/// <summary>
/// создать закрывающий ордер для сделки
/// </summary>
public Order CreateCloseOrderForDeal(Position deal, decimal price, OrderPriceType priceType, TimeSpan timeLife)
{
Side direction;
if (deal.Direction == Side.Buy)
{
direction = Side.Sell;
}
else
{
direction = Side.Buy;
}
int volume = deal.OpenVolume;
if (volume == 0)
{
return(null);
}
Order newOrder = new Order();
newOrder.NumberUser = NumberGen.GetNumberOrder();
newOrder.Side = direction;
newOrder.Price = price;
newOrder.Volume = volume;
newOrder.TypeOrder = priceType;
newOrder.LifeTime = timeLife;
return(newOrder);
}
/// <summary>
/// создать менеджера роботов
/// </summary>
/// <param name="hostChart">область для чарта</param>
/// <param name="hostGlass">область для стакана</param>
/// <param name="hostOpenDeals">область для таблицы открытых сделок</param>
/// <param name="hostCloseDeals">область для таблицы закрытых сделок</param>
/// <param name="hostAllDeals">область всех сделок</param>
/// <param name="hostLogBot">область для бот лога</param>
/// <param name="hostLogPrime">область для прайм лога</param>
/// <param name="rectangleAroundChart">квадрат за чартом</param>
/// <param name="hostAlerts">область для алертов</param>
/// <param name="tabPanel">панель с роботами</param>
/// <param name="tabBotTab">панель робота с вкладками инструментов</param>
/// <param name="textBoxLimitPrice">текстБокс с ценой лимитника при вводе заявки</param>
/// <param name="gridChartControlPanel">грид для панели управления чартом</param>
/// <param name="startProgram">тип программы который запросил создание класса</param>
public OsTraderMaster(WindowsFormsHost hostChart, WindowsFormsHost hostGlass, WindowsFormsHost hostOpenDeals,
WindowsFormsHost hostCloseDeals, WindowsFormsHost hostAllDeals, WindowsFormsHost hostLogBot, WindowsFormsHost hostLogPrime, Rectangle rectangleAroundChart, WindowsFormsHost hostAlerts,
TabControl tabPanel, TabControl tabBotTab, TextBox textBoxLimitPrice, Grid gridChartControlPanel, StartProgram startProgram)
{
NumberGen.GetNumberOrder(startProgram);
_startProgram = startProgram;
if (_startProgram == StartProgram.IsTester)
{
_typeWorkKeeper = ConnectorWorkType.Tester;
((TesterServer)ServerMaster.GetServers()[0]).TestingStartEvent += StrategyKeeper_TestingStartEvent;
((TesterServer)ServerMaster.GetServers()[0]).TestingFastEvent += StrategyKeeper_TestingFastEvent;
((TesterServer)ServerMaster.GetServers()[0]).TestingEndEvent += StrategyKeeper_TestingEndEvent;
}
if (_startProgram != StartProgram.IsTester)
{
ServerMaster.ActivateAutoConnection();
}
ServerMaster.LogMessageEvent += SendNewLogMessage;
_tabBotTab = tabBotTab;
if (_tabBotTab.Items != null)
{
_tabBotTab.Items.Clear();
}
_textBoxLimitPrice = textBoxLimitPrice;
_hostChart = hostChart;
_hostGlass = hostGlass;
_hostOpenDeals = hostOpenDeals;
_hostCloseDeals = hostCloseDeals;
_hostAllDeals = hostAllDeals;
_hostboxLog = hostLogBot;
_rectangleAroundChart = rectangleAroundChart;
_hostAlerts = hostAlerts;
_gridChartControlPanel = gridChartControlPanel;
_tabBotNames = tabPanel;
_tabBotNames.Items.Clear();
_riskManager = new RiskManager.RiskManager("GlobalRiskManager", _startProgram);
_riskManager.RiskManagerAlarmEvent += _riskManager_RiskManagerAlarmEvent;
_riskManager.LogMessageEvent += SendNewLogMessage;
_globalController = new GlobalPosition(_hostAllDeals, _startProgram);
_globalController.LogMessageEvent += SendNewLogMessage;
_log = new Log("Prime", _startProgram);
_log.StartPaint(hostLogPrime);
_log.Listen(this);
_hostLogPrime = hostLogPrime;
SendNewLogMessage("Запуск OsTraderMaster. Включение программы.", LogMessageType.User);
Load();
_tabBotNames.SelectionChanged += _tabBotControl_SelectionChanged;
ReloadRiskJournals();
_globalController.StartPaint();
}
public void SendOrder(ServerType server, string security, string portfolio, decimal price, decimal volume, Side orderSide)
{
IServer myServer = null;
for (int i = 0; i < Servers.Count; i++)
{
if (Servers[i].ServerType == server)
{
myServer = Servers[i];
break;
}
}
if (myServer == null)
{
return;
}
Order order = new Order();
order.SecurityNameCode = security;
order.PortfolioNumber = portfolio;
order.Price = price;
order.Volume = volume;
order.Side = orderSide;
order.NumberUser = NumberGen.GetNumberOrder(this.StartProgram);
myServer.ExecuteOrder(order);
}
/// <summary>
/// generete my trade from order
/// сгенерировать мои трейды из ордера
/// </summary>
/// <param name="order"></param>
private void GenerateTrades(KrakenOrder order)
{
Order osOrder = _osEngineOrders.Find(ord => ord.NumberMarket == order.TxId);
MyTrade newTrade = new MyTrade();
newTrade.NumberOrderParent = order.TxId;
newTrade.NumberTrade = NumberGen.GetNumberOrder(StartProgram.IsOsTrader).ToString();
newTrade.Side = osOrder.Side;
if (order.AveragePrice != null &&
order.AveragePrice != 0)
{
newTrade.Price = Convert.ToDecimal(order.AveragePrice);
}
else
{
newTrade.Price = osOrder.Price;
}
newTrade.Volume = order.Volume;
newTrade.SecurityNameCode = osOrder.SecurityNameCode;
if (NewMyTradeEvent != null)
{
NewMyTradeEvent(newTrade);
}
}
/// <summary>
/// convert Os.Engine order to string for canceling in QUIK
/// преобразовать ордер Os.Engine в строку отзыва ордера Квик
/// </summary>
private string ConvertToKillQuikOrder(Order order)
{
Portfolio myPortfolio = _portfolios.Find(por => por.Number == order.PortfolioNumber);
Security mySecurity = _securities.Find(sec => sec.Name == order.SecurityNameCode);
if (myPortfolio == null ||
mySecurity == null)
{
return(null);
}
// CLASSCODE = TQBR; SECCODE = RU0009024277; TRANS_ID = 5; ACTION = KILL_ORDER; ORDER_KEY = 503983;
string accaunt;
string codeClient;
if (myPortfolio.Number.Split('@').Length == 1)
{
accaunt = myPortfolio.Number;
codeClient = "";
}
else
{
accaunt = myPortfolio.Number.Split('@')[0];
codeClient = myPortfolio.Number.Split('@')[1];
}
string command;
if (codeClient == "")
{
command =
"TRANS_ID=" + NumberGen.GetNumberOrder(StartProgram.IsOsTrader) +
"; ACCOUNT=" + accaunt +
"; SECCODE=" + mySecurity.Name +
"; CLASSCODE=" + mySecurity.NameClass +
"; ACTION=KILL_ORDER" +
"; ORDER_KEY=" + order.NumberMarket +
";";
}
else
{
command =
"TRANS_ID=" + NumberGen.GetNumberOrder(StartProgram.IsOsTrader) +
"; ACCOUNT=" + accaunt +
"; CLIENT_CODE=" + codeClient +
"; SECCODE=" + mySecurity.Name +
"; CLASSCODE=" + mySecurity.NameClass +
"; ACTION=KILL_ORDER" +
"; ORDER_KEY=" + order.NumberMarket +
";";
}
return(command);
}
private void GenerateTrades(KrakenOrder order)
{
return;
Order osOrder = _osEngineOrders.Find(ord => ord.NumberMarket == order.TxId);
if (order.Status == null)
{
return;
}
if (order.Status != "closed")
{
if (osOrder.VolumeExecute == 0)
{
return;
}
}
MyTrade newTrade = new MyTrade();
newTrade.NumberOrderParent = order.TxId;
newTrade.NumberTrade = NumberGen.GetNumberOrder(StartProgram.IsOsTrader).ToString();
newTrade.Side = osOrder.Side;
if (order.AveragePrice != null &&
order.AveragePrice != 0)
{
newTrade.Price = Convert.ToDecimal(order.AveragePrice);
}
else
{
newTrade.Price = osOrder.Price;
}
if (order.VolumeExecuted != null &&
order.VolumeExecuted != 0)
{
newTrade.Volume = order.VolumeExecuted.ToString().ToDecimal();
}
else
{
newTrade.Volume = order.Volume.ToString().ToDecimal();
}
newTrade.SecurityNameCode = osOrder.SecurityNameCode;
if (MyTradeEvent != null)
{
MyTradeEvent(newTrade);
}
}
private void EventsOnOnTrade(QuikSharp.DataStructures.Transaction.Trade qTrade)
{
lock (myTradeLocker)
{
try
{
MyTrade trade = new MyTrade();
trade.NumberTrade = qTrade.TradeNum.ToString();
trade.SecurityNameCode = qTrade.SecCode + "_" + qTrade.ClassCode;
trade.NumberOrderParent = qTrade.OrderNum.ToString();
trade.Price = Convert.ToDecimal(qTrade.Price);
trade.Volume = qTrade.Quantity;
trade.Time = new DateTime(qTrade.QuikDateTime.year, qTrade.QuikDateTime.month,
qTrade.QuikDateTime.day, qTrade.QuikDateTime.hour,
qTrade.QuikDateTime.min, qTrade.QuikDateTime.sec, qTrade.QuikDateTime.ms);
trade.Side = qTrade.Flags == OrderTradeFlags.IsSell ? Side.Sell : Side.Buy;
trade.MicroSeconds = qTrade.QuikDateTime.mcs;
MyTrade tradeWithSameNumber = _myTrades.Find(t => t.NumberTrade == qTrade.TradeNum.ToString());
if (tradeWithSameNumber != null)
{ // нашли трейд с тем же номером.
if (tradeWithSameNumber.Time == trade.Time &&
tradeWithSameNumber.Price == trade.Price &&
tradeWithSameNumber.Volume == trade.Volume &&
tradeWithSameNumber.MicroSeconds == trade.MicroSeconds)
{ // повтор
return;
}
else
{ // ошибка в КвикШарп по номеру сделки. Даём ей свою
trade.NumberTrade = NumberGen.GetNumberOrder(StartProgram.IsOsTrader).ToString();
}
}
_myTrades.Add(trade);
if (MyTradeEvent != null)
{
MyTradeEvent(trade);
}
if (_myTrades.Count > 1000)
{
_myTrades.RemoveAt(0);
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
}
}
/// <summary>
/// создать ордер
/// </summary>
public Order CreateOrder(Side direction, decimal priceOrder, int volume, OrderPriceType priceType, TimeSpan timeLife)
{
Order newOrder = new Order();
newOrder.NumberUser = NumberGen.GetNumberOrder();
newOrder.Side = direction;
newOrder.Price = priceOrder;
newOrder.Volume = volume;
newOrder.TypeOrder = priceType;
newOrder.LifeTime = timeLife;
return(newOrder);
}
/// <summary>
/// создать массив ордеров для айсберга
/// </summary>
private void CreateCloseOrders()
{
Side side;
if (_position.Direction == Side.Buy)
{
side = Side.Sell;
}
else
{
side = Side.Buy;
}
int realCountOrders = _ordersCount;
if (realCountOrders > _volume)
{
realCountOrders = _volume;
}
Order[] orders = new Order[realCountOrders];
for (int i = 0; i < orders.Length; i++)
{
orders[i] = new Order();
orders[i].Side = side;
orders[i].LifeTime = _lifiTime;
orders[i].Volume = Convert.ToInt32(Math.Round(Convert.ToDecimal(_volume) / Convert.ToDecimal(realCountOrders)));
orders[i].Price = _price;
orders[i].PortfolioNumber = _bot.Portfolio.Number;
orders[i].SecurityNameCode = _bot.Securiti.Name;
orders[i].NumberUser = NumberGen.GetNumberOrder();
if (i + 1 == orders.Length)
{// если это последний ордер,
// считаем отдельно, сколько реально осталось контрактов
int realVolume = 0;
for (int i2 = 0; i2 < orders.Length - 1; i2++)
{
realVolume += orders[i2].Volume;
}
orders[i].Volume = _volume - realVolume;
}
}
_ordersNeadToCreate = orders.ToList();
}
/// <summary>
/// create an array of orders for iceberg
/// создать массив ордеров для айсберга
/// </summary>
private void CreateCloseOrders()
{
Side side;
if (_position.Direction == Side.Buy)
{
side = Side.Sell;
}
else
{
side = Side.Buy;
}
int realCountOrders = _ordersCount;
if (realCountOrders > _volume)
{
realCountOrders = Convert.ToInt32(_volume);
}
Order[] orders = new Order[realCountOrders];
for (int i = 0; i < orders.Length; i++)
{
orders[i] = new Order();
orders[i].Side = side;
orders[i].LifeTime = _lifiTime;
orders[i].Volume = Convert.ToInt32(Math.Round(Convert.ToDecimal(_volume) / Convert.ToDecimal(realCountOrders)));
orders[i].Price = _price;
orders[i].PortfolioNumber = _bot.Portfolio.Number;
orders[i].SecurityNameCode = _bot.Securiti.Name;
orders[i].NumberUser = NumberGen.GetNumberOrder(_bot.StartProgram);
if (i + 1 == orders.Length)
{
decimal realVolume = 0;
for (int i2 = 0; i2 < orders.Length - 1; i2++)
{
realVolume += orders[i2].Volume;
}
orders[i].Volume = _volume - realVolume;
}
}
_ordersNeadToCreate = orders.ToList();
}
public OsTraderMaster(StartProgram startProgram, WindowsFormsHost hostLogPrime)
{
NumberGen.GetNumberOrder(startProgram);
_startProgram = startProgram;
if (_startProgram == StartProgram.IsTester)
{
_typeWorkKeeper = ConnectorWorkType.Tester;
((TesterServer)ServerMaster.GetServers()[0]).TestingStartEvent += StrategyKeeper_TestingStartEvent;
((TesterServer)ServerMaster.GetServers()[0]).TestingFastEvent += StrategyKeeper_TestingFastEvent;
((TesterServer)ServerMaster.GetServers()[0]).TestingEndEvent += StrategyKeeper_TestingEndEvent;
}
if (_startProgram != StartProgram.IsTester)
{
ServerMaster.ActivateAutoConnection();
}
ServerMaster.LogMessageEvent += SendNewLogMessage;
_riskManager = new RiskManager.RiskManager("GlobalRiskManager", _startProgram);
_riskManager.RiskManagerAlarmEvent += _riskManager_RiskManagerAlarmEvent;
_riskManager.LogMessageEvent += SendNewLogMessage;
_globalController = new GlobalPosition(_hostAllDeals, _startProgram);
_globalController.LogMessageEvent += SendNewLogMessage;
_log = new Log("Prime", _startProgram);
_log.StartPaint(hostLogPrime);
_log.Listen(this);
_hostLogPrime = hostLogPrime;
SendNewLogMessage(OsLocalization.Trader.Label1, LogMessageType.User);
Load();
_tabBotNames.SelectionChanged += _tabBotControl_SelectionChanged;
ReloadRiskJournals();
_globalController.StartPaint();
Master = this;
if (_startProgram == StartProgram.IsOsTrader && PrimeSettingsMaster.AutoStartApi)
{
ApiMaster = new AdminApiMaster(Master);
}
}
/// <summary>
/// create order /
/// создать ордер
/// </summary>
public Order CreateOrder(
Side direction, decimal priceOrder, decimal volume,
OrderPriceType priceType, TimeSpan timeLife, StartProgram startProgram,
OrderPositionConditionType positionConditionType)
{
Order newOrder = new Order();
newOrder.NumberUser = NumberGen.GetNumberOrder(startProgram);
newOrder.Side = direction;
newOrder.Price = priceOrder;
newOrder.Volume = volume;
newOrder.TypeOrder = priceType;
newOrder.LifeTime = timeLife;
newOrder.PositionConditionType = positionConditionType;
return(newOrder);
}
/// <summary>
/// проверить ордера на состояние
/// </summary>
public bool GetAllOrders(List <Order> oldOpenOrders)
{
List <string> namesSec = new List <string>();
for (int i = 0; i < oldOpenOrders.Count; i++)
{
if (namesSec.Find(name => name.Contains(oldOpenOrders[i].SecurityNameCode)) == null)
{
namesSec.Add(oldOpenOrders[i].SecurityNameCode);
}
}
string endPoint = "/api/v3/allOrders";
List <HistoryOrderReport> allOrders = new List <HistoryOrderReport>();
for (int i = 0; i < namesSec.Count; i++)
{
var param = new Dictionary <string, string>();
param.Add("symbol=", namesSec[i].ToUpper());
//param.Add("&recvWindow=" , "100");
//param.Add("&limit=", GetNonce());
param.Add("&limit=", "500");
//"symbol={symbol.ToUpper()}&recvWindow={recvWindow}"
var res = CreateQuery(Method.GET, endPoint, param, true);
HistoryOrderReport[] orders = JsonConvert.DeserializeObject <HistoryOrderReport[]>(res);
if (orders != null && orders.Length != 0)
{
allOrders.AddRange(orders);
}
}
for (int i = 0; i < oldOpenOrders.Count; i++)
{
HistoryOrderReport myOrder = allOrders.Find(ord => ord.orderId == oldOpenOrders[i].NumberMarket);
if (myOrder == null)
{
continue;
}
if (myOrder.status == "NEW")
{ // ордер активен. Ничего не делаем
continue;
}
else if (myOrder.status == "FILLED" ||
myOrder.status == "PARTIALLY_FILLED")
{ // ордер исполнен
MyTrade trade = new MyTrade();
trade.NumberOrderParent = oldOpenOrders[i].NumberMarket;
trade.NumberTrade = NumberGen.GetNumberOrder(StartProgram.IsOsTrader).ToString();
trade.SecurityNameCode = oldOpenOrders[i].SecurityNameCode;
trade.Time = new DateTime(1970, 1, 1).AddMilliseconds(Convert.ToDouble(myOrder.updateTime));
trade.Side = oldOpenOrders[i].Side;
if (MyTradeEvent != null)
{
MyTradeEvent(trade);
}
}
else
{
Order newOrder = new Order();
newOrder.NumberMarket = oldOpenOrders[i].NumberMarket;
newOrder.NumberUser = oldOpenOrders[i].NumberUser;
newOrder.SecurityNameCode = oldOpenOrders[i].SecurityNameCode;
newOrder.State = OrderStateType.Cancel;
newOrder.Volume = oldOpenOrders[i].Volume;
newOrder.VolumeExecute = oldOpenOrders[i].VolumeExecute;
newOrder.Price = oldOpenOrders[i].Price;
newOrder.TypeOrder = oldOpenOrders[i].TypeOrder;
newOrder.TimeCallBack = new DateTime(1970, 1, 1).AddMilliseconds(Convert.ToDouble(myOrder.updateTime));
newOrder.ServerType = ServerType.Binance;
newOrder.PortfolioNumber = oldOpenOrders[i].PortfolioNumber;
if (MyOrderEvent != null)
{
MyOrderEvent(newOrder);
}
}
}
return(true);
}
