public static IRestResponse GetRequest(string target, string call, params Parameter [] parameters)
{
RestManager rest_man = privInstance;
lock (rest_man)
{
string endpoint = string.Format("{0}/{1}/{2}", target, rest_man.ApiEnv, call);
RestRequest request = new RestRequest(endpoint, Method.GET);
request.RequestFormat = DataFormat.Json;
request.Parameters.AddRange(parameters);
request.Parameters.Add(GetRequestId());
request.AddHeader("Authorization", rest_man.AccessToken);
request.AddHeader("x-api-key", rest_man.AppKey);
if (privInstance.m_nextRequest > DateTime.Now)
{
Thread.Sleep(privInstance.m_nextRequest - DateTime.Now);
}
var response = rest_man.Client.Execute(request);
privInstance.m_nextRequest = DateTime.Now + RestManager.MinSpace;
LogRequest(request, response);
return(response);
}
}
private static void LogRequest(RestRequest request, RestSharp.IRestResponse result)
{
RestManager rest_man = privInstance;
string log_message = String.Format("{0} - {1} {2}", result.StatusCode.ToString(), request.Method.ToString(), rest_man.Client.BuildUri(request));
FDLog.LogRequest(log_message);
}
public static void Init(string app_key, string secret_key, string api_env, string api_url = "https://apigateway.trade.tt/")
{
RestManager rest_man = privInstance;
lock (rest_man)
{
rest_man.AppKey = app_key;
rest_man.SecretKey = secret_key;
rest_man.ApiEnv = api_env;
rest_man.ApiURL = api_url;
rest_man.Client = new RestClient(rest_man.ApiURL);
try
{
TimeSpan renewal_time = RefreshToken() - new TimeSpan(1, 0, 0);
renewal_time = new TimeSpan(0, 0, 0, 10);
rest_man.TokenTimer = new Timer(TokenTimerHandler, rest_man, renewal_time, renewal_time);
}
catch (Exception)
{
// Login errors can be ignored during initialization
// to allow the user to attempt to log in again
}
}
}
private static TT_User RequestUser(string user_id)
{
var result = RestManager.GetRequest("risk", "user/" + user_id);
UserResponse usr = JsonConvert.DeserializeObject <UserResponse>(result.Content);
return(usr.user[0]);
}
private void DownloadFills()
{
// Perform REST request/response to download fill data, specifying our cached minimum timestamp as a starting point.
// On a successful response the timestamp will be updated so we run no risk of downloading duplicate fills.
List <TT_Fill> fills = new List <TT_Fill>();
do
{
var min_param = new RestSharp.Parameter("minTimestamp", TT_Info.ToRestTimestamp(m_minTimeStamp).ToString(), RestSharp.ParameterType.QueryString);
RestSharp.IRestResponse result = RestManager.GetRequest("ledger", "fills", min_param);
if (result.StatusCode != System.Net.HttpStatusCode.OK)
{
throw new Exception("Request for fills unsuccessful. Status:" + result.StatusCode.ToString() + "Error Message: " + result.ErrorMessage);
}
JObject json_data = JObject.Parse(result.Content);
foreach (var fill in json_data["fills"])
{
fills.Add(new TT_Fill(fill));
}
fills.Sort((f1, f2) => f1.UtcTimeStamp.CompareTo(f2.UtcTimeStamp));
RaiseFillDownloadEvent(fills);
if (fills.Count > 0 && m_running)
{
m_minTimeStamp = new DateTime(fills[fills.Count - 1].UtcTimeStamp.Ticks + 1);
}
}while (fills.Count == TT_Info.MAX_RESPONSE_FILLS);
}
private static void GetProductData()
{
var result = RestManager.GetRequest("ttpds", "productdata");
ProductData product_data = JsonConvert.DeserializeObject <ProductData>(result.Content);
if (product_data.productTypes != null)
{
privInstance.dicts.Add("productTypes", CreateDictionary(product_data.productTypes));
}
else
{
throw new Exception("GET ProductData request failed" + Environment.NewLine + result.Content.ToString());
}
}
private static void GetMarkets()
{
var result = RestManager.GetRequest("ttpds", "markets");
TTMarkets markets = JsonConvert.DeserializeObject <TTMarkets>(result.Content);
if (markets.Markets != null)
{
privInstance.dicts.Add("markets", CreateDictionary(markets.Markets));
}
else
{
throw new Exception("GET Market request failed" + Environment.NewLine + result.Content.ToString());
}
}
private static void TokenTimerHandler(Object state_info)
{
RestManager rest_man = (RestManager)state_info;
try
{
TimeSpan renewal_time = RefreshToken() - new TimeSpan(1, 0, 0);
rest_man.TokenTimer.Change(renewal_time, renewal_time);
}
catch (Exception e)
{
rest_man.TokenTimer.Change(Timeout.Infinite, Timeout.Infinite);
RaiseTokenError(e.Message);
}
}
public static TimeSpan RefreshToken()
{
RestManager rest_man = privInstance;
lock (rest_man)
{
string endpoint = string.Format("{0}/{1}/{2}", "ttid", rest_man.ApiEnv, "token");
RestRequest request = new RestRequest(endpoint, Method.POST);
request.RequestFormat = DataFormat.Json;
request.AddHeader("Content-Type", "application/x-www-form-urlencoded");
request.AddHeader("x-api-key", rest_man.AppKey);
request.AddHeader("Accept", "application/json");
request.AddParameter("grant_type", "user_app");
request.AddParameter("app_key", rest_man.SecretKey);
request.AddParameter(GetRequestId());
var response = rest_man.Client.Execute(request);
var content = response.Content;
LogRequest(request, response);
if (response.StatusCode == System.Net.HttpStatusCode.OK)
{
RestSharp.Deserializers.JsonDeserializer deserial = new RestSharp.Deserializers.JsonDeserializer();
var dict_response = deserial.Deserialize <Dictionary <string, string> >(response);
if (dict_response["status"] == "Ok")
{
rest_man.AccessToken = "Bearer " + dict_response["access_token"];
return(new TimeSpan(0, 0, int.Parse(dict_response["seconds_until_expiry"])));
}
else
{
string err_msg = "Error, POST request for token failed: " + dict_response["status_message"];
FDLog.LogError(err_msg);
throw new Exception(err_msg);
}
}
else
{
string err_msg = "Error, POST request for token failed: " + response.ErrorMessage;
FDLog.LogError(err_msg);
throw new Exception(err_msg);
}
}
}
private static TT_Account RequestAccount(string account_id)
{
var result = RestManager.GetRequest("risk", "account/" + account_id);
try
{
AccountResponse acct = JsonConvert.DeserializeObject <AccountResponse>(result.Content);
return(acct.account[0]);
}
catch (Exception)
{
TT_Account acct = new TT_Account();
acct.id = account_id;
acct.name = "PLACEHOLDER";
return(acct);
}
}
private static void GetInstrumentData()
{
var result = RestManager.GetRequest("ttpds", "instrumentdata");
InstrumentData instrument_data = JsonConvert.DeserializeObject <InstrumentData>(result.Content);
if (instrument_data.optionCodes != null && instrument_data.optionSchemes != null && instrument_data.seriesTerms != null && instrument_data.comboTypes != null)
{
privInstance.dicts.Add("optionCodes", CreateDictionary(instrument_data.optionCodes));
privInstance.dicts.Add("optionSchemes", CreateDictionary(instrument_data.optionSchemes));
privInstance.dicts.Add("seriesTerms", CreateDictionary(instrument_data.seriesTerms));
privInstance.dicts.Add("comboTypes", CreateDictionary(instrument_data.comboTypes));
}
else
{
throw new Exception("GET InstrumentData request failed" + Environment.NewLine + result.Content.ToString());
}
}
private static void GetOrderData()
{
var result = RestManager.GetRequest("ttledger", "orderdata");
OrderData order_data = JsonConvert.DeserializeObject <OrderData>(result.Content);
if (order_data.data != null)
{
foreach (var entry in order_data.data)
{
privInstance.dicts.Add(entry.Key, entry.Value);
}
}
else
{
throw new Exception("GET OrderData request failed" + Environment.NewLine + result.Content.ToString());
}
}
public static IRestResponse GetRequest(string target, string call, params Parameter [] parameters)
{
RestManager rest_man = privInstance;
lock (rest_man)
{
string endpoint = string.Format("{0}/{1}/{2}", target, rest_man.ApiEnv, call);
RestRequest request = new RestRequest(endpoint, Method.GET);
request.RequestFormat = DataFormat.Json;
request.Parameters.AddRange(parameters);
request.AddHeader("Authorization", rest_man.AccessToken);
request.AddHeader("x-api-key", rest_man.AppKey);
var response = rest_man.Client.Execute(request);
return(response);
}
}
private static TT_Instrument RequestInstrument(string instr_id)
{
var result = RestManager.GetRequest("pds", "instrument/" + instr_id);
InstrumentResponse response = JsonConvert.DeserializeObject <InstrumentResponse>(result.Content);
if (response.instrument != null)
{
return(response.instrument[0]);
}
else
{
TT_Instrument instr = new TT_Instrument();
instr.id = instr_id;
instr.alias = "Permission Denied";
instr.productSymbol = "Permission Denied";
instr.productTypeId = 34;
instr.optionCodeId = 2;
return(instr);
}
}
public static IRestResponse GetRequest(string target, string call, int max_retries, params Parameter [] parameters)
{
RestManager rest_man = privInstance;
lock (rest_man)
{
string endpoint = string.Format("{0}/{1}/{2}", target, rest_man.ApiEnv, call);
RestRequest request = new RestRequest(endpoint, Method.GET);
request.RequestFormat = DataFormat.Json;
request.Parameters.AddRange(parameters);
request.Parameters.Add(GetRequestId());
request.AddHeader("Authorization", rest_man.AccessToken);
request.AddHeader("x-api-key", rest_man.AppKey);
IRestResponse response = null;
for (int i = 0; i < max_retries; ++i)
{
if (privInstance.m_nextRequest > DateTime.Now)
{
Thread.Sleep(privInstance.m_nextRequest - DateTime.Now);
}
response = rest_man.Client.Execute(request);
privInstance.m_nextRequest = DateTime.Now + RestManager.MinSpace;
LogRequest(request, response);
if (response.IsSuccessful || (response.StatusCode != System.Net.HttpStatusCode.InternalServerError && response.StatusCode != System.Net.HttpStatusCode.BadRequest && response.ResponseStatus != ResponseStatus.TimedOut))
{
break;
}
}
return(response);
}
}
private static TT_User RequestUser(string user_id)
{
var result = RestManager.GetRequest("risk", "user/" + user_id);
UserResponse response = JsonConvert.DeserializeObject <UserResponse>(result.Content);
TT_User usr = null;
if (response.Status == "Ok")
{
usr = response.user[0];
}
else
{
// If the REST API user cannot view this user, make a dummy variable
usr = new TT_User();
usr.id = user_id;
usr.alias = "user_id:" + user_id;
usr.company = new TT_Company();
usr.company.name = "user_id:" + user_id;
usr.company.id = -1;
usr.company.abbrevName = "user_id:" + user_id;
}
return(usr);
}
private void Debug_DragDrop(object sender, DragEventArgs e)
{
if (!RestManager.IsAuthorized())
{
string app_key = txtSecret.Text.Split(':')[0];
string app_secret = txtSecret.Text;
RestManager.Init(app_key, app_secret, txtEnvironment.Text);
if (!RestManager.IsAuthorized())
{
MessageBox.Show("Rest API was not able to log in with provided App Key and Secret");
return;
}
else
{
FDLog.LogMessage("Successfully logged in with app key and secret");
RestManager.OnTokenError += RestManager_OnTokenError;
}
}
string[] s = (string[])e.Data.GetData(DataFormats.FileDrop, false);
Action debug = () => { DebugFillFiles(e); };
this.BeginInvoke(debug);
}
private void btnStart_Click(object sender, EventArgs e)
{
// Validate our inputs
int interval = 0;
if (!int.TryParse(txtFrequency.Text, out interval))
{
MessageBox.Show("Error parsing frequency \"" + txtFrequency.Text + "\".");
return;
}
if (interval <= 0)
{
MessageBox.Show("Frequency must be greater than zero.");
return;
}
TimeSpan start_time = dtpStartTime.Value.TimeOfDay;
TimeSpan end_time = dtpEndTime.Value.TimeOfDay;
if (start_time > end_time)
{
MessageBox.Show("Error: Start time must come before end time");
return;
}
// Try to log in to the REST API
RestManager.Init(txtKey.Text, txtSecret.Text, txtEnvironment.Text);
if (!RestManager.IsAuthorized())
{
MessageBox.Show("Rest API was not able to log in with provided App Key and Secret");
return;
}
else
{
RestManager.OnTokenError += RestManager_OnTokenError;
}
DateTime start_date = default(DateTime);
if (dtpStartDate.CustomFormat != " ")
{
// TimeStamp correction so it properly reflects midnight of
// this day in local time
start_date = dtpStartDate.Value.Date - TimeZoneInfo.Local.BaseUtcOffset;
}
else
{
start_date = DateTime.Today - TimeZoneInfo.Local.BaseUtcOffset;
}
if (!chkSunday.Checked && !chkMonday.Checked && !chkTuesday.Checked && !chkWednesday.Checked && !chkThursday.Checked && !chkFriday.Checked && !chkSaturday.Checked)
{
MessageBox.Show("Must select at least one day to run downloader.");
return;
}
bool[] days_to_run = new bool[7];
days_to_run[0] = chkSunday.Checked;
days_to_run[1] = chkMonday.Checked;
days_to_run[2] = chkTuesday.Checked;
days_to_run[3] = chkWednesday.Checked;
days_to_run[4] = chkThursday.Checked;
days_to_run[5] = chkFriday.Checked;
days_to_run[6] = chkSaturday.Checked;
try
{
FileStream fs = File.Create(txtOutput.Text);
fs.Close();
m_outputFile = new StreamWriter(txtOutput.Text, true, Encoding.ASCII);
m_outputFile.AutoFlush = true;
m_outputFile.Write(GetCSVHeader());
}
catch (Exception ex)
{
MessageBox.Show("Error creating output file: " + ex.Message);
return;
}
clbColumns.Enabled = false;
btnStart.Text = "Stop Downloading";
btnStart.Click -= btnStart_Click;
btnStart.Click += btnStart_Close;
btnBrowse.Enabled = false;
m_fillThread = new FillDownloadThread(start_time, end_time, new TimeSpan(0, interval, 0), days_to_run, start_date);
m_fillThread.FillDownload += fillThread_OnFillDownload;
m_fillThread.OnError += OnError;
m_fillThread.Start();
}
public static IRestResponse GetRequest(string target, string call, params Parameter[] parameters)
{
return(RestManager.GetRequest(target, call, 1, parameters));
}
private void DownloadFills()
{
// Perform REST request/response to download fill data, specifying our cached minimum timestamp as a starting point.
// On a successful response the timestamp will be updated so we run no risk of downloading duplicate fills.
bool should_continue = false;
List <TT_Fill> fills = new List <TT_Fill>();
do
{
should_continue = false;
var min_param = new RestSharp.Parameter("minTimestamp", TT_Info.ToRestTimestamp(m_minTimeStamp).ToString(), RestSharp.ParameterType.QueryString);
RestSharp.IRestResponse result = RestManager.GetRequest("ledger", "fills", min_param);
if (result.StatusCode == System.Net.HttpStatusCode.GatewayTimeout)
{
should_continue = true;
DateTime max_time = DateTime.Now;
int retry_count = 0;
for (retry_count = 0; retry_count < max_retries; ++retry_count)
{
FDLog.LogMessage("Fill request timed out. Retrying....");
max_time = m_minTimeStamp + TimeSpan.FromTicks((max_time - m_minTimeStamp).Ticks / 2);
var max_param = new RestSharp.Parameter("maxTimestamp", TT_Info.ToRestTimestamp(max_time).ToString(), RestSharp.ParameterType.QueryString);
result = RestManager.GetRequest("ledger", "fills", min_param, max_param);
if (result.StatusCode == System.Net.HttpStatusCode.OK)
{
m_minTimeStamp = max_time;
break;
}
else if (result.StatusCode != System.Net.HttpStatusCode.GatewayTimeout)
{
throw new Exception(String.Format("Request for fills unsuccessful. (minTimestamp={0}) - Status: {1} - Error Message: {2}", min_param.Value.ToString(), result.StatusCode.ToString(), result.ErrorMessage));
}
if (retry_count == max_retries)
{
throw new Exception("Request for fills unsuccessful. Max Retries exceeded.");
}
}
}
else if (result.StatusCode != System.Net.HttpStatusCode.OK)
{
throw new Exception(String.Format("Request for fills unsuccessful. (minTimestamp={0}) - Status: {1} - Error Message: {2}", min_param.Value.ToString(), result.StatusCode.ToString(), result.ErrorMessage));
}
JObject json_data = JObject.Parse(result.Content);
FDLog.LogMessage(String.Format("Downloaded {0} fills.", json_data["fills"].Count()));
foreach (var fill in json_data["fills"])
{
fills.Add(new TT_Fill(fill));
}
fills.Sort((f1, f2) => f1.UtcTimeStamp.CompareTo(f2.UtcTimeStamp));
RaiseFillDownloadEvent(fills);
if (fills.Count > 0)
{
m_minTimeStamp = new DateTime(fills[fills.Count - 1].UtcTimeStamp.Ticks + 1);
}
should_continue |= (fills.Count == TT_Info.MAX_RESPONSE_FILLS);
should_continue &= m_running;
}while (should_continue);
}
private void btnStart_Click(object sender, EventArgs e)
{
// Validate our inputs
int interval = 0;
if (!int.TryParse(txtFrequency.Text, out interval))
{
MessageBox.Show("Error parsing frequency \"" + txtFrequency.Text + "\".");
return;
}
if (interval <= 0)
{
MessageBox.Show("Frequency must be greater than zero.");
return;
}
TimeSpan start_time = dtpStartTime.Value.TimeOfDay;
TimeSpan end_time = dtpEndTime.Value.TimeOfDay;
if (start_time > end_time)
{
MessageBox.Show("Error: Start time must come before end time");
return;
}
// Try to log in to the REST API
string app_key = txtSecret.Text.Split(':')[0];
string app_secret = txtSecret.Text;
RestManager.Init(app_key, app_secret, txtEnvironment.Text, txtURL.Text);
if (!RestManager.IsAuthorized())
{
MessageBox.Show("Rest API was not able to log in with provided App Key and Secret");
return;
}
else
{
FDLog.LogMessage("Successfully logged in with app key and secret");
RestManager.OnTokenError += RestManager_OnTokenError;
}
DateTime start_date = default(DateTime);
if (dtpStartDate.CustomFormat != " ")
{
// TimeStamp correction so it properly reflects midnight of
// this day in local time
start_date = dtpStartDate.Value.Date - TimeZoneInfo.Local.BaseUtcOffset;
}
else
{
start_date = DateTime.Today - TimeZoneInfo.Local.BaseUtcOffset;
}
if (!chkSunday.Checked && !chkMonday.Checked && !chkTuesday.Checked && !chkWednesday.Checked && !chkThursday.Checked && !chkFriday.Checked && !chkSaturday.Checked)
{
MessageBox.Show("Must select at least one day to run downloader.");
return;
}
bool[] days_to_run = new bool[7];
days_to_run[0] = chkSunday.Checked;
days_to_run[1] = chkMonday.Checked;
days_to_run[2] = chkTuesday.Checked;
days_to_run[3] = chkWednesday.Checked;
days_to_run[4] = chkThursday.Checked;
days_to_run[5] = chkFriday.Checked;
days_to_run[6] = chkSaturday.Checked;
try
{
FileMode mode = (FileMode)cbFileMode.SelectedItem;
m_outputFile = FillFile.GetFillFile(mode, txtOutput.Text, GetReportItems());
}
catch (Exception ex)
{
MessageBox.Show("Error creating output file: " + ex.Message);
return;
}
clbColumns.Enabled = false;
btnStart.Text = "Stop Downloading";
btnStart.Click -= btnStart_Click;
btnStart.Click += btnStart_Close;
btnBrowse.Enabled = false;
FDLog.LogMessage("Beginning downloads...");
m_fillThread = new FillDownloadThread(start_time, end_time, new TimeSpan(0, interval, 0), days_to_run, start_date);
m_fillThread.FillDownload += fillThread_OnFillDownload;
m_fillThread.OnError += OnError;
m_fillThread.Start();
}
