private IEnumerable <Task <TradeDto> > ExecuteDownload(IEnumerable <InstrumentResponseDto> instruments,
MarketDataApi apiInstance,
TaskScheduler taskScheduler,
CancellationToken cancellationToken)
{
return(instruments.Select(instru => GetLastTradesByInstruments(apiInstance, taskScheduler, instru, cancellationToken)));
}
static void test_KingstarGold_Main(string[] args)
{
ApiManager.QueuePath = @"C:\Program Files\SmartQuant Ltd\OpenQuant 2014\QuantBox_Queue.dll";
api = ApiManager.CreateApi(@"C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\KingstarGold\QuantBox_KingstarGold.dll");
api.Server.BrokerID = "";
api.Server.Address = "tcp://124.74.239.38:18961";
api.User.UserID = "9843010200773696";
api.User.Password = "******";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api.Connect();
Console.ReadKey();
api.Subscribe("IF1411", "");
Console.ReadKey();
ApiManager.ReleaseApi(api);
Console.ReadKey();
Console.ReadKey();
//api.Dispose();
//queue.Dispose();
}
static void test_CTP_Main(string[] args)
{
ApiManager.QueuePath = @"C:\Program Files\SmartQuant Ltd\OpenQuant 2014\QuantBox_Queue.dll";
api = ApiManager.CreateApi(@"C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\CTP\QuantBox_CTP_Trade.dll");
api.Server.BrokerID = "1017";
api.Server.Address = "tcp://ctpmn1-front1.citicsf.com:51205";
api.User.UserID = "00000015";
api.User.Password = "******";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api.Connect();
Thread.Sleep(5 * 1000);
ApiManager.ReleaseApi(api);
//api.Dispose();
//queue.Dispose();
}
public LunoApi(IConfig lunoConfig)
{
var lunoApiClient = new LunoApiClient(lunoConfig);
MarketDataApi = new MarketDataApi(lunoApiClient);
AccountsApi = new AccountsApi(lunoApiClient);
QuotesApi = new QuotesApi(lunoApiClient);
}
public HaasonlineClient(string ip, int port, string privateKey)
{
MarketDataApi = new MarketDataApi($"http://{ip}:{port}", privateKey);
AccountDataApi = new AccountDataApi($"http://{ip}:{port}", privateKey);
TradeApi = new TradeApi($"http://{ip}:{port}", privateKey);
TradeBotApi = new TradeBotApi($"http://{ip}:{port}", privateKey);
CustomBotApi = new CustomBotApi($"http://{ip}:{port}", privateKey);
}
public async Task <IEnumerable <InstrumentResponseDto> > GetInstrumentsAsync(InstrumentConfig configuration, CancellationToken cancellationToken)
{
var apiInstance = new MarketDataApi(Org.OpenAPITools.Client.Configuration.Default);
var currency = configuration.Currency.ToString().ToUpper(); // string | The currency symbol
var kind = configuration.Kind.ToString().ToLower(); // string | Instrument kind, if not provided instruments of all kinds are considered (optional)
var expired = configuration.Expired; // bool? | Set to true to show expired instruments instead of active ones. (optional) (default to false)
var result = await apiInstance.PublicGetInstrumentsGetAsync(currency, kind, expired) as JObject;
return(result.ToObject <JsonRpcEnvelopeDto <InstrumentResponseDto[]> >().result);
}
public MdApiWrapper()
{
m_Api = new MarketDataApi();
m_Api.OnConnect = OnConnect_callback;
m_Api.OnDisconnect = OnDisconnect_callback;
m_Api.OnRspError = OnRspError_callback;
m_Api.OnRtnDepthMarketData_Tick = OnRtnDepthMarketData_Tick_callback;
m_Api.OnRtnDepthMarketData_KLine = OnRtnDepthMarketData_KLine_callback;
m_Api.OnHistoryTick = OnHistoryTick_callback;
m_Api.OnHistoryKLine = OnHistoryKLine_callback;
m_Api.CTP_RegMD();
}
private static async Task <TradeDto> GetLastTradesByInstruments(MarketDataApi apiInstance, TaskScheduler taskScheduler, InstrumentResponseDto instru, CancellationToken cancellationToken)
{
// return apiInstance.PublicGetLastTradesByInstrumentGetAsync(instru.Name, null, null, 1, false, null)
// .ContinueWith(GetLastTrade, cancellationToken, TaskContinuationOptions.OnlyOnRanToCompletion, taskScheduler)
// .ContinueWith(ReturnNull, cancellationToken, TaskContinuationOptions.OnlyOnFaulted, taskScheduler);
try
{
var dataApi = await apiInstance.PublicGetLastTradesByInstrumentGetAsync(instru.Name, null, null, 1, false, null);
return(GetLastTrade(dataApi as JObject));
}
catch (System.Exception)
{
return(null);
}
}
public WtpMdApiWrapper()
{
m_Api = new MarketDataApi();
m_Api.OnConnect = OnFrontConnected_callback;
m_Api.OnDisconnect = OnFrontDisconnected_callback;
m_Api.OnRspUserLogin = OnRspUserLogin_callback;
m_Api.OnRspUserLogout = OnRspUserLogout_callback;
m_Api.OnRspError = OnRspError_callback;
m_Api.OnRspQrySymbol = OnRspQrySymbol_callback;
m_Api.OnRspQryQuotation = OnRspQryQuotation_callback;
m_Api.OnRtnQuotation = OnRtnQuotation_callback;
m_Api.WTP_RegMD();
}
static void test_Linux_Main(string[] args)
{
//Console.WriteLine (Path.GetTempPath());
//return;
Queue queue = new Queue(@"libQuantBox_Queue.so");
//Queue queue2 = new Queue(@"libQuantBox_Queue.so");
MarketDataApi api = new MarketDataApi(@"/home/hetao/works/QuantBox_X/QuantBox.XAPI/bin/libQuantBox_CTP_Quote.so", queue);
//TraderApi api2 = new TraderApi(@"C:\Program Files\SmartQuant Ltd\OpenQuant 2014\TAPI\CTP\QuantBox.C2CTP.Trade.dll", queue2);
api.Server.BrokerID = "1017";
api.Server.Address = "tcp://ctpmn1-front1.citicsf.com:51213";
api.User.UserID = "00000015";
api.User.Password = "******";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
/*api2.Server.BrokerID = "1017";
* api2.Server.Address = "tcp://ctpmn1-front1.citicsf.com:51205";
* api2.Server.ResumeType = ResumeType.Restart;
*
* api2.User.UserID = "00000015";
* api2.User.Password = "******";
*
* api2.OnConnectionStatus = OnConnectionStatus2;
* api2.OnRspQryInstrument = OnRspQryInstrument;
* api2.OnRspQryTradingAccount = OnRspQryTradingAccount;
* api2.OnRspQrySettlementInfo = OnRspQrySettlementInfo;
* api2.OnRtnOrder = OnRtnOrder;
* api2.OnRtnError = OnRtnError;
* api2.OnRtnTrade = OnRtnTrade;*/
api.Connect();
//api2.Connect();
api.Subscribe("IF1410", "");
Console.ReadKey();
Console.ReadKey();
api.Dispose();
}
static void test_LTS_Main(string[] args)
{
Queue queue = new Queue(@"QuantBox_Queue.dll");
Queue queue2 = new Queue(@"QuantBox_Queue.dll");
MarketDataApi api = new MarketDataApi("QuantBox_LTS_Quote.dll", queue);
TraderApi api2 = new TraderApi("QuantBox_C2LTS_Trade.dll", queue2);
api.Server.BrokerID = "2010";
api.Server.Address = "tcp://211.144.195.163:44513";
api.User.UserID = "00000015";
api.User.Password = "******";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api2.Server.BrokerID = "2010";
api2.Server.Address = "tcp://211.144.195.163:44505";
api2.User.UserID = "0020090001134";
api2.User.Password = "******";
api2.OnConnectionStatus = OnConnectionStatus2;
api2.OnRspQryInstrument = OnRspQryInstrument;
api2.OnRspQryTradingAccount = OnRspQryTradingAccount;
api2.OnRspQrySettlementInfo = OnRspQrySettlementInfo;
api2.OnRtnOrder = OnRtnOrder;
api2.OnRtnError = OnRtnError;
api2.OnRtnTrade = OnRtnTrade;
api.Connect();
api2.Connect();
Console.ReadKey();
api2.ReqQryInstrument("", "");
Console.ReadKey();
api.Dispose();
api2.Dispose();
//queue.Dispose();
}
public async Task <bool> TestCreditials()
{
var res = await MarketDataApi.GetEnabledPriceSources();
return(res.ErrorCode == EnumErrorCode.Success);
}
public void Init()
{
instance = new MarketDataApi();
}
private void Init(MsgQueue msgQueue)
{
m_pMsgQueue = msgQueue;
m_Api = new MarketDataApi(m_pMsgQueue);
}
public DownloadMarketDataJobDetailBuilder SetMarketDataApi(MarketDataApi marketDataApi)
{
jobDataMap["marketDataApi"] = marketDataApi;
return(this);
}
