public void PrintOffer(O2GOfferTableRow offerRow, string sInstrument)
{
Offer offer;
if (mOffers.FindOffer(offerRow.OfferID, out offer))
{
if (offerRow.isTimeValid && offerRow.isBidValid && offerRow.isAskValid)
{
offer.Date = offerRow.Time;
offer.Bid = offerRow.Bid;
offer.Ask = offerRow.Ask;
}
}
else
{
offer = new Offer(offerRow.OfferID, offerRow.Instrument,
offerRow.Digits, offerRow.PointSize, offerRow.Time,
offerRow.Bid, offerRow.Ask);
mOffers.AddOffer(offer);
}
if (string.IsNullOrEmpty(sInstrument) || offerRow.Instrument.Equals(sInstrument))
{
Console.WriteLine("{0}, {1}, Bid={2}, Ask={3}", offer.OfferID, offer.Instrument, offer.Bid, offer.Ask);
}
}
public void onChanged(string rowID, O2GRow rowData)
{
O2GTableType type = rowData.TableType;
switch (type)
{
case O2GTableType.Offers:
O2GOfferTableRow offers = (O2GOfferTableRow)(rowData);
break;
case O2GTableType.Accounts:
O2GAccountTableRow account = (O2GAccountTableRow)(rowData);
break;
case O2GTableType.Summary:
O2GSummaryTableRow row = (O2GSummaryTableRow)(rowData);
break;
case O2GTableType.ClosedTrades:
Console.WriteLine("CLOSED TRADES TRIGGERED FROM CHANGED TABLELISTENER!");
O2GClosedTradeTableRow closed = (O2GClosedTradeTableRow)(rowData);
break;
}
}
private void RaiseOnOfferIfValid(O2GOfferTableRow row)
{
if (!instruments.Contains(row.Instrument))
{
return;
}
if (row.isTimeValid && row.isBidValid && row.isAskValid)
{
var tickOn = new DateTime(row.Time.Ticks, DateTimeKind.Utc).ToEstFromUtc();
if (!testingMode && tickOn.IsTickOn())
{
return;
}
var symbol = row.Instrument.ToSymbol();
var offer = new Offer()
{
Symbol = symbol,
TickOn = tickOn,
BidRate = row.Bid.ToRoundedRate(symbol),
AskRate = row.Ask.ToRoundedRate(symbol),
};
OnOffer?.Invoke(this, new GenericArgs <Offer>(offer));
}
}
public Offers(O2GTableManager mTblMgr)
{
while (mTblMgr.getStatus() != O2GTableManagerStatus.TablesLoaded && mTblMgr.getStatus() != O2GTableManagerStatus.TablesLoadFailed)
{
Thread.Sleep(50);
}
O2GOffersTable table = (O2GOffersTable)mTblMgr.getTable(O2GTableType.Offers);
OffersListener listener = new OffersListener();
O2GOfferTableRow row = null;
table.subscribeUpdate(O2GTableUpdateType.Insert, listener);
table.subscribeUpdate(O2GTableUpdateType.Update, listener);
try
{
mTblMgr.lockUpdates();
for (int ii = 0; ii < table.Count; ii++)
{
row = table.getRow(ii);
foreach (O2GTableColumn CurrentColumn in table.Columns)
{
if (CurrentColumn.ID == "Instrument")
{
CurrencyList.Add(row.getCell(1).ToString());
}
}
}
}
finally
{
mTblMgr.unlockUpdates();
}
table.unsubscribeUpdate(O2GTableUpdateType.Insert, listener);
table.unsubscribeUpdate(O2GTableUpdateType.Update, listener);
}
/// <summary>
/// Extracts offer detials and creates TradeSharp Tick messages
/// </summary>
/// <param name="offerRow"></param>
public void ExtractOfferDetails(O2GOfferTableRow offerRow)
{
try
{
if (_subscriptionList.Contains(offerRow.Instrument))
{
// Create new Tick object
Tick tick = new Tick(new Security()
{
Symbol = offerRow.Instrument
},
Common.Core.Constants.MarketDataProvider.Fxcm, offerRow.Time);
// Extract BID information
tick.BidPrice = (decimal)offerRow.Bid;
tick.BidSize = 1;
// Extract ASK information
tick.AskPrice = (decimal)offerRow.Ask;
tick.AskSize = 1;
// Raise event to notify listeners
if (_dataEvent != null)
{
_dataEvent(tick);
}
}
}
catch (Exception exception)
{
_logger.Error(exception, _type.FullName, "ExtractOfferDetails");
}
}
/// <summary>
/// Find valid offer by instrument name
/// </summary>
/// <param name="tableManager"></param>
/// <param name="sInstrument"></param>
/// <returns>offer</returns>
private static O2GOfferTableRow GetOffer(O2GTableManager tableManager, string sInstrument)
{
bool bHasOffer = false;
O2GOfferTableRow offer = null;
O2GOffersTable offersTable = (O2GOffersTable)tableManager.getTable(O2GTableType.Offers);
for (int i = 0; i < offersTable.Count; i++)
{
offer = offersTable.getRow(i);
if (offer.Instrument.Equals(sInstrument))
{
if (offer.SubscriptionStatus.Equals("T"))
{
bHasOffer = true;
break;
}
}
}
if (!bHasOffer)
{
return(null);
}
else
{
return(offer);
}
}
static void offers_RowChanged(object sender, RowEventArgs e)
{
O2GOfferTableRow row = (O2GOfferTableRow)e.RowData;
string sCurrentInstrument = row.Instrument;
if ((sInstrument.Equals("")) || (sInstrument.Equals(sCurrentInstrument)))
{
PrintOffer(row);
}
}
public void PrintOffers(O2GOffersTable offers, string sInstrument)
{
O2GOfferTableRow offerRow = null;
O2GTableIterator iterator = new O2GTableIterator();
while (offers.getNextRow(iterator, out offerRow))
{
PrintOffer(offerRow, sInstrument);
}
}
public static void printOffers(O2GOffersTable offers)
{
O2GOfferTableRow row = null;
O2GTableIterator iterator = new O2GTableIterator();
while (offers.getNextRow(iterator, out row))
{
string sCurrentInstrument = row.Instrument;
if ((sInstrument.Equals("")) || (sInstrument.Equals(sCurrentInstrument)))
{
PrintOffer(row);
}
}
}
//This function will fill the rates table and put it in a list to be accessed later
internal void fillRatesGrid()
{
//This is to make sure the current thread is calling this function, if not call it agian
if (INSTANCE.InvokeRequired)
{
try
{
SetNullCallback callback = new SetNullCallback(fillRatesGrid);
Invoke(callback, new object[] { });
}
catch (Exception ex)
{
logger.Error(ex.Message);
throw ex;
}
}
else
{
//Get list of symbols from the offers table
O2GTableIterator iterator = new O2GTableIterator();
O2GOfferTableRow offerRow = null;
if (tss != null)
{
Thread.Sleep(3000);
O2GOffersTable offersTbl = tss.OffersTable;
if (offersTbl == null)
{
//Log.logMessageToFile("Login", "OfferTable null");
logger.Debug("OfferTable is empty");
return;
}
temp = new ConcurrentDictionary <int, string>();
templist = new ConcurrentBag <int>();
while (offersTbl.getNextRow(iterator, out offerRow))
{
if (offerRow.SubscriptionStatus.Equals("T"))
{
templist.Add(Convert.ToInt32(offerRow.OfferID));
logger.Debug("Offer {0}; Symbol {1}", offerRow.OfferID, offerRow.Instrument);
temp.TryAdd(Convert.ToInt32(offerRow.OfferID), offerRow.Instrument);
}
}
}
}
}
public void onAdded(string rowID, O2GRow rowData)
{
O2GTableType type = rowData.TableType;
switch (type)
{
case O2GTableType.Offers:
O2GOfferTableRow offers = (O2GOfferTableRow)(rowData);
break;
case O2GTableType.Accounts:
O2GAccountTableRow account = (O2GAccountTableRow)(rowData);
break;
case O2GTableType.Trades:
break;
}
}
private void offersTableUpdated(object sender, RowEventArgs e)
{
O2GOfferTableRow otr = (O2GOfferTableRow)e.RowData;
if (otr != null && realTimeInstrumentsList.Count > 0)
{
var instrument = otr.Instrument.Contains('/') ? this.deNormalizeSymbol(otr.Instrument) : otr.Instrument;
if (realTimeInstrumentsList.Contains(instrument))
{
RealTimeDataUpdated?.Invoke(this,
new RealTimeDataUpdatedEventArgs(new Instrument {
Name = instrument, Type = InstrumentType.Forex
},
otr.Bid, otr.Volume, otr.Time));
}
//instrument, otr.Bid, otr.Ask, otr.Volume, otr.Time);
//RealTimeDataUpdated?.Invoke(this, new RealTimeDataUpdatedEventArgs { Data = new Tuple<string, double, double, int, DateTime>(instrument, otr.Bid, otr.Ask, otr.Volume, otr.Time) });
}
}
/// <summary>
/// Print estimates trading commissions
/// </summary>
private static void printEstimatedTradingCommissions(O2GSession session, O2GOfferTableRow offer, O2GAccountTableRow account, int iAmount, string sBuySell)
{
//wait until commissions related information will be loaded
O2GCommissionsProvider commissionProvider = session.getCommissionsProvider();
while (commissionProvider.getStatus() == O2GCommissionStatus.CommissionStatusLoading)
{
System.Threading.Thread.Sleep(1000);
}
if (commissionProvider.getStatus() != O2GCommissionStatus.CommissionStatusReady)
{
throw new Exception("Could not calculate the estimated commissions.");
}
//calculate commissions
Console.WriteLine("Commission for open the position is {0}.", commissionProvider.calcOpenCommission(offer, account, iAmount, sBuySell, 0));
Console.WriteLine("Commission for close the position is {0}.", commissionProvider.calcCloseCommission(offer, account, iAmount, sBuySell, 0));
Console.WriteLine("Total commission for open and close the position is {0}.", commissionProvider.calcTotalCommission(offer, account, iAmount, sBuySell, 0, 0));
}
public void HandleOffers(O2GOffersTable offers)
{
var offerIds = new Dictionary <string, string>();
var rows = new List <O2GOfferTableRow>();
O2GOfferTableRow row = null;
var iterator = new O2GTableIterator();
while (offers.getNextRow(iterator, out row))
{
rows.Add(row);
offerIds.Add(row.Instrument, row.OfferID);
}
OnOfferIds?.Invoke(this,
new GenericArgs <Dictionary <string, string> >(offerIds));
rows.ForEach(r => RaiseOnOfferIfValid(r));
}
public Offers(MainForm CurrentForm, O2GTableManager mTblMgr)
{
CreateTable();
CurrentForm.PopulateTable(OffersTable);
while (mTblMgr.getStatus() != O2GTableManagerStatus.TablesLoaded && mTblMgr.getStatus() != O2GTableManagerStatus.TablesLoadFailed)
{
Thread.Sleep(50);
}
O2GOffersTable table = (O2GOffersTable)mTblMgr.getTable(O2GTableType.Offers);
OffersListener listener = new OffersListener();
O2GOfferTableRow row = null;
for (int i = 0; i < table.Count; i++)
{
DataRow CurrentRow = OffersTable.NewRow();
OffersTable.Rows.Add(CurrentRow);
}
CurrentForm.GetTableData(table, listener, row, mTblMgr);
}
public void onChanged(string rowID, O2GRow rowData)
{
O2GTableType type = rowData.TableType;
switch (type)
{
case O2GTableType.Offers:
O2GOfferTableRow offers = (O2GOfferTableRow)(rowData);
break;
case O2GTableType.Accounts:
O2GAccountTableRow account = (O2GAccountTableRow)(rowData);
break;
case O2GTableType.Trades:
O2GTradeTableRow trade = (O2GTradeTableRow)(rowData);
break;
case O2GTableType.Summary:
O2GSummaryTableRow row = (O2GSummaryTableRow)(rowData);
break;
}
}
public void PrintOffer(O2GOfferTableRow offerRow, string sInstrument)
{
Offer offer;
if (mOffers.FindOffer(offerRow.OfferID, out offer))
{
if (offerRow.isTimeValid && offerRow.isBidValid && offerRow.isAskValid)
{
offer.Date = offerRow.Time;
offer.Bid = offerRow.Bid;
offer.Ask = offerRow.Ask;
}
}
else
{
offer = new Offer(offerRow.OfferID, offerRow.Instrument,
offerRow.Digits, offerRow.PointSize, offerRow.Time,
offerRow.Bid, offerRow.Ask);
mOffers.AddOffer(offer);
}
if (string.IsNullOrEmpty(sInstrument) || offerRow.Instrument.Equals(sInstrument))
{
Console.WriteLine("{0}, {1}, Bid={2}, Ask={3}", offer.OfferID, offer.Instrument, offer.Bid, offer.Ask);
}
}
public void onChanged(string rowID, O2GRow rowData)
{
O2GOfferTableRow trade = (O2GOfferTableRow)rowData;
}
public void HandleOffer(O2GOfferTableRow row) => RaiseOnOfferIfValid(row);
public static void PrintOffer(O2GOfferTableRow row)
{
//Console.WriteLine("OfferID: {0}, Instrument: {1}, Bid: {2}, Ask: {3}, PipCost: {4}", row.OfferID, row.Instrument, row.Bid, row.Ask, row.PipCost);
// Console.WriteLine(row.Instrument);
fm.onUpdate(row.Bid, row.Ask);
}
static void Main(string[] args)
{
O2GSession session = null;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);
PrintSampleParams("CalculateTradingCommissions", loginParams, sampleParams);
session = O2GTransport.createSession();
session.useTableManager(O2GTableManagerMode.Yes, null);
statusListener = new SessionStatusListener(session);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
O2GTableManager tableManager = session.getTableManager();
O2GTableManagerStatus managerStatus = tableManager.getStatus();
while (managerStatus == O2GTableManagerStatus.TablesLoading)
{
Thread.Sleep(50);
managerStatus = tableManager.getStatus();
}
if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
{
throw new Exception("Cannot refresh all tables of table manager");
}
O2GAccountTableRow account = GetAccount(tableManager, sampleParams.AccountID);
if (account == null)
{
throw new Exception(string.IsNullOrEmpty(sampleParams.AccountID) ? "No valid accounts" : string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
O2GOfferTableRow offer = GetOffer(tableManager, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * sampleParams.Lots;
printEstimatedTradingCommissions(session, offer, account, iAmount, sampleParams.BuySell);
Console.WriteLine("Done!");
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
}
session.unsubscribeSessionStatus(statusListener);
session.Dispose();
}
}
}
