SimpleTradeClient(int broker_id, string symbol, TradingStrategy strategy, IWebSocketClientProtocolEngine protocolEngine)
{
_brokerId = broker_id;
_tradingSymbol = symbol;
_tradingStrategy = strategy;
_protocolEngine = protocolEngine;
_tradingStrategy.tradeclient = this;
_vwapForTradingSym = new ShortPeriodTickBasedVWAP(_tradingSymbol, 30);
}
static public void Main(string[] args)
{
if (args.Length < 10 || args.Length > 11)
{
show_usage(Process.GetCurrentProcess().ProcessName);
return;
}
string url = args[0];
int broker_id;
try
{
broker_id = Int32.Parse(args[1]);
}
catch (Exception e)
{
Console.WriteLine(e.Message);
show_usage(Process.GetCurrentProcess().ProcessName);
return;
}
string symbol = args[2];
char side;
switch (args[3].ToUpper())
{
case "BUY":
side = OrderSide.BUY;
break;
case "SELL":
side = OrderSide.SELL;
break;
case "BOTH":
side = default(char);
break;
default:
show_usage(Process.GetCurrentProcess().ProcessName);
return;
}
// ** temporary workaround to support market pegged sell order strategy without plugins **
TradingStrategy.PriceType priceType;
switch (args[4].ToUpper())
{
case "DEFAULT":
case "FIXED":
priceType = TradingStrategy.PriceType.FIXED;
break;
case "PEGGED":
case "FLOAT":
if (side == OrderSide.SELL)
{
priceType = TradingStrategy.PriceType.PEGGED;
}
else
{
throw new ArgumentException("PEGGED is currently supported only for SELL");
}
break;
default:
show_usage(Process.GetCurrentProcess().ProcessName);
return;
}
ulong maxTradeSize;
try
{
maxTradeSize = (ulong)(Double.Parse(args[5]) * 1e8);
if (maxTradeSize < 10000)
{
throw new ArgumentException("Invalid Trade Size, must be at least 10,000 satoshis");
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
show_usage(Process.GetCurrentProcess().ProcessName);
return;
}
// ***
ulong buyTargetPrice;
try
{
buyTargetPrice = (ulong)(Double.Parse(args[6]) * 1e8);
if (buyTargetPrice < 0)
{
throw new ArgumentException("Invalid Buy Target Price");
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
show_usage(Process.GetCurrentProcess().ProcessName);
return;
}
ulong sellTargetPrice;
try
{
sellTargetPrice = (ulong)(Double.Parse(args[7]) * 1e8);
}
catch (Exception e)
{
Console.WriteLine(e.Message);
show_usage(Process.GetCurrentProcess().ProcessName);
return;
}
try
{
if ((side == OrderSide.BUY || side == default(char)) && buyTargetPrice == 0)
{
throw new ArgumentException("Invalid BUY Target Price");
}
if ((side == OrderSide.SELL || side == default(char)) && sellTargetPrice == 0)
{
throw new ArgumentException("Invalid SELL Target Price");
}
if (side == default(char) && buyTargetPrice >= sellTargetPrice)
{
throw new ArgumentException("Invalid SELL and BUY Price RANGE");
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
show_usage(Process.GetCurrentProcess().ProcessName);
return;
}
string user = args[8];
string password = args[9];
string second_factor = args.Length == 11 ? args[10] : null;
try
{
// instantiate the tradeclient object to handle the trading stuff
TradingStrategy strategy = new TradingStrategy(maxTradeSize, buyTargetPrice, sellTargetPrice, side, priceType);
// instantiate the protocol engine object to handle the blinktrade messaging stuff
WebSocketClientProtocolEngine protocolEngine = new WebSocketClientProtocolEngine();
SimpleTradeClient tradeclient = new SimpleTradeClient(broker_id, symbol, strategy, protocolEngine);
// tradeclient must subscribe to receive the callback events from the protocol engine
protocolEngine.SystemEvent += tradeclient.OnBrokerNotification;
protocolEngine.LogStatusEvent += LogStatus;
strategy.LogStatusEvent += LogStatus;
// workaround (on windows working only in DEBUG) to trap the console application exit
// and dump the last state of the Market Data Order Book(s), MiniOMS and Security Status
#if (__MonoCS__ || DEBUG)
System.AppDomain appDom = System.AppDomain.CurrentDomain;
appDom.ProcessExit += new EventHandler(tradeclient.OnApplicationExit);
#if __MonoCS__
Thread signal_thread = new Thread(UnixSignalTrap);
signal_thread.Start();
#else
var consoleHandler = new HandlerRoutine(OnConsoleCtrlCheck); // hold handler to not get GC'd
SetConsoleCtrlHandler(consoleHandler, true);
#endif
#endif
// objects to encapsulate and provide user account credentials
UserAccountCredentials userAccount = new UserAccountCredentials(broker_id, user, password, second_factor);
while (!_userRequestExit)
{
try
{
LogStatus(LogStatusType.WARN, "Please Wait...");
// gather and provide the user device data (local ip, external ip etc)
UserDevice userDevice = new UserDevice();
// start the connection task to handle the Websocket connectivity and initiate the whole process
#if __MonoCS__
Task /*<int>*/ task = WebSocketSharpClientConnection.Start(url, userAccount, userDevice, protocolEngine);
#else
Task task = WebSocketClientConnection.Start(url, userAccount, userDevice, protocolEngine);
#endif
/*
* Task<int>[] tasks = new Task<int>[2];
* tasks[0] = WebSocketSharpClientConnection.Start (url, userAccount, userDevice, protocolEngine);
* //tasks[1] = ...
* int index = Task.WaitAny(tasks);
* tasks[index].Result;
*/
task.Wait(); // aguardar até a Task finalizar
if (!_userRequestExit)
{
tradeclient.ResetData(); // must reset tradeclient to refresh whole data after new connection
LogStatus(LogStatusType.WARN, "Trying to reconnect in 5 seconds...");
Task.Delay(TimeSpan.FromSeconds(5)).Wait();
}
}
catch (System.Net.WebException ex)
{
LogStatus(LogStatusType.ERROR, ex.Message + '\n' + ex.StackTrace);
Task.Delay(TimeSpan.FromSeconds(5)).Wait();
continue;
}
}
}
catch (Exception ex)
{
LogStatus(LogStatusType.ERROR, ex.Message + '\n' + ex.StackTrace);
return;
}
/*
#if DEBUG
* Console.WriteLine("Press any key to exit...");
* Console.ReadKey();
#endif
*/
}