public void OnTradeAdded(O2GTradeRow tradeRow)
{
for (int i = 0; i < mMonitors.Count; i++)
{
mMonitors[i].OnTradeAdded(tradeRow);
}
}
/// <summary>
/// Attach L or S order to existing entry order
/// </summary>
private static O2GRequest AddOrderForEntryRequest(O2GSession session, O2GTradeRow trade, string sOrderType, double dRate)
{
if (!sOrderType.Equals("L") && !sOrderType.Equals("S"))
{
throw new Exception("Incorrect order type");
}
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemap.setString(O2GRequestParamsEnum.OrderType, sOrderType); // Must be L or S
valuemap.setString(O2GRequestParamsEnum.AccountID, trade.AccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, trade.OfferID);
valuemap.setString(O2GRequestParamsEnum.TradeID, trade.TradeID); // TradeID from existing Entry order
string sOppositeDirection = trade.BuySell == Constants.Buy ? Constants.Sell : Constants.Buy;
valuemap.setString(O2GRequestParamsEnum.BuySell, sOppositeDirection); // The order direction must be opposite to the direction of the order which was used to create the position
valuemap.setInt(O2GRequestParamsEnum.Amount, trade.Amount);
valuemap.setDouble(O2GRequestParamsEnum.Rate, dRate);
valuemap.setString(O2GRequestParamsEnum.CustomID, "AttachedEntryOrder");
request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return(request);
}
/// <summary>
/// Get orders data for closing all positions
/// </summary>
/// <param name="tableManager"></param>
/// <param name="sAccountID"></param>
/// <returns></returns>
private static Dictionary <string, CloseOrdersData> GetCloseOrdersData(O2GTableManager tableManager, string sAccountID)
{
Dictionary <string, CloseOrdersData> closeOrdersData = new Dictionary <string, CloseOrdersData>();
O2GTradeRow trade = null;
O2GTradesTable tradesTable = (O2GTradesTable)tableManager.getTable(O2GTableType.Trades);
for (int i = 0; i < tradesTable.Count; i++)
{
trade = tradesTable.getRow(i);
string sOfferID = trade.OfferID;
string sBuySell = trade.BuySell;
// Set opposite side
OrderSide side = (sBuySell.Equals(Constants.Buy) ? OrderSide.Sell : OrderSide.Buy);
if (closeOrdersData.ContainsKey(sOfferID))
{
OrderSide currentSide = closeOrdersData[sOfferID].Side;
if (currentSide != OrderSide.Both && currentSide != side)
{
closeOrdersData[sOfferID].Side = OrderSide.Both;
}
}
else
{
CloseOrdersData data = new CloseOrdersData(sAccountID, side);
closeOrdersData.Add(sOfferID, data);
}
}
return(closeOrdersData);
}
/// <summary>
/// ctor
/// </summary>
/// <param name="order">Order for monitoring of execution</param>
public OrderMonitor(O2GOrderRow order)
{
mOrder = order;
mRejectAmount = 0;
mState = OrderState.OrderExecuting;
mResult = ExecutionResult.Executing;
mTrade = null;
}
public void onAdded(string sRowID, O2GRow rowData)
{
O2GTableType type = rowData.TableType;
switch (type)
{
case O2GTableType.Orders:
O2GOrderRow orderRow = (O2GOrderRow)rowData;
if (mBatchOrderMonitor != null && mRequestIDs.Contains(orderRow.RequestID))
{
Console.WriteLine("The order has been added. Order ID: {0}, Rate: {1}, Time In Force: {2}",
orderRow.OrderID,
orderRow.Rate,
orderRow.TimeInForce);
mBatchOrderMonitor.OnOrderAdded(orderRow);
}
break;
case O2GTableType.Trades:
O2GTradeRow tradeRow = (O2GTradeRow)rowData;
if (mBatchOrderMonitor != null)
{
mBatchOrderMonitor.OnTradeAdded(tradeRow);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mResponseListener.StopWaiting();
}
}
break;
case O2GTableType.ClosedTrades:
O2GClosedTradeRow closedTradeRow = (O2GClosedTradeRow)rowData;
if (mBatchOrderMonitor != null)
{
mBatchOrderMonitor.OnClosedTradeAdded(closedTradeRow);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mResponseListener.StopWaiting();
}
}
break;
case O2GTableType.Messages:
O2GMessageRow messageRow = (O2GMessageRow)rowData;
if (mBatchOrderMonitor != null)
{
mBatchOrderMonitor.OnMessageAdded(messageRow);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mResponseListener.StopWaiting();
}
}
break;
}
}
/// <summary>
/// Get orders data for closing all positions
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="sOfferID"></param>
/// <param name="responseListener"></param>
/// <returns></returns>
private static bool GetCloseOrdersData(O2GSession session, string sAccountID, string sOfferID, ResponseListener responseListener, out CloseOrdersData closeOrdersData)
{
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
bool bIsTradesFound = false;
closeOrdersData = new CloseOrdersData();
if (response != null)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GTradesTableResponseReader tradesResponseReader = readerFactory.createTradesTableReader(response);
for (int i = 0; i < tradesResponseReader.Count; i++)
{
O2GTradeRow trade = tradesResponseReader.getRow(i);
if (!trade.OfferID.Equals(sOfferID))
{
continue;
}
bIsTradesFound = true;
string sBuySell = trade.BuySell;
// Set opposite side
OrderSide side = (sBuySell.Equals(Constants.Buy) ? OrderSide.Sell : OrderSide.Buy);
if (closeOrdersData.OfferID.Equals(sOfferID))
{
OrderSide currentSide = closeOrdersData.Side;
if (currentSide != OrderSide.Both && currentSide != side)
{
closeOrdersData.Side = OrderSide.Both;
}
}
else
{
closeOrdersData.OfferID = sOfferID;
closeOrdersData.AccountID = sAccountID;
closeOrdersData.Side = side;
}
}
}
}
return(bIsTradesFound);
}
/// <summary>
/// Get orders data for closing all positions
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="responseListener"></param>
/// <returns></returns>
private static Dictionary <string, CloseOrdersData> GetCloseOrdersData(O2GSession session, string sAccountID, ResponseListener responseListener)
{
Dictionary <string, CloseOrdersData> closeOrdersData = new Dictionary <string, CloseOrdersData>();
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
if (response != null)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GTradesTableResponseReader tradesResponseReader = readerFactory.createTradesTableReader(response);
for (int i = 0; i < tradesResponseReader.Count; i++)
{
O2GTradeRow trade = tradesResponseReader.getRow(i);
string sOfferID = trade.OfferID;
string sBuySell = trade.BuySell;
// Set opposite side
OrderSide side = (sBuySell.Equals(Constants.Buy) ? OrderSide.Sell : OrderSide.Buy);
if (closeOrdersData.ContainsKey(sOfferID))
{
OrderSide currentSide = closeOrdersData[sOfferID].Side;
if (currentSide != OrderSide.Both && currentSide != side)
{
closeOrdersData[sOfferID].Side = OrderSide.Both;
}
}
else
{
CloseOrdersData data = new CloseOrdersData(sAccountID, side);
closeOrdersData.Add(sOfferID, data);
}
}
}
}
return(closeOrdersData);
}
/* Close True Market Order */
public void PrepareParamsAndCallTrueMarketCloseOrder(O2GTradeRow tradeRow)
{
//The order direcion of the close order must be opposite to the direction of the trade.
string sTradeBuySell = tradeRow.BuySell;
if (sTradeBuySell == Constants.Buy) // trade BuySell=Constants.Buy = order BuySell = Constants.Sell
{
CreateTrueMarketCloseOrder(tradeRow.OfferID, tradeRow.AccountID, tradeRow.TradeID, tradeRow.Amount, Constants.Sell);
}
else // trade BuySell=Constants.Sell = order BuySell = Constants.Buy
{
CreateTrueMarketCloseOrder(tradeRow.OfferID, tradeRow.AccountID, tradeRow.TradeID, tradeRow.Amount, Constants.Buy);
}
}
public void ModelCreateOrder(Session Session, Model CurrentModel, string OrderType, int iAmount,
double idRate, double idPointSize, int iAtMarket, string sBuySell)
{
m_o2gsession = Session.O2GSession;
O2GTableManager tableManager = Session.O2GSession.getTableManager();
O2GAccountRow account = GetAccount(tableManager, null);
O2GOfferRow offer = GetOffer(tableManager, CurrentModel.Instrument);
O2GTradeRow trade = GetTrade(tableManager, account.AccountID, offer.OfferID);
switch (OrderType)
{
case "OpenMarketOrder":
CreateTrueMarketOrder(offer.OfferID, account.AccountID, iAmount, sBuySell);
break;
case "CloseMarketOrder":
PrepareParamsAndCallTrueMarketCloseOrder(trade);
break;
case "OpenLimitOrder":
CreateOpenLimitOrder(offer.OfferID, account.AccountID, iAmount, idRate, sBuySell);
break;
case "CloseLimitOrder":
PrepareParamsAndCallLimitCloseOrder(trade);
break;
case "OpenOpenOrder":
CreateMarketOrder(offer.OfferID, account.AccountID, iAmount, idRate, sBuySell);
break;
case "CloseOpenOrder":
// @ here gl
PrepareParamsAndCallMarketCloseOrder(trade);
break;
case "OpenRangeOrder":
PrepareParamsAndCallRangeOrder(offer.OfferID, account.AccountID, iAmount, idPointSize, iAtMarket, sBuySell);
break;
case "CloseRangeOrder":
PrepareParamsAndCallRangeCloseOrder(trade, iAtMarket);
break;
default:
break;
}
}
/// <summary>
/// Find the first opened position by AccountID and OfferID
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="sOfferID"></param>
/// <param name="responseListener"></param>
/// <returns></returns>
private static O2GTradeRow GetTrade(O2GSession session, string sAccountID, string sOfferID, ResponseListener responseListener)
{
O2GTradeRow trade = null;
bool bHasTrade = false;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
if (response != null)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GTradesTableResponseReader tradesResponseReader = readerFactory.createTradesTableReader(response);
for (int i = 0; i < tradesResponseReader.Count; i++)
{
trade = tradesResponseReader.getRow(i);
if (sOfferID.Equals(trade.OfferID))
{
bHasTrade = true;
break;
}
}
}
}
if (!bHasTrade)
{
return(null);
}
else
{
return(trade);
}
}
private void PrintTrades(ReadOnlyCollection <O2GTradeRow> trades, string orderID)
{
if (trades.Count == 0)
{
return;
}
Console.WriteLine("For the order: OrderID = {0} the following positions have been opened:", orderID);
for (int i = 0; i < trades.Count; i++)
{
O2GTradeRow trade = trades[i];
String tradeID = trade.TradeID;
int amount = trade.Amount;
double rate = trade.OpenRate;
Console.WriteLine("Trade ID: {0}; Amount: {1}; Rate: {2}", tradeID, amount, rate);
}
}
private void PrintUpdatedTrades(ReadOnlyCollection <O2GTradeRow> updatedTrades, string sOrderID)
{
if (updatedTrades.Count == 0)
{
return;
}
Console.WriteLine("For the order: OrderID = {0} the following positions have been updated: ", sOrderID);
for (int i = 0; i < updatedTrades.Count; i++)
{
O2GTradeRow trade = updatedTrades[i];
string sTradeID = trade.TradeID;
int iAmount = trade.Amount;
double dRate = trade.OpenRate;
Console.WriteLine("Trade ID: {0}; Amount: {1}; Rate: {2}", sTradeID, iAmount, dRate);
}
}
/* Close Open Order */
public void PrepareParamsAndCallMarketCloseOrder(O2GTradeRow tradeRow)
{
string sTradeBuySell = tradeRow.BuySell;
// Close order is opposite to the trade
bool bBuyOrder = (sTradeBuySell == Constants.Sell);
string sTradeOfferID = tradeRow.OfferID;
double dRate = 0;
// Ask price for Buy and Bid price for Sell
dRate = bBuyOrder ? m_ask : m_bid;
CreateMarketCloseOrder(sTradeOfferID,
tradeRow.AccountID,
tradeRow.TradeID,
tradeRow.Amount,
dRate,
bBuyOrder ? Constants.Buy : Constants.Sell);
}
public bool ExistsPositionFor(string symbol)
{
O2GResponseReaderFactory factory = session.Session.getResponseReaderFactory();
// Gets first account from login.
O2GLoginRules loginRules = session.Session.getLoginRules();
O2GResponse response = loginRules.getTableRefeshResponse(O2GTable.ClosedTrades);
O2GTradesTableResponseReader tradesReader = factory.createTradesTableReader(response);
for (int i = 0; i < tradesReader.Count; i++)
{
O2GTradeRow tradeRow = tradesReader.getRow(i);
Console.WriteLine("Trades---");
Console.WriteLine(tradeRow.OpenQuoteID);
Console.WriteLine(tradeRow.OfferID);
}
return(false);
}
/// <summary>
/// Process trade updating during order execution
/// </summary>
public void OnTradeUpdated(O2GTradeRow tradeRow)
{
string sTradeOrderID = tradeRow.OpenOrderID;
string sOrderID = mOrder.OrderID;
if (sTradeOrderID.Equals(sOrderID))
{
mUpdatedTrades.Add(tradeRow);
if (mState == OrderState.OrderExecuted ||
mState == OrderState.OrderRejected ||
mState == OrderState.OrderCanceled)
{
if (IsAllTradesReceived())
{
SetResult(true);
}
}
}
}
public void ModelCreateLimitOrder(Session Session, Model CurrentModel, string OrderType, int iAmount,
double idRate, double idPointSize, int iAtMarket, string sBuySell, double TakeProfit, double StopLoss)
{
m_o2gsession = Session.O2GSession;
O2GTableManager tableManager = Session.O2GSession.getTableManager();
O2GAccountRow account = GetAccount(tableManager, null);
O2GOfferRow offer = GetOffer(tableManager, CurrentModel.Instrument);
O2GTradeRow trade = GetTrade(tableManager, account.AccountID, offer.OfferID);
switch (OrderType)
{
case "OpenMarketOrder":
CreateTrueMarketLimitOrder(offer.OfferID, account.AccountID, iAmount, sBuySell, TakeProfit, StopLoss);
break;
default:
break;
}
}
/// <summary>
/// Process trade adding during order execution
/// </summary>
public void OnTradeAdded(O2GTradeRow tradeRow)
{
String tradeOrderID = tradeRow.OpenOrderID;
String orderID = mOrder.OrderID;
if (tradeOrderID == orderID)
{
mTrade = tradeRow;
if (mState == OrderState.OrderExecuted ||
mState == OrderState.OrderRejected ||
mState == OrderState.OrderCanceled)
{
if (IsAllTradeReceived())
{
SetResult(true);
}
}
}
}
/* Close Limit Order */
public void PrepareParamsAndCallLimitCloseOrder(O2GTradeRow tradeRow)
{
string sTradeBuySell = tradeRow.BuySell;
// Close order is opposite to the trade
bool bBuyOrder = false;
if (sTradeBuySell == Constants.Sell)
{
bBuyOrder = true;
}
string sTradeOfferID = tradeRow.OfferID;
double dCurrentRate = (bBuyOrder) ? m_ask : m_bid;
CreateLimitCloseOrder(sTradeOfferID,
tradeRow.AccountID,
tradeRow.TradeID,
tradeRow.Amount,
dCurrentRate,
bBuyOrder ? Constants.Buy : Constants.Sell);
}
/// <summary>
/// Print trades table for account
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="responseListener"></param>
private static void PrintTrades(O2GSession session, string sAccountID, ResponseListener responseListener)
{
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID);
if (request != null)
{
Console.WriteLine("Trades table for account {0}", sAccountID);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
if (response != null)
{
O2GResponseReaderFactory responseReaderFactory = session.getResponseReaderFactory();
O2GTradesTableResponseReader responseReader = responseReaderFactory.createTradesTableReader(response);
for (int i = 0; i < responseReader.Count; i++)
{
O2GTradeRow tradeRow = responseReader.getRow(i);
Console.WriteLine("TradeID: {0}, Amount: {1}, Dividends: {2}", tradeRow.TradeID, tradeRow.Amount, tradeRow.Dividends);
}
}
else
{
throw new Exception("Cannot get response");
}
}
else
{
throw new Exception("Cannot create request");
}
}
public void onAdded(string sRowID, O2GRow rowData)
{
O2GTableType type = rowData.TableType;
switch (type)
{
case O2GTableType.Orders:
O2GOrderRow orderRow = (O2GOrderRow)rowData;
if (mRequestID.Equals(orderRow.RequestID))
{
mOrderID = orderRow.OrderID;
PrintOrder("New order is added", orderRow);
}
break;
case O2GTableType.Trades:
O2GTradeRow tradeRow = (O2GTradeRow)rowData;
Console.WriteLine("Position is opened: TradeID='{0}', TradeIDOrigin='{1}'",
tradeRow.TradeID, tradeRow.TradeIDOrigin);
break;
case O2GTableType.ClosedTrades:
O2GClosedTradeRow closedTradeRow = (O2GClosedTradeRow)rowData;
Console.WriteLine("Position is closed: TradeID='{0}'",
closedTradeRow.TradeID);
break;
case O2GTableType.Messages:
O2GMessageRow messageRow = (O2GMessageRow)rowData;
string text = messageRow.Text;
int findPos = text.IndexOf(mOrderID);
if (findPos >= 0)
{
Console.WriteLine("Feature='{0}', Message='{1}'",
messageRow.Feature, text);
}
break;
}
}
/// <summary>
/// Get trade by order ID
/// </summary>
private static O2GTradeRow FindPosition(O2GSession session, string sAccountID, string sOrderID, ResponseListener responseListener)
{
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID);
if (request != null)
{
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse tradeResponse = responseListener.GetResponse();
if (tradeResponse != null)
{
if (tradeResponse.Type == O2GResponseType.GetTrades)
{
O2GResponseReaderFactory responseReaderFactory = session.getResponseReaderFactory();
O2GTradesTableResponseReader responseReader = responseReaderFactory.createTradesTableReader(tradeResponse);
for (int i = 0; i < responseReader.Count; i++)
{
O2GTradeRow tradeRow = responseReader.getRow(i);
if (sOrderID.Equals(tradeRow.OpenOrderID))
{
return(tradeRow);
}
}
}
}
}
return(null);
}
/* Close Range Order */
public void PrepareParamsAndCallRangeCloseOrder(O2GTradeRow tradeRow, int iAtMarket)
{
string sTradeBuySell = tradeRow.BuySell;
// Close order is opposite to the trade
bool bBuyOrder = (sTradeBuySell == Constants.Sell);
// Get dRate, then calculate dRateMin and dRateMax
string sTradeOfferID = tradeRow.OfferID;
double dRate = 0;
dRate = bBuyOrder ? m_ask : m_bid;
double dPointSize = m_pointsize;
double dRateMin = dRate - iAtMarket * dPointSize;
double dRateMax = dRate + iAtMarket * dPointSize;
CreateRangeCloseOrder(sTradeOfferID,
tradeRow.AccountID,
tradeRow.TradeID,
tradeRow.Amount,
dRateMin, dRateMax,
bBuyOrder ? Constants.Buy : Constants.Sell);
}
/// <summary>
/// Create close market order request
/// </summary>
private static O2GRequest CreateCloseMarketOrderRequest(O2GSession session, string sInstrument, O2GTradeRow tradeRow)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GLoginRules loginRules = session.getLoginRules();
O2GPermissionChecker permissionChecker = loginRules.getPermissionChecker();
O2GValueMap valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
if (permissionChecker.canCreateMarketCloseOrder(sInstrument) != O2GPermissionStatus.PermissionEnabled)
{
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketOpen); // in USA you need to use "OM" to close a position.
}
else
{
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
valuemap.setString(O2GRequestParamsEnum.TradeID, tradeRow.TradeID);
}
valuemap.setString(O2GRequestParamsEnum.AccountID, tradeRow.AccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, tradeRow.OfferID);
valuemap.setString(O2GRequestParamsEnum.BuySell, tradeRow.BuySell.Equals(Constants.Buy) ? Constants.Sell : Constants.Buy);
valuemap.setInt(O2GRequestParamsEnum.Amount, tradeRow.Amount);
valuemap.setString(O2GRequestParamsEnum.CustomID, "CloseMarketOrder");
request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return request;
}
/// <summary>
/// Get orders data for closing all positions
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="responseListener"></param>
/// <returns></returns>
private static bool GetCloseOrdersData(O2GTableManager tableManager, string sAccountID, string sOfferID, out CloseOrdersData closeOrdersData)
{
bool bIsTradesFound = false;
closeOrdersData = new CloseOrdersData();
O2GTradesTable tradesTable = (O2GTradesTable)tableManager.getTable(O2GTableType.Trades);
for (int i = 0; i < tradesTable.Count; i++)
{
O2GTradeRow trade = tradesTable.getRow(i);
if (!trade.OfferID.Equals(sOfferID))
{
continue;
}
bIsTradesFound = true;
string sBuySell = trade.BuySell;
// Set opposite side
OrderSide side = (sBuySell.Equals(Constants.Buy) ? OrderSide.Sell : OrderSide.Buy);
if (closeOrdersData.OfferID.Equals(sOfferID))
{
OrderSide currentSide = closeOrdersData.Side;
if (currentSide != OrderSide.Both && currentSide != side)
{
closeOrdersData.Side = OrderSide.Both;
}
}
else
{
closeOrdersData.OfferID = sOfferID;
closeOrdersData.AccountID = sAccountID;
closeOrdersData.Side = side;
}
}
return(bIsTradesFound);
}
/// <summary>
/// Find the first opened position by AccountID and OfferID
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="sOfferID"></param>
/// <param name="responseListener"></param>
/// <returns></returns>
private static O2GTradeRow GetTrade(O2GTableManager tableManager, string sAccountID, string sOfferID)
{
bool bHasTrade = false;
O2GTradeRow trade = null;
O2GTradesTable tradesTable = (O2GTradesTable)tableManager.getTable(O2GTableType.Trades);
for (int i = 0; i < tradesTable.Count; i++)
{
trade = tradesTable.getRow(i);
if (trade.AccountID.Equals(sAccountID) && trade.OfferID.Equals(sOfferID))
{
bHasTrade = true;
break;
}
}
if (!bHasTrade)
{
return(null);
}
else
{
return(trade);
}
}
public void onAdded(string sRowID, O2GRow rowData)
{
O2GTableType type = rowData.TableType;
switch (type)
{
case O2GTableType.Orders:
O2GOrderRow orderRow = (O2GOrderRow)rowData;
if (mRequestID.Equals(orderRow.RequestID))
{
if ((OrderMonitorNetting.IsClosingOrder(orderRow) || OrderMonitorNetting.IsOpeningOrder(orderRow)) &&
mOrderMonitor == null)
{
Console.WriteLine("The order has been added. Order ID: {0}, Rate: {1}, Time In Force: {2}",
orderRow.OrderID,
orderRow.Rate,
orderRow.TimeInForce);
O2GTradeRow trade = null;
string sTradeID = orderRow.TradeID;
if (mTradesTable != null)
{
for (int j = 0; j < mTradesTable.Count; j++)
{
if (sTradeID.Equals(mTradesTable.getRow(j).TradeID))
{
trade = mTradesTable.getRow(j);
break;
}
}
}
if (trade == null)
{
mOrderMonitor = new OrderMonitorNetting(orderRow);
}
else
{
mOrderMonitor = new OrderMonitorNetting(orderRow, trade.Amount);
}
}
}
break;
case O2GTableType.Trades:
O2GTradeRow tradeRow = (O2GTradeRow)rowData;
if (mOrderMonitor != null)
{
mOrderMonitor.OnTradeAdded(tradeRow);
if (mOrderMonitor.IsOrderCompleted)
{
PrintResult();
mResponseListener.StopWaiting();
}
}
break;
case O2GTableType.ClosedTrades:
O2GClosedTradeRow closedTradeRow = (O2GClosedTradeRow)rowData;
if (mOrderMonitor != null)
{
mOrderMonitor.OnClosedTradeAdded(closedTradeRow);
if (mOrderMonitor.IsOrderCompleted)
{
PrintResult();
mResponseListener.StopWaiting();
}
}
break;
case O2GTableType.Messages:
O2GMessageRow messageRow = (O2GMessageRow)rowData;
if (mOrderMonitor != null)
{
mOrderMonitor.OnMessageAdded(messageRow);
if (mOrderMonitor.IsOrderCompleted)
{
PrintResult();
mResponseListener.StopWaiting();
}
}
break;
}
}
public void OnTradeAdded(O2GTradeRow tradeRow)
{
for (int i = 0; i < mMonitors.Count; i++)
mMonitors[i].OnTradeAdded(tradeRow);
}
static void Main(string[] args)
{
O2GSession session = null;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);
PrintSampleParams("AttachStopLimitToPosition", loginParams, sampleParams);
session = O2GTransport.createSession();
SessionStatusListener statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvent() && statusListener.Connected)
{
ResponseListener responseListener = new ResponseListener(session);
session.subscribeResponse(responseListener);
O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
sampleParams.AccountID = account.AccountID;
O2GOfferRow offer = GetOffer(session, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * sampleParams.Lots;
double dRate;
double dRateStop;
double dRateLimit;
double dBid = offer.Bid;
double dAsk = offer.Ask;
double dPointSize = offer.PointSize;
// For the purpose of this example we will place entry order 8 pips from the current market price
// and attach stop and limit orders 10 pips from an entry order price
if (sampleParams.OrderType.Equals(Constants.Orders.LimitEntry))
{
if (sampleParams.BuySell.Equals(Constants.Buy))
{
dRate = dAsk - 8 * dPointSize;
dRateLimit = dRate + 10 * dPointSize;
dRateStop = dRate - 10 * dPointSize;
}
else
{
dRate = dBid + 8 * dPointSize;
dRateLimit = dRate - 10 * dPointSize;
dRateStop = dRate + 10 * dPointSize;
}
}
else
{
if (sampleParams.BuySell.Equals(Constants.Buy))
{
dRate = dAsk + 8 * dPointSize;
dRateLimit = dRate + 10 * dPointSize;
dRateStop = dRate - 10 * dPointSize;
}
else
{
dRate = dBid - 8 * dPointSize;
dRateLimit = dRate - 10 * dPointSize;
dRateStop = dRate + 10 * dPointSize;
}
}
O2GRequest request = CreateTrueMarketOrderRequest(session, offer.OfferID, sampleParams.AccountID, iAmount, sampleParams.BuySell);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GTradeRow tradeOrder = FindPosition(session, sampleParams.AccountID, responseListener.GetLastOrderID(), responseListener);
if (tradeOrder == null)
{
throw new Exception("Order '{0}' not found");
}
request = AddOrderForEntryRequest(session, tradeOrder, "L", dRateLimit);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
request = AddOrderForEntryRequest(session, tradeOrder, "S", dRateStop);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
Console.WriteLine("Done!");
statusListener.Reset();
session.logout();
statusListener.WaitEvent();
session.unsubscribeResponse(responseListener);
}
session.unsubscribeSessionStatus(statusListener);
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
session.Dispose();
}
}
}
/// <summary>
/// Create close market order request
/// </summary>
private static O2GRequest CreateCloseMarketOrderRequest(O2GSession session, string sInstrument, O2GTradeRow tradeRow)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GLoginRules loginRules = session.getLoginRules();
O2GPermissionChecker permissionChecker = loginRules.getPermissionChecker();
O2GValueMap valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
if (permissionChecker.canCreateMarketCloseOrder(sInstrument) != O2GPermissionStatus.PermissionEnabled)
{
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketOpen); // in USA you need to use "OM" to close a position.
}
else
{
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
valuemap.setString(O2GRequestParamsEnum.TradeID, tradeRow.TradeID);
}
valuemap.setString(O2GRequestParamsEnum.AccountID, tradeRow.AccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, tradeRow.OfferID);
valuemap.setString(O2GRequestParamsEnum.BuySell, tradeRow.BuySell.Equals(Constants.Buy) ? Constants.Sell : Constants.Buy);
valuemap.setInt(O2GRequestParamsEnum.Amount, tradeRow.Amount);
valuemap.setString(O2GRequestParamsEnum.CustomID, "CloseMarketOrder");
request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return(request);
}
static void Main(string[] args)
{
O2GSession session = null;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);
PrintSampleParams("ClosePosition", loginParams, sampleParams);
session = O2GTransport.createSession();
session.useTableManager(O2GTableManagerMode.Yes, null);
statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
responseListener = new ResponseListener();
TableListener tableListener = new TableListener(responseListener);
session.subscribeResponse(responseListener);
O2GTableManager tableManager = session.getTableManager();
O2GTableManagerStatus managerStatus = tableManager.getStatus();
while (managerStatus == O2GTableManagerStatus.TablesLoading)
{
Thread.Sleep(50);
managerStatus = tableManager.getStatus();
}
if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
{
throw new Exception("Cannot refresh all tables of table manager");
}
O2GAccountRow account = GetAccount(tableManager, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
sampleParams.AccountID = account.AccountID;
O2GOfferRow offer = GetOffer(tableManager, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GTradeRow trade = GetTrade(tableManager, sampleParams.AccountID, offer.OfferID);
if (trade == null)
{
throw new Exception(string.Format("There are no opened positions for instrument '{0}'", sampleParams.Instrument));
}
tableListener.SubscribeEvents(tableManager);
O2GRequest request = CreateCloseMarketOrderRequest(session, sampleParams.Instrument, trade);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
tableListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (responseListener.WaitEvents())
{
Console.WriteLine("Done!");
}
else
{
throw new Exception("Response waiting timeout expired");
}
tableListener.UnsubscribeEvents(tableManager);
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
if (responseListener != null)
{
session.unsubscribeResponse(responseListener);
}
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
}
session.unsubscribeSessionStatus(statusListener);
session.Dispose();
}
}
}
/// <summary>
/// Process trade updating during order execution
/// </summary>
public void OnTradeUpdated(O2GTradeRow tradeRow)
{
string sTradeOrderID = tradeRow.OpenOrderID;
string sOrderID = mOrder.OrderID;
if (sTradeOrderID.Equals(sOrderID))
{
mUpdatedTrades.Add(tradeRow);
if (mState == OrderState.OrderExecuted ||
mState == OrderState.OrderRejected ||
mState == OrderState.OrderCanceled)
{
if (IsAllTradesReceived())
{
SetResult(true);
}
}
}
}
static void Main(string[] args)
{
O2GSession session = null;
SessionStatusListener statusListener = null;
ResponseListener responseListener = null;
try
{
Console.WriteLine("NetStopLimit sample\n");
ArgumentParser argParser = new ArgumentParser(args, "NetStopLimit");
argParser.AddArguments(ParserArgument.Login,
ParserArgument.Password,
ParserArgument.Url,
ParserArgument.Connection,
ParserArgument.SessionID,
ParserArgument.Pin,
ParserArgument.Instrument,
ParserArgument.RateStop,
ParserArgument.RateLimit,
ParserArgument.AccountID);
argParser.ParseArguments();
if (!argParser.AreArgumentsValid)
{
argParser.PrintUsage();
return;
}
argParser.PrintArguments();
LoginParams loginParams = argParser.LoginParams;
SampleParams sampleParams = argParser.SampleParams;
session = O2GTransport.createSession();
statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
responseListener = new ResponseListener(session);
session.subscribeResponse(responseListener);
O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
sampleParams.AccountID = account.AccountID;
O2GOfferRow offer = GetOffer(session, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GTradeRow trade = GetTrade(session, sampleParams.AccountID, offer.OfferID, responseListener);
if (trade == null)
{
throw new Exception(string.Format("There are no opened positions for instrument '{0}'", sampleParams.Instrument));
}
O2GRequest request;
string sBuySell = trade.BuySell.Equals(Constants.Buy) ? Constants.Sell : Constants.Buy;
request = CreateNetEntryOrderRequest(session, offer.OfferID, sampleParams.AccountID, sampleParams.RateStop, sBuySell, Constants.Orders.StopEntry);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
request = CreateNetEntryOrderRequest(session, offer.OfferID, sampleParams.AccountID, sampleParams.RateLimit, sBuySell, Constants.Orders.LimitEntry);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
Console.WriteLine("Done!");
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
if (responseListener != null)
{
session.unsubscribeResponse(responseListener);
}
}
session.unsubscribeSessionStatus(statusListener);
session.Dispose();
}
}
}
public void onTablesUpdates(O2GResponse data)
{
O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();
if (factory != null)
{
O2GTablesUpdatesReader reader = factory.createTablesUpdatesReader(data);
for (int ii = 0; ii < reader.Count; ii++)
{
switch (reader.getUpdateTable(ii))
{
case O2GTableType.Accounts:
O2GAccountRow account = reader.getAccountRow(ii);
//Show balance updates
Console.WriteLine("Balance: {0}", account.Balance);
break;
case O2GTableType.Orders:
O2GOrderRow order = reader.getOrderRow(ii);
switch (reader.getUpdateType(ii))
{
case O2GTableUpdateType.Insert:
if (mBatchOrderMonitor != null)
{
Console.WriteLine("The order has been added. Order ID: {0}, Rate: {1}, Time In Force: {2}",
order.OrderID,
order.Rate,
order.TimeInForce);
mBatchOrderMonitor.OnOrderAdded(order);
}
break;
case O2GTableUpdateType.Delete:
if (mBatchOrderMonitor != null)
{
Console.WriteLine("The order has been deleted. Order ID: {0}", order.OrderID);
mBatchOrderMonitor.OnOrderDeleted(order);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mSyncResponseEvent.Set();
}
}
break;
}
break;
case O2GTableType.Trades:
O2GTradeRow trade = reader.getTradeRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
if (mBatchOrderMonitor != null)
{
mBatchOrderMonitor.OnTradeAdded(trade);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mSyncResponseEvent.Set();
}
}
}
break;
case O2GTableType.ClosedTrades:
O2GClosedTradeRow closedTrade = reader.getClosedTradeRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
if (mBatchOrderMonitor != null)
{
mBatchOrderMonitor.OnClosedTradeAdded(closedTrade);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mSyncResponseEvent.Set();
}
}
}
break;
case O2GTableType.Messages:
O2GMessageRow message = reader.getMessageRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
if (mBatchOrderMonitor != null)
{
mBatchOrderMonitor.OnMessageAdded(message);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mSyncResponseEvent.Set();
}
}
}
break;
}
}
}
}
