static string OpenApiMessageToString(ProtoMessage msg)
{
switch ((ProtoOAPayloadType)msg.PayloadType)
{
case ProtoOAPayloadType.PROTO_OA_APPLICATION_AUTH_REQ:
var app_auth_req = ProtoOAApplicationAuthReq.CreateBuilder().MergeFrom(msg.Payload).Build();
return("AppAuthRequest{clientId:" + app_auth_req.ClientId + ", clientSecret:" + app_auth_req.ClientSecret + "}");
case ProtoOAPayloadType.PROTO_OA_APPLICATION_AUTH_RES:
return("ApAuthResponse");
case ProtoOAPayloadType.PROTO_OA_ACCOUNT_AUTH_REQ:
var acc_auth_req = ProtoOAAccountAuthReq.CreateBuilder().MergeFrom(msg.Payload).Build();
return("AccAuthRequest{CtidTraderAccountId:" + acc_auth_req.CtidTraderAccountId + "}");
case ProtoOAPayloadType.PROTO_OA_ACCOUNT_AUTH_RES:
return("AccAuthResponse");
case ProtoOAPayloadType.PROTO_OA_GET_ACCOUNTS_BY_ACCESS_TOKEN_REQ:
return("GetAccountsByAccessTokenReq");
case ProtoOAPayloadType.PROTO_OA_GET_ACCOUNTS_BY_ACCESS_TOKEN_RES:
var accounts_list = ProtoOAGetAccountListByAccessTokenRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbAccounts = new StringBuilder();
foreach (var account in accounts_list.CtidTraderAccountList)
{
sbAccounts.Append("ID: " + account.CtidTraderAccountId + (account.IsLive ? " Status: Live" + Environment.NewLine : " Status: Demo " + Environment.NewLine));
}
return("GetAccountsByAccessTokenRes{" + sbAccounts.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_TRADER_REQ:
return("PotoOATraderReq");
case ProtoOAPayloadType.PROTO_OA_SYMBOLS_LIST_REQ:
return("GetSymbolsList");
case ProtoOAPayloadType.PROTO_OA_SYMBOLS_LIST_RES:
var symbols_list = ProtoOASymbolsListRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbSymbols = new StringBuilder();
foreach (var symbol in symbols_list.SymbolList)
{
sbSymbols.Append("ID: " + symbol.SymbolId + Environment.NewLine);
sbSymbols.Append("Name: " + symbol.SymbolName + Environment.NewLine);
}
return("Symbols{" + sbSymbols.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_SYMBOL_BY_ID_REQ:
return("GetSymbolsById");
case ProtoOAPayloadType.PROTO_OA_SYMBOL_BY_ID_RES:
var symbol_by_id_list = ProtoOASymbolByIdRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbSymbolByID = new StringBuilder();
foreach (var symbol in symbol_by_id_list.SymbolList)
{
sbSymbolByID.Append("ID: " + symbol.SymbolId + Environment.NewLine);
}
return("Symbols{" + sbSymbolByID.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_EXECUTION_EVENT:
return(OpenApiExecEventsToString(msg));
case ProtoOAPayloadType.PROTO_OA_DEAL_LIST_REQ:
return("DealListRequest{}");
case ProtoOAPayloadType.PROTO_OA_DEAL_LIST_RES:
var deal_list = ProtoOADealListRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbDeals = new StringBuilder();
foreach (var deal in deal_list.DealList)
{
sbDeals.Append("ID: " + deal.DealId + Environment.NewLine);
sbDeals.Append("Status: " + deal.DealStatus + Environment.NewLine);
sbDeals.Append("Volume: " + deal.Volume + Environment.NewLine);
}
return("DealList{" + sbDeals.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_RECONCILE_REQ:
return("ReconcileRequest{}");
case ProtoOAPayloadType.PROTO_OA_RECONCILE_RES:
var reconcile_response = ProtoOAReconcileRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbReconcile = new StringBuilder();
foreach (var order in reconcile_response.OrderList)
{
sbReconcile.Append("ID: " + order.OrderId + Environment.NewLine);
sbReconcile.Append("Status: " + order.OrderStatus + Environment.NewLine);
sbReconcile.Append("Volume: " + order.TradeData.Volume + Environment.NewLine);
}
foreach (var position in reconcile_response.PositionList)
{
sbReconcile.Append("ID: " + position.HasPositionId + Environment.NewLine);
sbReconcile.Append("Status: " + position.PositionStatus + Environment.NewLine);
sbReconcile.Append("Volume: " + position.TradeData.Volume + Environment.NewLine);
}
return("ReconcileList{" + sbReconcile.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_CASH_FLOW_HISTORY_LIST_REQ:
return("CashFlowHistoryRequest{}");
case ProtoOAPayloadType.PROTO_OA_CASH_FLOW_HISTORY_LIST_RES:
var cashflow_history = ProtoOACashFlowHistoryListRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbDCashflow = new StringBuilder();
foreach (var entry in cashflow_history.DepositWithdrawList)
{
sbDCashflow.Append("ID: " + entry.BalanceHistoryId + Environment.NewLine);
sbDCashflow.Append("Type: " + entry.OperationType + Environment.NewLine);
sbDCashflow.Append("Delta: " + entry.Delta + Environment.NewLine);
}
return("CashFlowHistory{" + sbDCashflow.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_GET_TRENDBARS_REQ:
return("GetTrendbarsRequest{}");
case ProtoOAPayloadType.PROTO_OA_GET_TRENDBARS_RES:
var trendbar = ProtoOAGetTrendbarsRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbTrendbar = new StringBuilder();
foreach (var entry in trendbar.TrendbarList)
{
sbTrendbar.Append("Open: " + entry.DeltaOpen + Environment.NewLine);
sbTrendbar.Append("High: " + entry.DeltaHigh + Environment.NewLine);
sbTrendbar.Append("Low: " + entry.Low + Environment.NewLine);
sbTrendbar.Append("Close: " + entry.DeltaClose + Environment.NewLine);
}
return("Trendbars{" + sbTrendbar.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_GET_TICKDATA_REQ:
return("GetTickDataRequest{}");
case ProtoOAPayloadType.PROTO_OA_GET_TICKDATA_RES:
var tickData = ProtoOAGetTickDataRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbTickData = new StringBuilder();
foreach (var entry in tickData.TickDataList)
{
sbTickData.Append("Tick: " + entry.Tick + Environment.NewLine + " " + msg.ClientMsgId);
}
return("Tick Data{" + sbTickData.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_CANCEL_ORDER_REQ:
return("CancelOrderRequest{}");
case ProtoOAPayloadType.PROTO_OA_NEW_ORDER_REQ:
return("CreateOrderRequest{}");
case ProtoOAPayloadType.PROTO_OA_CLOSE_POSITION_REQ:
return("ClosePositionRequest{}");
case ProtoOAPayloadType.PROTO_OA_AMEND_ORDER_REQ:
return("AmendOrderRequest{}");
case ProtoOAPayloadType.PROTO_OA_AMEND_POSITION_SLTP_REQ:
return("AmendPositionRequest{}");
case ProtoOAPayloadType.PROTO_OA_SUBSCRIBE_SPOTS_REQ:
return("SubscribeForSpotsRequest{}");
case ProtoOAPayloadType.PROTO_OA_SUBSCRIBE_SPOTS_RES:
return("SubscribeForSpotsResponse{}");
case ProtoOAPayloadType.PROTO_OA_UNSUBSCRIBE_SPOTS_REQ:
return("UnsubscribeFromSpotsRequest{}");
case ProtoOAPayloadType.PROTO_OA_UNSUBSCRIBE_SPOTS_RES:
return("UnsubscribeFromSpotsResponse{}");
case ProtoOAPayloadType.PROTO_OA_SPOT_EVENT:
var _spot_event = ProtoOASpotEvent.CreateBuilder().MergeFrom(msg.Payload).Build();
return("SpotEvent{symbolId:" + _spot_event.SymbolId + ", bidPrice:" + (_spot_event.HasBid ? _spot_event.Bid.ToString() : " ") + ", askPrice:" + (_spot_event.HasAsk ? _spot_event.Ask.ToString() : " ") + "}");
case ProtoOAPayloadType.PROTO_OA_ERROR_RES:
var _err = ProtoOAErrorRes.CreateBuilder().MergeFrom(msg.Payload).Build();
return("ErrorResponse{errorCode:" + _err.ErrorCode + (_err.HasDescription ? ", description:" + _err.Description : "") + "}");
case ProtoOAPayloadType.PROTO_OA_ORDER_ERROR_EVENT:
var _orderErr = ProtoOAOrderErrorEvent.CreateBuilder().MergeFrom(msg.Payload).Build();
return("OrderErrorResponse{errorCode:" + _orderErr.ErrorCode + (_orderErr.HasDescription ? ", description:" + _orderErr.Description : "") + "}");
default:
return("unknown");
}
}
// listener thread
private void Listen(SslStream sslStream, Queue messagesQueue)
{
isShutdown = false;
while (!isShutdown)
{
Thread.Sleep(1);
byte[] _length = new byte[sizeof(int)];
int readBytes = 0;
do
{
Thread.Sleep(0);
readBytes += sslStream.Read(_length, readBytes, _length.Length - readBytes);
} while (readBytes < _length.Length);
int length = BitConverter.ToInt32(_length.Reverse().ToArray(), 0);
if (length <= 0)
{
continue;
}
if (length > MaxMessageSize)
{
string exceptionMsg = "Message length " + length.ToString() + " is out of range (0 - " + MaxMessageSize.ToString() + ")";
throw new System.IndexOutOfRangeException();
}
byte[] _message = new byte[length];
readBytes = 0;
do
{
Thread.Sleep(0);
readBytes += sslStream.Read(_message, readBytes, _message.Length - readBytes);
} while (readBytes < length);
var msgFactory = new OpenApiMessagesFactory();
var protoMessage = msgFactory.GetMessage(_message);
messagesQueue.Enqueue("Received: " + OpenApiMessagesPresentation.ToString(protoMessage));
switch ((ProtoOAPayloadType)protoMessage.PayloadType)
{
case ProtoOAPayloadType.PROTO_OA_APPLICATION_AUTH_RES:
ProtoOAApplicationAuthRes Res = msgFactory.GetApplicationAuthorizationResponse(_message);
Console.WriteLine(Res.ToString());
break;
case ProtoOAPayloadType.PROTO_OA_EXECUTION_EVENT:
var _payload_msg = msgFactory.GetExecutionEvent(_message);
if (_payload_msg.HasOrder)
{
testOrderId = _payload_msg.Order.OrderId;
}
if (_payload_msg.HasPosition)
{
testPositionId = _payload_msg.Position.PositionId;
}
break;
case ProtoOAPayloadType.PROTO_OA_GET_ACCOUNTS_BY_ACCESS_TOKEN_RES:
var _accounts_list = ProtoOAGetAccountListByAccessTokenRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
_accounts = _accounts_list.CtidTraderAccountList;
break;
case ProtoOAPayloadType.PROTO_OA_TRADER_RES:
var trader = ProtoOATraderRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
_traders.Add(trader.Trader);
break;
case ProtoOAPayloadType.PROTO_OA_RECONCILE_RES:
var _reconcile_list = ProtoOAReconcileRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
break;
default:
break;
}
;
}
}