/// <summary> /// ctor /// </summary> /// <param name="responseListener"></param> public TableListener(ResponseListener responseListener) { mResponseListener = responseListener; mBatchOrderMonitor = null; mRequestIDs = new List <string>(); }
static void Main(string[] args) { O2GSession session = null; try { LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings); SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings); PrintSampleParams("CloseAllPositionsByInstrument", loginParams, sampleParams); session = O2GTransport.createSession(); session.useTableManager(O2GTableManagerMode.Yes, null); SessionStatusListener statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin); session.subscribeSessionStatus(statusListener); statusListener.Reset(); session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection); if (statusListener.WaitEvents() && statusListener.Connected) { ResponseListener responseListener = new ResponseListener(); TableListener tableListener = new TableListener(responseListener); session.subscribeResponse(responseListener); 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"); } O2GAccountRow account = GetAccount(tableManager, sampleParams.AccountID); if (account == null) { if (string.IsNullOrEmpty(sampleParams.AccountID)) { throw new Exception("No valid accounts"); } else { throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID)); } } sampleParams.AccountID = account.AccountID; O2GOfferRow offer = GetOffer(tableManager, sampleParams.Instrument); if (offer == null) { throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument)); } CloseOrdersData closeOrdersData; if (!GetCloseOrdersData(tableManager, sampleParams.AccountID, offer.OfferID, out closeOrdersData)) { throw new Exception("There are no opened positions"); } tableListener.SubscribeEvents(tableManager); O2GRequest request = CreateCloseMarketNettingOrderRequest(session, closeOrdersData); if (request == null) { throw new Exception("Cannot create request; probably some arguments are missing or incorrect"); } List<string> requestIDs = new List<string>(); for (int i = 0; i < request.ChildrenCount; i++) { requestIDs.Add(request.getChildRequest(i).RequestID); } responseListener.SetRequestIDs(requestIDs); tableListener.SetRequestIDs(requestIDs); session.sendRequest(request); if (responseListener.WaitEvents()) { Thread.Sleep(1000); // Wait for the balance update Console.WriteLine("Done!"); } else { throw new Exception("Response waiting timeout expired"); } tableListener.UnsubscribeEvents(tableManager); statusListener.Reset(); session.logout(); statusListener.WaitEvents(); session.unsubscribeResponse(responseListener); } session.unsubscribeSessionStatus(statusListener); } catch (Exception e) { Console.WriteLine("Exception: {0}", e.ToString()); } finally { if (session != null) { session.Dispose(); } } }
/// <summary> /// ctor /// </summary> /// <param name="responseListener"></param> public TableListener(ResponseListener responseListener) { mResponseListener = responseListener; mBatchOrderMonitor = null; mRequestIDs = new List<string>(); }
/// <summary> /// Get orders data for closing all positions /// </summary> /// <param name="session"></param> /// <param name="sAccountID"></param> /// <param name="sOfferID"></param> /// <param name="responseListener"></param> /// <returns></returns> private static bool GetCloseOrdersData(O2GSession session, string sAccountID, string sOfferID, ResponseListener responseListener, out CloseOrdersData closeOrdersData) { O2GRequestFactory requestFactory = session.getRequestFactory(); if (requestFactory == null) { throw new Exception("Cannot create request factory"); } O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID); responseListener.SetRequestID(request.RequestID); session.sendRequest(request); if (!responseListener.WaitEvents()) { throw new Exception("Response waiting timeout expired"); } O2GResponse response = responseListener.GetResponse(); bool bIsTradesFound = false; closeOrdersData = new CloseOrdersData(); if (response != null) { O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory(); if (readerFactory != null) { O2GTradesTableResponseReader tradesResponseReader = readerFactory.createTradesTableReader(response); for (int i = 0; i < tradesResponseReader.Count; i++) { O2GTradeRow trade = tradesResponseReader.getRow(i); if (!trade.OfferID.Equals(sOfferID)) { continue; } bIsTradesFound = true; string sBuySell = trade.BuySell; // Set opposite side OrderSide side = (sBuySell.Equals(Constants.Buy) ? OrderSide.Sell : OrderSide.Buy); if (closeOrdersData.OfferID.Equals(sOfferID)) { OrderSide currentSide = closeOrdersData.Side; if (currentSide != OrderSide.Both && currentSide != side) { closeOrdersData.Side = OrderSide.Both; } } else { closeOrdersData.OfferID = sOfferID; closeOrdersData.AccountID = sAccountID; closeOrdersData.Side = side; } } } } return(bIsTradesFound); }
static void Main(string[] args) { O2GSession session = null; try { LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings); SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings); PrintSampleParams("CloseAllPositionsByInstrument", loginParams, sampleParams); session = O2GTransport.createSession(); statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin); session.subscribeSessionStatus(statusListener); statusListener.Reset(); session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection); if (statusListener.WaitEvents() && statusListener.Connected) { responseListener = new ResponseListener(session); session.subscribeResponse(responseListener); O2GAccountRow account = GetAccount(session, sampleParams.AccountID); if (account == null) { if (string.IsNullOrEmpty(sampleParams.AccountID)) { throw new Exception("No valid accounts"); } else { throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID)); } } sampleParams.AccountID = account.AccountID; O2GOfferRow offer = GetOffer(session, sampleParams.Instrument); if (offer == null) { throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument)); } CloseOrdersData closeOrdersData; if (!GetCloseOrdersData(session, sampleParams.AccountID, offer.OfferID, responseListener, out closeOrdersData)) { throw new Exception("There are no opened positions"); } O2GRequest request = CreateCloseMarketNettingOrderRequest(session, closeOrdersData); if (request == null) { throw new Exception("Cannot create request; probably some arguments are missing or incorrect"); } List <string> requestIDs = new List <string>(); for (int i = 0; i < request.ChildrenCount; i++) { requestIDs.Add(request.getChildRequest(i).RequestID); } responseListener.SetRequestIDs(requestIDs); session.sendRequest(request); if (responseListener.WaitEvents()) { Thread.Sleep(1000); // Wait for the balance update Console.WriteLine("Done!"); } else { throw new Exception("Response waiting timeout expired"); } } } catch (Exception e) { Console.WriteLine("Exception: {0}", e.ToString()); } finally { if (session != null) { if (statusListener.Connected) { if (responseListener != null) { session.unsubscribeResponse(responseListener); } statusListener.Reset(); session.logout(); statusListener.WaitEvents(); } session.unsubscribeSessionStatus(statusListener); session.Dispose(); } } }
/// <summary> /// Get orders data for closing all positions /// </summary> /// <param name="session"></param> /// <param name="sAccountID"></param> /// <param name="sOfferID"></param> /// <param name="responseListener"></param> /// <returns></returns> private static bool GetCloseOrdersData(O2GSession session, string sAccountID, string sOfferID, ResponseListener responseListener, out CloseOrdersData closeOrdersData) { O2GRequestFactory requestFactory = session.getRequestFactory(); if (requestFactory == null) { throw new Exception("Cannot create request factory"); } O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID); responseListener.SetRequestID(request.RequestID); session.sendRequest(request); if (!responseListener.WaitEvents()) { throw new Exception("Response waiting timeout expired"); } O2GResponse response = responseListener.GetResponse(); bool bIsTradesFound = false; closeOrdersData = new CloseOrdersData(); if (response != null) { O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory(); if (readerFactory != null) { O2GTradesTableResponseReader tradesResponseReader = readerFactory.createTradesTableReader(response); for (int i = 0; i < tradesResponseReader.Count; i++) { O2GTradeRow trade = tradesResponseReader.getRow(i); if (!trade.OfferID.Equals(sOfferID)) { continue; } bIsTradesFound = true; string sBuySell = trade.BuySell; // Set opposite side OrderSide side = (sBuySell.Equals(Constants.Buy) ? OrderSide.Sell : OrderSide.Buy); if (closeOrdersData.OfferID.Equals(sOfferID)) { OrderSide currentSide = closeOrdersData.Side; if (currentSide != OrderSide.Both && currentSide != side) { closeOrdersData.Side = OrderSide.Both; } } else { closeOrdersData.OfferID = sOfferID; closeOrdersData.AccountID = sAccountID; closeOrdersData.Side = side; } } } } return bIsTradesFound; }
static void Main(string[] args) { O2GSession session = null; SessionStatusListener statusListener = null; ResponseListener responseListener = null; try { Console.WriteLine("CloseAllPositionsByInstrument sample\n"); ArgumentParser argParser = new ArgumentParser(args, "CloseAllPositionsByInstrument"); argParser.AddArguments(ParserArgument.Login, ParserArgument.Password, ParserArgument.Url, ParserArgument.Connection, ParserArgument.SessionID, ParserArgument.Pin, ParserArgument.Instrument, ParserArgument.AccountID); argParser.ParseArguments(); if (!argParser.AreArgumentsValid) { argParser.PrintUsage(); return; } argParser.PrintArguments(); LoginParams loginParams = argParser.LoginParams; SampleParams sampleParams = argParser.SampleParams; session = O2GTransport.createSession(); session.useTableManager(O2GTableManagerMode.Yes, null); statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin); session.subscribeSessionStatus(statusListener); statusListener.Reset(); session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection); if (statusListener.WaitEvents() && statusListener.Connected) { responseListener = new ResponseListener(); TableListener tableListener = new TableListener(responseListener); session.subscribeResponse(responseListener); 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"); } O2GAccountRow account = GetAccount(tableManager, sampleParams.AccountID); if (account == null) { if (string.IsNullOrEmpty(sampleParams.AccountID)) { throw new Exception("No valid accounts"); } else { throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID)); } } sampleParams.AccountID = account.AccountID; O2GOfferRow offer = GetOffer(tableManager, sampleParams.Instrument); if (offer == null) { throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument)); } CloseOrdersData closeOrdersData; if (!GetCloseOrdersData(tableManager, sampleParams.AccountID, offer.OfferID, out closeOrdersData)) { throw new Exception("There are no opened positions"); } tableListener.SubscribeEvents(tableManager); O2GRequest request = CreateCloseMarketNettingOrderRequest(session, closeOrdersData); if (request == null) { throw new Exception("Cannot create request; probably some arguments are missing or incorrect"); } List <string> requestIDs = new List <string>(); for (int i = 0; i < request.ChildrenCount; i++) { requestIDs.Add(request.getChildRequest(i).RequestID); } responseListener.SetRequestIDs(requestIDs); tableListener.SetRequestIDs(requestIDs); session.sendRequest(request); if (responseListener.WaitEvents()) { Thread.Sleep(1000); // Wait for the balance update Console.WriteLine("Done!"); } else { throw new Exception("Response waiting timeout expired"); } tableListener.UnsubscribeEvents(tableManager); } } catch (Exception e) { Console.WriteLine("Exception: {0}", e.ToString()); } finally { if (session != null) { if (statusListener.Connected) { statusListener.Reset(); session.logout(); statusListener.WaitEvents(); if (responseListener != null) { session.unsubscribeResponse(responseListener); } session.unsubscribeSessionStatus(statusListener); } session.Dispose(); } } }