/// <summary>
/// Przykład wysyłki zleceń, korzystając bezpośrednio z klas NewOrderSingleMsg i spółki...
/// Test ten wrzuca na giełdę zlecenie kupna 1 x FW20 po 1000zł (*raczej* nie ma szans się zrealizować :)),
/// następnie je modyfikuje ustawiając limit ceny oczko wyżej... aż ostatecznie całe zlecenie anuluje.
/// </summary>
public void Execute()
{
var accountNumber = "00-22-..."; // <- wpisz tu swój numer, żeby program nie musiał o niego pytać
if (accountNumber.EndsWith("..."))
{
Console.Write("Podaj numer rachunku (końcówkę z " + accountNumber + "): ");
var str = Console.ReadLine();
accountNumber = accountNumber.Replace("...", str);
Trace.WriteLine("Wybrany rachunek: " + accountNumber);
}
// nawiązanie połączenia z NOL3 i zalogowanie użytkownika
using (var nol = new NolClient())
{
Thread.Sleep(2000);
var tmp = FixmlMsg.DebugFormattedXml.Enabled;
try
{
ExecutionReportMsg execReport;
// --- wysyłka nowego zlecenia ---
Console.WriteLine("\nPress any key... to send NEW order request [Esc - exit]\n");
if (Console.ReadKey(true).Key == ConsoleKey.Escape) return;
var newRequest = new NewOrderSingleMsg();
newRequest.Account = accountNumber;
newRequest.Side = OrderSide.Buy;
newRequest.Instrument = FixmlInstrument.FindBySym("FW20H12");
newRequest.Quantity = 1;
newRequest.Price = 1000;
using (var socket = NolClient.GetSyncSocket())
{
FixmlMsg.DebugFormattedXml.Enabled = true; // <- wyświetli nam dokładną treść komunikatów
newRequest.Send(socket);
execReport = new ExecutionReportMsg(socket);
FixmlMsg.DebugFormattedXml.Enabled = tmp;
}
Thread.Sleep(3000);
// --- modyfikacja tego zlecenia ---
Console.WriteLine("\nPress any key... to MODIFY this order request [Esc - exit]\n");
if (Console.ReadKey(true).Key == ConsoleKey.Escape) return;
var replaceRequest = new OrderReplaceRequestMsg();
replaceRequest.BrokerOrderId2 = execReport.BrokerOrderId2;
replaceRequest.Account = accountNumber;
replaceRequest.Side = OrderSide.Buy;
replaceRequest.Instrument = newRequest.Instrument;
replaceRequest.Quantity = 1;
replaceRequest.Price = 1001;
using (var socket = NolClient.GetSyncSocket())
{
FixmlMsg.DebugFormattedXml.Enabled = true;
replaceRequest.Send(socket);
execReport = new ExecutionReportMsg(socket);
FixmlMsg.DebugFormattedXml.Enabled = tmp;
}
Thread.Sleep(3000);
// --- anulowanie tego zlecenia ---
Console.WriteLine("\nPress any key... to CANCEL this order request [Esc - exit]\n");
if (Console.ReadKey(true).Key == ConsoleKey.Escape) return;
var cancelRequest = new OrderCancelRequestMsg();
cancelRequest.BrokerOrderId2 = replaceRequest.BrokerOrderId2;
cancelRequest.Account = accountNumber;
cancelRequest.Side = newRequest.Side;
cancelRequest.Instrument = newRequest.Instrument;
cancelRequest.Quantity = newRequest.Quantity;
using (var socket = NolClient.GetSyncSocket())
{
FixmlMsg.DebugFormattedXml.Enabled = true;
cancelRequest.Send(socket);
execReport = new ExecutionReportMsg(socket);
FixmlMsg.DebugFormattedXml.Enabled = false;
}
Thread.Sleep(3000);
Console.WriteLine("\nPress any key... to exit\n");
Console.ReadKey(true);
Console.WriteLine("\n\nThank you :)\n");
}
catch (Exception e)
{
MyUtil.PrintError(e);
}
FixmlMsg.DebugFormattedXml.Enabled = tmp;
} // tu następuje wylogowanie
}
// Metoda IBosClient do składania nowego zlecenia.
public string OrderCreate(OrderData data)
{
string clientId;
Debug.WriteLine("\nOrderCreate...");
using (Socket socket = NolClient.GetSyncSocket())
{
NewOrderSingleMsg request = new NewOrderSingleMsg();
clientId = request.ClientOrderId; // automatycznie przydzielone kolejne Id
request.Account = data.AccountNumber;
request.CreateTime = data.MainData.CreateTime;
request.Instrument = FixmlInstrument.Find(data.MainData.Instrument);
request.Side = (data.MainData.Side == BosOrderSide.Buy) ? OrderSide.Buy : OrderSide.Sell;
request.Type = Order_GetType(data.MainData);
request.Price = data.MainData.PriceLimit;
request.StopPrice = data.MainData.ActivationPrice;
request.Quantity = data.MainData.Quantity;
request.MinimumQuantity = data.MainData.MinimumQuantity;
request.DisplayQuantity = data.MainData.VisibleQuantity;
request.TimeInForce = Order_GetTimeInForce(data.MainData);
request.ExpireDate = data.MainData.ExpirationDate;
request.Send(socket);
ExecutionReportMsg response = new ExecutionReportMsg(socket);
}
Debug.WriteLine("OrderCreate OK\n");
return clientId;
}