public double GetTradeExecutionPrice(DateTime fromDate,
DateTime toDate,
InstrumentType instrumentType,
string orderRefString)
{
double executionPrice = -1;
BrokerErrorCode errorCode = BrokerErrorCode.Success;
if (instrumentType.Equals(InstrumentType.Share))
{
errorCode = RefreshEquityTradeBook(this, fromDate, toDate, false);
if (!errorCode.Equals(BrokerErrorCode.Success))
{
return(executionPrice);
}
lock (lockObjectEquity)
{
if (mEquityTradeBook.ContainsKey(orderRefString))
{
executionPrice = mEquityTradeBook[orderRefString].Price;
}
}
}
return(executionPrice);
}
public static bool HasOrderExecuted(
IBroker broker,
string stockCode,
int quantity,
double price,
OrderPriceType orderType,
OrderDirection orderDirection,
InstrumentType instrumentType,
DateTime expiryDate,
out string orderReferenceNumber)
{
orderReferenceNumber = null;
string contract = String.Empty;
string strExpDate = expiryDate.ToString("dd-MMM-yyyy");
if (instrumentType == InstrumentType.FutureIndex || instrumentType == InstrumentType.FutureStock)
{
contract += "FUT-";
}
else
{
throw new NotSupportedException();
}
contract += (stockCode + "-" + strExpDate);
// this loop is there just for potential retry purpose
for (int count = 1; count <= 2; count++)
{
Dictionary <string, DerivativeTradeBookRecord> trades;
BrokerErrorCode errorCode = broker.GetDerivativesTradeBook(DateTime.Now,
DateTime.Now,
instrumentType,
true,
out trades);
if (!errorCode.Equals(BrokerErrorCode.Success))
{
return(false);
}
foreach (DerivativeTradeBookRecord singleTrade in trades.Values)
{
if (singleTrade.ContractName.ToUpperInvariant() != contract.ToUpperInvariant())
{
continue;
}
if (singleTrade.Quantity != quantity)
{
continue;
}
if (singleTrade.Direction != orderDirection)
{
continue;
}
orderReferenceNumber = singleTrade.OrderRefenceNumber;
return(true);
}
}
return(false);
}
public DerivativeSymbolTick GetTick(bool getSpread, out BrokerErrorCode code)
{
DerivativeSymbolQuote Q = null;
DerivativeSymbolSpread S = null;
DerivativeSymbolTick T = new DerivativeSymbolTick();
StringBuilder sb = new StringBuilder();
code = _broker.GetDerivativeQuote(Instrument.Symbol, Instrument.InstrumentType, Instrument.ExpiryDate, Instrument.StrikePrice, out Q);
// Check for exchange closed or contract disabled code
if (code == BrokerErrorCode.Success)
{
T.Q = Q;
sb.Append(Q.ToTickString());
}
if (getSpread)
{
code = _broker.GetDerivativeSpread(Instrument.Symbol, Instrument.InstrumentType, Instrument.ExpiryDate, Instrument.StrikePrice, out S);
if (code == BrokerErrorCode.Success)
{
T.S = S;
sb.Append(";" + S.ToString());
}
}
if (code.Equals(BrokerErrorCode.Success) && (_writeTicks || MarketUtils.IsTimeTodayAfter915(Q.QuoteTime)))
{
_writeTicks = true;
_ticksw.WriteLine(sb.ToString());
}
return(T);
}
// Is logged in
public BrokerErrorCode IsLoggedIn()
{
BrokerErrorCode errorCode = TouchServer();
if (errorCode.Equals(BrokerErrorCode.Success))
{
mLoggedIn = true;
}
return(errorCode);
}
public BrokerErrorCode GetOrderStatus(string orderNumber,
InstrumentType instrumentType,
DateTime fromDate,
DateTime toDate,
out OrderStatus orderStatus)
{
BrokerErrorCode errorCode = BrokerErrorCode.Success;
orderStatus = OrderStatus.NOTFOUND;
if (instrumentType == InstrumentType.Share)
{
Dictionary <string, EquityOrderBookRecord> orders;
errorCode = GetEquityOrderBook(fromDate,
toDate,
false,
false,
null,
out orders);
if (errorCode.Equals(BrokerErrorCode.Success))
{
foreach (KeyValuePair <string, EquityOrderBookRecord> orderPair in orders)
{
EquityOrderBookRecord order = orderPair.Value;
if (order.OrderRefenceNumber == orderNumber)
{
orderStatus = order.Status;
break;
}
}
}
}
FileTracing.TraceOut(!errorCode.Equals(BrokerErrorCode.Success), "GetOrderStatus:" + errorCode.ToString(), TraceType.Error);
return(errorCode);
}
/////////////////////////////////////////////////////
////// ACCOUNT LOGIN FUNCTIONALITY ///////
/////////////////////////////////////////////////////
// NOTE: Should be used only when logged-in status is mandatory
// so that server contact time (which matters to maintain the login) can be updated
// Do not use this (Use HttpHelper.GetWebPageResponse instaed) for GET QUOTE or similar where log-in is not needed
private string IciciGetWebPageResponse(string url,
string postdata,
string referer,
CookieContainer cookieContainer,
out BrokerErrorCode errorCode)
{
errorCode = BrokerErrorCode.Success;
string data = HttpHelper.GetWebPageResponse(url,
postdata,
referer,
cookieContainer);
// refresh the time if data is valid login and url is of refresh type
errorCode = CheckResponseDataValidity(data);
if (ServerLoginTimeoutRefreshURLs.Contains(url) && errorCode.Equals(BrokerErrorCode.Success))
{
RefreshLastServerContactTime();
}
return(data);
}
// TOTEST
// place margin order
public BrokerErrorCode PlaceEquityMarginOrder(string stockCode,
int quantity,
string stopLossPrice,
string limitPrice,
OrderDirection orderDirection)
{
// Login If needed
BrokerErrorCode errorCode = CheckAndLogInIfNeeded(false);
if (errorCode != BrokerErrorCode.Success)
{
return(errorCode);
}
string FML_ORD_XCHNG_CD_value = "NSE";
string FML_ORD_XCHNG_CD_C_value = FML_ORD_XCHNG_CD_value;
// order direction
string FML_ORD_ORDR_FLW_value = null;
string FML_ORD_ORDR_FLW_C_value = null;
if (orderDirection == OrderDirection.BUY)
{
FML_ORD_ORDR_FLW_value = "B";
FML_ORD_ORDR_FLW_C_value = "S";
}
else if (orderDirection == OrderDirection.SELL)
{
FML_ORD_ORDR_FLW_value = "S";
FML_ORD_ORDR_FLW_C_value = "B";
}
// prices
string FML_ORD_LMT_RT_value = limitPrice;
string FML_ORD_STP_LSS_value = stopLossPrice;
//string FML_ORD_TRD_DT_value = FML_ORD_TRD_DT_NSE_value;
string query = ("FML_ORD_ORDR_FLW=" + FML_ORD_ORDR_FLW_value +
"FML_ORD_ORDR_FLW_C=" + FML_ORD_ORDR_FLW_C_value +
"&FML_ACCOUNT=" + FML_ACCOUNT_value +
"&FML_STCK_CD=" + stockCode +
"&FML_STCK_CD_C=" + stockCode +
"&FML_DOTNET_FLG=Y&FML_URL_FLG=http%3A%2F%2Fgetquote.icicidirect.com%2Ftrading%2Fequity%2Ftrading_stock_quote.asp " +
"&FML_QTY=" + quantity.ToString() +
"&FML_QTY_C=" + quantity.ToString() +
"&FML_ORD_TYP=M" +
"&FML_ORD_TYP_C=L" +
"&FML_ORD_STP_LSS=" + FML_ORD_STP_LSS_value +
"&FML_ORD_LMT_RT=" + FML_ORD_LMT_RT_value +
"&FML_ORD_TRD_DT_BSE=" + FML_ORD_TRD_DT_BSE_value +
"&FML_ORD_TRD_DT_NSE=" + FML_ORD_TRD_DT_NSE_value +
"&FML_ORD_TRD_DT=" + FML_ORD_TRD_DT_NSE_value +
"&FML_PRODUCT_INDEX=0&FML_ORD_PRD_HIDDEN=CASH&FML_ORD_CLM_MTCH_ACCNT=" +
"&FML_TRADING_LIMIT_NSE=" + FML_TRADING_LIMIT_NSE_value +
"&FML_TRADING_LIMIT_BSE=" + FML_TRADING_LIMIT_BSE_value +
"&FML_ORD_DP_CLNT_ID=&FML_ORD_DP_ID=&FML_TRN_PRDT_TYP=" +
"&FML_ORD_XCHNG_CD=" + FML_ORD_XCHNG_CD_value +
"&FML_ORD_XCHNG_CD_C=" + FML_ORD_XCHNG_CD_C_value +
"&FML_ORD_XCHNG_CD_CHECK=&FML_PRCNTG_CHECK=3.0&FML_ARRAY_BOUND=1&FML_ARRAY_ELEMENT=&NicValue=&BrowserBack_Xchang=NSE&PWD_ENABLED=N&FML_LAS=Y");
string orderPlacePageData = IciciGetWebPageResponse(
URL_ICICI_EQT_CASHMARGIN_ORDER,
query,
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
if (errorCode.Equals(BrokerErrorCode.Success))
{
errorCode = GetEQTOrderPlacementCode(orderPlacePageData, EquityOrderType.MARGIN);
if (BrokerErrorCode.Success == errorCode)
{
// Get exchange reference number (primary key for an order)
// add the record to DB
// TODO: is it required since we already have parser of order & trade book
GetOrderConfirmationData(orderPlacePageData, EquityOrderType.MARGIN);
}
}
return(errorCode);
}
// place margin or delivery order
public BrokerErrorCode PlaceEquityMarginDeliveryFBSOrder(string stockCode,
int quantity,
string price,
OrderPriceType orderPriceType,
OrderDirection orderDirection,
EquityOrderType orderType,
Exchange exchange,
out string orderRef)
{
orderRef = "";
// Login If needed
BrokerErrorCode errorCode = CheckAndLogInIfNeeded(false);
if (errorCode != BrokerErrorCode.Success)
{
return(errorCode);
}
string FML_ORD_ORDR_FLW_value = orderDirection == OrderDirection.BUY ? "B" : "S";
string FML_ORD_TYP_value = null, FML_ORD_LMT_RT_value = String.Empty;
if (orderPriceType == OrderPriceType.MARKET)
{
FML_ORD_TYP_value = "M";
}
else if (orderPriceType == OrderPriceType.LIMIT)
{
FML_ORD_TYP_value = "L";
FML_ORD_LMT_RT_value = price;
}
string FML_ORD_TRD_DT_value = null;
string squareOffMode = orderDirection == OrderDirection.SELL ? "S" : "M";
string FML_ORD_XCHNG_CD_value = null;
if (exchange == Exchange.BSE)
{
FML_ORD_TRD_DT_value = FML_ORD_TRD_DT_BSE_value;
FML_ORD_XCHNG_CD_value = "BSE";
}
else if (exchange == Exchange.NSE)
{
FML_ORD_TRD_DT_value = FML_ORD_TRD_DT_NSE_value;
FML_ORD_XCHNG_CD_value = "NSE";
}
string prdctType = orderType == EquityOrderType.DELIVERY ? "C" : "M";
string query =
"&FML_SQ_FLAG=" + (orderType == EquityOrderType.MARGIN ? squareOffMode : "") + //Squareoff mode: M (for client) S (for broker), for BSE only S
"&ORD_XCHNG_CD=" + FML_ORD_XCHNG_CD_value +
"&FML_STCK_CD=" + stockCode +
"&FML_QTY=" + quantity.ToString() +
"&FML_ORD_DSCLSD_QTY=" +
"&FML_POINT_TYPE=T" +
">CDate7=" + GTCDate7 +
">CDate=" + GTCDate +
">CDateHidden7=" + GTCDateHidden7 +
"&FML_ORD_TYP=" + FML_ORD_TYP_value +
"&FML_ORD_LMT_RT=" + FML_ORD_LMT_RT_value +
"&FML_GMS_CSH_PRDCT_PRCNTG=" +
"&FML_ORD_STP_LSS=" +
"&FML_TRADING_PASSWD=" +
"&Submit=Buy+Now" +
"&FML_ORD_TRD_DT_BSE=" + FML_ORD_TRD_DT_BSE_value +
"&FML_ORD_TRD_DT_NSE=" + FML_ORD_TRD_DT_NSE_value +
"&FML_ORD_XCHNG_CD=" + FML_ORD_XCHNG_CD_value +
"&NSEStatus=" + NSEStatus +
"&BSEStatus=" + BSEStatus +
"&FML_PRCNTG_CHECK=" + FML_PRCNTG_CHECK +
"&FML_ORD_TRD_DT=" + FML_ORD_TRD_DT_value +
"&FML_XCHNG_ST=" + NSEStatus + // O or C (open or closed)
"&NicValue=" +
"&FML_LAS=" +
"&FML_ACCOUNT=" +
"&FML_URQ_USR_RD_FLG=" +
"&FML_ORD_PRDCT_TYP=" + prdctType +
"&FML_ORD_ORDR_FLW=" + FML_ORD_ORDR_FLW_value +
"&pgname=eqfastbuy&ismethodcall=1&mthname=DoFinalSubmit";
string orderPlacePageData = IciciGetWebPageResponse(URL_ICICI_EQT_FASTBUYSELL,
query,
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
if (errorCode.Equals(BrokerErrorCode.Success))
{
errorCode = GetEQTOrderPlacementCode(orderPlacePageData);
if (BrokerErrorCode.Success == errorCode)
{
orderRef = ExtractOrderReferenceNumber(orderPlacePageData);
}
}
return(errorCode);
}
// Stock algo worker thread
public static void Background_StockWorkerThread(object obj)
{
BrokerErrorCode errorCode = BrokerErrorCode.Success;
BrokerSymbolAlgosObject stockTraderObj = (BrokerSymbolAlgosObject)obj;
IBroker broker = stockTraderObj.Broker;
//EquityStockTradeStats stockInfo = stockTraderObj.stockInfo;
ITradingAlgo algo = stockTraderObj.Algos[0];
// Thread local params
int threadRunCount = 0;
int threadFailCount = 0;
//string stockCode = stockInfo.StockCode;
string traceString;
bool bChecked = false;
// On program re-run, cancel any previous outstanding orders
// BUGBUGCD: is this infinite loop necessary or try only once
// and come out on failure
do
{
errorCode = algo.Prolog();
if (!errorCode.Equals(BrokerErrorCode.Success))
{
Thread.Sleep(1000 * 30);
}
} while (!stockTraderObj.DoStopThread && !errorCode.Equals(BrokerErrorCode.Success));
while (!stockTraderObj.DoStopThread)
{
// Main Algo
errorCode = algo.RunCoreAlgo();
// thread stats
if (!errorCode.Equals(BrokerErrorCode.Success))
{
threadFailCount++;
}
threadRunCount++;
// Check remote control
//ProgramRemoteControl remoteControlValue = CheckRemoteControlInAlgo(ref bChecked);
//if (remoteControlValue.Equals(ProgramRemoteControl.STOP) ||
// remoteControlValue.Equals(ProgramRemoteControl.HIBERNATE))
// break;
// Check if login problem
if (errorCode == BrokerErrorCode.NotLoggedIn)
{
FileTracing.TraceOut("AlgoRunner: " + errorCode.ToString() + " Trying to login again\n");
// MGOYAL: TEMP SLEEP this is for external login to do some work .
// External logger will have 2 minute (CheckAndLoginIfNeeded) window to complete a work before he is logged out.
// Sleep for a minute
// It means someone has stolen session, so let it be. if they need for more time then will set remote to PAUSE
Thread.Sleep(120000);
broker.LogOut();
errorCode = broker.CheckAndLogInIfNeeded(true);
continue;
}
if (errorCode == BrokerErrorCode.InvalidLoginPassword || errorCode == BrokerErrorCode.ChangePassword)
{
FileTracing.TraceOut("AlgoRunner: InvalidLoginPassword, Exiting");
break;
}
Thread.Sleep(algo.GetSleepTimeInMilliSecs());
}
errorCode = algo.Epilog();
// Trace out Thread run stats
// TODO: more such fancy stuff later
traceString = string.Format("AlgoRunner: Thread Run Stats: \nTotalRuns: {0}\nFailures: {1}\nFailurePercentagH: {2}",
threadRunCount, threadFailCount, (double)(threadFailCount / (threadRunCount > 0 ? threadRunCount : 1)) * 100);
FileTracing.TraceOut(traceString);
}
// IBroker.GetEquityOrderBook
public BrokerErrorCode GetEquityOrderBookToday(bool newOrdersOnly,
bool bOnlyOutstandingOrders,
string stockCode,
out Dictionary <string, EquityOrderBookRecord> orders)
{
orders = new Dictionary <string, EquityOrderBookRecord>();
// Login If needed
BrokerErrorCode errorCode = CheckAndLogInIfNeeded(false);
if (errorCode != BrokerErrorCode.Success)
{
return(errorCode);
}
string postData = "pgname=eqOrdBook&ismethodcall=0&mthname=";
string orderBookData = IciciGetWebPageResponse(URL_ICICI_EQT_ORDERBOOK,
postData,
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
if (errorCode.Equals(BrokerErrorCode.Success) && !orderBookData.Contains("No matching Record"))
{
// Trim it
orderBookData = orderBookData.Trim(' ', '\t', '\r', '\n');
orderBookData = HtmlUtilities.EnsureHtmlParsable(orderBookData);
string subOrderBookData = StringParser.GetStringBetween(orderBookData,
0,
"<thead>",
"</table>",
new string[] { });
ParsedTable table = (ParsedTable)HtmlTableParser.ParseHtmlIntoTables("<table>" + subOrderBookData + "</table>", true);
//orders = new Dictionary<string, EquityOrderBookRecord>();
for (int i = 1; i < table.RowCount; i++)
{
EquityOrderBookRecord info = new EquityOrderBookRecord();
info.StockCode = table[i, 3].ToString().Trim();
info.StockCode = StringParser.GetStringBetween(info.StockCode, 0, "GetQuote('", "'", null);
// If stockCode parameter is empty/null i.e. all stocks are intended
// and if stock specific orders are intended and current element's stockCode doesnt match then iterate to next element
if (!string.IsNullOrEmpty(stockCode) && !info.StockCode.Equals(stockCode, StringComparison.OrdinalIgnoreCase))
{
continue;
}
var temp = StringParser.GetStringBetween(table[i, 0].ToString(), 0, "nowrap;\">", "<", null);
DateTime.TryParse(temp, out info.Date);
string orderRefString = table[i, 14].ToString();
orderRefString = StringParser.GetStringBetween(orderRefString, 0, "FML_ORD_ORDR_RFRNC=", "&", null);
// Trim it
orderRefString = orderRefString.Trim();//(' ', '\t', '\r', '\n');
info.OrderRefenceNumber = orderRefString;
string tempStr = table[i, 4].ToString().ToUpperInvariant();
info.Direction = (OrderDirection)Enum.Parse(typeof(OrderDirection), tempStr);
info.Quantity = int.Parse(table[i, 5].ToString());
string price = StringParser.GetStringBetween(table[i, 3].ToString(),
0,
">",
"<",
new string[] { "onclick", "font" });
/*
* string price = StringParser.GetStringBetween(table[i, 3].ToString(),
* 0,
* "<font color=\"blue\">",
* "</font>",
* new string[] { });
*
* if (String.IsNullOrEmpty(price))
* {
* price = StringParser.GetStringBetween(table[i, 6].ToString(),
* 0,
* "<font color=\"black\">",
* "</font>",
* new string[] { });
* }
*
* if (String.IsNullOrEmpty(price))
* {
* price = StringParser.GetStringBetween(table[i, 6].ToString(),
* 0,
* "\">",
* "</a>",
* new string[] { "onclick"});
* }
*/
info.Price = double.Parse(price);
tempStr = table[i, 6].ToString().ToUpperInvariant();
// Executed orders have different string format, so ignore the clutter
if (tempStr.Contains("EXECUTED"))
{
tempStr = "EXECUTED";
}
else
{
tempStr = tempStr.Remove(tempStr.IndexOf("&"));
}
info.Status = (OrderStatus)Enum.Parse(typeof(OrderStatus), tempStr);
info.OpenQty = int.Parse(table[i, 8].ToString());
info.ExecutedQty = int.Parse(table[i, 9].ToString());
// Only add valid outstanding orders if bOnlyOutstandingOrders is true
// PARTEXEC is considered OUTSTANDING (i.e. not considered EXEC until fully executed)
if (!bOnlyOutstandingOrders ||
info.Status == OrderStatus.PARTEXEC ||
info.Status == OrderStatus.QUEUED ||
info.Status == OrderStatus.REQUESTED ||
info.Status == OrderStatus.ORDERED)
{
lock (lockObjectEquity)
{
if (mEquityOrderBook.ContainsKey(orderRefString))
{
if (newOrdersOnly)
{
}
else
{
orders.Add(orderRefString, info);
}
// Update the order
mEquityOrderBook[orderRefString] = info;
}
else
{
mEquityOrderBook.Add(orderRefString, info);
orders.Add(orderRefString, info);
}
}
}
}
}
return(errorCode);
}
// IBroker.GetEquityTradeBook
// Get trade book for a date range and for specific stock if stockCode is valid
// else gets complete trade book fro the date range
public BrokerErrorCode GetEquityTradeBookToday(bool newTradesOnly,
string stockCode,
out Dictionary <string, EquityTradeBookRecord> trades)
{
trades = new Dictionary <string, EquityTradeBookRecord>();
// Login If needed
BrokerErrorCode errorCode = CheckAndLogInIfNeeded(false);
if (errorCode != BrokerErrorCode.Success)
{
return(errorCode);
}
string postData = "pgname=eqTrdBook&ismethodcall=0&mthname=";
string tradeBookData = IciciGetWebPageResponse(URL_ICICI_EQT_TRADEBOOK,
postData,
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
if (errorCode.Equals(BrokerErrorCode.Success) && !tradeBookData.Contains("No matching Trades"))
{
// Trim it
tradeBookData = tradeBookData.Trim(' ', '\t', '\r', '\n');
tradeBookData = HtmlUtilities.EnsureHtmlParsable(tradeBookData);
string subTradeBookData = StringParser.GetStringBetween(tradeBookData,
0,
"<thead>",
"</table>",
new string[] { });
ParsedTable table = (ParsedTable)HtmlTableParser.ParseHtmlIntoTables("<table>" + subTradeBookData + "</table>", true);
//trades = new Dictionary<string, EquityTradeBookRecord>();
for (int i = 1; i < table.RowCount - 1; i++)
{
EquityTradeBookRecord info = new EquityTradeBookRecord();
info.StockCode = table[i, 1].ToString().Trim();
// If stockCode parameter is not null i.e. all stocks are intended
// and if stock specific orders are intended and current element's stockCode doesnt match then iterate to next element
if (!string.IsNullOrEmpty(stockCode) && !info.StockCode.Equals(stockCode, StringComparison.OrdinalIgnoreCase))
{
continue;
}
var temp = StringParser.GetStringBetween(table[i, 0].ToString(), 0, "nowrap;\">", "<", null);
DateTime.TryParse(temp, out info.Date);
//if (bSuccess)
//{
// info[0].UpdateTime = result;
//}
string tempStr = table[i, 2].ToString().ToUpperInvariant().StartsWith("B") ? "BUY" : "SELL";
info.Direction = (OrderDirection)Enum.Parse(typeof(OrderDirection), tempStr);
info.Quantity = int.Parse(table[i, 3].ToString());
info.Price = double.Parse(table[i, 4].ToString());
info.TradeValue = double.Parse(table[i, 5].ToString());
//tempStr = StringParser.GetStringBetween(table[i, 6].ToString(), 0, "\">", "</a>", null);
info.Brokerage = double.Parse(table[i, 6].ToString());
info.SettlementNumber = StringParser.GetStringBetween(table[i, 7].ToString(), 0, "setno=", "&", null);
string orderRefString = StringParser.GetStringBetween(table[i, 10].ToString(), 0, "FML_ORD_ORDR_RFRNC=", "&", null);
info.OrderRefenceNumber = orderRefString.Trim();
lock (lockObjectEquity)
{
if (mEquityTradeBook.ContainsKey(info.OrderRefenceNumber))
{
if (newTradesOnly)
{
}
else
{
trades.Add(info.OrderRefenceNumber, info);
}
// Update the trade
// update required because PartExec may have become full exec
mEquityTradeBook[info.OrderRefenceNumber] = info;
}
else
{
mEquityTradeBook.Add(info.OrderRefenceNumber, info);
trades.Add(info.OrderRefenceNumber, info);
}
}
}
}
return(errorCode);
}
private BrokerErrorCode CancelEquityOrder(string orderRef, bool refreshOrderBook)
{
// Login If needed
BrokerErrorCode errorCode = CheckAndLogInIfNeeded(false);
if (errorCode != BrokerErrorCode.Success)
{
return(errorCode);
}
if (refreshOrderBook)
{
// Make sure we have the latest order book data
errorCode = RefreshEquityOrderBookToday();
if (errorCode != BrokerErrorCode.Success)
{
return(errorCode);
}
}
EquityOrderBookRecord orderInfo;
// Search for order in the Orders dictionary
lock (lockObjectEquity)
{
if (mEquityOrderBook.ContainsKey(orderRef))
{
orderInfo = mEquityOrderBook[orderRef];
}
else
{
return(BrokerErrorCode.OrderDoesNotExist);
}
}
if (orderInfo.Status != OrderStatus.ORDERED &&
orderInfo.Status != OrderStatus.PARTEXEC &&
orderInfo.Status != OrderStatus.REQUESTED)
{
if (orderInfo.Status == OrderStatus.QUEUED)
{
errorCode = BrokerErrorCode.OrderQueuedCannotCancel;
}
else if (orderInfo.Status == OrderStatus.EXECUTED)
{
errorCode = BrokerErrorCode.OrderExecutedCannotCancel;
}
else
{
errorCode = BrokerErrorCode.InValidOrderToCancel;
}
return(errorCode);
}
// Instead of getting it actually from order book
// We simply assume current day only
DateTime currentDate = MarketUtils.GetMarketCurrentDate();
string orderStatus = IciciConstants.OrderStatusString[(int)orderInfo.Status];
string zipCode = orderRef.Substring(8, 2);
string postData = "Submit1=Yes&FML_PASS=1&NicValue=&m_pipeId=N9" +
"&pgname=CanOrd&ismethodcall=0&mthname=" +
"&m_status=" + orderStatus +
"&m_nsestatus=C" +
"&m_bsestatus=C" +
"&FML_ORDR_REF=" + orderRef +
// TODO: C for CASH , currently hardcoded. needs to be handled.
// Get it in order book stock info somehow
"&m_ProductType=C" +
"&m_ordFlow=" + IciciConstants.OrderDirectionString[(int)orderInfo.Direction] + // order direction S/B
"&m_exchCd=" + IciciConstants.ExchangeString[(int)orderInfo.Exchange] + // get exchange
"";
string orderBookData = IciciGetWebPageResponse(URL_ICICI_EQT_CANCEL_ORDER,
postData,
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
if (errorCode.Equals(BrokerErrorCode.Success))
{
string cancelConfirm = "Your order has been cancelled";
string cancelRequestSentToExchange = "Your request for order cancellation has been sent to the exchange";
// Either cancel confirm or cancellation request sent to exchange both are succes cases
// Success
if (orderBookData.Contains(cancelConfirm) || orderBookData.Contains(cancelRequestSentToExchange))
{
// TODO: revist if any prob
// Delete the orderRef from mEquityOrderBook
// We ideally want it to remain in equity order book in cancelled state
// but right now remove it rather than update
// because let the GetEquityOrddrBook update it as per its protocol
lock (lockObjectEquity)
{
mEquityOrderBook.Remove(orderRef);
}
return(BrokerErrorCode.Success);
}
}
return(BrokerErrorCode.OrderCancelFailed);
}
public BrokerErrorCode ConvertToDeliveryFromPendingForDelivery(string stockCode,
int openQty,
int toConvertQty,
string settlementRef,
Exchange exchange)
{
// Login If needed
BrokerErrorCode errorCode = CheckAndLogInIfNeeded(false);
if (errorCode != BrokerErrorCode.Success)
{
return(errorCode);
}
string FML_XCHNG_SGMNT_CD = "";
string FML_ORD_XCHNG_CD_value = null;
if (exchange == Exchange.BSE)
{
FML_XCHNG_SGMNT_CD = "B";
FML_ORD_XCHNG_CD_value = "BSE";
}
else if (exchange == Exchange.NSE)
{
FML_XCHNG_SGMNT_CD = "N";
FML_ORD_XCHNG_CD_value = "NSE";
}
string query =
"&FML_QTY=" + toConvertQty.ToString() +
"&NicValue=" +
"&FML_ORD_XCHNG_CD=" + FML_ORD_XCHNG_CD_value +
"&FML_STCK_CD=" + stockCode +
"&FML_OPEN_QTY=" + openQty.ToString() +
"&FML_XCHNG_SGMNT_CD=" + FML_XCHNG_SGMNT_CD +
"&FML_ORD_XCHNG_SGMNT_STTLMNT=" + settlementRef +
"&Submit1=Convert+Now" +
"&pgname=EquityPendingForDeliveryConvertToDelv" +
"&ismethodcall=0" +
"&mthname=";
string orderPlacePageData = IciciGetWebPageResponse(URL_ICICI_BASE_ACTION,
query,
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
if (errorCode.Equals(BrokerErrorCode.Success))
{
errorCode = GetEQTOrderPlacementCode(orderPlacePageData);
if (BrokerErrorCode.Success == errorCode)
{
if (orderPlacePageData.IndexOf("You have successfully converted the specified quantity to delivery") > -1)
{
errorCode = BrokerErrorCode.Success;
}
else
{
errorCode = BrokerErrorCode.Unknown;
}
}
}
return(errorCode);
}
// place margin order
public BrokerErrorCode PlaceEquityMarginPLUSOrder(string stockCode,
int quantity,
string stopLossPrice,
string limitPrice,
OrderDirection orderDirection)
{
// Login If needed
BrokerErrorCode errorCode = CheckAndLogInIfNeeded(false);
if (errorCode != BrokerErrorCode.Success)
{
return(errorCode);
}
string FML_ORD_XCHNG_CD_value = "NSE";
string FML_ORD_XCHNG_CD_C_value = FML_ORD_XCHNG_CD_value;
// order direction
string FML_ORD_ORDR_FLW_value = null;
string FML_ORD_ORDR_FLW_C_value = null;
string oppositeDirection = "";
string direction = "";
if (orderDirection == OrderDirection.BUY)
{
FML_ORD_ORDR_FLW_value = "B";
FML_ORD_ORDR_FLW_C_value = "S";
direction = "BUY";
oppositeDirection = "SELL";
}
else if (orderDirection == OrderDirection.SELL)
{
FML_ORD_ORDR_FLW_value = "S";
FML_ORD_ORDR_FLW_C_value = "B";
direction = "SELL";
oppositeDirection = "BUY";
}
// prices
string FML_ORD_LMT_RT_value = limitPrice;
string FML_ORD_STP_LSS_value = stopLossPrice;
//string FML_ORD_TRD_DT_value = FML_ORD_TRD_DT_NSE_value;
string query =
"FML_XCHNG_ST0=O&FML_XCHNG_ST1=O" +
"&FML_ACCOUNT=" + FML_ACCOUNT_value +
"&FML_ORD_XCHNG_CD=" + FML_ORD_XCHNG_CD_value +
"&FML_STCK_CD=" + stockCode +
"&FML_ORD_ORDR_FLW=" + FML_ORD_ORDR_FLW_value +
"&FML_DOTNET_FLG=Y&FML_URL_FLG=http%3A%2F%2Fgetquote.icicidirect.com%2FNewSiteTrading%2Ftrading%2Fequity%2Fincludes%2Ftrading_stock_quote.asp" +
"&FML_QTY=" + quantity.ToString() +
"&FML_ORD_TYP=M" +
"&FML_ORD_XCHNG_CD_C=" + FML_ORD_XCHNG_CD_value +
"&FML_STCK_CD_C=" + stockCode +
"&FML_STCK_CD_HIDDEN=" + stockCode +
"&FML_ORD_ORDR_FLW_C=" + oppositeDirection +
"&FML_ORD_ORDR_FLW_HIDDEN=" + oppositeDirection +
"&FML_ORD_TYP_C=L" +
"&FML_ORD_LMT_RT=" + FML_ORD_LMT_RT_value +
"&FML_ORD_DSCLSD_QTY=" +
"&FML_ORD_STP_LSS=" + FML_ORD_STP_LSS_value +
"&FML_QTY_C=" + quantity.ToString() +
"&FML_QTY_HIDDEN=" + quantity.ToString() +
"&FML_ORD_XCHNG_CD_P=" +
"&FML_STCK_CD_P=" + stockCode +
"&FML_ORD_ORDR_FLW_P=" + oppositeDirection +
"&FML_ORD_TYP_P=L" +
"&FML_ORD_LMT_RT_P=" +
"&FML_QTY_P=" +
"&Submit=Submit" +
"&FML_ORD_TRD_DT_BSE=04-Apr-2012" +
"&FML_ORD_TRD_DT_NSE=04-Apr-2012" +
"&FML_ORD_TRD_DT=" +
"&FML_SESSION_ID=85730071" + // GET Session ID
"&FML_PRODUCT_INDEX=" +
"&FML_ORD_PRD_HIDDEN=" +
"&FML_ORD_ACCOUNT_HIDDEN=" +
"&FML_ACCOUNT_INDEX=" +
"&FML_XCHNG_ST=O" +
"&FML_ORD_CLM_MTCH_ACCNT=" + ACCOUNTNUM +
"&FML_ORD_DP_CLNT_ID=" + CLIENTID +
"&FML_ORD_DP_ID=" + DPID +
"&FML_TRN_PRDT_TYP=" +
"&FML_ORD_XCHNG_CD_CHECK=" +
"&FML_PRCNTG_CHECK=" +
"&NicValue=" +
"&BrowserBack_Xchang=" +
"&FML_LAS=Y" +
"&m_FML_AC_ACTIVATED_FROM=BSE" +
"&m_FML_USR_ZIP_CD=B8" +
"&m_FML_AC_ACTIVATED_FROM=NSE" +
"&m_FML_USR_ZIP_CD=N2";
string orderPlacePageData = IciciGetWebPageResponse(URL_ICICI_EQT_MARGINPLUS_ORDER,
query,
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
string time = DateTime.Now.ToString("dd-MMM-yyyy") + " " + DateTime.Now.ToString("hh:mm:ss");
query =
"m_TuxServerName:testjolt" +
"&FML_QTY=" + quantity.ToString() +
"&FML_STCK_CD=" + stockCode +
"&FML_ORD_PRDCT_TYP=" +
"&FML_ORD_TYP=M" +
"&FML_REFNUM=" +
"&FML_XCHNG_ST=O" +
"&FML_ACCOUNT=" + FML_ACCOUNT_value +
"&FML_ORD_XCHNG_CD=" + FML_ORD_XCHNG_CD_value +
"&FML_ORD_LMT_RT=" + FML_ORD_LMT_RT_value +
"&FML_ORD_DSCLSD_QTY=" +
"&FML_ORD_STP_LSS=" + FML_ORD_STP_LSS_value +
"&FML_ORD_TRD_DT=" + //FML_ORD_TRD_DT_NSE_value +
"&FML_ORD_ORDR_FLW=" + FML_ORD_ORDR_FLW_value +
//"&FML_ORD_EXCTD_RT=" + FML_ORD_LMT_RT_value +
"&FML_PASS=1" +
"&FML_ORD_CLM_MTCH_ACCNT=" + ACCOUNTNUM +
"&FML_ORD_DP_CLNT_ID=" + CLIENTID +
"&FML_ORD_DP_ID=" + DPID +
"&FML_XCHNG_SG=N" +
//"&FML_ORD_XCHNG_SGMNT_STTLMNT=2012065" +
//"&FML_DEMAT_IN_DT=08-Apr-2012&FML_DEMAT_OUT_DT=11-Apr-2012&FML_FUND_IN_DT=09-Apr-2012&FML_FUND_OUT_DT=10-Apr-2012" +
"&FML_ISIN_NUMBER=" +
"&FML_TM=" + time +
"&FML_QUOTE_TIME=" + time +
"&FML_CVR_QTY=0.0" +
"&FML_STK_STCK_NM=XYZ" +
"&FML_RQST_TYP=&FML_TRN_PRDT_TYP=&FML_SCHM_ID=&FML_RT=&FML_ORD_PRD_HIDDEN=" +
"&FML_ORD_ORDR_FLW_HIDDEN=" + oppositeDirection +
"&FML_GMS_CSH_PRDCT_PRCNTG=0&FML_PRODUCT_INDEX=&FML_ACCOUNT_INDEX=&FML_MULTI_ROW_CHECK=" +
"&FML_TRADING_PASS_FLAG=N" +
"&ATValue=&FML_TRADING_ALIAS=&x=&FML_ORD_LMT_RT_P=" +
"&ProChk=&Submit=Proceed" +
"&button=Back&button=Back";
if (errorCode.Equals(BrokerErrorCode.Success))
{
orderPlacePageData = IciciGetWebPageResponse(URL_ICICI_EQT_MARGINPLUS_ORDER,
query,
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
if (errorCode.Equals(BrokerErrorCode.Success))
{
errorCode = GetEQTOrderPlacementCode(orderPlacePageData, EquityOrderType.MARGIN);
if (BrokerErrorCode.Success == errorCode)
{
// Get exchange reference number (primary key for an order)
// add the record to DB
// TODO: is it required since we already have parser of order & trade book
GetOrderConfirmationData(orderPlacePageData, EquityOrderType.MARGIN);
}
}
}
return(errorCode);
}
// Stock algo worker thread
public static void BG_StockWorkerThread_SingleSymbol(object obj)
{
BrokerSymbolAlgosObject stockTraderObj = (BrokerSymbolAlgosObject)obj;
IBroker broker = stockTraderObj.Broker;
List <ITradingAlgo> algos = stockTraderObj.Algos;
BrokerErrorCode errorCode = BrokerErrorCode.Success;
EquitySymbolLiveTickGenerator ETicks = stockTraderObj.ETicks;
DerivativeSymbolLiveTickGenerator DTicks = stockTraderObj.DTicks;
bool isDayNewTicksStarted = false;
bool isAnyAlgoSquareOffRetryPending = false;
DateTime quoteTime;
foreach (ITradingAlgo algo in algos)
{
algo.ErrorCode = algo.Prolog();
if (algo.ErrorCode != BrokerErrorCode.Success)
{
errorCode = algo.ErrorCode;
}
}
do
{
errorCode = BrokerErrorCode.Success;
foreach (ITradingAlgo algo in algos)
{
if (algo.ErrorCode != BrokerErrorCode.Success)
{
algo.ErrorCode = algo.Prolog();
if (algo.ErrorCode != BrokerErrorCode.Success)
{
errorCode = algo.ErrorCode;
}
}
}
if (!errorCode.Equals(BrokerErrorCode.Success))
{
Thread.Sleep(1000 * 30);
}
} while (!stockTraderObj.DoStopThread && !errorCode.Equals(BrokerErrorCode.Success));
SymbolTick tick = new SymbolTick();
tick.I = stockTraderObj.Instrument;
while (!stockTraderObj.DoStopThread)
{
if (stockTraderObj.Instrument.InstrumentType == InstrumentType.Share)
{
tick.E = ETicks.GetTick(false, out errorCode);
}
else
{
tick.D = DTicks.GetTick(false, out errorCode);
}
if (!errorCode.Equals(BrokerErrorCode.Success))
{
Thread.Sleep(1000);
continue;
}
if (stockTraderObj.Instrument.InstrumentType == InstrumentType.Share)
{
quoteTime = tick.E.Q[0].QuoteTime;
}
else
{
quoteTime = tick.D.Q.QuoteTime;
}
// to guard against previous day's ticks
if (!isDayNewTicksStarted)
{
isDayNewTicksStarted = quoteTime.Date == DateTime.Now.Date;
if (!isDayNewTicksStarted)
{
Thread.Sleep(10 * 1000);
continue;
}
}
// Main Algo
foreach (ITradingAlgo algo in algos)
{
if (!algo.DoStopAlgo)
{
algo.IsExternallySuspended = false;
algo.ErrorCode = errorCode = algo.RunCoreAlgoLive(tick);
if (algo.IsOrderExecutionPending)
{
isAnyAlgoSquareOffRetryPending = true;
}
}
else
{
algo.IsExternallySuspended = true;
}
}
if (!isAnyAlgoSquareOffRetryPending)
{
Thread.Sleep(stockTraderObj.TickIntervalInMiliSeconds);//algo.GetSleepTimeInMilliSecs());
}
isAnyAlgoSquareOffRetryPending = false;
}
foreach (ITradingAlgo algo in algos)
{
algo.ErrorCode = algo.Epilog();
}
if (stockTraderObj.Instrument.InstrumentType == InstrumentType.Share)
{
ETicks.Close();
}
else
{
DTicks.Close();
}
}
// get important account related values once during login
BrokerErrorCode GetImportantValues()
{
BrokerErrorCode errorCode = BrokerErrorCode.NotLoggedIn;
var equityHomePageData = IciciGetWebPageResponse(URL_ICICI_BASE_ACTION,
"pgname=eqhome&ismethodcall=0&mthname=",
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
var equityFastBuySellPageData = IciciGetWebPageResponse(URL_ICICI_EQT_FASTBUYSELL,
"pgname=eqfastbuy&ismethodcall=0&mthname=",
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
if (errorCode.Equals(BrokerErrorCode.Success))
{
FML_ORD_TRD_DT_BSE_value = StringParser.GetStringBetween(equityFastBuySellPageData,
0,
"<input type=\"hidden\" id=\"FML_ORD_TRD_DT_BSE\" value=\"",
"\"",
null);
FML_ORD_TRD_DT_NSE_value = StringParser.GetStringBetween(equityFastBuySellPageData,
0,
"<input type=\"hidden\" id=\"FML_ORD_TRD_DT_NSE\" value=\"",
"\"",
null);
GTCDate = StringParser.GetStringBetween(equityFastBuySellPageData,
0,
"<input type=\"hidden\" name=\"GTCDate\" id=\"GTCDate\" value=\"",
"\"",
null);
GTCDate7 = StringParser.GetStringBetween(equityFastBuySellPageData,
0,
"<input id=\"GTCDate7\" type=\"text\" style=\"width: 65px !important;\" value=\"",
"\"",
null);
GTCDateHidden7 = StringParser.GetStringBetween(equityFastBuySellPageData,
0,
"<input type=\"hidden\" name=\"GTCDateHidden7\" id=\"GTCDateHidden7\" value=\"",
"\"",
null);
NSEStatus = StringParser.GetStringBetween(equityFastBuySellPageData,
0,
"<input type=\"hidden\" id=\"NSEStatus\" value=\"",
"\"",
null);
BSEStatus = StringParser.GetStringBetween(equityFastBuySellPageData,
0,
"<input type=\"hidden\" id=\"BSEStatus\" value=\"",
"\"",
null);
FML_XCHNG_ST = StringParser.GetStringBetween(equityFastBuySellPageData,
0,
"<input type=\"hidden\" id=\"FML_XCHNG_ST\" value=\"",
"\"",
null);
FML_PRCNTG_CHECK = StringParser.GetStringBetween(equityFastBuySellPageData,
0,
"<input type=\"hidden\" id=\"FML_PRCNTG_CHECK\" value=\"",
"\"",
null);
ACCOUNTNUM = StringParser.GetStringBetween(equityFastBuySellPageData,
0,
"A/C No:",
"')",
null);
}
return(errorCode);
}
// Stock trading lot(qty) for orders
//private int mStockTradingLot;
//protected int StockTradingLot
//{
// get { lock (lockObjectProperties) { return mStockTradingLot; } }
// set { lock (lockObjectProperties) { mStockTradingLot = value; } }
//}
public BrokerErrorCode RunCoreAlgo()
{
#region SimpleBuySellPairSquareAlgo
bool bCancelPairOrder = false;
string stockCode = stockInfo.StockCode;
int stockExchange = stockInfo.MainExchange == Exchange.NSE ? 0 : 1;
BrokerErrorCode errorCode = BrokerErrorCode.Unknown;
int tryCnt = 0;
while (errorCode != BrokerErrorCode.Success && tryCnt <= 5)
{
// refresh stock state (doesnt have price info)
errorCode = EquityStockState.EquityRefreshStockStateToday(mBroker, stockInfo);
if (errorCode == BrokerErrorCode.NotLoggedIn)
{
mBroker.LogOut();
errorCode = mBroker.CheckAndLogInIfNeeded(true);
tryCnt++;
}
}
string traceString = "RefreshEquityStockStateToday: " + errorCode.ToString();
FileTracing.TraceOut(traceString);
if (errorCode.Equals(BrokerErrorCode.Success))
{
// If no buy or sell order pending, i.e. the square-off pair orders have executed
// then place a pair of fresh buy-sell orders
if (!(stockInfo.IsAnyOutstandingBuyOrder() ||
stockInfo.IsAnyOutstandingSellOrder()
))
{
// Place buy-sell order pair
// Get latest quote
EquitySymbolQuote[] stockPrice;
errorCode = mBroker.GetEquityQuote(stockCode, out stockPrice);
if (!errorCode.Equals(BrokerErrorCode.Success))
{
return(errorCode);
}
// Generate orders
List <EquityOrderRecord> generatedOrders = new List <EquityOrderRecord>();
string BidPrice;
string OfferPrice;
// price decision
// First orders, only if market not open and it is first order pair
if ((stockInfo.NumTrades == 0) && !MarketUtils.IsMarketOpen())
{
double closePrice = stockPrice[stockExchange].PreviousClosePriceDouble;
if (algoParams.initBidPrice > 0)
{
BidPrice = algoParams.initBidPrice.ToString();
}
else
{
decimal buy = (decimal)(closePrice - (2.0 / 100 * closePrice));//prevclose - 3%
buy = decimal.Subtract(buy, 0.05M);
buy = decimal.Round(buy, 1);
BidPrice = buy.ToString();
}
if (algoParams.initOfferPrice > 0)
{
OfferPrice = algoParams.initOfferPrice.ToString();
}
else
{
decimal sell = (decimal)(closePrice + (2.0 / 100 * closePrice));//prevclose + 3%
sell = decimal.Add(sell, 0.05M);
sell = decimal.Round(sell, 1, MidpointRounding.AwayFromZero);
OfferPrice = sell.ToString();
}
}
// Subsequent orders
// TODO: May put time conditions or market volatility conditions here in else if
else
{
double ltp = stockPrice[stockExchange].LastTradePriceDouble;
decimal buy = (decimal)(ltp - ((double)(0.85 / 100) * ltp));//prevclose - 0.85%
buy = decimal.Subtract(buy, 0.05M);
buy = decimal.Round(buy, 1);
BidPrice = buy.ToString();
decimal sell = (decimal)(ltp + ((double)(0.85 / 100) * ltp));//prevclose + 0.85%
sell = decimal.Add(sell, 0.05M);
sell = decimal.Round(sell, 1, MidpointRounding.AwayFromZero);
OfferPrice = sell.ToString();
}
// Buy
generatedOrders.Add(new EquityOrderRecord(stockCode, algoParams.StockTradingLot, BidPrice, OrderPriceType.LIMIT, OrderDirection.BUY, stockInfo.MainExchange, EquityOrderType.DELIVERY, "0", "0"));
if (!bGenerateASingleBuyOrderAtStart)
{
// Sell
generatedOrders.Add(new EquityOrderRecord(stockCode, algoParams.StockTradingLot, OfferPrice, OrderPriceType.LIMIT, OrderDirection.SELL, stockInfo.MainExchange, EquityOrderType.DELIVERY, "0", "0"));
}
List <BrokerErrorCode> errorCodes = null;
// Validate orders
List <EquityOrderRecord> ordersToPlace = stockInfo.ReturnFilteredValidOrders(generatedOrders);
// Place validated orders
errorCodes = mBroker.PlaceMultipleEquityOrders(ordersToPlace, 5);
traceString = "Stock: " + stockInfo.StockCode + " :PlaceMultipleEquityOrders: 2\n";
int o = 0;
foreach (BrokerErrorCode errCodeEach in errorCodes)
{
EquityOrderRecord order = ordersToPlace[o++];
traceString = traceString + order.OrderDirection.ToString() + "-" + order.Quantity.ToString() +
" at " + order.Price + ": " + errCodeEach.ToString() + "\n";
// Place Order failed
if (!errCodeEach.Equals(BrokerErrorCode.Success))
{
// Cancel both the orders
bCancelPairOrder = true;
}
}
FileTracing.TraceOut(traceString);
// Even if any one of the orders failed to place, cancel the pair
if (bCancelPairOrder)
{
errorCode = BrokerUtils.CancelStockOutstandingOrdersAndTrace(mBroker, stockCode);
}
}
}
return(errorCode);
#endregion
}
// Do login
public BrokerErrorCode LogIn()
{
if (_fatalNoTryLogin)
{
FileTracing.TraceOut(Thread.CurrentThread.Name + "ERROR: Not trying Actual LogIn() because now in FatalNoLoginTry mode.");
return(BrokerErrorCode.FatalNoLoginTry);
}
BrokerErrorCode errorCode = IsLoggedIn();
if (!errorCode.Equals(BrokerErrorCode.Success))
{
mLoggedIn = false;
//FileTracing.TraceOut(Thread.CurrentThread.Name + ": In Actual LogIn()");
var postData =
string.Format("ctl00%24Hearder1%24drpStock=India&ctl00%24Hearder1%24txtTopSearch=Stock+Name+%2F+Stock+Code&ctl00%24Hearder1%24hidHandler=https%3A%2F%2Fsecure.icicidirect.com%2FIDirectTrading%2FBasemasterpage%2FHeaderDataHandler.ashx&__EVENTTARGET=lbtLogin&__EVENTARGUMENT=&npage=&ctl00%24ContentPlaceHolder1%24hisreen=1366x768&ctl00%24ContentPlaceHolder1%24lms_lnk=&ctl00%24ContentPlaceHolder1%24txtUserId={0}&ctl00%24ContentPlaceHolder1%24txtu=&ctl00%24ContentPlaceHolder1%24m_StartIn_Fld=&ctl00%24ContentPlaceHolder1%24txtPass={1}&ctl00%24ContentPlaceHolder1%24txtDOB={2}&ctl00%24ContentPlaceHolder1%24drpTrade=12&ctl00%24Footer1%24showplus=&ctl00%24hidIsTrade=1&__VIEWSTATEGENERATOR=241519BE",
mUsername, mPassword, mDOB);
// re-login
mCookieContainer = new CookieContainer();
// This GET is to populate session id in cookies
string initGetResponse = HttpHelper.GetWebPageResponse(URL_ICICI_LOGON, null,
URL_ICICI_LOGON_REFERRER,
mCookieContainer);
string loginResponse = HttpHelper.GetWebPageResponse(URL_ICICI_LOGON, postData,
URL_ICICI_LOGON_REFERRER,
mCookieContainer);
if (String.IsNullOrEmpty(loginResponse))
{
errorCode = BrokerErrorCode.Http;
}
else if ((loginResponse.IndexOf("You last accessed the site", StringComparison.OrdinalIgnoreCase) >= 0) || (IsLoggedIn() == BrokerErrorCode.Success))
{
errorCode = GetImportantValues();
if (errorCode.Equals(BrokerErrorCode.Success))
{
mLoggedIn = true;
RefreshLastServerContactTime();
}
}
else
{
if (loginResponse.IndexOf("customer_change_password", StringComparison.OrdinalIgnoreCase) >= 0)
{
errorCode = BrokerErrorCode.ChangePassword;
}
if (loginResponse.IndexOf("echnical reason", StringComparison.OrdinalIgnoreCase) >= 0)
{
errorCode = BrokerErrorCode.TechnicalReason;
}
else if (loginResponse.IndexOf("Locked", StringComparison.OrdinalIgnoreCase) >= 0)
{
_fatalNoTryLogin = true;
errorCode = BrokerErrorCode.Locked;
}
else if (loginResponse.IndexOf("Invalid Login Id or Password", StringComparison.OrdinalIgnoreCase) >= 0)
{
_fatalNoTryLogin = true;
errorCode = BrokerErrorCode.InvalidLoginPassword;
}
else
{
errorCode = BrokerErrorCode.Unknown;
}
}
}
return(errorCode);
}
public BrokerErrorCode Prolog()
{
BrokerErrorCode errorCode = BrokerErrorCode.Success;
string traceString = "Algo1_SimplePairedBuySellDelivery.Prolog :: ENTER";
FileTracing.TraceOut(traceString);
if (algoParams.bCancelOutstandingOrdersAtStart)
{
errorCode = BrokerUtils.CancelStockOutstandingOrdersAndTrace(mBroker, stockCode);
}
if (!algoParams.bStartAFresh)
{
// Start from last run state and try to be in pair-execute state
// There may be less than or equal to 1 lot of stock as long or short
// Pick up the last trade from xml
// TODO:
}
// Get latest quote
EquitySymbolQuote[] stockPrice;
errorCode = mBroker.GetEquityQuote(stockCode, out stockPrice);
if (!errorCode.Equals(BrokerErrorCode.Success))
{
return(errorCode);
}
int stockExchange = stockInfo.MainExchange == Exchange.NSE ? 0 : 1;
double buyOrderValue = (stockPrice[stockExchange].LastTradePriceDouble * algoParams.StockTradingLot);
buyOrderValue += stockInfo.EstimatedBrokerage(buyOrderValue);
// Erroneous conditions get out, do later
// TODO: right now assume stock abvailable is at least = stock trading lot
// and assume limit is available
//if(stockInfo.StockAvailableAtStart <
// TODO: find better alternative to fit this variable
if ((stockInfo.StockAvailableAtStart < algoParams.StockTradingLot) && (stockInfo.FundLimitAtStart >= 2 * buyOrderValue))
{
// This means first buy the stock, then start trading it
bGenerateASingleBuyOrderAtStart = true;
}
else if (stockInfo.StockAvailableAtStart < algoParams.StockTradingLot)
{
errorCode = BrokerErrorCode.InValidArg;
}
if (!bGenerateASingleBuyOrderAtStart && errorCode.Equals(BrokerErrorCode.Success))
{
// There should be suficient stock to place a sell order to generate limit first
// and then for the pair-orders
// stockavailable should be at least twice the trading lot
if ((stockInfo.FundLimitAtStart < buyOrderValue) && (stockInfo.StockAvailableAtStart >= 2 * algoParams.StockTradingLot))
{
// Generate a sell order
bGenerateASingleSellOrderAtStart = true;
}
else if (stockInfo.FundLimitAtStart < buyOrderValue)
{
errorCode = BrokerErrorCode.InValidArg;
}
}
string price = "1";
bool bGenerateOrder = false;
OrderDirection orderDirection = OrderDirection.BUY;
// BUY order
if (bGenerateASingleBuyOrderAtStart)
{
// price decision
if (algoParams.initBidPrice > 0)
{
price = algoParams.initBidPrice.ToString();
}
// First orders, only if market not open and it is first order pair
else if (!MarketUtils.IsMarketOpen())
{
double closePrice = stockPrice[stockExchange].PreviousClosePriceDouble;
decimal buy = (decimal)(closePrice - ((double)(3.0 / 100) * closePrice));//prevclose - 3%
buy = decimal.Subtract(buy, 0.05M);
buy = decimal.Round(buy, 1);
price = buy.ToString();
}
// Subsequent orders
// TODO: May put time conditions or market volatility conditions here in else if
else
{
double ltp = stockPrice[stockExchange].LastTradePriceDouble;
decimal buy = (decimal)(ltp - ((double)(0.65 / 100) * ltp));//prevclose - 0.65%
buy = decimal.Subtract(buy, 0.05M);
buy = decimal.Round(buy, 1);
price = buy.ToString();
}
orderDirection = OrderDirection.BUY;
bGenerateASingleBuyOrderAtStart = false;
bGenerateOrder = true;
}
// SELL order
if (bGenerateASingleSellOrderAtStart)
{
// price decision
if (algoParams.initOfferPrice > 0)
{
price = algoParams.initOfferPrice.ToString();
}
// First orders, only if market not open and it is first order pair
if (!MarketUtils.IsMarketOpen())
{
double closePrice = stockPrice[stockExchange].PreviousClosePriceDouble;
decimal sell = (decimal)(closePrice + (3.0 / 100 * closePrice));//prevclose + 3%
sell = decimal.Add(sell, 0.05M);
sell = decimal.Round(sell, 1, MidpointRounding.AwayFromZero);
price = sell.ToString();
}
// Subsequent orders
// TODO: May put time conditions or market volatility conditions here in else if
else
{
double ltp = stockPrice[stockExchange].LastTradePriceDouble;
decimal sell = (decimal)(ltp + (0.65 / 100 * ltp));//prevclose + 0.65%
sell = decimal.Add(sell, 0.05M);
sell = decimal.Round(sell, 1, MidpointRounding.AwayFromZero);
price = sell.ToString();
}
orderDirection = OrderDirection.SELL;
bGenerateASingleSellOrderAtStart = false;
bGenerateOrder = true;
}
if (bGenerateOrder)
{
// Generate orders
List <EquityOrderRecord> generatedOrders = new List <EquityOrderRecord>
{
new EquityOrderRecord(stockCode,
algoParams.StockTradingLot,
price, OrderPriceType.LIMIT,
orderDirection,
stockInfo.MainExchange,
EquityOrderType.DELIVERY, "0",
"0")
};
List <BrokerErrorCode> errorCodes = null;
// Validate orders
List <EquityOrderRecord> ordersToPlace = stockInfo.ReturnFilteredValidOrders(generatedOrders);
// Place validated orders
errorCodes = mBroker.PlaceMultipleEquityOrders(ordersToPlace, 5);
traceString = "Algo1_SimplePairedBuySellDelivery.Prolog\n" + "Stock: " + stockInfo.StockCode + " :PlaceMultipleEquityOrders: 1\n";
int o = 0;
foreach (BrokerErrorCode errCodeEach in errorCodes)
{
EquityOrderRecord order = ordersToPlace[o++];
traceString = traceString + order.OrderDirection.ToString() + "-" + order.Quantity.ToString() +
" at " + order.Price + ": " + errCodeEach.ToString() + "\n";
errorCode = errCodeEach;
}
FileTracing.TraceOut(traceString);
}
traceString = "Algo1_SimplePairedBuySellDelivery.Prolog :: EXIT";
FileTracing.TraceOut(traceString);
return(errorCode);
}
// place deliver order
public BrokerErrorCode PlaceEquityMarginDeliveryFBSOrder(string stockCode,
int quantity,
string price,
OrderPriceType orderPriceType,
OrderDirection orderDirection,
EquityOrderType orderType,
Exchange exchange)
{
// Login If needed
BrokerErrorCode errorCode = CheckAndLogInIfNeeded(false);
if (errorCode != BrokerErrorCode.Success)
{
return(errorCode);
}
string FML_ORD_ORDR_FLW_value = null;
if (orderDirection == OrderDirection.BUY)
{
FML_ORD_ORDR_FLW_value = "B";
}
else if (orderDirection == OrderDirection.SELL)
{
FML_ORD_ORDR_FLW_value = "S";
}
string FML_ORD_TYP_value = null, FML_ORD_LMT_RT_value = String.Empty;
if (orderPriceType == OrderPriceType.MARKET)
{
FML_ORD_TYP_value = "M";
}
else if (orderPriceType == OrderPriceType.LIMIT)
{
FML_ORD_TYP_value = "L";
FML_ORD_LMT_RT_value = price;
}
string FML_ORD_TRD_DT_value = null;
string squareOffMode = "S";
string FML_ORD_XCHNG_CD_value = null;
if (exchange == Exchange.BSE)
{
FML_ORD_TRD_DT_value = FML_ORD_TRD_DT_BSE_value;
FML_ORD_XCHNG_CD_value = "BSE";
squareOffMode = "S";
}
else if (exchange == Exchange.NSE)
{
FML_ORD_TRD_DT_value = FML_ORD_TRD_DT_NSE_value;
FML_ORD_XCHNG_CD_value = "NSE";
squareOffMode = "M";
}
string prdctType = orderType == EquityOrderType.DELIVERY ? "CASH" : "MARGIN";
string query = "FML_ORD_ORDR_FLW=" + FML_ORD_ORDR_FLW_value +
"&FML_ACCOUNT=" + FML_ACCOUNT_value +
"&TEMP=" + FML_ORD_XCHNG_CD_value +
"&FML_ORD_PRDCT_TYP=" + prdctType +
(orderType == EquityOrderType.MARGIN ? "&FML_SQ_FLAG=" + squareOffMode : "") + //Squareoff mode: M (for client) S (for broker), for BSE only S
"&FML_STCK_CD=" + stockCode +
"&FML_QTY=" + quantity.ToString() +
"&FML_DOTNET_FLG=Y&FML_URL_FLG=http%3A%2F%2Fgetquote.icicidirect.com%2Ftrading%2Fequity%2Ftrading_stock_quote.asp " +
"&FML_ORD_TYP=" + FML_ORD_TYP_value +
"&FML_ORD_LMT_RT=" + FML_ORD_LMT_RT_value +
"&FML_ORD_DSCLSD_QTY=&FML_ORD_STP_LSS=" +
"&FML_ORD_TRD_DT_BSE=" + FML_ORD_TRD_DT_BSE_value +
"&FML_ORD_TRD_DT_NSE=" + FML_ORD_TRD_DT_NSE_value +
"&FML_ORD_TRD_DT=" + FML_ORD_TRD_DT_value +
"&FML_PRODUCT_INDEX=0" +
"&FML_ORD_PRD_HIDDEN=" + prdctType +
"&FML_ORD_CLM_MTCH_ACCNT=" +
"&FML_TRADING_LIMIT_NSE=" + FML_TRADING_LIMIT_NSE_value +
"&FML_TRADING_LIMIT_BSE=" + FML_TRADING_LIMIT_BSE_value +
"&FML_ORD_DP_CLNT_ID=&FML_ORD_DP_ID=&FML_TRN_PRDT_TYP=" +
"&FML_ORD_XCHNG_CD=" + FML_ORD_XCHNG_CD_value +
"&FML_ORD_XCHNG_CD_CHECK=" + (exchange == Exchange.BSE ? "NSE" : "") +
"&FML_PRCNTG_CHECK=3.0&FML_ARRAY_BOUND=1&FML_ARRAY_ELEMENT=&NicValue=&BrowserBack_Xchang=NSE&PWD_ENABLED=N&FML_LAS=Y" +
"&m_FML_AC_ACTIVATED_FROM=BSE&m_FML_USR_ZIP_CD=B3&m_FML_AC_ACTIVATED_FROM=NSE&m_FML_USR_ZIP_CD=N9";
string orderPlacePageData = IciciGetWebPageResponse(URL_ICICI_EQT_FBS_CASHMARGIN_ORDER,
query,
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
if (errorCode.Equals(BrokerErrorCode.Success))
{
errorCode = GetEQTOrderPlacementCode(orderPlacePageData, EquityOrderType.DELIVERY);
if (BrokerErrorCode.Success == errorCode)
{
// ********** Get exchange reference number (primary key for an order) ***********
// add the record to DB
GetOrderConfirmationData(orderPlacePageData, orderType);
}
}
return(errorCode);
}
// place margin pending delivery square off order
public BrokerErrorCode PlaceEquityMarginSquareOffOrder(string stockCode,
int quantity,
string price,
OrderPriceType orderPriceType,
OrderDirection orderDirection,
EquityOrderType orderType,
Exchange exchange,
out string orderRef)
{
orderRef = "";
// Login If needed
BrokerErrorCode errorCode = CheckAndLogInIfNeeded(false);
if (errorCode != BrokerErrorCode.Success)
{
return(errorCode);
}
string FML_ORD_ORDR_FLW_value = orderDirection == OrderDirection.BUY ? "B" : "S";
string FML_XCHNG_SGMNT_CD = "";
string FML_ORD_TYP_value = null, FML_ORD_LMT_RT_value = String.Empty;
if (orderPriceType == OrderPriceType.MARKET)
{
FML_ORD_TYP_value = "M";
}
else if (orderPriceType == OrderPriceType.LIMIT)
{
FML_ORD_TYP_value = "L";
FML_ORD_LMT_RT_value = price;
}
string FML_ORD_TRD_DT_value = null;
string squareOffMode = orderDirection == OrderDirection.SELL ? "S" : "M";
string FML_ORD_XCHNG_CD_value = null;
if (exchange == Exchange.BSE)
{
FML_XCHNG_SGMNT_CD = "B";
FML_ORD_TRD_DT_value = FML_ORD_TRD_DT_BSE_value;
FML_ORD_XCHNG_CD_value = "BSE";
}
else if (exchange == Exchange.NSE)
{
FML_XCHNG_SGMNT_CD = "N";
FML_ORD_TRD_DT_value = FML_ORD_TRD_DT_NSE_value;
FML_ORD_XCHNG_CD_value = "NSE";
}
string prdctType = orderType == EquityOrderType.DELIVERY ? "C" : "M";
string query =
"&FML_ORD_XCHNG_CD=" + FML_ORD_XCHNG_CD_value +
"&FML_STCK_CD=" + stockCode +
"&FML_QTY=" + quantity.ToString() +
"&FML_XCHNG_SGMNT_CD=" + FML_XCHNG_SGMNT_CD +
"&FML_STTLMNT_NMBR=" +
"&AvgPrc=" +
"&FML_ORD_TRD_DT=" + FML_ORD_TRD_DT_NSE_value +
"&FML_XCHNG_ST=" + NSEStatus +
"&NicValue=" +
"&m_IntPass=1" +
"&FML_URQ_USR_RD_FLG=" +
"&FML_ORD_ORDR_FLW=" + FML_ORD_ORDR_FLW_value +
"&FML_ORD_DSCLSD_QTY=" +
"&FML_SQROFF=" + quantity.ToString() +
"&FML_POINT_TYPE=T" +
"&FML_ORD_TYP=" + FML_ORD_TYP_value +
"&FML_LM_RT=" + FML_ORD_LMT_RT_value +
"&FML_GMS_CSH_PRDCT_PRCNTG=" +
"&FML_ORD_STP_LSS=" +
"&Submit1=Square Off" +
"&Submit2=Clear" +
"&FML_ORD_XCHNG_SGMNT_STTLMNT=" +
"&FML_QUOTE=" +
"&FML_QUOTE_TIME=" +
"&FML_TRDNG_PSSWRD_FLG=N" +
"&FML_RT=" +
"&FML_ISIN_NMBR=" +
"&FML_STK_STCK_NM=" +
"&FML_TM=" +
"&FML_QTY_OTH=" + quantity.ToString() +
"&pgname=EquityPendingForDeliverySquareOff" +
"&ismethodcall=1" +
"&mthname=ValidateFormData";
string orderPlacePageData = IciciGetWebPageResponse(URL_ICICI_BASE_ACTION,
query,
URL_ICICI_REFERRER,
mCookieContainer,
out errorCode);
if (errorCode.Equals(BrokerErrorCode.Success))
{
errorCode = GetEQTOrderPlacementCode(orderPlacePageData);
if (BrokerErrorCode.Success == errorCode)
{
orderRef = ExtractOrderReferenceNumberMarginSqOffOrder(orderPlacePageData);
}
}
return(errorCode);
}