public void onTablesUpdates(O2GResponse data)
 {
     O2GResponseReaderFactory factory = mSession.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.Update)
                 {
                     if (mOrderIDs.Contains(orderRow.OrderID))
                     {
                         Console.WriteLine("The order has been updated. OrderID={0}, ContingentOrderID={1}, ContingencyType={2}", orderRow.OrderID, orderRow.ContingentOrderID, orderRow.ContingencyType);
                         mOrderIDs.Remove(orderRow.OrderID);
                     }
                     if (mOrderIDs.Count == 0)
                     {
                         mSyncResponseEvent.Set();
                     }
                 }
             }
         }
     }
 }
 /// <summary>
 /// ctor
 /// </summary>
 /// <param name="session"></param>
 public ResponseListener(O2GSession session)
 {
     mRequestID = string.Empty;
     mResponse = null;
     mSyncResponseEvent = new EventWaitHandle(false, EventResetMode.AutoReset);
     mSession = session;
 }
 /// <summary>
 /// Store offers data from response and print it
 /// </summary>
 /// <param name="session"></param>
 /// <param name="response"></param>
 /// <param name="sInstrument"></param>
 public void PrintOffers(O2GSession session, O2GResponse response, string sInstrument)
 {
     O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
     if (readerFactory == null)
     {
         throw new Exception("Cannot create response reader factory");
     }
     O2GOffersTableResponseReader responseReader = readerFactory.createOffersTableReader(response);
     for (int i = 0; i < responseReader.Count; i++)
     {
         O2GOfferRow offerRow = responseReader.getRow(i);
         Offer offer;
         if (mOffers.FindOffer(offerRow.OfferID, out offer))
         {
             if (offerRow.isTimeValid && offerRow.isBidValid && offerRow.isAskValid)
             {
                 offer.Date = offerRow.Time;
                 offer.Bid = offerRow.Bid;
                 offer.Ask = offerRow.Ask;
             }
         }
         else
         {
             offer = new Offer(offerRow.OfferID, offerRow.Instrument,
                              offerRow.Digits, offerRow.PointSize, offerRow.Time,
                              offerRow.Bid, offerRow.Ask);
             mOffers.AddOffer(offer);
         }
         if (string.IsNullOrEmpty(sInstrument) || offerRow.Instrument.Equals(sInstrument))
         {
             Console.WriteLine("{0}, {1}, Bid={2}, Ask={3}", offer.OfferID, offer.Instrument, offer.Bid, offer.Ask);
         }
     }
 }
 public void onRequestCompleted(string sRequestId, O2GResponse response)
 {
     if (mRequestID.Equals(response.RequestID))
     {
         mResponse = response;
     }
 }
 public void onTablesUpdates(O2GResponse data)
 {
     O2GResponseReaderFactory factory = mSession.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)
                 {
                     if (mRequestID.Equals(orderRow.RequestID))
                     {
                         Console.WriteLine("The order has been added. OrderID={0}, Type={1}, BuySell={2}, Rate={3}, TimeInForce={4}",
                             orderRow.OrderID, orderRow.Type, orderRow.BuySell, orderRow.Rate, orderRow.TimeInForce);
                         mSyncResponseEvent.Set();
                         break;
                     }
                 }
             }
         }
     }
 }
 public void onTablesUpdates(O2GResponse response)
 {
     if (response.Type == O2GResponseType.TablesUpdates)
     {
         PrintOffers(mSession, response, mInstrument);
     }
 }
 /// <summary>
 /// ctor
 /// </summary>
 /// <param name="session"></param>
 public ResponseListener(O2GSession session)
 {
     mSession = session;
     mRequestID = string.Empty;
     mInstrument = string.Empty;
     mResponse = null;
     mSyncResponseEvent = new EventWaitHandle(false, EventResetMode.AutoReset);
     mOffers = new OfferCollection();
 }
 /// <summary>
 /// ctor
 /// </summary>
 /// <param name="session"></param>
 public ResponseListener(O2GSession session)
 {
     mSession = session;
     mRequestID = string.Empty;
     mRequestIDs = new List<string>();
     mResponse = null;
     mSyncResponseEvent = new EventWaitHandle(false, EventResetMode.AutoReset);
     mBatchOrderMonitor = null;
 }
 public void onRequestCompleted(string sRequestId, O2GResponse response)
 {
     if (mRequestID.Equals(response.RequestID))
     {
         mResponse = response;
         if (response.Type != O2GResponseType.CreateOrderResponse)
         {
             mSyncResponseEvent.Set();
         }
     }
 }
Exemplo n.º 10
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 // Implementation of IO2GResponseListener interface public method onRequestCompleted
 public void onRequestCompleted(String requestID, O2GResponse response)
 {
     // if need to capture response, send to log!
     //log.debug("Request completed.\nrequestID= " + requestID);
     mError = false;
     mErrorDescription = "";
     O2GOrderResponseReader reader = mSession.getResponseReaderFactory().createOrderResponseReader(response);
     this.OrderId = reader.OrderID;
     manualEvent.Set();
     CtrlTimer.getInstance().stopTimer("MarketRequest");
 }
Exemplo n.º 11
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 public void onRequestCompleted(string sRequestId, O2GResponse response)
 {
     if (mRequestID.Equals(response.RequestID) || mRequestIDs.Contains(response.RequestID))
     {
         mResponse = response;
         if (response.Type != O2GResponseType.CreateOrderResponse)
         {
             mSyncResponseEvent.Set();
         }
     }
     //real order execution is processed by Order monitor
 }
Exemplo n.º 12
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 // Implementation of IO2GResponseListener interface public method onRequestCompleted
 public void onRequestCompleted(String requestID, O2GResponse response)
 {
     // if need to capture response, send to log!
     //log.debug("Request completed.\nrequestID= " + requestID);
     mError = false;
     mErrorDescription = "";
     O2GOrderResponseReader reader = mSession.getResponseReaderFactory().createOrderResponseReader(response);
     this.OrderId = reader.OrderID;
     // TODO: API change dropped these properties
     //mError = !reader.isSuccessful;
     //if (mError)
     //    mErrorDescription = reader.ErrorDescription;
     manualEvent.Set();
     CtrlTimer.getInstance().stopTimer("ELSRequest");
 }
Exemplo n.º 13
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 public void onRequestFailed(string sRequestID, string sError)
 {
     if (mRequestID.Equals(sRequestID))
     {
         mResponse = null;
         if (string.IsNullOrEmpty(sError))
         {
             Console.WriteLine("There is no more data");
         }
         else
         {
             Console.WriteLine("Request failed: " + sError);
         }
         mSyncResponseEvent.Set();
     }
 }
Exemplo n.º 14
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        public void onRequestCompleted(string s, O2GResponse response)
        {
            Console.WriteLine(s);

            switch (response.Type)
            {
                case O2GResponseType.CommandResponse:
                case O2GResponseType.CreateOrderResponse:
                case O2GResponseType.GetAccounts:
                case O2GResponseType.GetClosedTrades:
                case O2GResponseType.GetMessages:
                case O2GResponseType.GetOffers:
                case O2GResponseType.GetOrders:
                case O2GResponseType.GetSystemProperties:
                case O2GResponseType.GetTrades:
                    {
                        try
                        {
                            AccountInformationEventArg data = AccountInformationEventArg.ProcessData(_connection,
                                                                                                     response);
                            
                        }
                        catch (Exception e)
                        {
                            Console.WriteLine(e);
                        }

                        break;
                    }
                case O2GResponseType.MarketDataSnapshot:
                    {
                        try
                        {
                            MarketDataEventArg mData = MarketDataEventArg.ProcessMarketData(_connection, response);
                            OnResponseReceived(mData);
                        }
                        catch (Exception e)
                        {
                            Console.WriteLine(e);
                        }
                        break;
                    }
                case O2GResponseType.ResponseUnknown:
                case O2GResponseType.TablesUpdates:
                    break;
            }
        }
Exemplo n.º 15
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        /// <summary>
        /// Print accounts table
        /// </summary>
        /// <param name="session"></param>
        private static void PrintAccounts(O2GSession session)
        {
            O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();

            if (readerFactory == null)
            {
                throw new Exception("Cannot create response reader factory");
            }
            O2GLoginRules loginRules = session.getLoginRules();
            O2GResponse   response   = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
            O2GAccountsTableResponseReader accountsResponseReader = readerFactory.createAccountsTableReader(response);

            for (int i = 0; i < accountsResponseReader.Count; i++)
            {
                O2GAccountRow accountRow = accountsResponseReader.getRow(i);
                Console.WriteLine("AccountID: {0}, Balance: {1}", accountRow.AccountID, accountRow.Balance);
            }
        }
Exemplo n.º 16
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        /// <summary>
        /// Find order by ID and print information about it
        /// </summary>
        /// <param name="session"></param>
        /// <param name="sOrderID"></param>
        /// <param name="sAccountID"></param>
        /// <param name="responseListener"></param>
        private static void FindOrder(O2GSession session, string sOrderID, string sAccountID, ResponseListener responseListener)
        {
            O2GRequestFactory requestFactory = session.getRequestFactory();

            if (requestFactory == null)
            {
                throw new Exception("Cannot create request factory");
            }
            O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Orders, sAccountID);

            responseListener.SetRequestID(request.RequestID);
            session.sendRequest(request);
            if (!responseListener.WaitEvents())
            {
                throw new Exception("Response waiting timeout expired");
            }
            O2GResponse response = responseListener.GetResponse();

            if (response != null)
            {
                O2GResponseReaderFactory     responseFactory = session.getResponseReaderFactory();
                O2GOrdersTableResponseReader ordersReader    = responseFactory.createOrdersTableReader(response);
                for (int i = 0; i < ordersReader.Count; i++)
                {
                    O2GOrderRow order = ordersReader.getRow(i);
                    if (sOrderID.Equals(order.OrderID))
                    {
                        Console.WriteLine("Information for OrderID = {0}", sOrderID);
                        Console.WriteLine("Account: {0}", order.AccountID);
                        Console.WriteLine("Amount: {0}", order.Amount);
                        Console.WriteLine("Rate: {0}", order.Rate);
                        Console.WriteLine("Type: {0}", order.Type);
                        Console.WriteLine("Buy/Sell: {0}", order.BuySell);
                        Console.WriteLine("Stage: {0}", order.Stage);
                        Console.WriteLine("Status: {0}", order.Status);
                    }
                }
            }
            else
            {
                throw new Exception("Cannot get response");
            }
        }
Exemplo n.º 17
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        public bool ExistsPositionFor(string symbol)
        {
            O2GResponseReaderFactory factory = session.Session.getResponseReaderFactory();
            // Gets first account from login.
            O2GLoginRules loginRules = session.Session.getLoginRules();
            O2GResponse   response   = loginRules.getTableRefeshResponse(O2GTable.ClosedTrades);

            O2GTradesTableResponseReader tradesReader = factory.createTradesTableReader(response);

            for (int i = 0; i < tradesReader.Count; i++)
            {
                O2GTradeRow tradeRow = tradesReader.getRow(i);
                Console.WriteLine("Trades---");
                Console.WriteLine(tradeRow.OpenQuoteID);
                Console.WriteLine(tradeRow.OfferID);
            }

            return(false);
        }
Exemplo n.º 18
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        public string PrintPrices(O2GSession session, O2GResponse response, string newPast)
        {
            Console.WriteLine();
            O2GResponseReaderFactory factory = session.getResponseReaderFactory();

            if (factory != null)
            {
                O2GMarketDataSnapshotResponseReader reader = factory.createMarketDataSnapshotReader(response);
                for (int ii = 0; ii < reader.Count; ii++)
                {
                    newPast = Convert.ToString(reader.getAskOpen(ii));
                    double newDouble = reader.getAskOpen(ii);
                    gbpnzdPast         = newDouble;
                    gbpnzdPastBox.Text = newPast;
                    Console.WriteLine(newPast);
                }
            }
            return(newPast);
        }
Exemplo n.º 19
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        /// <summary>
        /// Find valid account by ID or get the first valid account
        /// </summary>
        /// <param name="session"></param>
        /// <returns>account</returns>
        private static O2GAccountRow GetAccount(O2GSession session, string sAccountID)
        {
            O2GAccountRow            account       = null;
            bool                     bHasAccount   = false;
            O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();

            if (readerFactory == null)
            {
                throw new Exception("Cannot create response reader factory");
            }
            O2GLoginRules loginRules = session.getLoginRules();
            O2GResponse   response   = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
            O2GAccountsTableResponseReader accountsResponseReader = readerFactory.createAccountsTableReader(response);

            for (int i = 0; i < accountsResponseReader.Count; i++)
            {
                account = accountsResponseReader.getRow(i);
                string sAccountKind = account.AccountKind;
                if (!account.MaintenanceType.Equals("0"))  // not netting account
                {
                    if (sAccountKind.Equals("32") || sAccountKind.Equals("36"))
                    {
                        if (account.MarginCallFlag.Equals("N"))
                        {
                            if (string.IsNullOrEmpty(sAccountID) || sAccountID.Equals(account.AccountID))
                            {
                                bHasAccount = true;
                                break;
                            }
                        }
                    }
                }
            }
            if (!bHasAccount)
            {
                return(null);
            }
            else
            {
                return(account);
            }
        }
Exemplo n.º 20
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 /// <summary>
 /// Listener: Forex Connect request handled
 /// </summary>
 /// <param name="requestId"></param>
 /// <param name="response"></param>
 public void onRequestCompleted(string requestId, O2GResponse response)
 {
     // we need only offer table refresh for our example
     if (response.Type == O2GResponseType.GetOffers)
     {
         // so simply read and store offers
         O2GOffersTableResponseReader reader = mTradingSession.getResponseReaderFactory().createOffersTableReader(response);
         mOffers.Clear();
         for (int i = 0; i < reader.Count; i++)
         {
             O2GOfferRow row = reader.getRow(i);
             mOffers.Add(row.OfferID, row.Instrument, row.Time, row.Bid, row.Ask, row.Volume, row.Digits);
         }
         // if price history communicator has been initialized before we get offer - notify that we're ready.
         if (mPriceHistoryCommunicator.isReady() && OnStateChange != null)
         {
             OnStateChange(true);
         }
     }
 }
 void IO2GResponseListener.onRequestCompleted(string requestId, O2GResponse response)
 {
     if (response.Type == O2GResponseType.GetOffers)
     {
         ReadOffers(response);
         mReady = true;
     }
     else if (response.Type == O2GResponseType.MarketDataSnapshot)
     {
         TransportHistoryRequest req;
         if (mHistoryRequests.TryGetValue(requestId, out req))
         {
             ReadSnapshot(requestId, response);
             if (OnRequestCompleted != null)
             {
                 OnRequestCompleted(this, new RequestCompletedEventArgs(req.ID));
             }
         }
     }
 }
        /// <summary>
        /// Get the latest offer to which the user is subscribed
        /// </summary>
        private void GetLatestOffer()
        {
            // get the list of the offers to which the user is subscribed
            O2GLoginRules loginRules = mSession.getLoginRules();
            O2GResponse   response   = loginRules.getSystemPropertiesResponse();

            if (loginRules.isTableLoadedByDefault(O2GTableType.Offers))
            {
                // if it is already loaded - just handle them
                response = loginRules.getTableRefreshResponse(O2GTableType.Offers);
                onRequestCompleted(null, response);
            }
            else
            {
                // otherwise create the request to get offers from the server
                O2GRequestFactory factory      = mSession.getRequestFactory();
                O2GRequest        offerRequest = factory.createRefreshTableRequest(O2GTableType.Offers);
                mSession.sendRequest(offerRequest);
            }
        }
Exemplo n.º 23
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        /// <summary>
        /// Get reports for all accounts
        /// </summary>
        /// <param name="session"></param>
        public static void GetReports(O2GSession session)
        {
            O2GLoginRules loginRules = session.getLoginRules();

            if (loginRules == null)
            {
                throw new Exception("Cannot get login rules");
            }
            O2GResponseReaderFactory responseFactory      = session.getResponseReaderFactory();
            O2GResponse accountsResponse                  = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
            O2GAccountsTableResponseReader accountsReader = responseFactory.createAccountsTableReader(accountsResponse);

            using (System.Net.Http.HttpClient httpClient = new System.Net.Http.HttpClient())
            {
                for (int i = 0; i < accountsReader.Count; i++)
                {
                    O2GAccountRow account = accountsReader.getRow(i);
                    Uri           url     = new Uri(session.getReportURL(account.AccountID, DateTime.Now.AddMonths(-1), DateTime.Now, "html", null));

                    Console.WriteLine("AccountID={0}; Balance={1}; BaseUnitSize={2}; Report URL={3}",
                                      account.AccountID, account.Balance, account.BaseUnitSize, url);

                    var response = httpClient.GetAsync(url).Result;
                    if (response.IsSuccessStatusCode)
                    {
                        var responseContent = response.Content;
                        // by calling .Result you are synchronously reading the result
                        string content  = responseContent.ReadAsStringAsync().Result;
                        string filename = account.AccountID + ".html";
                        string prefix   = url.Scheme + "://" + url.Host + "/";
                        string report   = O2GHtmlContentUtils.ReplaceRelativePathWithAbsolute(content, prefix);
                        System.IO.File.WriteAllText(filename, report);
                        Console.WriteLine("Report is saved to {0}", filename);
                    }
                    else
                    {
                        throw new Exception("Report is not received.");
                    }
                }
            }
        }
Exemplo n.º 24
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        /// <summary>
        /// Print offers and find offer by instrument name
        /// </summary>
        /// <param name="session"></param>
        /// <param name="sInstrument"></param>
        /// <returns>offer</returns>
        private static O2GOfferRow GetOffer(O2GSession session, string sInstrument)
        {
            O2GOfferRow offer = null;
            O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();

            if (readerFactory == null)
            {
                throw new Exception("Cannot create response reader factory");
            }
            O2GLoginRules loginRules = session.getLoginRules();
            O2GResponse   response   = loginRules.getTableRefreshResponse(O2GTableType.Offers);
            O2GOffersTableResponseReader offersResponseReader = readerFactory.createOffersTableReader(response);

            for (int i = 0; i < offersResponseReader.Count; i++)
            {
                O2GOfferRow offerRow = offersResponseReader.getRow(i);
                if (offerRow.Instrument.Equals(sInstrument))
                {
                    offer = offerRow;
                }
                switch (offerRow.SubscriptionStatus)
                {
                case Constants.SubscriptionStatuses.ViewOnly:
                    Console.WriteLine("{0} : [V]iew only", offerRow.Instrument);
                    break;

                case Constants.SubscriptionStatuses.Disable:
                    Console.WriteLine("{0} : [D]isabled", offerRow.Instrument);
                    break;

                case Constants.SubscriptionStatuses.Tradable:
                    Console.WriteLine("{0} : Available for [T]rade", offerRow.Instrument);
                    break;

                default:
                    Console.WriteLine("{0} : {1}", offerRow.Instrument, offerRow.SubscriptionStatus);
                    break;
                }
            }
            return(offer);
        }
Exemplo n.º 25
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 public void onTablesUpdates(O2GResponse data)
 {
     O2GResponseReaderFactory factory = mSession.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)
                 {
                     mOrderID = orderRow.OrderID;
                     mSyncResponseEvent.Set();
                     break;
                 }
             }
         }
     }
 }
Exemplo n.º 26
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        public void onTablesUpdates(O2GResponse response)
        {
            //Console.WriteLine(response.ToString());

            switch (response.Type)
            {
                case O2GResponseType.CommandResponse:
                case O2GResponseType.CreateOrderResponse:
                case O2GResponseType.GetAccounts:
                case O2GResponseType.GetClosedTrades:
                case O2GResponseType.GetMessages:
                case O2GResponseType.GetOffers:
                case O2GResponseType.GetOrders:
                case O2GResponseType.GetSystemProperties:
                case O2GResponseType.GetTrades:
                case O2GResponseType.MarketDataSnapshot:
                case O2GResponseType.ResponseUnknown:
                case O2GResponseType.TablesUpdates:
                    break;
            }
        }
Exemplo n.º 27
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        public void onTablesUpdates(O2GResponse response)
        {
            //Console.WriteLine(response.ToString());

            switch (response.Type)
            {
            case O2GResponseType.CommandResponse:
            case O2GResponseType.CreateOrderResponse:
            case O2GResponseType.GetAccounts:
            case O2GResponseType.GetClosedTrades:
            case O2GResponseType.GetMessages:
            case O2GResponseType.GetOffers:
            case O2GResponseType.GetOrders:
            case O2GResponseType.GetSystemProperties:
            case O2GResponseType.GetTrades:
            case O2GResponseType.MarketDataSnapshot:
            case O2GResponseType.ResponseUnknown:
            case O2GResponseType.TablesUpdates:
                break;
            }
        }
Exemplo n.º 28
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        public static MarketDataEventArg ProcessMarketData(FXSession connection, O2GResponse response)
        {
            try
            {
                O2GResponseReaderFactory rrfactory = connection.Session.getResponseReaderFactory();
                O2GMarketDataSnapshotResponseReader mReader = rrfactory.createMarketDataSnapshotReader(response);

                var d = new SortedList<DateTime, Tick>(mReader.Count);

                for (int i = 0; i < mReader.Count; i++)
                {
                    // information like reader.getDate(i), reader.getBidOpen(i), reader.getBidHigh(i), reader.getBidLow(i), reader.getBidClose(i), reader.getVolume(i) is now available
                    //Console.WriteLine(i + ":" + mReader.getDate(i).ToString() + ":" + mReader.getBidOpen(i));
                    //create a quantum of ticks for the market data
                    var tick = new Tick(
                        mReader.getBid(i),
                        mReader.getBidOpen(i),
                        mReader.getBidHigh(i),
                        mReader.getBidLow(i),
                        mReader.getBidClose(i),
                        mReader.getAsk(i),
                        mReader.getAskOpen(i),
                        mReader.getAskHigh(i),
                        mReader.getAskLow(i),
                        mReader.getAskClose(i),
                        mReader.getVolume(i),
                        mReader.getDate(i));
                        
                    d.Add(mReader.getDate(i), tick);
                }

                var q = new Quantum(d);
                return new MarketDataEventArg(q);
            }
            catch (Exception e)
            {
                Console.WriteLine(e.Message);
                return new MarketDataEventArg(new Quantum(new SortedList<DateTime, Tick>(300)));
            }
        }
Exemplo n.º 29
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        /// <summary>
        /// Print trades table for account
        /// </summary>
        /// <param name="session"></param>
        /// <param name="sAccountID"></param>
        /// <param name="responseListener"></param>
        private static void PrintTrades(O2GSession session, string sAccountID, ResponseListener responseListener)
        {
            O2GRequestFactory requestFactory = session.getRequestFactory();

            if (requestFactory == null)
            {
                throw new Exception("Cannot create request factory");
            }
            O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID);

            if (request != null)
            {
                Console.WriteLine("Trades table for account {0}", sAccountID);
                responseListener.SetRequestID(request.RequestID);
                session.sendRequest(request);
                if (!responseListener.WaitEvents())
                {
                    throw new Exception("Response waiting timeout expired");
                }
                O2GResponse response = responseListener.GetResponse();
                if (response != null)
                {
                    O2GResponseReaderFactory     responseReaderFactory = session.getResponseReaderFactory();
                    O2GTradesTableResponseReader responseReader        = responseReaderFactory.createTradesTableReader(response);
                    for (int i = 0; i < responseReader.Count; i++)
                    {
                        O2GTradeRow tradeRow = responseReader.getRow(i);
                        Console.WriteLine("TradeID: {0}, Amount: {1}, Dividends: {2}", tradeRow.TradeID, tradeRow.Amount, tradeRow.Dividends);
                    }
                }
                else
                {
                    throw new Exception("Cannot get response");
                }
            }
            else
            {
                throw new Exception("Cannot create request");
            }
        }
        /// <summary>
        /// Constructor.
        /// </summary>
        public PriceUpdateController(O2GSession session, string instrument)
        {
            mSyncOfferEvent = new EventWaitHandle(false, EventResetMode.AutoReset);

            mInstrument = instrument;
            mSession    = session;
            mInitFailed = false;

            mSession.subscribeResponse(this);

            mTZConverter = session.getTimeConverter();

            // get the trading day offset
            O2GLoginRules             loginRules = session.getLoginRules();
            O2GResponse               response   = loginRules.getSystemPropertiesResponse();
            O2GSystemPropertiesReader reader     = session.getResponseReaderFactory().createSystemPropertiesReader(response);
            string   eod  = reader.Properties["END_TRADING_DAY"];
            DateTime time = DateTime.ParseExact("01.01.1900_" + eod, "MM.dd.yyyy_HH:mm:ss", CultureInfo.InvariantCulture);

            // convert Trading day start to EST time because the trading day is always closed by New York time
            // so to avoid handling different hour depending on daylight saying time - use EST always
            // for candle calculations
            time = mTZConverter.convert(time, O2GTimeConverterTimeZone.UTC, O2GTimeConverterTimeZone.EST);
            // here we have the date when trading day begins, e.g. 17:00:00
            // please note that if trading day begins before noon - it begins AFTER calendar date is started,
            // so the offset is positive (e.g. 03:00 is +3 offset).
            // if trading day begins after noon, it begins BEFORE calendar date is istarted,
            // so the offset is negative (e.g. 17:00 is -7 offset).
            if (time.Hour <= 12)
            {
                mTradingDayOffset = time.Hour;
            }
            else
            {
                mTradingDayOffset = time.Hour - 24;
            }

            // get latest offer for the instrument
            GetLatestOffer();
        }
Exemplo n.º 31
0
        public static MarketDataEventArg ProcessMarketData(FXSession connection, O2GResponse response)
        {
            try
            {
                O2GResponseReaderFactory            rrfactory = connection.Session.getResponseReaderFactory();
                O2GMarketDataSnapshotResponseReader mReader   = rrfactory.createMarketDataSnapshotReader(response);

                var d = new SortedList <DateTime, Tick>(mReader.Count);

                for (int i = 0; i < mReader.Count; i++)
                {
                    // information like reader.getDate(i), reader.getBidOpen(i), reader.getBidHigh(i), reader.getBidLow(i), reader.getBidClose(i), reader.getVolume(i) is now available
                    //Console.WriteLine(i + ":" + mReader.getDate(i).ToString() + ":" + mReader.getBidOpen(i));
                    //create a quantum of ticks for the market data
                    var tick = new Tick(
                        mReader.getBid(i),
                        mReader.getBidOpen(i),
                        mReader.getBidHigh(i),
                        mReader.getBidLow(i),
                        mReader.getBidClose(i),
                        mReader.getAsk(i),
                        mReader.getAskOpen(i),
                        mReader.getAskHigh(i),
                        mReader.getAskLow(i),
                        mReader.getAskClose(i),
                        mReader.getVolume(i),
                        mReader.getDate(i));

                    d.Add(mReader.getDate(i), tick);
                }

                var q = new Quantum(d);
                return(new MarketDataEventArg(q));
            }
            catch (Exception e)
            {
                Console.WriteLine(e.Message);
                return(new MarketDataEventArg(new Quantum(new SortedList <DateTime, Tick>(300))));
            }
        }
Exemplo n.º 32
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        /// <summary>
        /// Store offers data from response and print it
        /// </summary>
        /// <param name="session"></param>
        /// <param name="response"></param>
        /// <param name="sInstrument"></param>
        public void PrintOffers(O2GSession session, O2GResponse response, string sInstrument)
        {
            O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();

            if (readerFactory == null)
            {
                throw new Exception("Cannot create response reader factory");
            }
            O2GOffersTableResponseReader responseReader = readerFactory.createOffersTableReader(response);

            for (int i = 0; i < responseReader.Count; i++)
            {
                O2GOfferRow offerRow = responseReader.getRow(i);
                Offer       offer;
                if (mOffers.FindOffer(offerRow.OfferID, out offer))
                {
                    if (offerRow.isTimeValid && offerRow.isBidValid && offerRow.isAskValid)
                    {
                        offer.Date = offerRow.Time;
                        offer.Bid  = offerRow.Bid;
                        offer.Ask  = offerRow.Ask;
                    }
                }
                else
                {
                    offer = new Offer(offerRow.OfferID, offerRow.Instrument,
                                      offerRow.Digits, offerRow.PointSize, offerRow.Time,
                                      offerRow.Bid, offerRow.Ask);
                    mOffers.AddOffer(offer);
                }
                if (string.IsNullOrEmpty(sInstrument) || offerRow.Instrument.Equals(sInstrument))
                {
                    if (offer.Instrument.Equals("Copper"))
                    {
                        //Console.WriteLine("{0}, {1}, Bid={2}, Ask={3}", offer.OfferID, offer.Instrument, offer.Bid, offer.Ask);
                    }
                    Console.WriteLine("{0}, {1}, Bid={2}, Ask={3}", offer.OfferID, offer.Instrument, offer.Bid, offer.Ask);
                }
            }
        }
        public void onTablesUpdates(O2GResponse data)
        {
            O2GResponseReaderFactory factory = mSession.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)
                        {
                            mOrderID = orderRow.OrderID;
                            mSyncResponseEvent.Set();
                            break;
                        }
                    }
                }
            }
        }
Exemplo n.º 34
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 /// <summary>
 /// Print history data from response
 /// </summary>
 /// <param name="session"></param>
 /// <param name="response"></param>
 public static void PrintPrices(O2GSession session, O2GResponse response)
 {
     Console.WriteLine("Request with RequestID={0} is completed:", response.RequestID);
     O2GResponseReaderFactory factory = session.getResponseReaderFactory();
     if (factory != null)
     {
         O2GMarketDataSnapshotResponseReader reader = factory.createMarketDataSnapshotReader(response);
         for (int ii = reader.Count - 1; ii >= 0; ii--)
         {
             if (reader.isBar)
             {
                 Console.WriteLine("DateTime={0}, BidOpen={1}, BidHigh={2}, BidLow={3}, BidClose={4}, AskOpen={5}, AskHigh={6}, AskLow={7}, AskClose={8}, Volume={9}",
                         reader.getDate(ii), reader.getBidOpen(ii), reader.getBidHigh(ii), reader.getBidLow(ii), reader.getBidClose(ii),
                         reader.getAskOpen(ii), reader.getAskHigh(ii), reader.getAskLow(ii), reader.getAskClose(ii), reader.getVolume(ii));
             }
             else
             {
                 Console.WriteLine("DateTime={0}, Bid={1}, Ask={2}", reader.getDate(ii), reader.getBidClose(ii), reader.getAskClose(ii));
             }
         }
     }
 }
Exemplo n.º 35
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        public void onTablesUpdates(O2GResponse data)
        {
            O2GResponseReaderFactory factory = mSession.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 (orderRow.RequestID.Equals(mRequestID))
                        {
                            switch (reader.getUpdateType(ii))
                            {
                            case O2GTableUpdateType.Insert:
                                if (IsLimitEntryOrder(orderRow) && string.IsNullOrEmpty(mOrderID))
                                {
                                    mOrderID = orderRow.OrderID;
                                    Console.WriteLine("The order has been added. Order ID: {0}, Rate: {1}, Time In Force: {2}",
                                                      orderRow.OrderID,
                                                      orderRow.Rate,
                                                      orderRow.TimeInForce);
                                    mSyncResponseEvent.Set();
                                }
                                break;

                            case O2GTableUpdateType.Delete:
                                Console.WriteLine("The order has been deleted. Order ID: {0}", orderRow.OrderID);
                                mSyncResponseEvent.Set();
                                break;
                            }
                        }
                    }
                }
            }
        }
Exemplo n.º 36
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        /// <summary>
        /// Get trade by order ID
        /// </summary>
        private static O2GTradeRow FindPosition(O2GSession session, string sAccountID, string sOrderID, ResponseListener responseListener)
        {
            O2GRequestFactory requestFactory = session.getRequestFactory();

            if (requestFactory == null)
            {
                throw new Exception("Cannot create request factory");
            }
            O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID);

            if (request != null)
            {
                responseListener.SetRequestID(request.RequestID);
                session.sendRequest(request);
                if (!responseListener.WaitEvents())
                {
                    throw new Exception("Response waiting timeout expired");
                }
                O2GResponse tradeResponse = responseListener.GetResponse();
                if (tradeResponse != null)
                {
                    if (tradeResponse.Type == O2GResponseType.GetTrades)
                    {
                        O2GResponseReaderFactory     responseReaderFactory = session.getResponseReaderFactory();
                        O2GTradesTableResponseReader responseReader        = responseReaderFactory.createTradesTableReader(tradeResponse);
                        for (int i = 0; i < responseReader.Count; i++)
                        {
                            O2GTradeRow tradeRow = responseReader.getRow(i);
                            if (sOrderID.Equals(tradeRow.OpenOrderID))
                            {
                                return(tradeRow);
                            }
                        }
                    }
                }
            }
            return(null);
        }
Exemplo n.º 37
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        private void ProcessResponse(O2GResponse response)
        {
            if (response == null)
            {
                // No response.
                return;
            }

            if (this.DataReceived == null)
            {
                // No listeners.
                return;
            }

            foreach (var item in this.ResponseReader.ReadResponse(response))
            {
                this.DataReceived(this, new EventArgs <DataReceived>(new DataReceived()
                {
                    RequestID = response.RequestID,
                    Row       = item,
                }));
            }
        }
Exemplo n.º 38
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        /// <summary>
        /// Print history data from response
        /// </summary>
        /// <param name="session"></param>
        /// <param name="response"></param>
        public static void PrintPrices(O2GSession session, O2GResponse response)
        {
            Console.WriteLine("Request with RequestID={0} is completed:", response.RequestID);
            O2GResponseReaderFactory factory = session.getResponseReaderFactory();

            if (factory != null)
            {
                O2GMarketDataSnapshotResponseReader reader = factory.createMarketDataSnapshotReader(response);
                for (int ii = reader.Count - 1; ii >= 0; ii--)
                {
                    if (reader.isBar)
                    {
                        Console.WriteLine("DateTime={0}, BidOpen={1}, BidHigh={2}, BidLow={3}, BidClose={4}, AskOpen={5}, AskHigh={6}, AskLow={7}, AskClose={8}, Volume={9}",
                                          reader.getDate(ii), reader.getBidOpen(ii), reader.getBidHigh(ii), reader.getBidLow(ii), reader.getBidClose(ii),
                                          reader.getAskOpen(ii), reader.getAskHigh(ii), reader.getAskLow(ii), reader.getAskClose(ii), reader.getVolume(ii));
                    }
                    else
                    {
                        Console.WriteLine("DateTime={0}, Bid={1}, Ask={2}", reader.getDate(ii), reader.getBidClose(ii), reader.getAskClose(ii));
                    }
                }
            }
        }
Exemplo n.º 39
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 public void onTablesUpdates(O2GResponse data)
 {
     O2GResponseReaderFactory factory = mSession.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 (orderRow.RequestID.Equals(mRequestID))
                 {
                     switch (reader.getUpdateType(ii))
                     {
                         case O2GTableUpdateType.Insert:
                             if (IsLimitEntryOrder(orderRow) && string.IsNullOrEmpty(mOrderID))
                             {
                                 mOrderID = orderRow.OrderID;
                                 Console.WriteLine("The order has been added. Order ID: {0}, Rate: {1}, Time In Force: {2}",
                                     orderRow.OrderID,
                                     orderRow.Rate,
                                     orderRow.TimeInForce);
                                 mSyncResponseEvent.Set();
                             }
                             break;
                         case O2GTableUpdateType.Delete:
                             Console.WriteLine("The order has been deleted. Order ID: {0}", orderRow.OrderID);
                             mSyncResponseEvent.Set();
                             break;
                     }
                 }
             }
         }
     }
 }
        void ReadOffers(O2GResponse offers)
        {
            O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();

            if (factory != null)
            {
                O2GOffersTableResponseReader reader = factory.createOffersTableReader(offers);

                mOffers.Clear();
                mOffersList.Clear();

                for (int i = 0; i < reader.Count; i++)
                {
                    O2GOfferRow row = reader.getRow(i);
                    //mTimeConverter.convert(row.Time, O2GTimeConverterTimeZone.UTC, mTimezone)
                    //DateTime dt = mTimeConverter.convert(row.Time, O2GTimeConverterTimeZone.Server, O2GTimeConverterTimeZone.UTC);
                    DateTime dt    = row.Time;
                    Offer    offer = new Offer(row.Instrument, dt, row.Bid, row.Ask, row.Volume, row.Digits, row.PointSize);
                    mOffers[row.OfferID] = offer;
                    mOffersList.Add(offer);
                    SendTick(offer);
                }
            }
        }
Exemplo n.º 41
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        public void onRequestFailed(string requestId, string errorMessage)
        {
            if (this.requestId.Equals(requestId))
            {
                response = null;

                if (string.IsNullOrEmpty(errorMessage))
                {
                    errorMessage = "There is no more data";
                }

                if (errorMessage.StartsWith(
                        "Reason='unsupported scope', Description=No data found for symbolID="))
                {
                    OnNoTicks?.Invoke(this, EventArgs.Empty);
                }
                else
                {
                    OnRequestFailed?.Invoke(this, new RequestFailedArgs(errorMessage));
                }

                syncResponseEvent.Set();
            }
        }
Exemplo n.º 42
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        /// <summary>
        /// Check if order exists
        /// </summary>
        /// <param name="session"></param>
        /// <param name="sAccountID"></param>
        /// <param name="sOrderID"></param>
        /// <param name="responseListener"></param>
        /// <returns></returns>
        private static bool IsOrderExists(O2GSession session, string sAccountID, string sOrderID, ResponseListener responseListener)
        {
            bool bHasOrder = false;
            O2GRequestFactory requestFactory = session.getRequestFactory();

            if (requestFactory == null)
            {
                throw new Exception("Cannot create request factory");
            }
            O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Orders, sAccountID);

            if (request == null)
            {
                throw new Exception("Cannot create request");
            }
            responseListener.SetRequestID(request.RequestID);
            session.sendRequest(request);
            if (!responseListener.WaitEvents())
            {
                throw new Exception("Response waiting timeout expired");
            }
            O2GResponse response = responseListener.GetResponse();
            O2GResponseReaderFactory     responseReaderFactory = session.getResponseReaderFactory();
            O2GOrdersTableResponseReader responseReader        = responseReaderFactory.createOrdersTableReader(response);

            for (int i = 0; i < responseReader.Count; i++)
            {
                O2GOrderRow orderRow = responseReader.getRow(i);
                if (sOrderID.Equals(orderRow.OrderID))
                {
                    bHasOrder = true;
                    break;
                }
            }
            return(bHasOrder);
        }
Exemplo n.º 43
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 public void SetRequestID(string sRequestID)
 {
     mResponse = null;
     mRequestID = sRequestID;
 }
Exemplo n.º 44
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        private static void GetHistoryPrices(O2GSession session, string sInstrument, string sTimeframe, DateTime dtFrom, DateTime dtTo, ResponseListener responseListener)
        {
            try
            {
                StreamWriter m_data = new StreamWriter(OutData);

                string m_string_to_write = "";

                O2GRequestFactory factory   = session.getRequestFactory();
                O2GTimeframe      timeframe = factory.Timeframes[sTimeframe];
                if (timeframe == null)
                {
                    throw new Exception(string.Format("Timeframe '{0}' is incorrect!", sTimeframe));
                }
                O2GRequest request = factory.createMarketDataSnapshotRequestInstrument(sInstrument, timeframe, 300);
                DateTime   dtFirst = dtTo;
                do // cause there is limit for returned candles amount
                {
                    factory.fillMarketDataSnapshotRequestTime(request, dtFrom, dtFirst, false);
                    responseListener.SetRequestID(request.RequestID);
                    session.sendRequest(request);
                    if (!responseListener.WaitEvents())
                    {
                        throw new Exception("Response waiting timeout expired");
                    }
                    // shift "to" bound to oldest datetime of returned data
                    O2GResponse response = responseListener.GetResponse();
                    if (response != null && response.Type == O2GResponseType.MarketDataSnapshot)
                    {
                        O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
                        if (readerFactory != null)
                        {
                            O2GMarketDataSnapshotResponseReader reader = readerFactory.createMarketDataSnapshotReader(response);
                            if (reader.Count > 0)
                            {
                                if (DateTime.Compare(dtFirst, reader.getDate(0)) != 0)
                                {
                                    dtFirst = reader.getDate(0); // earliest datetime of returned data

                                    for (int nData = reader.Count - 1; nData > -1; nData--)
                                    {
                                        // reader.getDate(0);

                                        m_string_to_write = reader.getDate(nData).ToString() + ";" +
                                                            reader.getAsk(nData).ToString() + ";" +
                                                            reader.getAskOpen(nData).ToString() + ";" +
                                                            reader.getAskClose(nData).ToString() + ";" +
                                                            reader.getAskLow(nData).ToString() + ";" +
                                                            reader.getAskHigh(nData).ToString() + ";" +

                                                            reader.getBid(nData).ToString() + ";" +
                                                            reader.getBidOpen(nData).ToString() + ";" +
                                                            reader.getBidClose(nData).ToString() + ";" +
                                                            reader.getBidLow(nData).ToString() + ";" +
                                                            reader.getBidHigh(nData).ToString() + ";" +

                                                            reader.getVolume(nData).ToString() + ";" +

                                                            reader.getLastBarTime().ToString() + ";" +
                                                            reader.getLastBarVolume().ToString();


                                        m_data.WriteLine(m_string_to_write);
                                    }
                                }
                                else
                                {
                                    break;
                                }
                            }
                            else
                            {
                                Console.WriteLine("0 rows received");
                                break;
                            }
                        }
                        // PrintPrices(session, response);
                    }
                    else
                    {
                        break;
                    }
                } while (dtFirst > dtFrom);

                m_data.Close();
            }
            catch (Exception e)
            {
                int ErrorCounter = 0;

                if (ErrorCounter > 5)
                {
                    LogDirector.DoAction(4, e);
                }
                else
                {
                    ErrorCounter++;
                    LogDirector.DoAction(2, e);
                    GetHistoryPrices(session, sInstrument, sTimeframe, dtFrom, dtTo, responseListener);
                }
            }
        }
Exemplo n.º 45
0
 public void SetRequestIDs(List<string> requestIDs)
 {
     mResponse = null;
     mRequestIDs.Clear();
     foreach (string sOrderID in requestIDs)
     {
         mRequestIDs.Add(sOrderID);
     }
 }
Exemplo n.º 46
0
 public void onTablesUpdates(O2GResponse data)
 {
 }
Exemplo n.º 47
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 public void onTablesUpdates(O2GResponse data)
 {
 }
Exemplo n.º 48
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 // Implementation of IO2GResponseListener interface public method onRequestCompleted
 public void onRequestCompleted(string sRequestID, O2GResponse response)
 {
 }
Exemplo n.º 49
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 // Implementation of IO2GResponseListener interface public method onRequestCompleted
 public void onRequestCompleted(string sRequestID, O2GResponse response)
 {
 }
Exemplo n.º 50
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 public static AccountInformationEventArg ProcessData(FXSession connection, O2GResponse response)
 {
     return new AccountInformationEventArg();
 }
Exemplo n.º 51
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 public void onTablesUpdates(O2GResponse data)
 {
     O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();
     if (factory != null)
     {
         O2GTablesUpdatesReader reader = factory.createTablesUpdatesReader(data);
         for (int ii = 0; ii < reader.Count; ii++)
         {
             switch (reader.getUpdateTable(ii))
             {
                 case O2GTableType.Accounts:
                     O2GAccountRow account = reader.getAccountRow(ii);
                     //Show balance updates
                     Console.WriteLine("Balance: {0}", account.Balance);
                     break;
                 case O2GTableType.Orders:
                     O2GOrderRow order = reader.getOrderRow(ii);
                     switch (reader.getUpdateType(ii))
                     {
                         case O2GTableUpdateType.Insert:
                             if ((OrderMonitorNetting.IsClosingOrder(order) || OrderMonitorNetting.IsOpeningOrder(order)) &&
                                     mOrderMonitor == null)
                             {
                                 Console.WriteLine("The order has been added. Order ID: {0}, Rate: {1}, Time In Force: {2}",
                                     order.OrderID,
                                     order.Rate,
                                     order.TimeInForce);
                                 O2GTradeRow tradeRow = null;
                                 string sTradeID = order.TradeID;
                                 if (mTradesTable != null)
                                 {
                                     for (int j = 0; j < mTradesTable.Count; j++)
                                     {
                                         if (sTradeID.Equals(mTradesTable.getRow(j).TradeID))
                                         {
                                             tradeRow = mTradesTable.getRow(j);
                                             break;
                                         }
                                     }
                                 }
                                 if (tradeRow == null)
                                 {
                                     mOrderMonitor = new OrderMonitorNetting(order);
                                 }
                                 else
                                 {
                                     mOrderMonitor = new OrderMonitorNetting(order, tradeRow.Amount);
                                 }
                             }
                             break;
                         case O2GTableUpdateType.Delete:
                             if (mOrderMonitor != null)
                             {
                                 Console.WriteLine("The order has been deleted. Order ID: {0}", order.OrderID);
                                 mOrderMonitor.OnOrderDeleted(order);
                                 if (mOrderMonitor.IsOrderCompleted)
                                 {
                                     PrintResult();
                                     mSyncResponseEvent.Set();
                                 }
                             }
                             break;
                     }
                     break;
                 case O2GTableType.Trades:
                     O2GTradeRow trade = reader.getTradeRow(ii);
                     switch (reader.getUpdateType(ii))
                     {
                         case O2GTableUpdateType.Insert:
                             if (mOrderMonitor != null)
                             {
                                 mOrderMonitor.OnTradeAdded(trade);
                                 if (mOrderMonitor.IsOrderCompleted)
                                 {
                                     PrintResult();
                                     mSyncResponseEvent.Set();
                                 }
                             }
                             break;
                         case O2GTableUpdateType.Update:
                             if (mOrderMonitor != null)
                             {
                                 mOrderMonitor.OnTradeUpdated(trade);
                                 if (mOrderMonitor.IsOrderCompleted)
                                 {
                                     PrintResult();
                                     mSyncResponseEvent.Set();
                                 }
                             }
                             break;
                     }
                     break;
                 case O2GTableType.ClosedTrades:
                     O2GClosedTradeRow closedTrade = reader.getClosedTradeRow(ii);
                     if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
                     {
                         if (mOrderMonitor != null)
                         {
                             mOrderMonitor.OnClosedTradeAdded(closedTrade);
                             if (mOrderMonitor.IsOrderCompleted)
                             {
                                 PrintResult();
                                 mSyncResponseEvent.Set();
                             }
                         }
                     }
                     break;
                 case O2GTableType.Messages:
                     O2GMessageRow message = reader.getMessageRow(ii);
                     if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
                     {
                         if (mOrderMonitor != null)
                         {
                             mOrderMonitor.OnMessageAdded(message);
                             if (mOrderMonitor.IsOrderCompleted)
                             {
                                 PrintResult();
                                 mSyncResponseEvent.Set();
                             }
                         }
                     }
                     break;
             }
         }
     }
 }
Exemplo n.º 52
0
 public void onRequestCompleted(string requestId, O2GResponse response)
 {
     if (this.requestId == requestId)
     {
         manualEvent.Set();
         log.debug("Ordering STE for tradeId=" + tradeId);
     }
 }
Exemplo n.º 53
0
        // Implementation of IO2GResponseListener interface public method onRequestCompleted
        public void onRequestCompleted(String requestID, O2GResponse response)
        {
            if (response.Type != O2GResponseType.MarketDataSnapshot)
                return;
                // if need to capture response, send to log!
                //log.debug("Request completed.\nrequestID= " + requestID);
            mError = false;
            O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();
            O2GMarketDataSnapshotResponseReader mReader = factory.createMarketDataSnapshotReader(response);
            for (int i = 0; i < mReader.Count; i++)
            {
                map.Add(mReader.getDate(i), new Dictionary<PriceComponent, object>());
                map[mReader.getDate(i)].Add(PriceComponent.BidClose, mReader.getBidClose(i));
                map[mReader.getDate(i)].Add(PriceComponent.AskClose, mReader.getAskClose(i));
                map[mReader.getDate(i)].Add(PriceComponent.BidHigh, mReader.getBidHigh(i));
                map[mReader.getDate(i)].Add(PriceComponent.BidLow, mReader.getBidLow(i));
                map[mReader.getDate(i)].Add(PriceComponent.BidOpen, mReader.getBidOpen(i));
                map[mReader.getDate(i)].Add(PriceComponent.AskHigh, mReader.getAskHigh(i));
                map[mReader.getDate(i)].Add(PriceComponent.AskLow, mReader.getAskLow(i));
                map[mReader.getDate(i)].Add(PriceComponent.AskOpen, mReader.getAskOpen(i));

                // information like reader.getDate(i), reader.getBidOpen(i), reader.getBidHigh(i), reader.getBidLow(i), reader.getBidClose(i), reader.getVolume(i) is now available
            }

            manualEvent.Set();
            CtrlTimer.getInstance().stopTimer("HistoryRequest");
        }
Exemplo n.º 54
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 // Implementation of IO2GResponseListener interface public method onTablesUpdates
 public void onTablesUpdates(O2GResponse response)
 {
 }
Exemplo n.º 55
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 public void onRequestCompleted(string requestId, O2GResponse response)
 {
     if (this.requestId == requestId)
     {
         manualEvent.Set();
         log.debug("Closing, tradeId=" + tradeId);
     }
     if (this.OrderDeleteRequestId == requestId)
     {
         manualEvent.Set();
         log.debug("SLE order deleted, orderId=" + orderId);
     }
 }
Exemplo n.º 56
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 public ResponseListener()
 {
     requestId         = string.Empty;
     response          = null;
     syncResponseEvent = new EventWaitHandle(false, EventResetMode.AutoReset);
 }
Exemplo n.º 57
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        // Print trading settings of the first account
        private static void PrintTradingSettings(O2GSession session)
        {
            O2GLoginRules loginRules = session.getLoginRules();

            if (loginRules == null)
            {
                throw new Exception("Cannot get login rules");
            }
            O2GResponse accountsResponse = loginRules.getTableRefreshResponse(O2GTableType.Accounts);

            if (accountsResponse == null)
            {
                throw new Exception("Cannot get response");
            }
            O2GResponse offersResponse = loginRules.getTableRefreshResponse(O2GTableType.Offers);

            if (offersResponse == null)
            {
                throw new Exception("Cannot get response");
            }
            O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
            O2GResponseReaderFactory   factory = session.getResponseReaderFactory();

            if (factory == null)
            {
                throw new Exception("Cannot create response reader factory");
            }
            O2GAccountsTableResponseReader accountsReader    = factory.createAccountsTableReader(accountsResponse);
            O2GOffersTableResponseReader   instrumentsReader = factory.createOffersTableReader(offersResponse);
            O2GAccountRow account = accountsReader.getRow(0);

            for (int i = 0; i < instrumentsReader.Count; i++)
            {
                O2GOfferRow     instrumentRow         = instrumentsReader.getRow(i);
                string          instrument            = instrumentRow.Instrument;
                int             condDistStopForTrade  = tradingSettingsProvider.getCondDistStopForTrade(instrument);
                int             condDistLimitForTrade = tradingSettingsProvider.getCondDistLimitForTrade(instrument);
                int             condDistEntryStop     = tradingSettingsProvider.getCondDistEntryStop(instrument);
                int             condDistEntryLimit    = tradingSettingsProvider.getCondDistEntryLimit(instrument);
                int             minQuantity           = tradingSettingsProvider.getMinQuantity(instrument, account);
                int             maxQuantity           = tradingSettingsProvider.getMaxQuantity(instrument, account);
                int             baseUnitSize          = tradingSettingsProvider.getBaseUnitSize(instrument, account);
                O2GMarketStatus marketStatus          = tradingSettingsProvider.getMarketStatus(instrument);
                int             minTrailingStep       = tradingSettingsProvider.getMinTrailingStep();
                int             maxTrailingStep       = tradingSettingsProvider.getMaxTrailingStep();
                double          mmr = tradingSettingsProvider.getMMR(instrument, account);
                double          mmr2 = 0, emr = 0, lmr = 0;
                bool            threeLevelMargin = tradingSettingsProvider.getMargins(instrument, account, ref mmr2, ref emr, ref lmr);
                string          sMarketStatus    = "unknown";
                switch (marketStatus)
                {
                case O2GMarketStatus.MarketStatusOpen:
                    sMarketStatus = "Market Open";
                    break;

                case O2GMarketStatus.MarketStatusClosed:
                    sMarketStatus = "Market Close";
                    break;
                }
                Console.WriteLine("Instrument: {0}, Status: {1}", instrument, sMarketStatus);
                Console.WriteLine("Cond.Dist: ST={0}; LT={1}", condDistStopForTrade, condDistLimitForTrade);
                Console.WriteLine("Cond.Dist entry stop={0}; entry limit={1}", condDistEntryStop,
                                  condDistEntryLimit);
                Console.WriteLine("Quantity: Min={0}; Max={1}. Base unit size={2}; MMR={3}", minQuantity,
                                  maxQuantity, baseUnitSize, mmr);
                if (threeLevelMargin)
                {
                    Console.WriteLine("Three level margin: MMR={0}; EMR={1}; LMR={2}", mmr2, emr, lmr);
                }
                else
                {
                    Console.WriteLine("Single level margin: MMR={0}; EMR={1}; LMR={2}", mmr2, emr, lmr);
                }
                Console.WriteLine("Trailing step: {0}-{1}", minTrailingStep, maxTrailingStep);
            }
        }
Exemplo n.º 58
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 public void SetRequestID(string requestId)
 {
     response       = null;
     this.requestId = requestId;
 }
Exemplo n.º 59
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 // Implementation of IO2GResponseListener interface public method onTablesUpdates
 public void onTablesUpdates(O2GResponse response)
 {
 }
Exemplo n.º 60
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 public void onTablesUpdates(O2GResponse data)
 {
     O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();
     if (factory != null)
     {
         O2GTablesUpdatesReader reader = factory.createTablesUpdatesReader(data);
         for (int ii = 0; ii < reader.Count; ii++)
         {
             switch (reader.getUpdateTable(ii))
             {
                 case O2GTableType.Accounts:
                     O2GAccountRow account = reader.getAccountRow(ii);
                     //Show balance updates
                     Console.WriteLine("Balance: {0}", account.Balance);
                     break;
                 case O2GTableType.Orders:
                     O2GOrderRow order = reader.getOrderRow(ii);
                     switch (reader.getUpdateType(ii))
                     {
                         case O2GTableUpdateType.Insert:
                             if (mBatchOrderMonitor != null)
                             {
                                 Console.WriteLine("The order has been added. Order ID: {0}, Rate: {1}, Time In Force: {2}",
                                     order.OrderID,
                                     order.Rate,
                                     order.TimeInForce);
                                 mBatchOrderMonitor.OnOrderAdded(order);
                             }
                             break;
                         case O2GTableUpdateType.Delete:
                             if (mBatchOrderMonitor != null)
                             {
                                 Console.WriteLine("The order has been deleted. Order ID: {0}", order.OrderID);
                                 mBatchOrderMonitor.OnOrderDeleted(order);
                                 if (mBatchOrderMonitor.IsBatchExecuted())
                                 {
                                     PrintResult();
                                     mSyncResponseEvent.Set();
                                 }
                             }
                             break;
                     }
                     break;
                 case O2GTableType.Trades:
                     O2GTradeRow trade = reader.getTradeRow(ii);
                     if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
                     {
                         if (mBatchOrderMonitor != null)
                         {
                             mBatchOrderMonitor.OnTradeAdded(trade);
                             if (mBatchOrderMonitor.IsBatchExecuted())
                             {
                                 PrintResult();
                                 mSyncResponseEvent.Set();
                             }
                         }
                     }
                     break;
                 case O2GTableType.ClosedTrades:
                     O2GClosedTradeRow closedTrade = reader.getClosedTradeRow(ii);
                     if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
                     {
                         if (mBatchOrderMonitor != null)
                         {
                             mBatchOrderMonitor.OnClosedTradeAdded(closedTrade);
                             if (mBatchOrderMonitor.IsBatchExecuted())
                             {
                                 PrintResult();
                                 mSyncResponseEvent.Set();
                             }
                         }
                     }
                     break;
                 case O2GTableType.Messages:
                     O2GMessageRow message = reader.getMessageRow(ii);
                     if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
                     {
                         if (mBatchOrderMonitor != null)
                         {
                             mBatchOrderMonitor.OnMessageAdded(message);
                             if (mBatchOrderMonitor.IsBatchExecuted())
                             {
                                 PrintResult();
                                 mSyncResponseEvent.Set();
                             }
                         }
                     }
                     break;
             }
         }
     }
 }