public JsonResult SendMarketOrder([FromBody] Params param) { _tcpClient = new TcpClient(param.ApiHost, param.ApiPort);; _apiSocket = new SslStream(_tcpClient.GetStream(), false, new RemoteCertificateValidationCallback(ValidateServerCertificate), null); _apiSocket.AuthenticateAsClient(param.ApiHost); SendAuthorizationRequest(param); List <string> data = new List <string>(); ProtoTradeSide tradeType = new ProtoTradeSide(); if (param.TradeSide.ToUpper() == "BUY") { tradeType = ProtoTradeSide.BUY; } if (param.TradeSide.ToUpper() == "SELL") { tradeType = ProtoTradeSide.SELL; } var msgFactory = new OpenApiMessagesFactory(); var msg = msgFactory.CreateMarketOrderRequest(param.AccountId, param.AccessToken, param.SymbolName, tradeType, param.Volume * 100, param.StopLossInPips, param.TakeProfitInPips, param.Comment); Transmit(msg); byte[] _message = Listen(_apiSocket); var protoMessage = msgFactory.GetMessage(_message); data.Add(OpenApiMessagesPresentation.ToString(protoMessage)); Thread.Sleep(1000); _message = Listen(_apiSocket); protoMessage = msgFactory.GetMessage(_message); data.Add(OpenApiMessagesPresentation.ToString(protoMessage)); return(Json(new { data })); }
static void ProcessIncomingDataStream(OpenApiMessagesFactory msgFactory, byte[] rawData) { var _msg = msgFactory.GetMessage(rawData); if (isDebugIsOn) { Console.WriteLine("ProcessIncomingDataStream() Message received:\n{0}", OpenApiMessagesPresentation.ToString(_msg)); } if (!_msg.payloadSpecified) { return; } switch (_msg.payloadType) { case (int)ProtoPayloadType.HEARTBEAT_EVENT: break; case (int)ProtoOAPayloadType.OA_EXECUTION_EVENT: var _payload_msg = msgFactory.GetExecutionEvent(rawData); if (_payload_msg.position != null) { testPositionId = _payload_msg.position.positionId; } break; default: break; } ; }
private void SendAuthorizationRequest(Params param) { var msgFactory = new OpenApiMessagesFactory(); var msg = msgFactory.CreateAuthorizationRequest(param.ClientId, param.ClientSecret); Transmit(msg); byte[] _message = Listen(_apiSocket); var protoMessage = msgFactory.GetMessage(_message); }
private void SendAuthorizationRequest() { var msgFactory = new OpenApiMessagesFactory(); var msg = msgFactory.CreateAuthorizationRequest(_clientId, _clientSecret); Transmit(msg); byte[] _message = Listen(_apiSocket); var protoMessage = msgFactory.GetMessage(_message); lblResponse.Text = OpenApiMessagesPresentation.ToString(protoMessage); }
protected void btnSendPingRequest_Click(object sender, EventArgs e) { var msgFactory = new OpenApiMessagesFactory(); var msg = msgFactory.CreatePingRequest((ulong)DateTime.Now.Ticks); Transmit(msg); byte[] _message = Listen(_apiSocket); var protoMessage = msgFactory.GetMessage(_message); lblResponse.Text = OpenApiMessagesPresentation.ToString(protoMessage); }
protected void btnSendGetAllSubscriptionsForSpotEventsRequest_Click(object sender, EventArgs e) { SendAuthorizationRequest(); var msgFactory = new OpenApiMessagesFactory(); var msg = msgFactory.CreateGetAllSpotSubscriptionsRequest(); Transmit(msg); byte[] _message = Listen(_apiSocket); var protoMessage = msgFactory.GetMessage(_message); lblResponse.Text = OpenApiMessagesPresentation.ToString(protoMessage); }
protected void btnUnsubscribeForTradingEvents_Click(object sender, EventArgs e) { SendAuthorizationRequest(); var accountID = ddlTradingAccounts.SelectedValue; var msgFactory = new OpenApiMessagesFactory(); var msg = msgFactory.CreateUnsubscribeForTradingEventsRequest(Convert.ToInt32(accountID)); Transmit(msg); byte[] _message = Listen(_apiSocket); var protoMessage = msgFactory.GetMessage(_message); lblResponse.Text = OpenApiMessagesPresentation.ToString(protoMessage); }
protected void btnSendClosePositionRequest_Click(object sender, EventArgs e) { SendAuthorizationRequest(); var accountID = ddlTradingAccounts.SelectedValue; var token = Session["Token"].ToString(); var msgFactory = new OpenApiMessagesFactory(); var msg = msgFactory.CreateClosePositionRequest(Convert.ToInt32(accountID), token, 100, 100000); Transmit(msg); byte[] _message = Listen(_apiSocket); var protoMessage = msgFactory.GetMessage(_message); lblResponse.Text = OpenApiMessagesPresentation.ToString(protoMessage); }
public JsonResult SendAmendPosition([FromBody] Params param) { _tcpClient = new TcpClient(param.ApiHost, param.ApiPort);; _apiSocket = new SslStream(_tcpClient.GetStream(), false, new RemoteCertificateValidationCallback(ValidateServerCertificate), null); _apiSocket.AuthenticateAsClient(param.ApiHost); SendAuthorizationRequest(param); List <string> data = new List <string>(); var msgFactory = new OpenApiMessagesFactory(); var msg = msgFactory.CreateAmendPositionProtectionRequest(param.AccountId, param.AccessToken.ToString(), param.PositionId, param.StopLossPrice, param.TakeProfitPrice); Transmit(msg); byte[] _message = Listen(_apiSocket); var protoMessage = msgFactory.GetMessage(_message); data.Add(OpenApiMessagesPresentation.ToString(protoMessage)); return(Json(new { data })); }
static void ProcessIncomingDataStream(OpenApiMessagesFactory msgFactory, byte[] rawData) { var _msg = msgFactory.GetMessage(rawData); #if TRACE_DATA_INCOMING if (isDebugIsOn) { Console.WriteLine("ProcessIncomingDataStream() Message received:\n{0}", OpenApiMessagesPresentation.ToString(_msg)); } #endif if (!_msg.HasPayload) { return; } switch (_msg.PayloadType) { case (int)OpenApiLib.ProtoPayloadType.HEARTBEAT_EVENT: break; case (int)OpenApiLib.ProtoOAPayloadType.OA_EXECUTION_EVENT: var _payload_msg = msgFactory.GetExecutionEvent(rawData); if (_payload_msg.HasOrder) { testOrderId = _payload_msg.Order.OrderId; } if (_payload_msg.HasPosition) { testPositionId = _payload_msg.Position.PositionId; } break; default: break; } ; }
public JsonResult SendClosePosition([FromBody] Params param) { _tcpClient = new TcpClient(param.ApiHost, param.ApiPort);; _apiSocket = new SslStream(_tcpClient.GetStream(), false, new RemoteCertificateValidationCallback(ValidateServerCertificate), null); _apiSocket.AuthenticateAsClient(param.ApiHost); SendAuthorizationRequest(param); List <string> data = new List <string>(); var msgFactory = new OpenApiMessagesFactory(); if (!string.IsNullOrEmpty(param.SelectedType)) { foreach (var p in param.SelectedPositions) { var msg = msgFactory.CreateClosePositionRequest(param.AccountId, param.AccessToken, p.PositionId, p.Volume); Transmit(msg); } } byte[] _message = Listen(_apiSocket); var protoMessage = msgFactory.GetMessage(_message); data.Add(OpenApiMessagesPresentation.ToString(protoMessage)); return(Json(new { data })); }
void ProcessIncomingDataStream(OpenApiMessagesFactory msgFactory, byte[] rawData) { var _msg = msgFactory.GetMessage(rawData); #if TRACE_DATA_INCOMING if (isDebugIsOn) { //if (_msg.PayloadType == (int)OpenApiLib.ProtoOAPayloadType.OA_SPOT_EVENT) //{ // Console.Write("."); //} //else { Console.WriteLine("ProcessIncomingDataStream() received: " + OpenApiMessagesPresentation.ToString(_msg)); } } #endif if (!_msg.HasPayload) { return; } var lastLastHeartBeatReceived = lastHeartBeatReceived; lastHeartBeatReceived = DateTime.UtcNow; switch (_msg.PayloadType) { case (int)OpenApiLib.ProtoPayloadType.PING_RES: { var payload = msgFactory.GetPingResponse(rawData); if (payload.HasTimestamp) { ServerTime = new DateTime((long)payload.Timestamp); Console.WriteLine("[time] " + Server.Time.ToShortTimeString()); //Server.Time = DateTime.FromFileTimeUtc(); } break; } case (int)OpenApiLib.ProtoPayloadType.HEARTBEAT_EVENT: //var _payload_msg = msgFactory.GetHeartbeatEvent(rawData); var timeBetween = (lastHeartBeatReceived - lastLastHeartBeatReceived).TotalSeconds; Console.WriteLine($"<3 ({timeBetween.ToString("N1")}s)"); break; case (int)OpenApiLib.ProtoOAPayloadType.OA_EXECUTION_EVENT: { var msg = ""; var _payload_msg = msgFactory.GetExecutionEvent(rawData); if (_payload_msg.HasReasonCode) { var executionType = _payload_msg.ExecutionType.ToString().Replace("OA_ORDER_", ""); var reason = _payload_msg.HasReasonCode ? $"({_payload_msg.ReasonCode})" : ""; msg += $"*** [EXECUTION: {executionType} {reason}] *** "; } if (_payload_msg.HasOrder) { orderId = _payload_msg.Order.OrderId; var slPrice = _payload_msg.Order.HasStopLossPrice ? " sl:" + _payload_msg.Order.StopLossPrice : ""; var tpPrice = _payload_msg.Order.HasTakeProfitPrice ? " tp:" + _payload_msg.Order.TakeProfitPrice : ""; var limitPrice = _payload_msg.Order.HasLimitPrice ? " limit:" + _payload_msg.Order.LimitPrice : ""; var stopPrice = _payload_msg.Order.HasStopPrice ? " stop:" + _payload_msg.Order.StopPrice : ""; msg += $"[ORDER {orderId}] {_payload_msg.Order.TradeSide} {_payload_msg.Order.RequestedVolume} {_payload_msg.Order.SymbolName} {limitPrice}{stopPrice} {slPrice}{tpPrice}"; } else if (_payload_msg.HasPosition) { positionId = _payload_msg.Position.PositionId; var p = _payload_msg.Position; msg += $"[POSITION {positionId}] {p.TradeSide} {p.Volume} {p.SymbolName} @ {p.EntryPrice}"; } else { } Console.WriteLine(msg); } break; case (int)OpenApiLib.ProtoOAPayloadType.OA_AUTH_RES: //var payload = msgFactory.GetAuthorizationResponse(rawData); IsAuthorized = true; Console.WriteLine("[authorized]"); break; case (int)OpenApiLib.ProtoOAPayloadType.OA_SPOT_EVENT: { if (rawData.Length > 40) { Console.WriteLine("================= GOT LONG SPOT EVENT: " + rawData.Length + " ==================="); } var payload = msgFactory.GetSpotEvent(rawData); WriteUnknownFields(_msg.PayloadType, payload); //var timestamp = timestampField.VarintList[0]; //var time = new DateTime(1970, 1, 1) + TimeSpan.FromMilliseconds(timestamp); var time = new DateTime(1970, 1, 1) + TimeSpan.FromMilliseconds(payload.Timestamp); if (payload.TrendbarCount > 0 || payload.TrendbarList.Count > 0) { foreach (var bar in payload.TrendbarList) { Console.WriteLine($"*********************** TRENDBAR: {bar.Period} o:{bar.Open} h:{bar.High} l:{bar.Low} c:{bar.Close} [v:{bar.Volume}]"); if (bar.Period == ProtoOATrendbarPeriod.H1) { AccountStats.Increment(StatEventType.H1Bar); } else if (bar.Period == ProtoOATrendbarPeriod.H1) { AccountStats.Increment(StatEventType.H1Bar); } else { AccountStats.Increment(StatEventType.Other); } throw new Exception("***** got a trendbar! Celebrate!"); } } var tick = new SymbolTick { Symbol = payload.SymbolName, Ask = payload.HasAskPrice ? payload.AskPrice : double.NaN, Bid = payload.HasBidPrice ? payload.BidPrice : double.NaN, Time = time }; if (payload.HasAskPrice || payload.HasBidPrice) { AccountStats.Increment(StatEventType.Tick); #if DEBUG //if (AccountStats.Totals.Ticks % 100 == 0) //{ // Debug.WriteLine($"[stats] {AccountStats.Totals.Ticks} ticks received"); //} #endif } var symbol = (ISymbolInternal)GetSymbol(payload.SymbolName); symbol.OnTick(tick); break; } case (int)OpenApiLib.ProtoOAPayloadType.OA_SUBSCRIBE_FOR_SPOTS_RES: { var payload = msgFactory.GetSubscribeForSpotsResponse(rawData); uint?subId = payload.HasSubscriptionId ? (uint?)payload.SubscriptionId : null; #if TRACE_SUBSCRIPTIONS Console.WriteLine($"[SUBSCRIBED] {subId}"); #endif #if GET_SUBS_AFTER_SUB SendGetSpotSubscriptionReq(subId); SendGetAllSpotSubscriptionsReq(); #endif WriteUnknownFields(_msg.PayloadType, payload); break; } case (int)OpenApiLib.ProtoOAPayloadType.OA_UNSUBSCRIBE_FROM_SPOTS_RES: { var payload = msgFactory.GetUnsubscribeFromSpotsResponse(rawData); //uint? subId = payload. ? (uint?)payload.SubscriptionId : null; Debug.WriteLine($"[UNSUBSCRIBED]"); #if GET_SUBS_AFTER_SUB SendGetAllSpotSubscriptionsReq(); #endif WriteUnknownFields(_msg.PayloadType, payload); break; } case (int)OpenApiLib.ProtoOAPayloadType.OA_GET_ALL_SPOT_SUBSCRIPTIONS_RES: { #if TRACE_SUBSCRIPTIONS Debug.WriteLine($"--- GET_ALL_SPOT_SUBSCRIPTIONS_RES: ---"); var payload = msgFactory.GetGetAllSpotSubscriptionsResponse(rawData); foreach (var x in payload.SpotSubscriptionsList) { foreach (var y in x.SubscribedSymbolsList) { Debug.Write($" - subscription {x.SubscriptionId}: {y.SymbolName} periods: "); foreach (var z in y.PeriodList) { Debug.Write($" {z.ToString()}"); } Debug.WriteLine(); } } Debug.WriteLine($"--------------------------------------- "); #endif } break; case (int)OpenApiLib.ProtoOAPayloadType.OA_GET_SPOT_SUBSCRIPTION_RES: { #if TRACE_SUBSCRIPTIONS var payload = msgFactory.GetGetSpotSubscriptionResponse(rawData); Debug.WriteLine($"--- GET_SPOT_SUBSCRIPTION_RES for subscription {payload.SpotSubscription.SubscriptionId}: --- "); foreach (var y in payload.SpotSubscription.SubscribedSymbolsList) { Debug.Write($" - {y.SymbolName} periods: "); foreach (var z in y.PeriodList) { Debug.Write($"{z.ToString()} "); } Debug.WriteLine(); } Debug.WriteLine($"------------------------------------------------------ "); #endif } break; case (int)OpenApiLib.ProtoOAPayloadType.OA_SUBSCRIBE_FOR_TRADING_EVENTS_RES: { var payload = msgFactory.GetSubscribeForTradingEventsResponse(rawData); Console.WriteLine("[TRADE EVENTS] SUBSCRIBED"); } break; default: Console.WriteLine("UNHANDLED MESSAGE: " + _msg.PayloadType); break; } ; }
// listener thread private void Listen(SslStream sslStream, Queue messagesQueue) { isShutdown = false; while (!isShutdown) { Thread.Sleep(1); byte[] _length = new byte[sizeof(int)]; int readBytes = 0; do { Thread.Sleep(0); readBytes += sslStream.Read(_length, readBytes, _length.Length - readBytes); } while (readBytes < _length.Length); int length = BitConverter.ToInt32(_length.Reverse().ToArray(), 0); if (length <= 0) { continue; } if (length > MaxMessageSize) { string exceptionMsg = "Message length " + length.ToString() + " is out of range (0 - " + MaxMessageSize.ToString() + ")"; throw new System.IndexOutOfRangeException(); } byte[] _message = new byte[length]; readBytes = 0; do { Thread.Sleep(0); readBytes += sslStream.Read(_message, readBytes, _message.Length - readBytes); } while (readBytes < length); var msgFactory = new OpenApiMessagesFactory(); var protoMessage = msgFactory.GetMessage(_message); messagesQueue.Enqueue("Received: " + OpenApiMessagesPresentation.ToString(protoMessage)); switch ((ProtoOAPayloadType)protoMessage.PayloadType) { case ProtoOAPayloadType.PROTO_OA_EXECUTION_EVENT: var _payload_msg = msgFactory.GetExecutionEvent(_message); if (_payload_msg.HasOrder) { testOrderId = _payload_msg.Order.OrderId; } if (_payload_msg.HasPosition) { testPositionId = _payload_msg.Position.PositionId; } break; case ProtoOAPayloadType.PROTO_OA_GET_ACCOUNTS_BY_ACCESS_TOKEN_RES: var _accounts_list = ProtoOAGetAccountListByAccessTokenRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build(); _accounts = _accounts_list.CtidTraderAccountList; break; case ProtoOAPayloadType.PROTO_OA_TRADER_RES: var trader = ProtoOATraderRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build(); _traders.Add(trader.Trader); break; default: break; } ; } }
private void Listen(SslStream sslStream) { while (!isShutdown) { //Read the message into a proto message Thread.Sleep(1); byte[] _length = new byte[sizeof(int)]; int readBytes = 0; do { Thread.Sleep(0); readBytes += sslStream.Read(_length, readBytes, _length.Length - readBytes); } while (readBytes < _length.Length); int length = BitConverter.ToInt32(_length.Reverse().ToArray(), 0); if (length <= 0) { continue; } if (length > MaxMessageSize) { string exceptionMsg = "Message length " + length.ToString() + " is out of range (0 - " + MaxMessageSize.ToString() + ")"; throw new System.IndexOutOfRangeException(); } byte[] _message = new byte[length]; readBytes = 0; do { Thread.Sleep(0); readBytes += sslStream.Read(_message, readBytes, _message.Length - readBytes); } while (readBytes < length); var msgFactory = new OpenApiMessagesFactory(); var protoMessage = msgFactory.GetMessage(_message); //recieved a msg so show View connection is still alive HeartBeatHandler?.Invoke(); if (protoMessage.PayloadType > 49 && protoMessage.PayloadType < 54) { switch ((ProtoPayloadType)protoMessage.PayloadType) { case ProtoPayloadType.ERROR_RES: ErrorHandler?.Invoke(protoMessage.ToString()); break; case ProtoPayloadType.HEARTBEAT_EVENT: //heartbeat Event HeartBeatHandler?.Invoke(); break; case ProtoPayloadType.PING_REQ: MessageHandler?.Invoke("Ping req"); break; case ProtoPayloadType.PING_RES: MessageHandler?.Invoke("Ping res"); break; } } else { //check what the message type is and perform the relevant operations switch ((ProtoOAPayloadType)protoMessage.PayloadType) { case ProtoOAPayloadType.PROTO_OA_ERROR_RES: //an error has been received var error = ProtoOAErrorRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build(); ErrorHandler?.Invoke("Proto message error " + error.ErrorCode + " " + error.Description); break; case ProtoOAPayloadType.PROTO_OA_ACCOUNT_AUTH_RES: //auth has been recieved for the account var auth = ProtoOAAccountAuthRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build(); GetSymbols(auth.CtidTraderAccountId); break; case ProtoOAPayloadType.PROTO_OA_APPLICATION_AUTH_RES: //Application has been authorised so continue the connection to get account and symbol data MessageHandler?.Invoke("App authorised."); BeginConnection(); break; case ProtoOAPayloadType.PROTO_OA_SYMBOLS_LIST_RES: //When requesting the list of all available assets var symbols = ProtoOASymbolsListRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build(); MessageHandler?.Invoke("Symbols downloaded for account " + symbols.CtidTraderAccountId); //get the associated user UserConfig config = Users.Where(x => x.Value.AccountId == symbols.CtidTraderAccountId).Select(x => x.Value).FirstOrDefault(); //store the symbols in a dictionary where the key is the id foreach (ProtoOALightSymbol symbol in symbols.SymbolList) { config.Symbols.Add(new Symbol((int)symbol.SymbolId, symbol.SymbolName)); } //Save to file so they can be easily reloaded on program restart try { config.SaveToFile(); } catch (IOException ex) //non critical so just flag an error { ErrorHandler?.Invoke("Could not save symbols list for account id " + symbols.CtidTraderAccountId + ": " + ex.Message); } //start subscribing to tick events StartSubscribes(symbols.CtidTraderAccountId); break; case ProtoOAPayloadType.PROTO_OA_SPOT_EVENT: //Tick has been recieved var details = ProtoOASpotEvent.CreateBuilder().MergeFrom(protoMessage.Payload).Build(); //record the time of the tick in UTC time (the tick time doesn't actually come with the payload) DateTime tickTime = DateTime.UtcNow; //get the associated user UserConfig config_spot = Users.Where(x => x.Value.AccountId == details.CtidTraderAccountId).Select(x => x.Value).FirstOrDefault(); //Queue this for writing to file - queue as TickData class which also has the time at which the tick was recieved if (details.HasBid) { _ticksToWrite[config_spot.Token].Enqueue(new TickData((int)details.SymbolId, tickTime, true, details.Bid)); //Notify a tick has been recieved SymbolTickHandler?.Invoke(details.SymbolId, true, details.Bid, tickTime); } if (details.HasAsk) { _ticksToWrite[config_spot.Token].Enqueue(new TickData((int)details.SymbolId, tickTime, false, details.Ask)); //Notify a tick has been recieved SymbolTickHandler?.Invoke(details.SymbolId, false, details.Ask, tickTime); } break; case ProtoOAPayloadType.PROTO_OA_GET_ACCOUNTS_BY_ACCESS_TOKEN_RES: var accounts_list = ProtoOAGetAccountListByAccessTokenRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build(); //get the first account - we only need 1 account to extract tick data - no trading will take place ProtoOACtidTraderAccount account = accounts_list.CtidTraderAccountList.FirstOrDefault(); //assign the account id that will be used to extract ticks (Users are stored as a dictionary with token as the key) if (account != null) { Users[accounts_list.AccessToken].AccountId = (long)account.CtidTraderAccountId; } else { throw new MissingFieldException("There are no trading accounts associated with this token."); } MessageHandler?.Invoke("Account selected: " + account.CtidTraderAccountId); //Save to file so it can be easily reloaded on program restart try { Config.SaveToFile(); } catch (IOException ex) //non critical so just flag an error { ErrorHandler?.Invoke("Could not save config file with updated account id: " + ex.Message); } //get the symbols available to this account AuthAccount(accounts_list.AccessToken); break; case ProtoOAPayloadType.PROTO_OA_SUBSCRIBE_SPOTS_RES: var spotRes = ProtoOASubscribeSpotsRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build(); break; default: ErrorHandler?.Invoke((ProtoOAPayloadType)protoMessage.PayloadType + " message not handled."); break; } ; } } }