public static void checkPrices() { if ((bestcanask < bestbaxbid && bestcanask > 0.0) || (bestbaxask < bestcanbid && bestbaxask > 0.0)) { AdharaHFT.orderRequest orderask = new AdharaHFT.orderRequest(); AdharaHFT.orderRequest orderbid = new AdharaHFT.orderRequest(); int quantity = 0; if (bestcanask < bestbaxbid && bestcanask > 0.0) { quantity = bestcanaskliquidity; if (bestcanaskliquidity > bestbaxbidliquidity) { quantity = bestbaxbidliquidity; } orderask.tinterface = tinterface2; orderbid.tinterface = tinterface1; orderask.price = bestcanask; orderbid.price = bestbaxbid; } if (bestbaxask < bestcanbid && bestbaxask > 0.0) { quantity = bestbaxaskliquidity; if (bestbaxaskliquidity > bestcanbidliquidity) { quantity = bestcanbidliquidity; } orderask.tinterface = tinterface1; orderbid.tinterface = tinterface2; orderask.price = bestbaxask; orderbid.price = bestcanbid; } orderask.security = "EUR/USD"; orderask.quantity = quantity; orderask.side = AdharaHFT.SIDE_BUY; orderask.type = AdharaHFT.TYPE_LIMIT; orderask.timeinforce = AdharaHFT.VALIDITY_DAY; orderbid.security = "EUR/USD"; orderbid.quantity = quantity; orderbid.side = AdharaHFT.SIDE_SELL; orderbid.type = AdharaHFT.TYPE_LIMIT; orderbid.timeinforce = AdharaHFT.VALIDITY_DAY; try { List <AdharaHFT.orderRequest> orderList1 = wrapper.setOrder(new List <AdharaHFT.orderRequest> { orderask, orderbid }); foreach (AdharaHFT.orderRequest orderresponse in orderList1) { Console.WriteLine("Id: " + orderresponse.tempid + " Security: " + orderresponse.security + " Side: " + orderresponse.side + " Quantity: " + orderresponse.quantity + " Price: " + orderresponse.price + " Type: " + orderresponse.type); } } catch (Exception e) { Console.WriteLine(e.Message); } } }
public static void Main8(string[] args) { // get properties from file getProperties(); wrapper = new AdharaHFT(domain, url_stream, url_polling, url_challenge, url_token, user, password, authentication_port, request_port, ssl, ssl_cert); bool auth = wrapper.doAuthentication(); if (!auth) { Console.WriteLine("Authentication failed"); Console.Read(); return; } // CANCEL PENDING ORDER WITH ORDER POLLING // get tinterfaces List <AdharaHFT.tinterfaceTick> tinterfaceTickList = wrapper.getInterface(); string tinterface1 = tinterfaceTickList[0].name; Console.WriteLine("Starting Polling1"); List <AdharaHFT.orderTick> orderTickList1 = wrapper.getOrder(null, null, new List <string> { AdharaHFT.ORDERTYPE_PENDING, AdharaHFT.ORDERTYPE_CANCELED }); foreach (AdharaHFT.orderTick tick in orderTickList1) { Console.WriteLine("TempId: " + tick.tempid + " OrderId: " + tick.orderid + " Security: " + tick.security + " Account: " + tick.account + " Quantity: " + tick.quantity + " Type: " + tick.type + " Side: " + tick.side + " Status: " + tick.status + " Price: " + tick.limitprice); } Console.WriteLine("Polling1 Finished"); Thread.Sleep(2000); // get current price double price = 0.0; List <AdharaHFT.priceTick> priceTickList1 = wrapper.getPrice(new List <string> { "EUR/USD" }, new List <string> { tinterface1 }, AdharaHFT.GRANULARITY_TOB, 1); foreach (AdharaHFT.priceTick tick in priceTickList1) { price = tick.price; } // Create pending order. If buy, order price must be lower than current price AdharaHFT.orderRequest order1 = new AdharaHFT.orderRequest(); order1.security = "EUR/USD"; order1.tinterface = tinterface1; order1.quantity = 500000; order1.side = AdharaHFT.SIDE_BUY; order1.type = AdharaHFT.TYPE_LIMIT; order1.timeinforce = AdharaHFT.VALIDITY_DAY; order1.price = price - 0.01; Console.WriteLine("Sending order"); int tempid = -1; string fixid = ""; List <AdharaHFT.orderRequest> orderList = wrapper.setOrder(new List <AdharaHFT.orderRequest> { order1 }); foreach (AdharaHFT.orderRequest orderresponse in orderList) { Console.WriteLine("Id: " + orderresponse.tempid + " Security: " + orderresponse.security + " Side: " + orderresponse.side + " Quantity: " + orderresponse.quantity + " Price: " + orderresponse.price + " Type: " + orderresponse.type); tempid = orderresponse.tempid; } Console.WriteLine("Order sended order"); Thread.Sleep(2000); Console.WriteLine("Starting Polling2"); List <AdharaHFT.orderTick> orderTickList2 = wrapper.getOrder(null, null, new List <string> { AdharaHFT.ORDERTYPE_PENDING, AdharaHFT.ORDERTYPE_CANCELED }); foreach (AdharaHFT.orderTick tick in orderTickList2) { Console.WriteLine("TempId: " + tick.tempid + " OrderId: " + tick.orderid + " Security: " + tick.security + " Account: " + tick.account + " Quantity: " + tick.quantity + " Type: " + tick.type + " Side: " + tick.side + " Status: " + tick.status + " Price: " + tick.limitprice); if (tempid == tick.tempid) { fixid = tick.fixid; } } Console.WriteLine("Polling2 Finished"); Thread.Sleep(2000); Console.WriteLine("Cancel order"); List <AdharaHFT.cancelTick> cancelList = wrapper.cancelOrder(new List <string> { fixid }); foreach (AdharaHFT.cancelTick cancelresponse in cancelList) { Console.WriteLine("FixId: " + cancelresponse.fixid + " Result: " + cancelresponse.result); } Console.WriteLine("Order canceled"); Thread.Sleep(2000); Console.WriteLine("Starting Polling3"); List <AdharaHFT.orderTick> orderTickList3 = wrapper.getOrder(null, null, new List <string> { AdharaHFT.ORDERTYPE_PENDING, AdharaHFT.ORDERTYPE_CANCELED }); foreach (AdharaHFT.orderTick tick in orderTickList3) { Console.WriteLine("TempId: " + tick.tempid + " OrderId: " + tick.orderid + " Security: " + tick.security + " Account: " + tick.account + " Quantity: " + tick.quantity + " Type: " + tick.type + " Side: " + tick.side + " Status: " + tick.status + " Price: " + tick.limitprice); } Console.WriteLine("Polling3 Finished"); Console.WriteLine("Press Enter to exit"); Console.Read(); }
public static void Main7(string[] args) { // get properties from file getProperties(); wrapper = new AdharaHFT(domain, url_stream, url_polling, url_challenge, url_token, user, password, authentication_port, request_port, ssl, ssl_cert); bool auth = wrapper.doAuthentication(); if (!auth) { Console.WriteLine("Authentication failed"); Console.Read(); return; } // ORDER CREATION // get tinterfaces List <AdharaHFT.tinterfaceTick> tinterfaceTickList = wrapper.getInterface(); string tinterface; if (tinterfaceTickList.Count > 1) { tinterface = tinterfaceTickList[1].name; } else { tinterface = tinterfaceTickList[0].name; } AdharaHFT.orderRequest order1 = new AdharaHFT.orderRequest(); order1.security = "EUR/USD"; order1.tinterface = tinterface; order1.quantity = 500000; order1.side = AdharaHFT.SIDE_BUY; order1.type = AdharaHFT.TYPE_MARKET; Console.WriteLine("Starting Polling1"); List <AdharaHFT.orderTick> orderTickList1 = wrapper.getOrder(new List <string> { "EUR/USD" }, new List <string> { tinterface }, null); foreach (AdharaHFT.orderTick tick in orderTickList1) { Console.WriteLine("TempId: " + tick.tempid + " OrderId: " + tick.orderid + " Security: " + tick.security + " Account: " + tick.account + " Quantity: " + tick.quantity + " Type: " + tick.type + " Side: " + tick.side + " Status: " + tick.status); } Console.WriteLine("Polling1 Finished"); Thread.Sleep(2000); Console.WriteLine("Sending order"); List <AdharaHFT.orderRequest> orderList = wrapper.setOrder(new List <AdharaHFT.orderRequest> { order1 }); foreach (AdharaHFT.orderRequest orderresponse in orderList) { Console.WriteLine("Id: " + orderresponse.tempid + " Security: " + orderresponse.security + " Side: " + orderresponse.side + " Quantity: " + orderresponse.quantity + " Price: " + orderresponse.price + " Type: " + orderresponse.type); } Console.WriteLine("Order sended"); Thread.Sleep(2000); Console.WriteLine("Starting Polling2"); List <AdharaHFT.orderTick> orderTickList2 = wrapper.getOrder(new List <string> { "EUR/USD" }, new List <string> { tinterface }, null); foreach (AdharaHFT.orderTick tick in orderTickList2) { Console.WriteLine("TempId: " + tick.tempid + " OrderId: " + tick.orderid + " Security: " + tick.security + " Account: " + tick.account + " Quantity: " + tick.quantity + " Type: " + tick.type + " Side: " + tick.side + " Status: " + tick.status); } Console.WriteLine("Polling2 Finished"); Console.WriteLine("Press Enter to exit"); Console.Read(); }
public static void Main11(string[] args) { // get properties from file getProperties(); wrapper = new AdharaHFT(domain, url_stream, url_polling, url_challenge, url_token, user, password, authentication_port, request_port, ssl, ssl_cert); bool auth = wrapper.doAuthentication(); if (!auth) { Console.WriteLine("Authentication failed"); Console.Read(); return; } // MODIFY PENDING ORDER WITH ORDER STREAMING // get tinterfaces List <AdharaHFT.tinterfaceTick> tinterfaceTickList = wrapper.getInterface(); string tinterface1 = tinterfaceTickList[0].name; // Open order streaming AdharaHFTListenerImp10 listener = new AdharaHFTListenerImp10(); string id1 = wrapper.getOrderBegin(null, null, null, interval, listener); Thread.Sleep(5000); // get current price double price = 0.0; List <AdharaHFT.priceTick> priceTickList1 = wrapper.getPrice(new List <string> { "EUR/USD" }, new List <string> { tinterface1 }, AdharaHFT.GRANULARITY_TOB, 1); foreach (AdharaHFT.priceTick tick in priceTickList1) { price = tick.price; } // Create pending order. If buy, order price must be lower than current price AdharaHFT.orderRequest order1 = new AdharaHFT.orderRequest(); order1.security = "EUR/USD"; order1.tinterface = tinterface1; order1.quantity = 500000; order1.side = AdharaHFT.SIDE_BUY; order1.type = AdharaHFT.TYPE_LIMIT; order1.timeinforce = AdharaHFT.VALIDITY_DAY; order1.price = price - 0.01; List <AdharaHFT.orderRequest> orderList = wrapper.setOrder(new List <AdharaHFT.orderRequest> { order1 }); int tempid = -1; foreach (AdharaHFT.orderRequest orderresponse in orderList) { Console.WriteLine("Id: " + orderresponse.tempid + " Security: " + orderresponse.security + " Side: " + orderresponse.side + " Quantity: " + orderresponse.quantity + " Price: " + orderresponse.price + " Type: " + orderresponse.type); tempid = orderresponse.tempid; } Thread.Sleep(5000); // Modify pending order Console.WriteLine("Modify order"); AdharaHFT.modOrder ordermod = new AdharaHFT.modOrder(); ordermod.fixid = listener.fixidDictionary[tempid]; ordermod.price = price - 0.015; ordermod.quantity = 200000; List <AdharaHFT.modifyTick> modifyList = wrapper.modifyOrder(new List <AdharaHFT.modOrder> { ordermod }); foreach (AdharaHFT.modifyTick modifyresponse in modifyList) { Console.WriteLine("FixId: " + modifyresponse.fixid + " Result: " + modifyresponse.result); } Console.WriteLine("Order modified"); Thread.Sleep(2000); // Close order streaming wrapper.getOrderEnd(id1); Console.WriteLine("Press Enter to exit"); Console.Read(); }
public static void Main5(string[] args) { // get properties from file getProperties(); wrapper = new AdharaHFT(domain, url_stream, url_polling, url_challenge, url_token, user, password, authentication_port, request_port, ssl, ssl_cert); bool auth = wrapper.doAuthentication(); if (!auth) { Console.WriteLine("Authentication failed"); Console.Read(); return; } // ORDER STREAMING // get tinterfaces List <AdharaHFT.tinterfaceTick> tinterfaceTickList = wrapper.getInterface(); string tinterface1; if (tinterfaceTickList.Count > 1) { tinterface1 = tinterfaceTickList[1].name; } else { tinterface1 = tinterfaceTickList[0].name; } AdharaHFT.orderRequest order1 = new AdharaHFT.orderRequest(); order1.security = "EUR/USD"; order1.tinterface = tinterface1; order1.quantity = 500000; order1.side = AdharaHFT.SIDE_BUY; order1.type = AdharaHFT.TYPE_LIMIT; order1.timeinforce = AdharaHFT.VALIDITY_DAY; order1.price = 1.10548; string tinterface2 = tinterfaceTickList[0].name; AdharaHFT.orderRequest order2 = new AdharaHFT.orderRequest(); order2.security = "GBP/USD"; order2.tinterface = tinterface2; order2.quantity = 600000; order2.side = AdharaHFT.SIDE_BUY; order2.type = AdharaHFT.TYPE_LIMIT; order2.timeinforce = AdharaHFT.VALIDITY_DAY; order2.price = 1.47389; // Open order streaming string id1 = wrapper.getOrderBegin(null, null, null, interval, new AdharaHFTListenerImp5()); Thread.Sleep(2000); // Create two orders List <AdharaHFT.orderRequest> orderList = wrapper.setOrder(new List <AdharaHFT.orderRequest> { order1, order2 }); foreach (AdharaHFT.orderRequest orderresponse in orderList) { Console.WriteLine("Id: " + orderresponse.tempid + " Security: " + orderresponse.security + " Side: " + orderresponse.side + " Quantity: " + orderresponse.quantity + " Price: " + orderresponse.price + " Type: " + orderresponse.type); } Thread.Sleep(5000); // Close order streaming wrapper.getOrderEnd(id1); Console.WriteLine("Press Enter to exit"); Console.Read(); }