public void SendOrderToMarketGenetic(Trade trade)
{
if (trade.BuyorSell != Trade.BuySell.None)
{
double price = WebSettings.TradeApproach.AdjustPriceToStrategy(trade, HiSat.LivePrice.Bid, HiSat.LivePrice.Offer);
trade.TradedPrice = price;
ExcelLink.xlTradeOrder o = new xlTradeOrder()
{
BS = trade.BuyorSell,
Price = price,
Volume = trade.TradeVolume,
Contract = trade.InstrumentName,
};
e.Connect();
e.WriteOrder(o);
e.Disconnect();
OrderSendEvent oe = new OrderSendEvent();
oe.Success = true;
oe.Trade = trade;
onOrderSend(this, oe);
e.StartCheckWhenOrderCompletedTimer(10000);
}
}
private xlTradeOrder ReadLastOrder()
{
xlBook = xlApp.ActiveWorkbook;
xlSheet = xlBook.Worksheets.get_Item(2);
Excel.Range last = xlSheet.Cells.SpecialCells(Excel.XlCellType.xlCellTypeLastCell, Type.Missing);
Excel.Range range = xlSheet.get_Range("A1", last);
int lastUsedRow = last.Row;
int lastUsedColumn = last.Column + 1;
Debug.WriteLine("Rows used " + lastUsedRow);
var Order = new xlTradeOrder();
Order.TimeStamp = DateTime.UtcNow.AddHours(2);
Order.Contract = xlSheet.Cells[lastUsedRow, 1].Value;
Order.BS = (xlSheet.Cells[lastUsedRow, 2].Value == "B") ? Trade.BuySell.Buy : Trade.BuySell.Sell;
Order.Volume = (int)xlSheet.Cells[lastUsedRow, 3].Value;
Order.Price = (long)xlSheet.Cells[lastUsedRow, 4].Value;
Order.Status = StringToOrder(xlSheet.Cells[lastUsedRow, 12].Value);
Order.GetReference();
return Order;
}
public void SendOrderToMarket(Trade trade)
{
if (trade.BuyorSell != Trade.BuySell.None)
{
double price = WebSettings.TradeApproach.AdjustPriceToStrategy(trade, HiSat.LivePrice.Bid, HiSat.LivePrice.Offer);
ExcelLink.xlTradeOrder o = new xlTradeOrder()
{
BS = trade.BuyorSell,
Price = price,
Volume = trade.TradeVolume,
Contract = trade.InstrumentName,
};
try
{
if (ManualTrade.CanCloseTrade(trade))
{
WebUpdate.SetManualTradeTrigger(false);
e.Connect();
e.WriteOrder(o);
e.Disconnect();
OrderSendEvent oe = new OrderSendEvent();
oe.Success = true;
oe.Trade = trade;
onOrderSend(this, oe);
e.StartCheckWhenOrderCompletedTimer(10000);
}
}
catch (Exception ex)
{
OrderSendEvent oe = new OrderSendEvent();
oe.Success = false;
oe.Trade = trade;
onOrderSend(this, oe);
}
}
}
public void WriteOrder(xlTradeOrder Order)
{
xlBook = xlApp.ActiveWorkbook;
xlSheet = xlBook.Worksheets.get_Item(2);
Excel.Range last = xlSheet.Cells.SpecialCells(Excel.XlCellType.xlCellTypeLastCell, Type.Missing);
Excel.Range range = xlSheet.get_Range("A1", last);
int lastUsedRow = last.Row + 1;
int lastUsedColumn = last.Column + 1;
//Debug.WriteLine("Rows used " + lastUsedRow);
xlSheet.Cells[lastUsedRow, 1] = Order.Contract;
xlSheet.Cells[lastUsedRow, 2] = (Order.BS == Trade.BuySell.Buy) ? "B" : "S";
xlSheet.Cells[lastUsedRow, 3] = Order.Volume;
xlSheet.Cells[lastUsedRow, 4] = Order.Price;
xlSheet.Cells[lastUsedRow, 5] = Order.Principle;
xlSheet.Cells[lastUsedRow, 6] = Order.Dealer;
xlSheet.Cells[lastUsedRow, 9] = Order.Member;
xlSheet.Cells[lastUsedRow, 10] = Order.Type;
xlSheet.Cells[lastUsedRow, 11] = Order.Exchange;
xlSheet.Cells[lastUsedRow, 12] = OrderToString(xlTradeOrder.orderStatus.Ready);
_lastOrderMatched = false;
}
public void InsertNewOrder(xlTradeOrder Order)
{
TradeUpdate.Orders.Add(Order);
}
private List<xlTradeOrder> ReadAllInputOrders()
{
var Orders = new List<xlTradeOrder>();
xlBook = xlApp.ActiveWorkbook;
xlSheet = xlBook.Worksheets.get_Item(2);
Excel.Range last = xlSheet.Cells.SpecialCells(Excel.XlCellType.xlCellTypeLastCell, Type.Missing);
Excel.Range range = xlSheet.get_Range("A1", last);
int lastUsedRow = last.Row;
int lastUsedColumn = last.Column + 1;
Debug.WriteLine("Rows used " + lastUsedRow);
for (int x = 2; x <= lastUsedRow; x++)
{
var order = new xlTradeOrder();
order.Contract = xlSheet.Cells[x, 1].Value;
order.BS = (xlSheet.Cells[x, 2].Value == "B") ? Trade.BuySell.Buy : Trade.BuySell.Sell;
order.Volume = (int)xlSheet.Cells[x, 3].Value;
order.Price = (long)xlSheet.Cells[x, 4].Value;
order.Status = StringToOrder(xlSheet.Cells[x, 12].Value);
order.Reference = xlSheet.Cells[x, 8].Value;
Orders.Add(order);
}
return Orders;
}
private string OrderToString(xlTradeOrder.orderStatus status)
{
if (status == xlTradeOrder.orderStatus.Ready) return "Ready";
if (status == xlTradeOrder.orderStatus.Completed) return "Completed";
if (status == xlTradeOrder.orderStatus.Cancelled) return "Cancelled";
return "";
}
public bool isLastOrderComplete()
{
Connect();
var Order = ReadLastOrder();
_lastOrder = Order;
if (Order.Status == xlTradeOrder.orderStatus.Completed) return true;
return false;
}
private List<xlTradeOrder> GetMatchedOrders(out xlTradeOrder LastMatched)
{
Connect();
List<xlTradeOrder> insert = ReadAllInputOrders();
List<xlTradeOrder> matched = ReadAllMatchedOrders();
Disconnect();
var merged = from i in insert
join m in matched
on i.Reference equals m.Reference
select m;
LastMatched = merged.OrderByDescending(z => z.TimeStamp).First();
return merged.ToList();
}
public void SendOrderToMarketMANUALCLOSE(Trade trade)
{
double price = trade.BuyorSell == Trade.BuySell.Buy ? HiSat.LivePrice.Offer : HiSat.LivePrice.Bid;
ExcelLink.xlTradeOrder o = new xlTradeOrder()
{
BS = trade.BuyorSell,
Price = price,
Volume = trade.TradeVolume,
Contract = WebSettings.General.OTS_INST,
};
try
{
e.Connect();
e.WriteOrder(o);
e.Disconnect();
OrderSendEvent oe = new OrderSendEvent();
oe.Success = true;
oe.Trade = trade;
onOrderSend(this, oe);
e.StartCheckWhenOrderCompletedTimer(10000);
}
catch (Exception ex)
{
OrderSendEvent oe = new OrderSendEvent();
oe.Success = false;
oe.Trade = trade;
onOrderSend(this, oe);
}
}