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 ProtoMessage CreateDealsListRequest(long accountId, long from, long to, string clientMsgId = null)
{
var _msg = ProtoOADealListReq.CreateBuilder();
_msg.SetCtidTraderAccountId(accountId);
_msg.SetFromTimestamp(from);
_msg.SetToTimestamp(to);
return(CreateMessage((uint)_msg.PayloadType, _msg.Build().ToByteString(), clientMsgId));
}
public async Task <HistoricalTradeModel[]> GetHistoricalTrades(long accountId, bool isLive, DateTimeOffset from, DateTimeOffset to)
{
VerifyConnection();
var client = GetClient(isLive);
List <HistoricalTradeModel> result = new();
CancellationTokenSource cancelationTokenSource = null;
using var disposable = client.OfType <ProtoOADealListRes>().Where(response => response.CtidTraderAccountId == accountId).Subscribe(response =>
{
var trades = response.Deal.Select(deal =>
{
var trade = new HistoricalTradeModel
{
Id = deal.DealId,
SymbolId = deal.SymbolId,
OrderId = deal.OrderId,
PositionId = deal.PositionId,
Volume = deal.Volume,
FilledVolume = deal.FilledVolume,
TradeSide = deal.TradeSide,
Status = deal.DealStatus,
Commission = deal.Commission,
ExecutionPrice = deal.ExecutionPrice,
MarginRate = deal.MarginRate,
BaseToUsdConversionRate = deal.BaseToUsdConversionRate,
CreationTime = DateTimeOffset.FromUnixTimeMilliseconds(deal.CreateTimestamp),
ExecutionTime = DateTimeOffset.FromUnixTimeMilliseconds(deal.ExecutionTimestamp),
LastUpdateTime = DateTimeOffset.FromUnixTimeMilliseconds(deal.UtcLastUpdateTimestamp)
};
if (deal.ClosePositionDetail != null)
{
trade.IsClosing = true;
trade.ClosedVolume = deal.ClosePositionDetail.ClosedVolume;
trade.GrossProfit = deal.ClosePositionDetail.GrossProfit;
trade.Swap = deal.ClosePositionDetail.Swap;
trade.ClosedBalance = deal.ClosePositionDetail.Balance;
trade.QuoteToDepositConversionRate = deal.ClosePositionDetail.QuoteToDepositConversionRate;
}
else
{
trade.IsClosing = false;
}
return(trade);
});
result.AddRange(trades);
if (cancelationTokenSource is not null)
{
cancelationTokenSource.Cancel();
}
});
var timeAmountToAdd = TimeSpan.FromMilliseconds(604800000);
var time = from;
do
{
var toTime = time.Add(timeAmountToAdd);
var requestMessage = new ProtoOADealListReq
{
FromTimestamp = time.ToUnixTimeMilliseconds(),
ToTimestamp = toTime.ToUnixTimeMilliseconds(),
CtidTraderAccountId = accountId
};
cancelationTokenSource = new CancellationTokenSource();
await SendMessage(requestMessage, ProtoOAPayloadType.ProtoOaDealListReq, client, cancelationTokenSource, () => cancelationTokenSource.IsCancellationRequested);
await Task.Delay(TimeSpan.FromSeconds(1));
time = toTime;
} while (time < to);
return(result.ToArray());
}