/// <summary>
/// Create entry order with attached stop and limit orders request
/// </summary>
private static O2GRequest CreateELSRequest(O2GSession session, string sOfferID, string sAccountID, int iAmount, double dRate, double dRateLimit, double dRateStop, string sBuySell, string sOrderType)
{
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);
valuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
valuemap.setString(O2GRequestParamsEnum.BuySell, sBuySell);
valuemap.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemap.setDouble(O2GRequestParamsEnum.Rate, dRate);
valuemap.setDouble(O2GRequestParamsEnum.RateLimit, dRateLimit);
valuemap.setDouble(O2GRequestParamsEnum.RateStop, dRateStop);
valuemap.setString(O2GRequestParamsEnum.CustomID, "EntryOrderWithStopLimit");
request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return request;
}
public void CreateRangeCloseOrder(string sOfferID, string sAccountID, string sTradeID, int iAmount, double dRateMin, double dRateMax, string sBuySell)
{
O2GRequestFactory factory = m_o2gsession.getRequestFactory();
if (factory == null)
{
return;
}
O2GValueMap valuemap = factory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.MarketCloseRange);
valuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID); // The identifier of the instrument the order should be placed for.
valuemap.setString(O2GRequestParamsEnum.TradeID, sTradeID); // The identifier of the trade to be closed.
valuemap.setString(O2GRequestParamsEnum.BuySell, sBuySell); // The order direction (Constants.Buy for Buy, Constants.Sell for Sell). Must be opposite to the direction of the trade.
valuemap.setInt(O2GRequestParamsEnum.Amount, iAmount); // The quantity of the instrument to be bought or sold. Must be <= size of the position (Lot of the trade). Must be divisible by baseUnitSize.
valuemap.setDouble(O2GRequestParamsEnum.RateMin, dRateMin); // The minimum dRate at which the order can be filled.
valuemap.setDouble(O2GRequestParamsEnum.RateMax, dRateMax); // The maximum dRate at which the order can be filled.
valuemap.setString(O2GRequestParamsEnum.CustomID, "CloseRangeOrder"); // The custom identifier of the order.
O2GRequest request = factory.createOrderRequest(valuemap);
m_o2gsession.sendRequest(request);
SaveOrders(sOfferID, sAccountID, sTradeID, iAmount, sBuySell);
}
/// <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 entry order request
/// </summary>
private static O2GRequest CreateEntryOrderRequest(O2GSession session, string sOfferID, string sAccountID, int iAmount, double dRate, string sBuySell, string sOrderType, string sExpireDate)
{
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);
valuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID);
valuemap.setString(O2GRequestParamsEnum.BuySell, sBuySell);
valuemap.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemap.setDouble(O2GRequestParamsEnum.Rate, dRate);
valuemap.setString(O2GRequestParamsEnum.CustomID, "EntryOrder");
if (!string.IsNullOrEmpty(sExpireDate))
{
valuemap.setString(O2GRequestParamsEnum.TimeInForce, Constants.TIF.GTD);
valuemap.setString(O2GRequestParamsEnum.ExpireDayTime, sExpireDate); // UTCTimestamp format: "yyyyMMdd-HH:mm:ss.SSS" (milliseconds are optional)
}
request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return(request);
}
/// <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);
}
public void CreateRangeOrder(string sOfferID, string sAccountID, int iAmount, double dRateMin, double dRateMax, string sBuySell)
{
O2GRequestFactory factory = m_o2gsession.getRequestFactory();
if (factory == null)
{
return;
}
O2GValueMap valuemap = factory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.MarketOpenRange);
valuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID); // The identifier of the account the order should be placed for.
valuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID); // The identifier of the instrument the order should be placed for.
valuemap.setString(O2GRequestParamsEnum.BuySell, sBuySell); // The order direction (Constants.Buy for buy, Constants.Sell for sell).
valuemap.setDouble(O2GRequestParamsEnum.RateMin, dRateMin); // The minimum dRate at which the order can be filled.
valuemap.setDouble(O2GRequestParamsEnum.RateMax, dRateMax); // The maximum dRate at which the order can be filled.
valuemap.setString(O2GRequestParamsEnum.CustomID, "OpenRangeOrder"); // The custom identifier of the order.
valuemap.setInt(O2GRequestParamsEnum.Amount, iAmount);
O2GRequest request = factory.createOrderRequest(valuemap);
m_o2gsession.sendRequest(request);
}
/* True Market Order */
public void CreateTrueMarketLimitOrder(string sOfferID, string sAccountID, int iAmount, string sBuySell, double TakeProfit, double StopLoss)
{
try
{
O2GRequestFactory factory = m_o2gsession.getRequestFactory();
if (factory == null)
{
return;
}
O2GValueMap valuemap = factory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketOpen);
valuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID); // The identifier of the account the order should be placed for.
valuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID); // The identifier of the instrument the order should be placed for.
valuemap.setString(O2GRequestParamsEnum.BuySell, sBuySell); // The order direction: Constants.Sell for "Sell", Constants.Buy for "Buy".
valuemap.setInt(O2GRequestParamsEnum.Amount, iAmount); // The quantity of the instrument to be bought or sold.
valuemap.setString(O2GRequestParamsEnum.CustomID, "TrueMarketOrder"); // The custom identifier of the order.
valuemap.setDouble(O2GRequestParamsEnum.RateLimit, TakeProfit);
valuemap.setDouble(O2GRequestParamsEnum.RateStop, StopLoss);
if (sBuySell == "Buy")
{
valuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Buy);
}
else
{
valuemap.setString(O2GRequestParamsEnum.BuySell, Constants.Sell);
}
O2GRequest request = factory.createOrderRequest(valuemap);
m_o2gsession.sendRequest(request);
}
catch
{
}
}
/// <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);
}
/***************************************************************************************************************/
/***************************************************************************************************************/
/***** LIMIT ORDERS *****/
/***************************************************************************************************************/
/* Open Limit Order */
public void CreateOpenLimitOrder(string sOfferID, string sAccountID, int iAmount, double dRate, string sBuySell)
{
O2GRequestFactory factory = m_o2gsession.getRequestFactory();
if (factory == null)
{
return;
}
O2GValueMap valuemap = factory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.OpenLimit);
valuemap.setString(O2GRequestParamsEnum.AccountID, sAccountID); // The identifier of the account the order should be placed for.
valuemap.setString(O2GRequestParamsEnum.OfferID, sOfferID); // The identifier of the instrument the order should be placed for.
valuemap.setString(O2GRequestParamsEnum.BuySell, sBuySell); // The order direction (use Constants.Buy for Buy, Constants.Sell for Sell)
valuemap.setDouble(O2GRequestParamsEnum.Rate, dRate); // The dRate at which the order must be filled.
valuemap.setInt(O2GRequestParamsEnum.Amount, iAmount); // The quantity of the instrument to be bought or sold.
valuemap.setString(O2GRequestParamsEnum.CustomID, "OpenLimitOrder"); // The custom identifier of the order.
O2GRequest request = factory.createOrderRequest(valuemap);
m_o2gsession.sendRequest(request);
}
public static bool ChangeStop(this FxcmBroker fxcm, string stopOrderId, double rateStop)
{
if (fxcm.Status != ConnectStatus.Connected)
{
Log.Error("FXCM not connected");
return(false);
}
O2GRequestFactory requestFactory = fxcm.Session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
var account = GetAccount(fxcm.Session);
O2GValueMap valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.EditOrder);
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.Stop);
valuemap.setString(O2GRequestParamsEnum.AccountID, account.AccountID);
valuemap.setString(O2GRequestParamsEnum.OrderID, stopOrderId);
valuemap.setDouble(O2GRequestParamsEnum.Rate, rateStop);
var request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Log.Error($"Unable to process request - {requestFactory.getLastError()}");
return(false);
}
var ret = ProcessRequest(fxcm, request);
return(ret);
}
/// <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);
}
public static bool CreateMarketOrder(this FxcmBroker fxcm, string instrument, int lotsAmount, TradeDirection direction, out string orderId, double?rateStop = null, double?rateLimit = null)
{
orderId = string.Empty;
if (fxcm.Status != ConnectStatus.Connected)
{
Log.Error("FXCM not connected");
return(false);
}
O2GOfferRow offer = GetOffer(fxcm.Session, instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", instrument));
}
O2GRequest request = null;
O2GRequestFactory requestFactory = fxcm.Session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
var account = GetAccount(fxcm.Session);
O2GValueMap valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketOpen);
valuemap.setString(O2GRequestParamsEnum.AccountID, account.AccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, offer.OfferID);
valuemap.setString(O2GRequestParamsEnum.BuySell, direction == TradeDirection.Long ? "B" : "S");
if (rateStop != null)
{
valuemap.setDouble(O2GRequestParamsEnum.RateStop, rateStop.Value);
}
if (rateLimit != null)
{
valuemap.setDouble(O2GRequestParamsEnum.RateLimit, rateLimit.Value);
}
// Get account
var loginRules = fxcm.Session.getLoginRules();
var tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(instrument, account);
int iAmount = iBaseUnitSize * lotsAmount;
valuemap.setInt(O2GRequestParamsEnum.Amount, iAmount);
valuemap.setString(O2GRequestParamsEnum.CustomID, "TrueMarketOrder");
request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Log.Error($"Unable to process request - {requestFactory.getLastError()}");
return(false);
}
var ret = ProcessOrderRequest(fxcm, request, out orderId);
return(ret);
}
