Exemplo n.º 1
0
        //private static int interval;

        public static void Exec()
        {
            // get properties from file
            getProperties();

            HttpWebRequest       httpWebRequest;
            JavaScriptSerializer serializer;
            HttpWebResponse      httpResponse;

            X509Certificate certificate1 = null;

            if (ssl)
            {
                using (WebClient client = new WebClient())
                {
                    client.DownloadFile(ssl_cert, "ssl.cert");
                }
                certificate1 = new X509Certificate("ssl.cert");
            }

            // get challenge
            httpWebRequest             = (HttpWebRequest)WebRequest.Create(domain + ":" + authentication_port + url_challenge);
            serializer                 = new JavaScriptSerializer();
            httpWebRequest.ContentType = "application/json";
            httpWebRequest.Method      = "POST";
            if (ssl)
            {
                httpWebRequest.ClientCertificates.Add(certificate1);
            }
            using (var streamWriter = new StreamWriter(httpWebRequest.GetRequestStream()))
            {
                hftRequest request = new hftRequest();
                request.getAuthorizationChallenge = new getAuthorizationChallengeRequest(user);
                streamWriter.WriteLine(serializer.Serialize(request));
            }
            httpResponse = (HttpWebResponse)httpWebRequest.GetResponse();
            using (StreamReader streamReader = new StreamReader(httpResponse.GetResponseStream()))
            {
                hftResponse response;
                try
                {
                    response  = serializer.Deserialize <hftResponse>(streamReader.ReadLine());
                    challenge = response.getAuthorizationChallengeResponse.challenge;
                }
                catch (SocketException ex) { Console.WriteLine(ex.Message); }
                catch (IOException ioex) { Console.WriteLine(ioex.Message); }
            }

            // create challenge response
            String res = challenge;

            char[] passwordArray = password.ToCharArray();
            foreach (byte passwordLetter in passwordArray)
            {
                int    value     = Convert.ToInt32(passwordLetter);
                string hexOutput = String.Format("{0:X}", value);
                res = res + hexOutput;
            }
            int NumberChars = res.Length;

            byte[] bytes = new byte[NumberChars / 2];
            for (int i = 0; i < NumberChars; i += 2)
            {
                bytes[i / 2] = Convert.ToByte(res.Substring(i, 2), 16);
            }
            SHA1 sha = new SHA1CryptoServiceProvider();

            byte[] tokenArray    = sha.ComputeHash(bytes);
            string challengeresp = BitConverter.ToString(tokenArray);

            challengeresp = challengeresp.Replace("-", "");

            // get token with challenge response
            httpWebRequest             = (HttpWebRequest)WebRequest.Create(domain + ":" + authentication_port + url_token);
            serializer                 = new JavaScriptSerializer();
            httpWebRequest.ContentType = "application/json";
            httpWebRequest.Method      = "POST";
            if (ssl)
            {
                httpWebRequest.ClientCertificates.Add(certificate1);
            }
            using (var streamWriter = new StreamWriter(httpWebRequest.GetRequestStream()))
            {
                hftRequest request = new hftRequest();
                request.getAuthorizationToken = new getAuthorizationTokenRequest(user, challengeresp);
                streamWriter.WriteLine(serializer.Serialize(request));
            }
            httpResponse = (HttpWebResponse)httpWebRequest.GetResponse();
            using (StreamReader streamReader = new StreamReader(httpResponse.GetResponseStream()))
            {
                hftResponse response;
                try
                {
                    response = serializer.Deserialize <hftResponse>(streamReader.ReadLine());
                    token    = response.getAuthorizationTokenResponse.token;
                }
                catch (SocketException ex) { Console.WriteLine(ex.Message); }
                catch (IOException ioex) { Console.WriteLine(ioex.Message); }
            }

            // -----------------------------------------
            // Prepare and send a setOrder request with two orders
            // -----------------------------------------
            orderRequest order1 = new orderRequest();

            order1.security   = "EUR/USD";
            order1.tinterface = "TI1";
            order1.quantity   = 500000;
            order1.side       = "sell";
            order1.type       = "market";

            orderRequest order2 = new orderRequest();

            order2.security    = "GBP/USD";
            order2.tinterface  = "TI1";
            order2.quantity    = 600000;
            order2.side        = "sell";
            order2.type        = "limit";
            order2.timeinforce = "day";
            order2.price       = 1.47389;

            httpWebRequest             = (HttpWebRequest)WebRequest.Create(domain + ":" + request_port + url_polling + URL);
            serializer                 = new JavaScriptSerializer();
            httpWebRequest.ContentType = "application/json";
            httpWebRequest.Method      = "POST";
            if (ssl)
            {
                httpWebRequest.ClientCertificates.Add(certificate1);
            }
            using (var streamWriter = new StreamWriter(httpWebRequest.GetRequestStream()))
            {
                hftRequest request = new hftRequest();

                request.setOrder = new setOrderRequest(user, token, new List <orderRequest> {
                    order1, order2
                });
                streamWriter.WriteLine(serializer.Serialize(request));
            }

            // --------------------------------------------------------------
            // Wait for response from server (polling)
            // --------------------------------------------------------------
            httpResponse = (HttpWebResponse)httpWebRequest.GetResponse();
            using (StreamReader streamReader = new StreamReader(httpResponse.GetResponseStream()))
            {
                hftResponse response;
                String      line;
                try
                {
                    while ((line = streamReader.ReadLine()) != null)
                    {
                        response = serializer.Deserialize <hftResponse>(line);
                        if (response.setOrderResponse != null)
                        {
                            if (response.setOrderResponse.order != null)
                            {
                                foreach (orderRequest tick in response.setOrderResponse.order)
                                {
                                    Console.WriteLine("TempId: " + tick.tempid + " Security: " + tick.security + " Quantity: " + tick.quantity + " Type: " + tick.type + " Side: " + tick.side + " Price: " + tick.price + " Result: " + tick.result);
                                }
                            }
                            if (response.setOrderResponse.message != null)
                            {
                                Console.WriteLine("Message from server: " + response.setOrderResponse.message);
                            }
                        }
                    }
                }
                catch (SocketException ex) { Console.WriteLine(ex.Message); }
                catch (IOException ioex) { Console.WriteLine(ioex.Message); }
            }
        }
Exemplo n.º 2
0
        //private static int interval;
        public static void Exec()
        {
            // get properties from file
            getProperties();

            HttpWebRequest httpWebRequest;
            JavaScriptSerializer serializer;
            HttpWebResponse httpResponse;

            X509Certificate certificate1 = null;
            if (ssl)
            {
                using (WebClient client = new WebClient())
                {
                    client.DownloadFile(ssl_cert, "ssl.cert");
                }
                certificate1 = new X509Certificate("ssl.cert");
            }

            // get challenge
            httpWebRequest = (HttpWebRequest)WebRequest.Create(domain + ":" + authentication_port + url_challenge);
            serializer = new JavaScriptSerializer();
            httpWebRequest.ContentType = "application/json";
            httpWebRequest.Method = "POST";
            if (ssl)
            {
                httpWebRequest.ClientCertificates.Add(certificate1);
            }
            using (var streamWriter = new StreamWriter(httpWebRequest.GetRequestStream()))
            {
                hftRequest request = new hftRequest();
                request.getAuthorizationChallenge = new getAuthorizationChallengeRequest(user);
                streamWriter.WriteLine(serializer.Serialize(request));
            }
            httpResponse = (HttpWebResponse)httpWebRequest.GetResponse();
            using (StreamReader streamReader = new StreamReader(httpResponse.GetResponseStream()))
            {
                hftResponse response;
                try
                {
                    response = serializer.Deserialize<hftResponse>(streamReader.ReadLine());
                    challenge = response.getAuthorizationChallengeResponse.challenge;
                }
                catch (SocketException ex) { Console.WriteLine(ex.Message); }
                catch (IOException ioex) { Console.WriteLine(ioex.Message); }
            }

            // create challenge response
            String res = challenge;
            char[] passwordArray = password.ToCharArray();
            foreach (byte passwordLetter in passwordArray)
            {
                int value = Convert.ToInt32(passwordLetter);
                string hexOutput = String.Format("{0:X}", value);
                res = res + hexOutput;
            }
            int NumberChars = res.Length;
            byte[] bytes = new byte[NumberChars / 2];
            for (int i = 0; i < NumberChars; i += 2)
            {
                bytes[i / 2] = Convert.ToByte(res.Substring(i, 2), 16);
            }
            SHA1 sha = new SHA1CryptoServiceProvider();
            byte[] tokenArray = sha.ComputeHash(bytes);
            string challengeresp = BitConverter.ToString(tokenArray);
            challengeresp = challengeresp.Replace("-", "");

            // get token with challenge response
            httpWebRequest = (HttpWebRequest)WebRequest.Create(domain + ":" + authentication_port + url_token);
            serializer = new JavaScriptSerializer();
            httpWebRequest.ContentType = "application/json";
            httpWebRequest.Method = "POST";
            if (ssl)
            {
                httpWebRequest.ClientCertificates.Add(certificate1);
            }
            using (var streamWriter = new StreamWriter(httpWebRequest.GetRequestStream()))
            {
                hftRequest request = new hftRequest();
                request.getAuthorizationToken = new getAuthorizationTokenRequest(user, challengeresp);
                streamWriter.WriteLine(serializer.Serialize(request));
            }
            httpResponse = (HttpWebResponse)httpWebRequest.GetResponse();
            using (StreamReader streamReader = new StreamReader(httpResponse.GetResponseStream()))
            {
                hftResponse response;
                try
                {
                    response = serializer.Deserialize<hftResponse>(streamReader.ReadLine());
                    token = response.getAuthorizationTokenResponse.token;
                }
                catch (SocketException ex) { Console.WriteLine(ex.Message); }
                catch (IOException ioex) { Console.WriteLine(ioex.Message); }
            }

            // -----------------------------------------
            // Prepare and send a setOrder request with two orders
            // -----------------------------------------
            orderRequest order1 = new orderRequest();
            order1.security = "EUR/USD";
            order1.tinterface = "TI1";
            order1.quantity = 500000;
            order1.side = "sell";
            order1.type = "market";

            orderRequest order2 = new orderRequest();
            order2.security = "GBP/USD";
            order2.tinterface = "TI1";
            order2.quantity = 600000;
            order2.side = "sell";
            order2.type = "limit";
            order2.timeinforce = "day";
            order2.price = 1.47389;

            httpWebRequest = (HttpWebRequest)WebRequest.Create(domain + ":" + request_port + url_polling + URL);
            serializer = new JavaScriptSerializer();
            httpWebRequest.ContentType = "application/json";
            httpWebRequest.Method = "POST";
            if (ssl)
            {
                httpWebRequest.ClientCertificates.Add(certificate1);
            }
            using (var streamWriter = new StreamWriter(httpWebRequest.GetRequestStream()))
            {
                hftRequest request = new hftRequest();

                request.setOrder = new setOrderRequest(user, token, new List<orderRequest> { order1, order2 });
                streamWriter.WriteLine(serializer.Serialize(request));
            }

            // --------------------------------------------------------------
            // Wait for response from server (polling)
            // --------------------------------------------------------------
            httpResponse = (HttpWebResponse)httpWebRequest.GetResponse();
            using (StreamReader streamReader = new StreamReader(httpResponse.GetResponseStream()))
            {
                hftResponse response;
                String line;
                try
                {
                    while ((line = streamReader.ReadLine()) != null)
                    {
                        response = serializer.Deserialize<hftResponse>(line);
                        if (response.setOrderResponse != null)
                        {
                            if (response.setOrderResponse.order != null)
                            {
                                foreach (orderRequest tick in response.setOrderResponse.order)
                                {
                                    Console.WriteLine("TempId: " + tick.tempid + " Security: " + tick.security + " Quantity: " + tick.quantity + " Type: " + tick.type + " Side: " + tick.side + " Price: " + tick.price + " Result: " + tick.result);
                                }
                            }
                            if (response.setOrderResponse.message != null)
                            {
                                Console.WriteLine("Message from server: " + response.setOrderResponse.message);
                            }
                        }
                    }
                }
                catch (SocketException ex) { Console.WriteLine(ex.Message); }
                catch (IOException ioex) { Console.WriteLine(ioex.Message); }
            }
        }