private static bool ProcessRequest(FxcmBroker fxcm, O2GRequest request)
{
var responseListener = new ResponseListener(fxcm.Session);
fxcm.Session.subscribeResponse(responseListener);
try
{
responseListener.SetRequestID(request.RequestID);
fxcm.Session.sendRequest(request);
if (responseListener.WaitEvents())
{
if (!string.IsNullOrEmpty(responseListener.Error))
{
Log.Error($"Unable to process request - {responseListener.Error}");
return(false);
}
return(true);
}
else
{
Log.Error($"Unable to process request");
return(false);
}
}
finally
{
fxcm.Session.unsubscribeResponse(responseListener);
}
}
public RunStrategyLiveViewModel()
{
DependencyContainer.ComposeParts(this);
RunLiveCommand = new DelegateCommand(o => RunLive());
_fxcm = (FxcmBroker)_brokersService.Brokers.First(x => x.Name == "FXCM");
_strategiesDirectory = _dataDirectoryService.MainDirectoryWithApplicationName;
_logDirectory = DataDirectoryService.GetMainDirectoryWithApplicationName("FXCMTradeLog");
_brokersService.LoadBrokerAccounts(_tradeDetailsAutoCalculatorService, _logDirectory);
_brokerAccount = _brokersService.AccountsLookup[_fxcm];
}
public static bool ChangeStop(this FxcmBroker fxcm, string stopOrderId, double rateStop)
{
if (fxcm.Status != ConnectStatus.Connected)
{
Log.Error("FXCM not connected");
return(false);
}
O2GRequestFactory requestFactory = fxcm.Session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
var account = GetAccount(fxcm.Session);
O2GValueMap valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.EditOrder);
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.Stop);
valuemap.setString(O2GRequestParamsEnum.AccountID, account.AccountID);
valuemap.setString(O2GRequestParamsEnum.OrderID, stopOrderId);
valuemap.setDouble(O2GRequestParamsEnum.Rate, rateStop);
var request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Log.Error($"Unable to process request - {requestFactory.getLastError()}");
return(false);
}
var ret = ProcessRequest(fxcm, request);
return(ret);
}
public static bool CreateMarketOrder(this FxcmBroker fxcm, string instrument, int lotsAmount, TradeDirection direction, out string orderId, double?rateStop = null, double?rateLimit = null)
{
orderId = string.Empty;
if (fxcm.Status != ConnectStatus.Connected)
{
Log.Error("FXCM not connected");
return(false);
}
O2GOfferRow offer = GetOffer(fxcm.Session, instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", instrument));
}
O2GRequest request = null;
O2GRequestFactory requestFactory = fxcm.Session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
var account = GetAccount(fxcm.Session);
O2GValueMap valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketOpen);
valuemap.setString(O2GRequestParamsEnum.AccountID, account.AccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, offer.OfferID);
valuemap.setString(O2GRequestParamsEnum.BuySell, direction == TradeDirection.Long ? "B" : "S");
if (rateStop != null)
{
valuemap.setDouble(O2GRequestParamsEnum.RateStop, rateStop.Value);
}
if (rateLimit != null)
{
valuemap.setDouble(O2GRequestParamsEnum.RateLimit, rateLimit.Value);
}
// Get account
var loginRules = fxcm.Session.getLoginRules();
var tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(instrument, account);
int iAmount = iBaseUnitSize * lotsAmount;
valuemap.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemap.setString(O2GRequestParamsEnum.CustomID, "TrueMarketOrder");
request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Log.Error($"Unable to process request - {requestFactory.getLastError()}");
return(false);
}
var ret = ProcessOrderRequest(fxcm, request, out orderId);
return(ret);
}
public static bool CreateOrder(this FxcmBroker fxcm, string market, double rate, double?rateStop, double?rateLimit,
DateTime?expiryDateUtc, decimal amount, TradeDirection direction, out string orderId)
{
var requestFactory = fxcm.Session.getRequestFactory();
orderId = string.Empty;
// Get price
var offer = GetOffer(fxcm.Session, market);
if (offer == null)
{
Log.Error($"Unable to get offer price - {requestFactory.getLastError()}");
return(false);
}
// Get account
var account = GetAccount(fxcm.Session);
var loginRules = fxcm.Session.getLoginRules();
var tradingSettingsProvider = loginRules.getTradingSettingsProvider();
var iCondDistEntryLimit = tradingSettingsProvider.getCondDistEntryLimit(market);
var iCondDistEntryStop = tradingSettingsProvider.getCondDistEntryStop(market);
// Get order type
var buySell = direction == TradeDirection.Long ? "B" : "S";
var sOrderType = GetEntryOrderType(offer.Bid, offer.Ask, rate, buySell, offer.PointSize, iCondDistEntryLimit, iCondDistEntryStop);
var valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemap.setString(O2GRequestParamsEnum.OrderType, sOrderType);
valuemap.setString(O2GRequestParamsEnum.AccountID, account.AccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, offer.OfferID);
valuemap.setString(O2GRequestParamsEnum.BuySell, buySell);
valuemap.setInt(O2GRequestParamsEnum.Amount, (int)amount);
valuemap.setDouble(O2GRequestParamsEnum.Rate, rate);
valuemap.setString(O2GRequestParamsEnum.CustomID, "EntryOrder");
if (rateStop != null)
{
valuemap.setDouble(O2GRequestParamsEnum.RateStop, rateStop.Value);
}
if (rateLimit != null)
{
valuemap.setDouble(O2GRequestParamsEnum.RateLimit, rateLimit.Value);
}
// Set expiry
if (expiryDateUtc != null)
{
var expiryStr = expiryDateUtc.Value.ToString("yyyyMMdd-HH:mm:ss");
valuemap.setString(O2GRequestParamsEnum.TimeInForce, Constants.TIF.GTD);
valuemap.setString(O2GRequestParamsEnum.ExpireDateTime, expiryStr); // UTCTimestamp format: "yyyyMMdd-HH:mm:ss.SSS" (milliseconds are optional)
}
// Create order
var request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Log.Error($"Unable to create FXCM order - {requestFactory.getLastError()}");
return(false);
}
var ret = ProcessOrderRequest(fxcm, request, out orderId);
return(ret);
}
private static bool ProcessOrderRequest(FxcmBroker fxcm, O2GRequest request, out string orderId)
{
var ret = string.Empty;
var waitOrder = new ManualResetEvent(false);
var responseListener = new ResponseListener(
fxcm.Session,
data =>
{
O2GResponseReaderFactory factory = fxcm.Session.getResponseReaderFactory();
if (factory != null)
{
O2GTablesUpdatesReader reader = factory.createTablesUpdatesReader(data);
for (int ii = 0; ii < reader.Count; ii++)
{
if (reader.getUpdateTable(ii) == O2GTableType.Orders)
{
O2GOrderRow orderRow = reader.getOrderRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
ret = orderRow.OrderID;
waitOrder.Set();
break;
}
}
}
}
});
fxcm.Session.subscribeResponse(responseListener);
try
{
responseListener.SetRequestID(request.RequestID);
fxcm.Session.sendRequest(request);
if (responseListener.WaitEvents())
{
if (!string.IsNullOrEmpty(responseListener.Error))
{
Log.Error($"Unable to process request - {responseListener.Error}");
orderId = ret;
return(false);
}
// Get order ID
waitOrder.WaitOne();
orderId = ret;
return(true);
}
else
{
Log.Error($"Unable to process request");
orderId = ret;
return(false);
}
}
finally
{
fxcm.Session.unsubscribeResponse(responseListener);
}
}
