public void CanSimulateTrade()
{
var marketInfo = GetMarketInfo(_CFDmarketId);
//BUY
var trade = new NewTradeOrderRequestDTO()
{
AuditId = marketInfo.AuditId,
AutoRollover = false,
BidPrice = marketInfo.Bid,
Close = null,
Currency = null,
Direction = "buy",
IfDone = null,
MarketId = marketInfo.MarketId,
OfferPrice = marketInfo.Offer,
Quantity = 1,
QuoteId = null,
TradingAccountId = _accounts.CFDAccount.TradingAccountId
};
var response = _rpcClient.TradesAndOrders.SimulateTrade(trade);
_rpcClient.MagicNumberResolver.ResolveMagicNumbers(response);
Assert.AreEqual("Accepted", response.Status_Resolved);
}
public void CanRecieveOrderNotification()
{
var MARKET_ID = 154297; //GBP/USD
var gate = new ManualResetEvent(false);
var rpcClient = BuildRpcClient();
var streamingClient = rpcClient.CreateStreamingClient();
var priceListener = streamingClient.BuildPricesListener(MARKET_ID);
var ordersListener = streamingClient.BuildOrdersListener();
try
{
OrderDTO newOrder = null;
var marketInfo = rpcClient.Market.GetMarketInformation(MARKET_ID.ToString());
var account = rpcClient.AccountInformation.GetClientAndTradingAccount();
ordersListener.MessageReceived += (s, e) =>
{
newOrder = e.Data;
Console.WriteLine(
string.Format(
"New order has been recieved on Orders stream\r\n {0}",
e.Data.ToStringWithValues()));
gate.Set();
};
priceListener.MessageReceived += (s, e) =>
{
var order = new NewTradeOrderRequestDTO
{
MarketId = e.Data.MarketId,
BidPrice = e.Data.Bid,
OfferPrice = e.Data.Offer,
AuditId = e.Data.AuditId,
Quantity = marketInfo.MarketInformation.WebMinSize.GetValueOrDefault() + 1,
TradingAccountId = account.TradingAccounts[0].TradingAccountId,
Direction = "buy"
};
var response = rpcClient.TradesAndOrders.Trade(order);
rpcClient.MagicNumberResolver.ResolveMagicNumbers(response);
Console.WriteLine(string.Format("Trade/order placed: \r\n{0}", response.ToStringWithValues()));
Assert.AreEqual("Accepted", response.Status_Resolved, string.Format("Error placing order: \r\n{0}", response.ToStringWithValues()));
};
gate.WaitOne(TimeSpan.FromSeconds(15));
Assert.IsNotNull(newOrder);
}
finally
{
streamingClient.TearDownListener(priceListener);
streamingClient.TearDownListener(ordersListener);
streamingClient.Dispose();
}
}
public ApiTradeOrderResponseDTO Trade(PriceDTO price, Direction direction)
{
AccountInformationResponseDTO accountInfo = _client.AccountInformation.GetClientAndTradingAccount();
int tradingAccountId = GetTradingAccountId(_client, price.MarketId, accountInfo);
var request = new NewTradeOrderRequestDTO
{
MarketId = price.MarketId,
Direction = direction.ToString().ToLower(),
Quantity = Quantity,
BidPrice = price.Bid,
OfferPrice = price.Offer,
AuditId = price.AuditId,
TradingAccountId = tradingAccountId,
AutoRollover = false
};
ApiTradeOrderResponseDTO response = _client.TradesAndOrders.Trade(request);
return response;
}
public void CanConsumeTradeMarginStream()
{
var tradeMarginListener = _streamingClient.BuildTradeMarginListener();
// set up a handler to respond to stream events
var gate = new AutoResetEvent(false);
TradeMarginDTO actual = null;
Stopwatch sw = new Stopwatch();
sw.Start();
tradeMarginListener.MessageReceived += (s, e) =>
{
Console.WriteLine(
"-----------------------------------------------");
sw.Stop();
actual = e.Data;
Console.WriteLine("event received in {0} seconds", TimeSpan.FromMilliseconds(sw.ElapsedMilliseconds));
Console.WriteLine(actual.ToStringWithValues());
Console.WriteLine(
"-----------------------------------------------");
gate.Set();
};
// place a trade to give the margin listener something to listen to
AccountInformationResponseDTO accounts = _authenticatedClient.AccountInformation.GetClientAndTradingAccount();
PriceDTO marketInfo = GetMarketInfo(80905);
NewTradeOrderRequestDTO trade = new NewTradeOrderRequestDTO()
{
AuditId = marketInfo.AuditId,
AutoRollover = false,
BidPrice = marketInfo.Bid,
Close = null,
Currency = null,
Direction = "buy",
IfDone = null,
MarketId = marketInfo.MarketId,
OfferPrice = marketInfo.Offer,
Quantity = 1,
QuoteId = null,
TradingAccountId = accounts.SpreadBettingAccount.TradingAccountId
};
var response = _authenticatedClient.TradesAndOrders.Trade(trade);
gate.WaitOne(50000);
_streamingClient.TearDownListener(tradeMarginListener);
// close the tradeMarginListener
//marketInfo = GetMarketInfo(80905);
//int orderId = response.OrderId;
//trade = new NewTradeOrderRequestDTO()
//{
// AuditId = marketInfo.AuditId,
// AutoRollover = false,
// BidPrice = marketInfo.Bid,
// Close = new int[] { orderId },
// Currency = null,
// Direction = "sell",
// IfDone = null,
// MarketId = marketInfo.MarketId,
// OfferPrice = marketInfo.Offer,
// Quantity = 1,
// QuoteId = null,
// TradingAccountId = accounts.SpreadBettingAccount.TradingAccountId
//};
//_authenticatedClient.TradesAndOrders.Trade(trade);
Assert.IsNotNull(actual,"did not get a streaming event");
}
/// <summary>
/// API call that allows a simulated new trade to be placed.
/// </summary>
/// <param name="Trade">The simulated trade request.</param>
/// <param name="callback"></param>
/// <param name="state"></param>
public virtual void BeginSimulateTrade(NewTradeOrderRequestDTO Trade, ReliableAsyncCallback callback, object state)
{
string uriTemplate = "/simulate/newtradeorder";
_client.BeginRequest(RequestMethod.POST, "order", uriTemplate ,
new Dictionary<string, object>
{
{ "Trade", Trade}
},ContentType.JSON,ContentType.JSON, TimeSpan.FromMilliseconds(0), 30000,0 ,callback, state);
}
// ***********************************
// SimulateTrade
// ***********************************
/// <summary>
/// API call that allows a simulated new trade to be placed.
/// </summary>
/// <param name="Trade">The simulated trade request.</param>
public virtual ApiSimulateTradeOrderResponseDTO SimulateTrade(NewTradeOrderRequestDTO Trade)
{
string uriTemplate = "/simulate/newtradeorder";
return _client.Request<ApiSimulateTradeOrderResponseDTO>(RequestMethod.POST,"order", uriTemplate ,
new Dictionary<string, object>
{
{ "Trade", Trade}
},ContentType.JSON,ContentType.JSON, TimeSpan.FromMilliseconds(0),30000,0 );
}
// ***********************************
// Trade
// ***********************************
/// <summary>
/// <p>Place a trade on a particular market. Post a <a onclick="dojo.hash('#type.NewTradeOrderRequestDTO'); return false;" class="json-link" href="#">NewTradeOrderRequestDTO</a> to the uri specified below.</p> <p>Do not set any order id fields when requesting a new trade, the platform will generate them.</p>
/// </summary>
/// <param name="trade">The trade request</param>
public ApiTradeOrderResponseDTO Trade(NewTradeOrderRequestDTO trade)
{
return Request<ApiTradeOrderResponseDTO>("order", "/newtradeorder", "POST",
new Dictionary<string, object>
{
{ "trade", trade}
}, TimeSpan.FromMilliseconds(0), "trading");
}
/// <summary>
/// <p>Place a trade on a particular market. Post a <a onclick="dojo.hash('#type.NewTradeOrderRequestDTO'); return false;" class="json-link" href="#">NewTradeOrderRequestDTO</a> to the uri specified below.</p> <p>Do not set any order id fields when requesting a new trade, the platform will generate them.</p>
/// </summary>
/// <param name="trade">The trade request</param>
/// <param name="callback"></param>
/// <param name="state"></param>
public void BeginTrade(NewTradeOrderRequestDTO trade, ApiAsyncCallback<ApiTradeOrderResponseDTO> callback, object state)
{
BeginRequest(callback, state, "order", "/newtradeorder", "POST",
new Dictionary<string, object>
{
{ "trade", trade}
}, TimeSpan.FromMilliseconds(0), "trading");
}
public void CanUpdateTrade()
{
var rpcClient = BuildRpcClient();
AccountInformationResponseDTO accounts = rpcClient.AccountInformation.GetClientAndTradingAccount();
PriceDTO marketInfo = GetMarketInfo(_CFDmarketId);
var trade = new NewTradeOrderRequestDTO()
{
AuditId = marketInfo.AuditId,
AutoRollover = false,
BidPrice = marketInfo.Bid,
Close = null,
Currency = null,
Direction = "buy",
IfDone = null,
MarketId = marketInfo.MarketId,
OfferPrice = marketInfo.Offer,
Quantity = 1,
QuoteId = null,
TradingAccountId = accounts.CFDAccount.TradingAccountId
};
var order = rpcClient.TradesAndOrders.Trade(trade);
rpcClient.MagicNumberResolver.ResolveMagicNumbers(order);
Assert.AreEqual("Accepted", order.Status_Resolved);
var update = new UpdateTradeOrderRequestDTO
{
OrderId = order.OrderId,
MarketId = trade.MarketId,
Currency = trade.Currency,
IfDone = new[]
{
new ApiIfDoneDTO
{
Stop = new ApiStopLimitOrderDTO
{
TriggerPrice = marketInfo.Offer+10,
Direction = "sell",
IfDone = null,
MarketId = marketInfo.MarketId,
Quantity = 1,
TradingAccountId = accounts.CFDAccount.TradingAccountId
}
}
},
AuditId = trade.AuditId,
AutoRollover = trade.AutoRollover,
BidPrice = trade.BidPrice,
Close = trade.Close,
Direction = trade.Direction,
OfferPrice = trade.OfferPrice,
Quantity = trade.Quantity,
QuoteId = trade.QuoteId,
TradingAccountId = trade.TradingAccountId
};
var response = rpcClient.TradesAndOrders.UpdateTrade(update);
}
private void OnMarketPricesStreamMessageReceived(object sender, MessageEventArgs<PriceDTO> e)
{
if (!_listening || _ordered || Market == null) return;
_ordered = true;
var order = new NewTradeOrderRequestDTO
{
MarketId = e.Data.MarketId,
BidPrice = e.Data.Bid,
OfferPrice = e.Data.Offer,
AuditId = e.Data.AuditId,
Quantity = Market.WebMinSize.GetValueOrDefault() + 1,
TradingAccountId = Account.TradingAccounts[0].TradingAccountId,
Direction = "buy"
};
Dispatcher.BeginInvoke(() => listBox1.Items.Add("price update arrived, making a new trade"));
RpcClient.TradesAndOrders.BeginTrade(order, ar =>
{
var result = RpcClient.TradesAndOrders.EndTrade(ar);
var newOrder = result.Orders.Length > 0 && result.Orders[0].OrderId == result.OrderId
? result.Orders[0]
: null;
if (newOrder != null && newOrder.Status == 8 && newOrder.StatusReason == 140)
{
Dispatcher.BeginInvoke(() =>
{
listBox1.Items.Add("the account is on a dealer watchlist!");
listBox1.Items.Add("waiting for the order approval...");
});
}
}, null);
}
/// <summary>
/// An example of one strategy for placing a trade.
/// </summary>
/// <param name="request"></param>
/// <param name="callback"></param>
public void PlaceTradeAsync(NewTradeOrderRequestDTO request, TradeOrderResponseDelegate callback)
{
RpcClient.TradesAndOrders.BeginTrade(request, (ar) =>
{
var result = new ApiResult<ApiTradeOrderResponseDTO>();
try
{
result.Data = RpcClient.TradesAndOrders.EndTrade(ar);
// resolve the magic numbers so that we have readable values for status codes
RpcClient.MagicNumberResolver.ResolveMagicNumbers(result.Data);
}
catch (Exception ex)
{
result.Exception = ex;
}
// to avoid deadlocks that can occur when an async call is made within the callback of another async callback
// we will fire the callback on a new thread.
new Thread(() => callback(result)).Start();
// NOTE: the deadlock is a result of locking on the request queue and cache in JsonClient and is the price paid
// for that functionality.
// TODO: (in JsonClient) find out how to determine if an object is being locked on and throw exception if this is so.
}, null);
}
public void PlaceTradeAsync(int tradingAccountId, int marketId, TradeDirection direction, decimal quantity, decimal bidPrice, decimal offerPrice, int[] close, TradeOrderResponseDelegate callback)
{
NewTradeOrderRequestDTO orderRequest;
lock (_syncObj)
{
PriceDTO price;
_prices.TryGetValue(marketId, out price);
if (price == null)
{
throw new Exception("you must have a price subscription in order to place a trade");
}
orderRequest = new NewTradeOrderRequestDTO
{
AuditId = price.AuditId,
MarketId = marketId,
Direction = direction.ToString(),
BidPrice = bidPrice,
OfferPrice = offerPrice,
Quantity = quantity,
Close = close,
TradingAccountId = tradingAccountId
};
}
PlaceTradeAsync(orderRequest, callback);
}
public void CanTrade()
{
//MarketId: 80905
//Name: "GBP/USD (per 0.0001) Rolling Spread"
//MarketId: 400516274
//Name: "GBP/USD (per 0.0001) Dec 11 Spread"
var rpcClient = BuildRpcClient();
AccountInformationResponseDTO accounts = rpcClient.AccountInformation.GetClientAndTradingAccount();
PriceDTO marketInfo = GetMarketInfo(80905);
NewTradeOrderRequestDTO trade = new NewTradeOrderRequestDTO()
{
AuditId = marketInfo.AuditId,
AutoRollover = false,
BidPrice = marketInfo.Bid,
Close = null,
Currency = null,
Direction = "buy",
IfDone = null,
MarketId = marketInfo.MarketId,
OfferPrice = marketInfo.Offer,
Quantity = 1,
QuoteId = null,
TradingAccountId = accounts.SpreadBettingAccount.TradingAccountId
};
var response = rpcClient.TradesAndOrders.Trade(trade);
rpcClient.MagicNumberResolver.ResolveMagicNumbers(response);
Assert.AreEqual(response.Status_Resolved, "Accepted");
marketInfo = GetMarketInfo(80905);
int orderId = response.OrderId;
trade = new NewTradeOrderRequestDTO()
{
AuditId = marketInfo.AuditId,
AutoRollover = false,
BidPrice = marketInfo.Bid,
Close = new int[] { orderId },
Currency = null,
Direction = "sell",
IfDone = null,
MarketId = marketInfo.MarketId,
OfferPrice = marketInfo.Offer,
Quantity = 1,
QuoteId = null,
TradingAccountId = accounts.SpreadBettingAccount.TradingAccountId
};
response = rpcClient.TradesAndOrders.Trade(trade);
rpcClient.MagicNumberResolver.ResolveMagicNumbers(response);
Assert.AreEqual(response.Status_Resolved, "Accepted");
}
private int Trade(Client client, AccountInformationResponseDTO accountInfo, int marketId, PriceDTO price,
decimal quantity, string direction, IEnumerable<int> closeOrderIds)
{
var tradeRequest = new NewTradeOrderRequestDTO
{
MarketId = marketId,
Quantity = quantity,
Direction = direction,
TradingAccountId = accountInfo.SpreadBettingAccount.TradingAccountId,
AuditId = price.AuditId,
BidPrice = price.Bid,
OfferPrice = price.Offer,
Close = closeOrderIds.ToArray(),
};
var resp = client.TradesAndOrders.Trade(tradeRequest);
if (resp.OrderId == 0)
{
client.MagicNumberResolver.ResolveMagicNumbers(resp);
var message = GetResponseDescription(resp);
throw new ApplicationException(message);
}
return resp.OrderId;
}
