Exemplo n.º 1
0
        static void Main(string[] args)
        {
            O2GSession session = null;

            try
            {
                LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
                SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);

                PrintSampleParams("CloseAllPositionsByInstrument", loginParams, sampleParams);

                session = O2GTransport.createSession();
                session.useTableManager(O2GTableManagerMode.Yes, null);
                SessionStatusListener statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
                session.subscribeSessionStatus(statusListener);
                statusListener.Reset();
                session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
                if (statusListener.WaitEvents() && statusListener.Connected)
                {
                    ResponseListener responseListener = new ResponseListener();
                    TableListener tableListener = new TableListener(responseListener);
                    session.subscribeResponse(responseListener);

                    O2GTableManager tableManager = session.getTableManager();
                    O2GTableManagerStatus managerStatus = tableManager.getStatus();
                    while (managerStatus == O2GTableManagerStatus.TablesLoading)
                    {
                        Thread.Sleep(50);
                        managerStatus = tableManager.getStatus();
                    }

                    if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
                    {
                        throw new Exception("Cannot refresh all tables of table manager");
                    }
                    O2GAccountRow account = GetAccount(tableManager, sampleParams.AccountID);
                    if (account == null)
                    {
                        if (string.IsNullOrEmpty(sampleParams.AccountID))
                        {
                            throw new Exception("No valid accounts");
                        }
                        else
                        {
                            throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
                        }
                    }
                    sampleParams.AccountID = account.AccountID;

                    O2GOfferRow offer = GetOffer(tableManager, sampleParams.Instrument);
                    if (offer == null)
                    {
                        throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
                    }

                    CloseOrdersData closeOrdersData;
                    if (!GetCloseOrdersData(tableManager, sampleParams.AccountID, offer.OfferID, out closeOrdersData))
                    {
                        throw new Exception("There are no opened positions");
                    }

                    tableListener.SubscribeEvents(tableManager);

                    O2GRequest request = CreateCloseMarketNettingOrderRequest(session, closeOrdersData);
                    if (request == null)
                    {
                        throw new Exception("Cannot create request; probably some arguments are missing or incorrect");
                    }
                    List<string> requestIDs = new List<string>();
                    for (int i = 0; i < request.ChildrenCount; i++)
                    {
                        requestIDs.Add(request.getChildRequest(i).RequestID);
                    }
                    responseListener.SetRequestIDs(requestIDs);
                    tableListener.SetRequestIDs(requestIDs);
                    session.sendRequest(request);
                    if (responseListener.WaitEvents())
                    {
                        Thread.Sleep(1000); // Wait for the balance update
                        Console.WriteLine("Done!");
                    }
                    else
                    {
                        throw new Exception("Response waiting timeout expired");
                    }

                    tableListener.UnsubscribeEvents(tableManager);

                    statusListener.Reset();
                    session.logout();
                    statusListener.WaitEvents();
                    session.unsubscribeResponse(responseListener);
                }
                session.unsubscribeSessionStatus(statusListener);
            }
            catch (Exception e)
            {
                Console.WriteLine("Exception: {0}", e.ToString());
            }
            finally
            {
                if (session != null)
                {
                    session.Dispose();
                }
            }
        }
Exemplo n.º 2
0
 /// <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;
 }
Exemplo n.º 3
0
        static void Main(string[] args)
        {
            O2GSession session = null;

            try
            {
                LoginParams  loginParams  = new LoginParams(ConfigurationManager.AppSettings);
                SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);

                PrintSampleParams("CloseAllPositionsByInstrument", loginParams, sampleParams);

                session = O2GTransport.createSession();
                SessionStatusListener statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
                session.subscribeSessionStatus(statusListener);
                statusListener.Reset();
                session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
                if (statusListener.WaitEvents() && statusListener.Connected)
                {
                    ResponseListener responseListener = new ResponseListener(session);
                    session.subscribeResponse(responseListener);

                    O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
                    if (account == null)
                    {
                        if (string.IsNullOrEmpty(sampleParams.AccountID))
                        {
                            throw new Exception("No valid accounts");
                        }
                        else
                        {
                            throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
                        }
                    }
                    sampleParams.AccountID = account.AccountID;

                    O2GOfferRow offer = GetOffer(session, sampleParams.Instrument);
                    if (offer == null)
                    {
                        throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
                    }

                    CloseOrdersData closeOrdersData;
                    if (!GetCloseOrdersData(session, sampleParams.AccountID, offer.OfferID, responseListener, out closeOrdersData))
                    {
                        throw new Exception("There are no opened positions");
                    }

                    O2GRequest request = CreateCloseMarketNettingOrderRequest(session, closeOrdersData);
                    if (request == null)
                    {
                        throw new Exception("Cannot create request; probably some arguments are missing or incorrect");
                    }
                    List <string> requestIDs = new List <string>();
                    for (int i = 0; i < request.ChildrenCount; i++)
                    {
                        requestIDs.Add(request.getChildRequest(i).RequestID);
                    }
                    responseListener.SetRequestIDs(requestIDs);
                    session.sendRequest(request);
                    if (responseListener.WaitEvents())
                    {
                        Thread.Sleep(1000); // Wait for the balance update
                        Console.WriteLine("Done!");
                    }
                    else
                    {
                        throw new Exception("Response waiting timeout expired");
                    }

                    session.unsubscribeResponse(responseListener);
                    statusListener.Reset();
                    session.logout();
                    statusListener.WaitEvents();
                }
                session.unsubscribeSessionStatus(statusListener);
            }
            catch (Exception e)
            {
                Console.WriteLine("Exception: {0}", e.ToString());
            }
            finally
            {
                if (session != null)
                {
                    session.Dispose();
                }
            }
        }
Exemplo n.º 4
0
        static void Main(string[] args)
        {
            O2GSession            session          = null;
            SessionStatusListener statusListener   = null;
            ResponseListener      responseListener = null;

            try
            {
                Console.WriteLine("CloseAllPositionsByInstrument sample\n");

                ArgumentParser argParser = new ArgumentParser(args, "CloseAllPositionsByInstrument");

                argParser.AddArguments(ParserArgument.Login,
                                       ParserArgument.Password,
                                       ParserArgument.Url,
                                       ParserArgument.Connection,
                                       ParserArgument.SessionID,
                                       ParserArgument.Pin,
                                       ParserArgument.Instrument,
                                       ParserArgument.AccountID);

                argParser.ParseArguments();

                if (!argParser.AreArgumentsValid)
                {
                    argParser.PrintUsage();
                    return;
                }

                argParser.PrintArguments();

                LoginParams  loginParams  = argParser.LoginParams;
                SampleParams sampleParams = argParser.SampleParams;

                session = O2GTransport.createSession();
                session.useTableManager(O2GTableManagerMode.Yes, null);
                statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
                session.subscribeSessionStatus(statusListener);
                statusListener.Reset();
                session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
                if (statusListener.WaitEvents() && statusListener.Connected)
                {
                    responseListener = new ResponseListener();
                    TableListener tableListener = new TableListener(responseListener);
                    session.subscribeResponse(responseListener);

                    O2GTableManager       tableManager  = session.getTableManager();
                    O2GTableManagerStatus managerStatus = tableManager.getStatus();
                    while (managerStatus == O2GTableManagerStatus.TablesLoading)
                    {
                        Thread.Sleep(50);
                        managerStatus = tableManager.getStatus();
                    }

                    if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
                    {
                        throw new Exception("Cannot refresh all tables of table manager");
                    }
                    O2GAccountRow account = GetAccount(tableManager, sampleParams.AccountID);
                    if (account == null)
                    {
                        if (string.IsNullOrEmpty(sampleParams.AccountID))
                        {
                            throw new Exception("No valid accounts");
                        }
                        else
                        {
                            throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
                        }
                    }
                    sampleParams.AccountID = account.AccountID;

                    O2GOfferRow offer = GetOffer(tableManager, sampleParams.Instrument);
                    if (offer == null)
                    {
                        throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
                    }

                    CloseOrdersData closeOrdersData;
                    if (!GetCloseOrdersData(tableManager, sampleParams.AccountID, offer.OfferID, out closeOrdersData))
                    {
                        throw new Exception("There are no opened positions");
                    }

                    tableListener.SubscribeEvents(tableManager);

                    O2GRequest request = CreateCloseMarketNettingOrderRequest(session, closeOrdersData);
                    if (request == null)
                    {
                        throw new Exception("Cannot create request; probably some arguments are missing or incorrect");
                    }
                    List <string> requestIDs = new List <string>();
                    for (int i = 0; i < request.ChildrenCount; i++)
                    {
                        requestIDs.Add(request.getChildRequest(i).RequestID);
                    }
                    responseListener.SetRequestIDs(requestIDs);
                    tableListener.SetRequestIDs(requestIDs);
                    session.sendRequest(request);
                    if (responseListener.WaitEvents())
                    {
                        Thread.Sleep(1000); // Wait for the balance update
                        Console.WriteLine("Done!");
                    }
                    else
                    {
                        throw new Exception("Response waiting timeout expired");
                    }

                    tableListener.UnsubscribeEvents(tableManager);
                }
            }
            catch (Exception e)
            {
                Console.WriteLine("Exception: {0}", e.ToString());
            }
            finally
            {
                if (session != null)
                {
                    if (statusListener.Connected)
                    {
                        statusListener.Reset();
                        session.logout();
                        statusListener.WaitEvents();
                        if (responseListener != null)
                        {
                            session.unsubscribeResponse(responseListener);
                        }
                        session.unsubscribeSessionStatus(statusListener);
                    }
                    session.Dispose();
                }
            }
        }