/// <summary>
/// Get initial Trades state
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="responseListener"></param>
/// <returns>TradesTable</returns>
private static O2GTradesTableResponseReader GetTradesTable(O2GSession session, string sAccountID, ResponseListener responseListener)
{
O2GTradesTableResponseReader tradesTable = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest refreshTrades = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID);
responseListener.SetRequestID(refreshTrades.RequestID);
session.sendRequest(refreshTrades);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse tradeResponse = responseListener.GetResponse();
if (tradeResponse != null)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
tradesTable = readerFactory.createTradesTableReader(tradeResponse);
}
}
return(tradesTable);
}
/// <summary>
/// Get orders data for closing all positions
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="sOfferID"></param>
/// <param name="responseListener"></param>
/// <returns></returns>
private static bool GetCloseOrdersData(O2GSession session, string sAccountID, string sOfferID, ResponseListener responseListener, out CloseOrdersData closeOrdersData)
{
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
bool bIsTradesFound = false;
closeOrdersData = new CloseOrdersData();
if (response != null)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GTradesTableResponseReader tradesResponseReader = readerFactory.createTradesTableReader(response);
for (int i = 0; i < tradesResponseReader.Count; i++)
{
O2GTradeRow trade = tradesResponseReader.getRow(i);
if (!trade.OfferID.Equals(sOfferID))
{
continue;
}
bIsTradesFound = true;
string sBuySell = trade.BuySell;
// Set opposite side
OrderSide side = (sBuySell.Equals(Constants.Buy) ? OrderSide.Sell : OrderSide.Buy);
if (closeOrdersData.OfferID.Equals(sOfferID))
{
OrderSide currentSide = closeOrdersData.Side;
if (currentSide != OrderSide.Both && currentSide != side)
{
closeOrdersData.Side = OrderSide.Both;
}
}
else
{
closeOrdersData.OfferID = sOfferID;
closeOrdersData.AccountID = sAccountID;
closeOrdersData.Side = side;
}
}
}
}
return(bIsTradesFound);
}
/// <summary>
/// Get orders data for closing all positions
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="responseListener"></param>
/// <returns></returns>
private static Dictionary <string, CloseOrdersData> GetCloseOrdersData(O2GSession session, string sAccountID, ResponseListener responseListener)
{
Dictionary <string, CloseOrdersData> closeOrdersData = new Dictionary <string, CloseOrdersData>();
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, 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 readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GTradesTableResponseReader tradesResponseReader = readerFactory.createTradesTableReader(response);
for (int i = 0; i < tradesResponseReader.Count; i++)
{
O2GTradeRow trade = tradesResponseReader.getRow(i);
string sOfferID = trade.OfferID;
string sBuySell = trade.BuySell;
// Set opposite side
OrderSide side = (sBuySell.Equals(Constants.Buy) ? OrderSide.Sell : OrderSide.Buy);
if (closeOrdersData.ContainsKey(sOfferID))
{
OrderSide currentSide = closeOrdersData[sOfferID].Side;
if (currentSide != OrderSide.Both && currentSide != side)
{
closeOrdersData[sOfferID].Side = OrderSide.Both;
}
}
else
{
CloseOrdersData data = new CloseOrdersData(sAccountID, side);
closeOrdersData.Add(sOfferID, data);
}
}
}
}
return(closeOrdersData);
}
/// <summary>
/// Find the first opened position by AccountID and OfferID
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="sOfferID"></param>
/// <param name="responseListener"></param>
/// <returns></returns>
private static O2GTradeRow GetTrade(O2GSession session, string sAccountID, string sOfferID, ResponseListener responseListener)
{
O2GTradeRow trade = null;
bool bHasTrade = false;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, 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 readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GTradesTableResponseReader tradesResponseReader = readerFactory.createTradesTableReader(response);
for (int i = 0; i < tradesResponseReader.Count; i++)
{
trade = tradesResponseReader.getRow(i);
if (sOfferID.Equals(trade.OfferID))
{
bHasTrade = true;
break;
}
}
}
}
if (!bHasTrade)
{
return(null);
}
else
{
return(trade);
}
}
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);
}
/// <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>
/// 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);
}