private string getExchange(OrderDirections directions)
{
if (directions.Cbo)
{
WriteLine("Am placing order {0} on Cbo", directions.Symbol);
return("CBO");
}
if (directions.Box)
{
WriteLine("Am placing order {0} on Box", directions.Symbol);
return("Box");
}
if (directions.Ise)
{
WriteLine("Am placing order {0} on Ise", directions.Symbol);
return("Ise");
}
if (directions.Ase)
{
WriteLine("Am placing order {0} on Ase", directions.Symbol);
return("Ase");
}
if (directions.Phs)
{
WriteLine("Am placing order {0} on Phs", directions.Symbol);
return("Phs");
}
WriteLine("don't know what exhange to send order for {0}", directions.Symbol);
return("Uknown");
}
public void autobid(OrderDirections directions)
{
WriteLog("autobid on directions {0} " + directions.ToString());
this.directions = directions;
this.state = State.Watching;
string tql = querytable.TqlForBidAskTrade(directions.Symbol, null, "A", "B", "C", "D", "E", "I", "J", "K", "M", "N", "P", "Q", "W", "X", "Y");
querytable.WantData(tql, true, true);
querytable.OnRegional += new EventHandler <DataEventArgs <RegionalRecord> >(OnData);
querytable.OnDead += new EventHandler <EventArgs>(OnConnectionDead);
if (!querytable.Connected)
{
WriteLog("!querytable.Connected, querytable.Start()");
querytable.Start();
}
}
private void autobidButton_Click(object sender, RoutedEventArgs e)
{
Console.WriteLine("Autobid Button Clicked ");
Console.WriteLine("Configuration.getValue(test): " + Configuration.getValue("Configuration/Account/Branch"));
OrderManager.Rules rules = new OrderManager.Rules();
rules.MinTotalBidSizeTenCent = Convert.ToInt32(minTotalBidSizeTenCentTextBox.Text );
rules.MinTotalBidSizeFiveCent = Convert.ToInt32(minTotalBidSizeFiveCentTextBox.Text);
rules.MaxAskSizeBuyTriggerFiveCent = Convert.ToInt32(maxAskSizeBuyFiveCentTriggerTextBox.Text);
rules.MaxAskSizeBuyTriggerTenCent = Convert.ToInt32(maxAskSizeBuyTenCentTriggerTextBox.Text);
rules.MaxAskPrice = Convert.ToDouble(maxAskPriceTextBox.Text);
rules.MinCoreExchangeBidSize = Convert.ToInt32(MinCoreExchangeBidSizeTextBox.Text);
orderManager.rules = rules;
orderManager.AddWriteLineListeners(Terminal.OnWriteLine);
Terminal.Clear();
OrderDirections directions = new OrderDirections();
XmlDataProvider xml = (XmlDataProvider)FindName("Rule");
Simulated = Convert.ToBoolean(xml.Document.SelectSingleNode("Rule/Simulated").InnerText);
directions.Simulated = Simulated;
directions.Symbol = optionSymbolComboBox.Text;
directions.Route = routeComboBox.Text;
directions.Size = Convert.ToInt32( sizeTextBox.Text );
directions.Box = boxCheckBox.IsChecked.Value;
directions.Cbo = cboCheckBox.IsChecked.Value;
directions.Ise = iseCheckBox.IsChecked.Value;
directions.Ase = aseCheckBox.IsChecked.Value;
directions.Phs = phsCheckBox.IsChecked.Value;
orderManager.autobid(directions);
orderManager.AutobidStatusListeners += UpdateTableStatus;
recentSymbols.Add(optionSymbolComboBox.Text);
optionSymbolComboBox.Items.Refresh();
}
public void placeOrder(OrderDirections directions)
{
cancelOrder();
cache = new OrderCache(app);
this.directions = directions;
OrderBuilder bld = new OrderBuilder(cache);
state = State.ConnectionPending;
using (OrderWatcher watch = new OrderWatcher(cache, bld.OrderTag)) {
cache.Start();
while (state != State.ConnectionDead && state != State.OrderFinished)
{
if (!WaitAny(10000, watch.WaitHandles))
{
WriteLine("TIMED OUT WaitAny(10000) WAITING FOR RESPONSE");
break;
}
OrderWatcher.Action action;
while (watch.GetNext(out action, out ord))
{
switch (action)
{
case OrderWatcher.Action.Live:
if (state == State.ConnectionPending)
{
WriteLine("SUBMITTING ORDER");
state = State.OrderPending;
bld.SetAccount(Configuration.getValue("Configuration/Account/Bank"),
Configuration.getValue("Configuration/Account/Branch"),
Configuration.getValue("Configuration/Account/Customer"),
Configuration.getValue("Configuration/Account/Deposit"));
bld.SetBuySell(OrderBuilder.BuySell.BUY);
bld.SetExpiration(OrderBuilder.Expiration.DAY);
bld.SetRoute(directions.Route);
bld.SetSymbol(directions.Symbol, getExchange(directions), OrderBuilder.SecurityType.STOCKOPT);
bld.SetVolume(directions.Size);
bld.SetPriceLimit(directions.LimitPrice);
if (directions.Simulated)
{
WriteLine("Am sending simulated order");
}
else
{
WriteLine("Am sending real order");
cache.SubmitOrder(bld);
}
}
break;
case OrderWatcher.Action.Dead:
WriteLine("CONNECTION FAILED");
state = State.ConnectionDead;
break;
case OrderWatcher.Action.Order:
DisplayOrder(ord);
if (state == State.OrderPending && ord.Type == "UserSubmitOrder")
{
if (ord.CurrentStatus == "COMPLETED")
{
WriteLine("Order Completed");
state = State.OrderFinished;
}
else
{
WriteLine("Order UNEXPECTEDLY FINISHED");
state = State.OrderFinished;
}
}
else if (state == State.CancelPending)
{
if (ord.CurrentStatus == "COMPLETED" || ord.CurrentStatus == "DELETED")
{
state = State.OrderFinished;
}
}
if (ord.Type == "ExchangeTradeOrder")
{
WriteLine("GOT FILL FOR {0} {1} AT {2}", ord.Buyorsell, ord.Volume, ord.Price);
}
if (ord.Type == "ExchangeKillOrder")
{
WriteLine("GOT KILL");
}
break;
} // end switch
} // end while getNext
} // end while state
} // end using watch
WriteLine("DONE PLACING ORDER");
}
public void placeOrder(OrderDirections directions)
{
cancelOrder();
cache = new OrderCache(app);
this.directions = directions;
OrderBuilder bld = new OrderBuilder(cache);
state = State.ConnectionPending;
using (OrderWatcher watch = new OrderWatcher(cache, bld.OrderTag)) {
cache.Start();
while (state != State.ConnectionDead && state != State.OrderFinished) {
if (!WaitAny(10000, watch.WaitHandles) ) {
WriteLine("TIMED OUT WaitAny(10000) WAITING FOR RESPONSE");
break;
}
OrderWatcher.Action action;
while (watch.GetNext(out action, out ord)) {
switch (action) {
case OrderWatcher.Action.Live:
if (state == State.ConnectionPending) {
WriteLine("SUBMITTING ORDER");
state = State.OrderPending;
bld.SetAccount(Configuration.getValue("Configuration/Account/Bank"),
Configuration.getValue("Configuration/Account/Branch"),
Configuration.getValue("Configuration/Account/Customer"),
Configuration.getValue("Configuration/Account/Deposit"));
bld.SetBuySell(OrderBuilder.BuySell.BUY);
bld.SetExpiration(OrderBuilder.Expiration.DAY);
bld.SetRoute(directions.Route);
bld.SetSymbol(directions.Symbol, getExchange(directions), OrderBuilder.SecurityType.STOCKOPT);
bld.SetVolume(directions.Size);
bld.SetPriceLimit(directions.LimitPrice);
if (directions.Simulated) {
WriteLine("Am sending simulated order");
}
else {
WriteLine("Am sending real order");
cache.SubmitOrder(bld);
}
}
break;
case OrderWatcher.Action.Dead:
WriteLine("CONNECTION FAILED");
state = State.ConnectionDead;
break;
case OrderWatcher.Action.Order:
DisplayOrder(ord);
if( state==State.OrderPending && ord.Type=="UserSubmitOrder" ) {
if( ord.CurrentStatus=="COMPLETED") {
WriteLine("Order Completed");
state = State.OrderFinished;
}
else {
WriteLine("Order UNEXPECTEDLY FINISHED" );
state = State.OrderFinished;
}
}
else if (state == State.CancelPending) {
if( ord.CurrentStatus=="COMPLETED" || ord.CurrentStatus=="DELETED" )
state = State.OrderFinished;
}
if (ord.Type == "ExchangeTradeOrder")
WriteLine("GOT FILL FOR {0} {1} AT {2}", ord.Buyorsell, ord.Volume, ord.Price);
if (ord.Type == "ExchangeKillOrder")
WriteLine("GOT KILL");
break;
} // end switch
} // end while getNext
} // end while state
} // end using watch
WriteLine("DONE PLACING ORDER");
}
private string getExchange(OrderDirections directions)
{
if (directions.Cbo) {
WriteLine("Am placing order {0} on Cbo", directions.Symbol);
return "CBO";
}
if (directions.Box) {
WriteLine("Am placing order {0} on Box", directions.Symbol);
return "Box";
}
if (directions.Ise) {
WriteLine("Am placing order {0} on Ise", directions.Symbol);
return "Ise";
}
if (directions.Ase) {
WriteLine("Am placing order {0} on Ase", directions.Symbol);
return "Ase";
}
if (directions.Phs) {
WriteLine("Am placing order {0} on Phs", directions.Symbol);
return "Phs";
}
WriteLine("don't know what exhange to send order for {0}", directions.Symbol);
return "Uknown";
}