/// <summary>
/// Create request for join two existing entry orders into a new contingency group
/// </summary>
private static O2GRequest JoinToNewGroupRequest(O2GSession session, string sAccountID, string sPrimaryID, string sSecondaryID, int iContingencyType)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap valuemapMain = requestFactory.createValueMap();
valuemapMain.setString(O2GRequestParamsEnum.Command, Constants.Commands.JoinToNewContingencyGroup);
valuemapMain.setInt(O2GRequestParamsEnum.ContingencyGroupType, iContingencyType);
O2GValueMap valuemapChild;
valuemapChild = requestFactory.createValueMap();
valuemapChild.setString(O2GRequestParamsEnum.OrderID, sPrimaryID);
valuemapChild.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemapMain.appendChild(valuemapChild);
valuemapChild = requestFactory.createValueMap();
valuemapChild.setString(O2GRequestParamsEnum.OrderID, sSecondaryID);
valuemapChild.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemapMain.appendChild(valuemapChild);
request = requestFactory.createOrderRequest(valuemapMain);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return(request);
}
/// <summary>
/// Create OTO request
/// </summary>
private static O2GRequest CreateOTO_ELSRequest(O2GSession session, string sOfferID, string sAccountID, int iAmount, double dRateOTO, double dRateELS, double dRateELS_stop, double dRateELS_limit)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
// Create OTO command
O2GValueMap valuemapMain = requestFactory.createValueMap();
valuemapMain.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOTO);
// ValueMap for if-then
O2GValueMap valuemapIf = requestFactory.createValueMap();
valuemapIf.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemapIf.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.LimitEntry);
valuemapIf.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemapIf.setString(O2GRequestParamsEnum.OfferID, sOfferID);
valuemapIf.setString(O2GRequestParamsEnum.BuySell, Constants.Sell);
valuemapIf.setInt(O2GRequestParamsEnum.Amount, 0);
valuemapIf.setDouble(O2GRequestParamsEnum.Rate, dRateOTO);
valuemapIf.setString(O2GRequestParamsEnum.CustomID, "if-then-order");
valuemapMain.appendChild(valuemapIf);
//valuemapELS for ELS order
O2GValueMap valuemapELS = requestFactory.createValueMap();
valuemapELS.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemapELS.setString(O2GRequestParamsEnum.OrderType, "LE");
valuemapELS.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemapELS.setString(O2GRequestParamsEnum.OfferID, sOfferID);
valuemapELS.setString(O2GRequestParamsEnum.BuySell, "B");
valuemapELS.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemapELS.setDouble(O2GRequestParamsEnum.Rate, dRateELS);
valuemapELS.setDouble(O2GRequestParamsEnum.RateLimit, dRateELS_limit);
valuemapELS.setDouble(O2GRequestParamsEnum.RateStop, dRateELS_stop);
valuemapELS.setString(O2GRequestParamsEnum.CustomID, "ELS-order");
valuemapMain.appendChild(valuemapELS);
request = requestFactory.createOrderRequest(valuemapMain);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return(request);
}
/// <summary>
/// Create request for removing order from existing contingency group
/// </summary>
private static O2GRequest RemoveOrderFromGroupRequest(O2GSession session, string sAccountID, string sOrderID)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap valuemapMain = requestFactory.createValueMap();
valuemapMain.setString(O2GRequestParamsEnum.Command, Constants.Commands.RemoveFromContingencyGroup);
O2GValueMap valuemapChild = requestFactory.createValueMap();
valuemapChild.setString(O2GRequestParamsEnum.Command, Constants.Commands.RemoveFromContingencyGroup);
valuemapChild.setString(O2GRequestParamsEnum.OrderID, sOrderID);
valuemapChild.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemapMain.appendChild(valuemapChild);
request = requestFactory.createOrderRequest(valuemapMain);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return(request);
}
/// <summary>
/// Create OTO request
/// </summary>
private static O2GRequest CreateOTORequest(O2GSession session, string sOfferID, string sAccountID, int iAmount, double dRatePrimary, double dRateSecondary)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap valuemapMain = requestFactory.createValueMap();
valuemapMain.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOTO);
// ValueMap for primary order
O2GValueMap valuemapPrimary = requestFactory.createValueMap();
valuemapPrimary.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemapPrimary.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.StopEntry);
valuemapPrimary.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemapPrimary.setString(O2GRequestParamsEnum.OfferID, sOfferID);
valuemapPrimary.setString(O2GRequestParamsEnum.BuySell, Constants.Sell);
valuemapPrimary.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemapPrimary.setDouble(O2GRequestParamsEnum.Rate, dRatePrimary);
valuemapMain.appendChild(valuemapPrimary);
// ValueMap for secondary order
O2GValueMap valuemapSecondary = requestFactory.createValueMap();
valuemapSecondary.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemapSecondary.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.StopEntry);
valuemapSecondary.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemapSecondary.setString(O2GRequestParamsEnum.OfferID, sOfferID);
valuemapSecondary.setString(O2GRequestParamsEnum.BuySell, Constants.Buy);
valuemapSecondary.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemapSecondary.setDouble(O2GRequestParamsEnum.Rate, dRateSecondary);
valuemapMain.appendChild(valuemapSecondary);
request = requestFactory.createOrderRequest(valuemapMain);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return(request);
}
/// <summary>
/// Create close all order request
/// </summary>
private static O2GRequest CreateCloseAllRequest(O2GSession session, Dictionary <string, CloseOrdersData> closeOrdersData)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GValueMap batchValuemap = requestFactory.createValueMap();
batchValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
Dictionary <string, CloseOrdersData> .Enumerator enumerator = closeOrdersData.GetEnumerator();
while (enumerator.MoveNext())
{
string sOfferID = enumerator.Current.Key;
string sAccountID = enumerator.Current.Value.AccountID;
OrderSide side = enumerator.Current.Value.Side;
O2GValueMap childValuemap;
switch (side)
{
case OrderSide.Buy:
childValuemap = requestFactory.createValueMap();
childValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
childValuemap.setString(O2GRequestParamsEnum.NetQuantity, "Y");
childValuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
childValuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
childValuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
childValuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Buy);
batchValuemap.appendChild(childValuemap);
break;
case OrderSide.Sell:
childValuemap = requestFactory.createValueMap();
childValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
childValuemap.setString(O2GRequestParamsEnum.NetQuantity, "Y");
childValuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
childValuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
childValuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
childValuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Sell);
batchValuemap.appendChild(childValuemap);
break;
case OrderSide.Both:
childValuemap = requestFactory.createValueMap();
childValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
childValuemap.setString(O2GRequestParamsEnum.NetQuantity, "Y");
childValuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
childValuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
childValuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
childValuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Buy);
batchValuemap.appendChild(childValuemap);
childValuemap = requestFactory.createValueMap();
childValuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
childValuemap.setString(O2GRequestParamsEnum.NetQuantity, "Y");
childValuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
childValuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
childValuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
childValuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Sell);
batchValuemap.appendChild(childValuemap);
break;
}
}
request = requestFactory.createOrderRequest(batchValuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return(request);
}
/// <summary>
/// Create OTO request
/// </summary>
private static O2GRequest CreateOTOCORequest(O2GSession session, string sOfferID, string sAccountID, int iAmount, double dRatePrimary, double dRateOcoFirst, double dRateOcoSecond)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
// Create OTO command
O2GValueMap valuemapMain = requestFactory.createValueMap();
valuemapMain.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOTO);
// Create Entry order
O2GValueMap valuemapPrimary = requestFactory.createValueMap();
valuemapPrimary.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemapPrimary.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.StopEntry);
valuemapPrimary.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemapPrimary.setString(O2GRequestParamsEnum.OfferID, sOfferID);
valuemapPrimary.setString(O2GRequestParamsEnum.BuySell, Constants.Sell);
valuemapPrimary.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemapPrimary.setDouble(O2GRequestParamsEnum.Rate, dRatePrimary);
// Create OCO group of orders
O2GValueMap valuemapOCO = requestFactory.createValueMap();
valuemapOCO.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOCO);
// Create Entry order to OCO
O2GValueMap valuemapOCOFirst = requestFactory.createValueMap();
valuemapOCOFirst.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemapOCOFirst.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.StopEntry);
valuemapOCOFirst.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemapOCOFirst.setString(O2GRequestParamsEnum.OfferID, sOfferID);
valuemapOCOFirst.setString(O2GRequestParamsEnum.BuySell, Constants.Buy);
valuemapOCOFirst.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemapOCOFirst.setDouble(O2GRequestParamsEnum.Rate, dRateOcoFirst);
O2GValueMap valuemapOCOSecond = requestFactory.createValueMap();
valuemapOCOSecond.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemapOCOSecond.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.StopEntry);
valuemapOCOSecond.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemapOCOSecond.setString(O2GRequestParamsEnum.OfferID, sOfferID);
valuemapOCOSecond.setString(O2GRequestParamsEnum.BuySell, Constants.Sell);
valuemapOCOSecond.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemapOCOSecond.setDouble(O2GRequestParamsEnum.Rate, dRateOcoSecond);
// Fill the created groups. Please note, first you should add an entry order to OTO order and then OCO group of orders
valuemapMain.appendChild(valuemapPrimary);
valuemapOCO.appendChild(valuemapOCOFirst);
valuemapOCO.appendChild(valuemapOCOSecond);
valuemapMain.appendChild(valuemapOCO);
request = requestFactory.createOrderRequest(valuemapMain);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return(request);
}
