private void Process_Symbols_List_Res()
{
ProtoOASymbolsListRes args = Serializer.Deserialize <ProtoOASymbolsListRes>(_processorMemoryStream);
foreach (ProtoOALightSymbol lightSymbol in args.Symbols)
{
TradingSymbol tradingSymbol = new TradingSymbol(this, args.ctidTraderAccountId)
{
LightSymbol = lightSymbol
};
TradingAccounts[args.ctidTraderAccountId].TradingSymbols[lightSymbol.symbolId] = tradingSymbol;
string item = $"symbolId: {lightSymbol.symbolId}; " +
$"symbolName: {lightSymbol.symbolName}; " +
$"Description: {lightSymbol.Description}; " +
$"Enabled: {lightSymbol.Enabled}; " +
$"symbolCategoryId: {lightSymbol.symbolCategoryId} " +
$"({TradingAccounts[args.ctidTraderAccountId].SymbolCategories[lightSymbol.symbolCategoryId].Name}); " +
$"baseAssetId: {lightSymbol.baseAssetId} ({TradingAccounts[args.ctidTraderAccountId].Assets[lightSymbol.baseAssetId].displayName}); " +
$"quoteAssetId: {lightSymbol.quoteAssetId} ({TradingAccounts[args.ctidTraderAccountId].Assets[lightSymbol.quoteAssetId].displayName})";
Log.Info("ProtoOASymbolsListRes:: " +
$"ctidTraderAccountId: {args.ctidTraderAccountId}; " +
$"Symbol: [{item}]");
}
Send(Symbol_By_Id_Req(args.ctidTraderAccountId, TradingAccounts[args.ctidTraderAccountId].TradingSymbols.Keys.ToArray()));
OnSymbolsListResReceived?.Invoke(args);
}
public ProtoMessage CreateSymbolsListResponse(string clientMsgId = null)
{
return(CreateMessage((uint)ProtoOAPayloadType.PROTO_OA_SYMBOLS_LIST_RES, ProtoOASymbolsListRes.CreateBuilder().Build().ToByteString(), clientMsgId));
}
private void Listen(SslStream sslStream)
{
while (!isShutdown)
{
//Read the message into a proto message
Thread.Sleep(1);
byte[] _length = new byte[sizeof(int)];
int readBytes = 0;
do
{
Thread.Sleep(0);
readBytes += sslStream.Read(_length, readBytes, _length.Length - readBytes);
} while (readBytes < _length.Length);
int length = BitConverter.ToInt32(_length.Reverse().ToArray(), 0);
if (length <= 0)
{
continue;
}
if (length > MaxMessageSize)
{
string exceptionMsg = "Message length " + length.ToString() + " is out of range (0 - " + MaxMessageSize.ToString() + ")";
throw new System.IndexOutOfRangeException();
}
byte[] _message = new byte[length];
readBytes = 0;
do
{
Thread.Sleep(0);
readBytes += sslStream.Read(_message, readBytes, _message.Length - readBytes);
} while (readBytes < length);
var msgFactory = new OpenApiMessagesFactory();
var protoMessage = msgFactory.GetMessage(_message);
//recieved a msg so show View connection is still alive
HeartBeatHandler?.Invoke();
if (protoMessage.PayloadType > 49 && protoMessage.PayloadType < 54)
{
switch ((ProtoPayloadType)protoMessage.PayloadType)
{
case ProtoPayloadType.ERROR_RES:
ErrorHandler?.Invoke(protoMessage.ToString());
break;
case ProtoPayloadType.HEARTBEAT_EVENT:
//heartbeat Event
HeartBeatHandler?.Invoke();
break;
case ProtoPayloadType.PING_REQ:
MessageHandler?.Invoke("Ping req");
break;
case ProtoPayloadType.PING_RES:
MessageHandler?.Invoke("Ping res");
break;
}
}
else
{
//check what the message type is and perform the relevant operations
switch ((ProtoOAPayloadType)protoMessage.PayloadType)
{
case ProtoOAPayloadType.PROTO_OA_ERROR_RES:
//an error has been received
var error = ProtoOAErrorRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
ErrorHandler?.Invoke("Proto message error " + error.ErrorCode + " " + error.Description);
break;
case ProtoOAPayloadType.PROTO_OA_ACCOUNT_AUTH_RES:
//auth has been recieved for the account
var auth = ProtoOAAccountAuthRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
GetSymbols(auth.CtidTraderAccountId);
break;
case ProtoOAPayloadType.PROTO_OA_APPLICATION_AUTH_RES:
//Application has been authorised so continue the connection to get account and symbol data
MessageHandler?.Invoke("App authorised.");
BeginConnection();
break;
case ProtoOAPayloadType.PROTO_OA_SYMBOLS_LIST_RES:
//When requesting the list of all available assets
var symbols = ProtoOASymbolsListRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
MessageHandler?.Invoke("Symbols downloaded for account " + symbols.CtidTraderAccountId);
//get the associated user
UserConfig config = Users.Where(x => x.Value.AccountId == symbols.CtidTraderAccountId).Select(x => x.Value).FirstOrDefault();
//store the symbols in a dictionary where the key is the id
foreach (ProtoOALightSymbol symbol in symbols.SymbolList)
{
config.Symbols.Add(new Symbol((int)symbol.SymbolId, symbol.SymbolName));
}
//Save to file so they can be easily reloaded on program restart
try
{
config.SaveToFile();
}
catch (IOException ex) //non critical so just flag an error
{
ErrorHandler?.Invoke("Could not save symbols list for account id " + symbols.CtidTraderAccountId + ": " + ex.Message);
}
//start subscribing to tick events
StartSubscribes(symbols.CtidTraderAccountId);
break;
case ProtoOAPayloadType.PROTO_OA_SPOT_EVENT:
//Tick has been recieved
var details = ProtoOASpotEvent.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
//record the time of the tick in UTC time (the tick time doesn't actually come with the payload)
DateTime tickTime = DateTime.UtcNow;
//get the associated user
UserConfig config_spot = Users.Where(x => x.Value.AccountId == details.CtidTraderAccountId).Select(x => x.Value).FirstOrDefault();
//Queue this for writing to file - queue as TickData class which also has the time at which the tick was recieved
if (details.HasBid)
{
_ticksToWrite[config_spot.Token].Enqueue(new TickData((int)details.SymbolId, tickTime, true, details.Bid));
//Notify a tick has been recieved
SymbolTickHandler?.Invoke(details.SymbolId, true, details.Bid, tickTime);
}
if (details.HasAsk)
{
_ticksToWrite[config_spot.Token].Enqueue(new TickData((int)details.SymbolId, tickTime, false, details.Ask));
//Notify a tick has been recieved
SymbolTickHandler?.Invoke(details.SymbolId, false, details.Ask, tickTime);
}
break;
case ProtoOAPayloadType.PROTO_OA_GET_ACCOUNTS_BY_ACCESS_TOKEN_RES:
var accounts_list = ProtoOAGetAccountListByAccessTokenRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
//get the first account - we only need 1 account to extract tick data - no trading will take place
ProtoOACtidTraderAccount account = accounts_list.CtidTraderAccountList.FirstOrDefault();
//assign the account id that will be used to extract ticks (Users are stored as a dictionary with token as the key)
if (account != null)
{
Users[accounts_list.AccessToken].AccountId = (long)account.CtidTraderAccountId;
}
else
{
throw new MissingFieldException("There are no trading accounts associated with this token.");
}
MessageHandler?.Invoke("Account selected: " + account.CtidTraderAccountId);
//Save to file so it can be easily reloaded on program restart
try
{
Config.SaveToFile();
}
catch (IOException ex) //non critical so just flag an error
{
ErrorHandler?.Invoke("Could not save config file with updated account id: " + ex.Message);
}
//get the symbols available to this account
AuthAccount(accounts_list.AccessToken);
break;
case ProtoOAPayloadType.PROTO_OA_SUBSCRIBE_SPOTS_RES:
var spotRes = ProtoOASubscribeSpotsRes.CreateBuilder().MergeFrom(protoMessage.Payload).Build();
break;
default:
ErrorHandler?.Invoke((ProtoOAPayloadType)protoMessage.PayloadType + " message not handled.");
break;
}
;
}
}
}
static string OpenApiMessageToString(ProtoMessage msg)
{
switch ((ProtoOAPayloadType)msg.PayloadType)
{
case ProtoOAPayloadType.PROTO_OA_APPLICATION_AUTH_REQ:
var app_auth_req = ProtoOAApplicationAuthReq.CreateBuilder().MergeFrom(msg.Payload).Build();
return("AppAuthRequest{clientId:" + app_auth_req.ClientId + ", clientSecret:" + app_auth_req.ClientSecret + "}");
case ProtoOAPayloadType.PROTO_OA_APPLICATION_AUTH_RES:
return("ApAuthResponse");
case ProtoOAPayloadType.PROTO_OA_ACCOUNT_AUTH_REQ:
var acc_auth_req = ProtoOAAccountAuthReq.CreateBuilder().MergeFrom(msg.Payload).Build();
return("AccAuthRequest{CtidTraderAccountId:" + acc_auth_req.CtidTraderAccountId + "}");
case ProtoOAPayloadType.PROTO_OA_ACCOUNT_AUTH_RES:
return("AccAuthResponse");
case ProtoOAPayloadType.PROTO_OA_GET_ACCOUNTS_BY_ACCESS_TOKEN_REQ:
return("GetAccountsByAccessTokenReq");
case ProtoOAPayloadType.PROTO_OA_GET_ACCOUNTS_BY_ACCESS_TOKEN_RES:
var accounts_list = ProtoOAGetAccountListByAccessTokenRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbAccounts = new StringBuilder();
foreach (var account in accounts_list.CtidTraderAccountList)
{
sbAccounts.Append("ID: " + account.CtidTraderAccountId + (account.IsLive ? " Status: Live" + Environment.NewLine : " Status: Demo " + Environment.NewLine));
}
return("GetAccountsByAccessTokenRes{" + sbAccounts.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_TRADER_REQ:
return("PotoOATraderReq");
case ProtoOAPayloadType.PROTO_OA_SYMBOLS_LIST_REQ:
return("GetSymbolsList");
case ProtoOAPayloadType.PROTO_OA_SYMBOLS_LIST_RES:
var symbols_list = ProtoOASymbolsListRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbSymbols = new StringBuilder();
foreach (var symbol in symbols_list.SymbolList)
{
sbSymbols.Append("ID: " + symbol.SymbolId + Environment.NewLine);
sbSymbols.Append("Name: " + symbol.SymbolName + Environment.NewLine);
}
return("Symbols{" + sbSymbols.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_SYMBOL_BY_ID_REQ:
return("GetSymbolsById");
case ProtoOAPayloadType.PROTO_OA_SYMBOL_BY_ID_RES:
var symbol_by_id_list = ProtoOASymbolByIdRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbSymbolByID = new StringBuilder();
foreach (var symbol in symbol_by_id_list.SymbolList)
{
sbSymbolByID.Append("ID: " + symbol.SymbolId + Environment.NewLine);
}
return("Symbols{" + sbSymbolByID.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_EXECUTION_EVENT:
return(OpenApiExecEventsToString(msg));
case ProtoOAPayloadType.PROTO_OA_DEAL_LIST_REQ:
return("DealListRequest{}");
case ProtoOAPayloadType.PROTO_OA_DEAL_LIST_RES:
var deal_list = ProtoOADealListRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbDeals = new StringBuilder();
foreach (var deal in deal_list.DealList)
{
sbDeals.Append("ID: " + deal.DealId + Environment.NewLine);
sbDeals.Append("Status: " + deal.DealStatus + Environment.NewLine);
sbDeals.Append("Volume: " + deal.Volume + Environment.NewLine);
}
return("DealList{" + sbDeals.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_RECONCILE_REQ:
return("ReconcileRequest{}");
case ProtoOAPayloadType.PROTO_OA_RECONCILE_RES:
var reconcile_response = ProtoOAReconcileRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbReconcile = new StringBuilder();
foreach (var order in reconcile_response.OrderList)
{
sbReconcile.Append("ID: " + order.OrderId + Environment.NewLine);
sbReconcile.Append("Status: " + order.OrderStatus + Environment.NewLine);
sbReconcile.Append("Volume: " + order.TradeData.Volume + Environment.NewLine);
}
foreach (var position in reconcile_response.PositionList)
{
sbReconcile.Append("ID: " + position.HasPositionId + Environment.NewLine);
sbReconcile.Append("Status: " + position.PositionStatus + Environment.NewLine);
sbReconcile.Append("Volume: " + position.TradeData.Volume + Environment.NewLine);
}
return("ReconcileList{" + sbReconcile.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_CASH_FLOW_HISTORY_LIST_REQ:
return("CashFlowHistoryRequest{}");
case ProtoOAPayloadType.PROTO_OA_CASH_FLOW_HISTORY_LIST_RES:
var cashflow_history = ProtoOACashFlowHistoryListRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbDCashflow = new StringBuilder();
foreach (var entry in cashflow_history.DepositWithdrawList)
{
sbDCashflow.Append("ID: " + entry.BalanceHistoryId + Environment.NewLine);
sbDCashflow.Append("Type: " + entry.OperationType + Environment.NewLine);
sbDCashflow.Append("Delta: " + entry.Delta + Environment.NewLine);
}
return("CashFlowHistory{" + sbDCashflow.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_GET_TRENDBARS_REQ:
return("GetTrendbarsRequest{}");
case ProtoOAPayloadType.PROTO_OA_GET_TRENDBARS_RES:
var trendbar = ProtoOAGetTrendbarsRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbTrendbar = new StringBuilder();
foreach (var entry in trendbar.TrendbarList)
{
sbTrendbar.Append("Open: " + entry.DeltaOpen + Environment.NewLine);
sbTrendbar.Append("High: " + entry.DeltaHigh + Environment.NewLine);
sbTrendbar.Append("Low: " + entry.Low + Environment.NewLine);
sbTrendbar.Append("Close: " + entry.DeltaClose + Environment.NewLine);
}
return("Trendbars{" + sbTrendbar.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_GET_TICKDATA_REQ:
return("GetTickDataRequest{}");
case ProtoOAPayloadType.PROTO_OA_GET_TICKDATA_RES:
var tickData = ProtoOAGetTickDataRes.CreateBuilder().MergeFrom(msg.Payload).Build();
var sbTickData = new StringBuilder();
foreach (var entry in tickData.TickDataList)
{
sbTickData.Append("Tick: " + entry.Tick + Environment.NewLine + " " + msg.ClientMsgId);
}
return("Tick Data{" + sbTickData.ToString() + "}");
case ProtoOAPayloadType.PROTO_OA_CANCEL_ORDER_REQ:
return("CancelOrderRequest{}");
case ProtoOAPayloadType.PROTO_OA_NEW_ORDER_REQ:
return("CreateOrderRequest{}");
case ProtoOAPayloadType.PROTO_OA_CLOSE_POSITION_REQ:
return("ClosePositionRequest{}");
case ProtoOAPayloadType.PROTO_OA_AMEND_ORDER_REQ:
return("AmendOrderRequest{}");
case ProtoOAPayloadType.PROTO_OA_AMEND_POSITION_SLTP_REQ:
return("AmendPositionRequest{}");
case ProtoOAPayloadType.PROTO_OA_SUBSCRIBE_SPOTS_REQ:
return("SubscribeForSpotsRequest{}");
case ProtoOAPayloadType.PROTO_OA_SUBSCRIBE_SPOTS_RES:
return("SubscribeForSpotsResponse{}");
case ProtoOAPayloadType.PROTO_OA_UNSUBSCRIBE_SPOTS_REQ:
return("UnsubscribeFromSpotsRequest{}");
case ProtoOAPayloadType.PROTO_OA_UNSUBSCRIBE_SPOTS_RES:
return("UnsubscribeFromSpotsResponse{}");
case ProtoOAPayloadType.PROTO_OA_SPOT_EVENT:
var _spot_event = ProtoOASpotEvent.CreateBuilder().MergeFrom(msg.Payload).Build();
return("SpotEvent{symbolId:" + _spot_event.SymbolId + ", bidPrice:" + (_spot_event.HasBid ? _spot_event.Bid.ToString() : " ") + ", askPrice:" + (_spot_event.HasAsk ? _spot_event.Ask.ToString() : " ") + "}");
case ProtoOAPayloadType.PROTO_OA_ERROR_RES:
var _err = ProtoOAErrorRes.CreateBuilder().MergeFrom(msg.Payload).Build();
return("ErrorResponse{errorCode:" + _err.ErrorCode + (_err.HasDescription ? ", description:" + _err.Description : "") + "}");
case ProtoOAPayloadType.PROTO_OA_ORDER_ERROR_EVENT:
var _orderErr = ProtoOAOrderErrorEvent.CreateBuilder().MergeFrom(msg.Payload).Build();
return("OrderErrorResponse{errorCode:" + _orderErr.ErrorCode + (_orderErr.HasDescription ? ", description:" + _orderErr.Description : "") + "}");
default:
return("unknown");
}
}
private void OnSymbolsListResponse(ProtoOASymbolsListRes e, string clientMsgId)
{
var streamMessage = new StreamMessage <ProtoOASymbolsListRes>(e, clientMsgId);
_symbolsListResponseStream.OnNext(streamMessage);
}
