLoss}; " +
$"takeProfit: {takeProfit}; " +
$"guaranteedStopLoss: {guaranteedStopLoss}; " +
$"trailingStopLoss: {trailingStopLoss}; " +
$"stopLossTriggerMethod: {stopLossTriggerMethod}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
private static ProtoMessage Heartbeat()
{
ProtoHeartbeatEvent message = new ProtoHeartbeatEvent
{
payloadType = ProtoPayloadType.HeartbeatEvent
};
Log.Info("ProtoHeartbeatEventReq");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage Version_Req()
{
ProtoOAVersionReq message = new ProtoOAVersionReq
{
payloadType = ProtoOAPayloadType.ProtoOaVersionReq
};
Log.Info("ProtoOAVersionReq");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage Asset_Class_List_Req(long ctidTraderAccountId)
{
ProtoOAAssetClassListRes message = new ProtoOAAssetClassListRes
{
payloadType = ProtoOAPayloadType.ProtoOaAssetClassListReq,
ctidTraderAccountId = ctidTraderAccountId
};
Log.Info("ProtoOAAssetClassListRes:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public ProtoMessage Margin_Call_List_Req(long ctidTraderAccountId)
{
ProtoOAMarginCallListReq message = new ProtoOAMarginCallListReq
{
payloadType = ProtoOAPayloadType.ProtoOaMarginCallListReq,
ctidTraderAccountId = ctidTraderAccountId
};
Log.Info("ProtoOAMarginCallListReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage Refresh_Token_Req(string refreshToken)
{
ProtoOARefreshTokenReq message = new ProtoOARefreshTokenReq
{
payloadType = ProtoOAPayloadType.ProtoOaRefreshTokenReq,
refreshToken = refreshToken
};
Log.Info("ProtoOARefreshTokenReq:: " +
$"refreshToken: {refreshToken}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage Account_Logout_Req(long ctidTraderAccountId)
{
ProtoOAAccountLogoutReq message = new ProtoOAAccountLogoutReq
{
payloadType = ProtoOAPayloadType.ProtoOaAccountAuthReq,
ctidTraderAccountId = ctidTraderAccountId
};
Log.Info("ProtoOAAccountLogoutReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage Get_Accounts_By_Access_Token_Req(string accessToken)
{
ProtoOAGetAccountListByAccessTokenReq message = new ProtoOAGetAccountListByAccessTokenReq
{
payloadType = ProtoOAPayloadType.ProtoOaGetAccountsByAccessTokenReq,
accessToken = accessToken
};
Log.Info("ProtoOAGetAccountListByAccessTokenReq:: " +
$"accessToken: {accessToken}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage Symbol_By_Id_Req(long ctidTraderAccountId, long[] symbolIDs)
{
ProtoOASymbolByIdReq message = new ProtoOASymbolByIdReq
{
payloadType = ProtoOAPayloadType.ProtoOaSymbolByIdReq,
ctidTraderAccountId = ctidTraderAccountId,
symbolIds = symbolIDs
};
Log.Info("ProtoOASymbolByIdReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"symbolIds: [{string.Join("; ", symbolIDs)}]");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage Application_Auth_Req(string clientId,
string clientSecret)
{
ProtoOAApplicationAuthReq message = new ProtoOAApplicationAuthReq
{
payloadType = ProtoOAPayloadType.ProtoOaApplicationAuthReq,
clientId = clientId,
clientSecret = clientSecret
};
Log.Info("ProtoOAApplicationAuthReq:: " +
$"clientId: {clientId}; " +
$"clientSecret: {clientSecret}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage Cancel_Order_Req(long ctidTraderAccountId,
long orderId)
{
ProtoOACancelOrderReq message = new ProtoOACancelOrderReq
{
payloadType = ProtoOAPayloadType.ProtoOaCancelOrderReq,
ctidTraderAccountId = ctidTraderAccountId,
orderId = orderId
};
Log.Info("ProtoOACancelOrderReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"orderId: {orderId}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage Symbols_For_Conversion_Req(long ctidTraderAccountId, long firstAssetId, long lastAssetId)
{
ProtoOASymbolsForConversionReq message = new ProtoOASymbolsForConversionReq
{
payloadType = ProtoOAPayloadType.ProtoOaSymbolsForConversionReq,
ctidTraderAccountId = ctidTraderAccountId,
firstAssetId = firstAssetId,
lastAssetId = lastAssetId
};
Log.Info("ProtoOASymbolsForConversionReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"firstAssetId: {firstAssetId}; " +
$"lastAssetId: {lastAssetId}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage Subscribe_Live_Trendbar_Req(long ctidTraderAccountId, ProtoOATrendbarPeriod period, long symbolId)
{
ProtoOASubscribeLiveTrendbarReq message = new ProtoOASubscribeLiveTrendbarReq
{
payloadType = ProtoOAPayloadType.ProtoOaSubscribeLiveTrendbarReq,
ctidTraderAccountId = ctidTraderAccountId,
Period = period,
symbolId = symbolId
};
Log.Info("ProtoOASubscribeLiveTrendbarReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"Period: {period}; " +
$"symbolId: {symbolId}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage Expected_Margin_Req(long ctidTraderAccountId,
long symbolId,
long[] volumes)
{
ProtoOAExpectedMarginReq message = new ProtoOAExpectedMarginReq
{
payloadType = ProtoOAPayloadType.ProtoOaExpectedMarginReq,
ctidTraderAccountId = ctidTraderAccountId,
symbolId = symbolId,
Volumes = volumes
};
Log.Info("ProtoOAExpectedMarginReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"symbolId: {symbolId}; " +
$"Volumes: [{string.Join("; ", volumes)}]");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage Cash_Flow_History_List_Req(long ctidTraderAccountId,
long fromTimestamp,
long toTimestamp)
{
ProtoOACashFlowHistoryListReq message = new ProtoOACashFlowHistoryListReq
{
payloadType = ProtoOAPayloadType.ProtoOaCashFlowHistoryListReq,
ctidTraderAccountId = ctidTraderAccountId,
fromTimestamp = fromTimestamp,
toTimestamp = toTimestamp
};
Log.Info("ProtoOACashFlowHistoryListReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"fromTimestamp: {fromTimestamp} ({EpochToString(fromTimestamp)}; " +
$"toTimestamp: {toTimestamp} ({EpochToString(toTimestamp)}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage Close_Position_Req(long ctidTraderAccountId,
long positionId,
long volume)
{
ProtoOAClosePositionReq message = new ProtoOAClosePositionReq
{
payloadType = ProtoOAPayloadType.ProtoOaClosePositionReq,
ctidTraderAccountId = ctidTraderAccountId,
positionId = positionId,
Volume = volume
};
Log.Info("ProtoOAClosePositionReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"positionId: {positionId}; " +
$"volume: {volume}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage New_Order_Req(long ctidTraderAccountId,
long symbolId,
ProtoOAOrderType orderType,
ProtoOATradeSide tradeSide,
long volume,
double limitPrice = 0,
double stopPrice = 0,
ProtoOATimeInForce timeInForce = ProtoOATimeInForce.GoodTillCancel,
long expirationTimestamp = 0,
double stopLoss = 0,
double takeProfit = 0,
string comment = "",
double baseSlippagePrice = 0,
int slippageInPoints = 0,
string label = "",
long positionId = 0,
string clientOrderId = "",
long relativeStopLoss = 0,
long relativeTakeProfit = 0,
bool guaranteedStopLoss = false,
bool trailingStopLoss = false,
ProtoOAOrderTriggerMethod stopTriggerMethod = ProtoOAOrderTriggerMethod.Trade)
{
ProtoOANewOrderReq message = new ProtoOANewOrderReq
{
payloadType = ProtoOAPayloadType.ProtoOaNewOrderReq,
ctidTraderAccountId = ctidTraderAccountId,
symbolId = symbolId,
orderType = orderType,
tradeSide = tradeSide,
Volume = volume
};
if (limitPrice > 0)
{
message.limitPrice = limitPrice;
}
if (stopPrice > 0)
{
message.stopPrice = stopPrice;
}
if (timeInForce > 0)
{
message.timeInForce = timeInForce;
}
if (expirationTimestamp > 0)
{
message.expirationTimestamp = expirationTimestamp;
}
if (stopLoss > 0)
{
message.stopLoss = stopLoss;
}
if (takeProfit > 0)
{
message.takeProfit = takeProfit;
}
if (comment != "")
{
message.Comment = comment;
}
if (baseSlippagePrice > 0)
{
message.baseSlippagePrice = baseSlippagePrice;
}
if (slippageInPoints > 0)
{
message.slippageInPoints = slippageInPoints;
}
if (label != "")
{
message.Label = label;
}
if (positionId > 0)
{
message.positionId = positionId;
}
if (clientOrderId != "")
{
message.clientOrderId = clientOrderId;
}
if (relativeStopLoss != 0)
{
message.relativeStopLoss = relativeStopLoss;
}
if (relativeTakeProfit != 0)
{
message.relativeTakeProfit = relativeTakeProfit;
}
if (guaranteedStopLoss)
{
message.guaranteedStopLoss = true;
}
if (trailingStopLoss)
{
message.trailingStopLoss = true;
}
if (stopTriggerMethod != ProtoOAOrderTriggerMethod.Trade)
{
message.stopTriggerMethod = stopTriggerMethod;
}
Log.Info("ProtoOANewOrderReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"symbolId: {symbolId}; " +
$"orderType: {orderType}; " +
$"tradeSide: {tradeSide}; " +
$"volume: {volume}; " +
$"limitPrice: {limitPrice}; " +
$"stopPrice: {stopPrice}; " +
$"timeInForce: {timeInForce}; " +
$"expirationTimestamp: {expirationTimestamp} ({EpochToString(expirationTimestamp)}; " +
$"stopLoss: {stopLoss}; " +
$"takeProfit: {takeProfit}; " +
$"comment: {comment}; " +
$"baseSlippagePrice: {baseSlippagePrice}; " +
$"slippageInPoints: {slippageInPoints}; " +
$"label: {label}; " +
$"positionId: {positionId}; " +
$"clientOrderId: {clientOrderId}; " +
$"relativeStopLoss: {relativeStopLoss}; " +
$"relativeTakeProfit: {relativeTakeProfit}; " +
$"guaranteedStopLoss: {guaranteedStopLoss}; " +
$"trailingStopLoss: {trailingStopLoss}; " +
$"stopTriggerMethod: {stopTriggerMethod}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public static ProtoMessage Amend_Order_Req(long ctidTraderAccountId,
long orderId,
long volume = 0,
double limitPrice = 0,
double stopPrice = 0,
long expirationTimestamp = 0,
double stopLoss = 0,
double takeProfit = 0,
int slippageInPoints = 0,
long relativeStopLoss = 0,
long relativeTakeProfit = 0,
bool guaranteedStopLoss = false,
bool trailingStopLoss = false,
ProtoOAOrderTriggerMethod stopTriggerMethod = ProtoOAOrderTriggerMethod.Trade)
{
ProtoOAAmendOrderReq message = new ProtoOAAmendOrderReq
{
payloadType = ProtoOAPayloadType.ProtoOaAmendOrderReq,
ctidTraderAccountId = ctidTraderAccountId,
orderId = orderId
};
if (volume > 0)
{
message.Volume = volume;
}
if (limitPrice > 0)
{
message.limitPrice = limitPrice;
}
if (stopPrice > 0)
{
message.stopPrice = stopPrice;
}
if (expirationTimestamp > 0)
{
message.expirationTimestamp = expirationTimestamp;
}
if (stopLoss > 0)
{
message.stopLoss = stopLoss;
}
if (takeProfit > 0)
{
message.takeProfit = takeProfit;
}
if (slippageInPoints > 0)
{
message.slippageInPoints = slippageInPoints;
}
if (relativeStopLoss > 0)
{
message.relativeStopLoss = relativeStopLoss;
}
if (relativeTakeProfit > 0)
{
message.relativeTakeProfit = relativeTakeProfit;
}
if (guaranteedStopLoss)
{
message.guaranteedStopLoss = true;
}
if (trailingStopLoss)
{
message.trailingStopLoss = true;
}
if (stopTriggerMethod != ProtoOAOrderTriggerMethod.Trade)
{
message.stopTriggerMethod = stopTriggerMethod;
}
Log.Info("ProtoOAAmendOrderReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"volume: {volume}; " +
$"limitPrice: {limitPrice}; " +
$"stopPrice: {stopPrice}; " +
$"expirationTimestamp: {expirationTimestamp} ({EpochToString(expirationTimestamp)}; " +
$"stopLoss: {stopLoss}; " +
$"takeProfit: {takeProfit}; " +
$"slippageInPoints: {slippageInPoints}; " +
$"relativeStopLoss: {relativeStopLoss}; " +
$"relativeTakeProfit: {relativeTakeProfit}; " +
$"guaranteedStopLoss: {guaranteedStopLoss}; " +
$"trailingStopLoss: {trailingStopLoss}; " +
$"stopTriggerMethod: {stopTriggerMethod}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}