private void DownloadFills()
{
// Perform REST request/response to download fill data, specifying our cached minimum timestamp as a starting point.
// On a successful response the timestamp will be updated so we run no risk of downloading duplicate fills.
List <TT_Fill> fills = new List <TT_Fill>();
do
{
var min_param = new RestSharp.Parameter("minTimestamp", TT_Info.ToRestTimestamp(m_minTimeStamp).ToString(), RestSharp.ParameterType.QueryString);
RestSharp.IRestResponse result = RestManager.GetRequest("ledger", "fills", min_param);
if (result.StatusCode != System.Net.HttpStatusCode.OK)
{
throw new Exception("Request for fills unsuccessful. Status:" + result.StatusCode.ToString() + "Error Message: " + result.ErrorMessage);
}
JObject json_data = JObject.Parse(result.Content);
foreach (var fill in json_data["fills"])
{
fills.Add(new TT_Fill(fill));
}
fills.Sort((f1, f2) => f1.UtcTimeStamp.CompareTo(f2.UtcTimeStamp));
RaiseFillDownloadEvent(fills);
if (fills.Count > 0 && m_running)
{
m_minTimeStamp = new DateTime(fills[fills.Count - 1].UtcTimeStamp.Ticks + 1);
}
}while (fills.Count == TT_Info.MAX_RESPONSE_FILLS);
}
private static TT_User RequestUser(string user_id)
{
var result = RestManager.GetRequest("risk", "user/" + user_id);
UserResponse usr = JsonConvert.DeserializeObject <UserResponse>(result.Content);
return(usr.user[0]);
}
private static void GetProductData()
{
var result = RestManager.GetRequest("ttpds", "productdata");
ProductData product_data = JsonConvert.DeserializeObject <ProductData>(result.Content);
if (product_data.productTypes != null)
{
privInstance.dicts.Add("productTypes", CreateDictionary(product_data.productTypes));
}
else
{
throw new Exception("GET ProductData request failed" + Environment.NewLine + result.Content.ToString());
}
}
private static void GetMarkets()
{
var result = RestManager.GetRequest("ttpds", "markets");
TTMarkets markets = JsonConvert.DeserializeObject <TTMarkets>(result.Content);
if (markets.Markets != null)
{
privInstance.dicts.Add("markets", CreateDictionary(markets.Markets));
}
else
{
throw new Exception("GET Market request failed" + Environment.NewLine + result.Content.ToString());
}
}
private static TT_Account RequestAccount(string account_id)
{
var result = RestManager.GetRequest("risk", "account/" + account_id);
try
{
AccountResponse acct = JsonConvert.DeserializeObject <AccountResponse>(result.Content);
return(acct.account[0]);
}
catch (Exception)
{
TT_Account acct = new TT_Account();
acct.id = account_id;
acct.name = "PLACEHOLDER";
return(acct);
}
}
private static void GetInstrumentData()
{
var result = RestManager.GetRequest("ttpds", "instrumentdata");
InstrumentData instrument_data = JsonConvert.DeserializeObject <InstrumentData>(result.Content);
if (instrument_data.optionCodes != null && instrument_data.optionSchemes != null && instrument_data.seriesTerms != null && instrument_data.comboTypes != null)
{
privInstance.dicts.Add("optionCodes", CreateDictionary(instrument_data.optionCodes));
privInstance.dicts.Add("optionSchemes", CreateDictionary(instrument_data.optionSchemes));
privInstance.dicts.Add("seriesTerms", CreateDictionary(instrument_data.seriesTerms));
privInstance.dicts.Add("comboTypes", CreateDictionary(instrument_data.comboTypes));
}
else
{
throw new Exception("GET InstrumentData request failed" + Environment.NewLine + result.Content.ToString());
}
}
private static void GetOrderData()
{
var result = RestManager.GetRequest("ttledger", "orderdata");
OrderData order_data = JsonConvert.DeserializeObject <OrderData>(result.Content);
if (order_data.data != null)
{
foreach (var entry in order_data.data)
{
privInstance.dicts.Add(entry.Key, entry.Value);
}
}
else
{
throw new Exception("GET OrderData request failed" + Environment.NewLine + result.Content.ToString());
}
}
private static TT_Instrument RequestInstrument(string instr_id)
{
var result = RestManager.GetRequest("pds", "instrument/" + instr_id);
InstrumentResponse response = JsonConvert.DeserializeObject <InstrumentResponse>(result.Content);
if (response.instrument != null)
{
return(response.instrument[0]);
}
else
{
TT_Instrument instr = new TT_Instrument();
instr.id = instr_id;
instr.alias = "Permission Denied";
instr.productSymbol = "Permission Denied";
instr.productTypeId = 34;
instr.optionCodeId = 2;
return(instr);
}
}
private static TT_User RequestUser(string user_id)
{
var result = RestManager.GetRequest("risk", "user/" + user_id);
UserResponse response = JsonConvert.DeserializeObject <UserResponse>(result.Content);
TT_User usr = null;
if (response.Status == "Ok")
{
usr = response.user[0];
}
else
{
// If the REST API user cannot view this user, make a dummy variable
usr = new TT_User();
usr.id = user_id;
usr.alias = "user_id:" + user_id;
usr.company = new TT_Company();
usr.company.name = "user_id:" + user_id;
usr.company.id = -1;
usr.company.abbrevName = "user_id:" + user_id;
}
return(usr);
}
private void DownloadFills()
{
// Perform REST request/response to download fill data, specifying our cached minimum timestamp as a starting point.
// On a successful response the timestamp will be updated so we run no risk of downloading duplicate fills.
bool should_continue = false;
List <TT_Fill> fills = new List <TT_Fill>();
do
{
should_continue = false;
var min_param = new RestSharp.Parameter("minTimestamp", TT_Info.ToRestTimestamp(m_minTimeStamp).ToString(), RestSharp.ParameterType.QueryString);
RestSharp.IRestResponse result = RestManager.GetRequest("ledger", "fills", min_param);
if (result.StatusCode == System.Net.HttpStatusCode.GatewayTimeout)
{
should_continue = true;
DateTime max_time = DateTime.Now;
int retry_count = 0;
for (retry_count = 0; retry_count < max_retries; ++retry_count)
{
FDLog.LogMessage("Fill request timed out. Retrying....");
max_time = m_minTimeStamp + TimeSpan.FromTicks((max_time - m_minTimeStamp).Ticks / 2);
var max_param = new RestSharp.Parameter("maxTimestamp", TT_Info.ToRestTimestamp(max_time).ToString(), RestSharp.ParameterType.QueryString);
result = RestManager.GetRequest("ledger", "fills", min_param, max_param);
if (result.StatusCode == System.Net.HttpStatusCode.OK)
{
m_minTimeStamp = max_time;
break;
}
else if (result.StatusCode != System.Net.HttpStatusCode.GatewayTimeout)
{
throw new Exception(String.Format("Request for fills unsuccessful. (minTimestamp={0}) - Status: {1} - Error Message: {2}", min_param.Value.ToString(), result.StatusCode.ToString(), result.ErrorMessage));
}
if (retry_count == max_retries)
{
throw new Exception("Request for fills unsuccessful. Max Retries exceeded.");
}
}
}
else if (result.StatusCode != System.Net.HttpStatusCode.OK)
{
throw new Exception(String.Format("Request for fills unsuccessful. (minTimestamp={0}) - Status: {1} - Error Message: {2}", min_param.Value.ToString(), result.StatusCode.ToString(), result.ErrorMessage));
}
JObject json_data = JObject.Parse(result.Content);
FDLog.LogMessage(String.Format("Downloaded {0} fills.", json_data["fills"].Count()));
foreach (var fill in json_data["fills"])
{
fills.Add(new TT_Fill(fill));
}
fills.Sort((f1, f2) => f1.UtcTimeStamp.CompareTo(f2.UtcTimeStamp));
RaiseFillDownloadEvent(fills);
if (fills.Count > 0)
{
m_minTimeStamp = new DateTime(fills[fills.Count - 1].UtcTimeStamp.Ticks + 1);
}
should_continue |= (fills.Count == TT_Info.MAX_RESPONSE_FILLS);
should_continue &= m_running;
}while (should_continue);
}
public static IRestResponse GetRequest(string target, string call, params Parameter[] parameters)
{
return(RestManager.GetRequest(target, call, 1, parameters));
}