public ETradeApi(ETradeClient client)
{
if (client == null)
{
throw new ArgumentNullException("client");
}
_client = client;
}
protected ETradeModule(string name, ETradeClient client)
{
_name = name;
Client = client;
Client.Connection.ConnectionStateChanged += HandleClientState;
_wakeupTimer.AutoReset = false;
_wakeupTimer.Enabled = false;
_wakeupTimer.Elapsed += (sender, args) => _wakeupEvt.Set();
}
public ETradeResponse ExecuteNextPart(ETradeClient client)
{
IsDone = false;
var response = ExecuteNextPartInternal(client.Api);
IsDone = GetIsDone() || response.Exception != null;
if (response.Exception != null)
{
client.AddWarningLog("Request '{0}' completed with exception: {1}", GetType().Name, response.Exception);
}
return(response);
}
public ETradeConnection(ETradeClient client)
{
_client = client;
_authorizationAction = DefaultAuthorizationAction;
}
public ETradeConnection(ETradeClient client)
{
_client = client;
_authorizationAction = DefaultAuthorizationAction;
}
/// <summary>
/// Send incoming message.
/// </summary>
/// <param name="message">Message.</param>
protected override void OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
{
if (_client != null)
{
try
{
DisposeClient();
}
catch (Exception ex)
{
SendOutError(ex);
}
_client = null;
}
SendOutMessage(new ResetMessage());
break;
}
case MessageTypes.Connect:
{
if (_client != null)
throw new InvalidOperationException(LocalizedStrings.Str1619);
_client = new ETradeClient
{
ConsumerKey = ConsumerKey,
ConsumerSecret = ConsumerSecret,
AccessToken = AccessToken,
Sandbox = Sandbox,
VerificationCode = VerificationCode,
};
_client.ConnectionStateChanged += ClientOnConnectionStateChanged;
_client.ConnectionError += ClientOnConnectionError;
_client.Error += SendOutError;
_client.OrderRegisterResult += ClientOnOrderRegisterResult;
_client.OrderReRegisterResult += ClientOnOrderRegisterResult;
_client.OrderCancelResult += ClientOnOrderCancelResult;
_client.AccountsData += ClientOnAccountsData;
_client.PositionsData += ClientOnPositionsData;
_client.OrdersData += ClientOnOrdersData;
_client.ProductLookupResult += ClientOnProductLookupResult;
_client.Parent = this;
_client.Connect();
break;
}
case MessageTypes.Disconnect:
{
if (_client == null)
throw new InvalidOperationException(LocalizedStrings.Str1856);
DisposeClient();
_client = null;
break;
}
case MessageTypes.SecurityLookup:
{
var lookupMsg = (SecurityLookupMessage)message;
_client.LookupSecurities(lookupMsg.SecurityId.SecurityCode, lookupMsg.TransactionId);
break;
}
case MessageTypes.OrderRegister:
{
var regMsg = (OrderRegisterMessage)message;
_client.RegisterOrder(
regMsg.PortfolioName,
regMsg.SecurityId.SecurityCode,
regMsg.Side,
regMsg.Price,
regMsg.Volume,
regMsg.TransactionId,
regMsg.TimeInForce == TimeInForce.MatchOrCancel,
regMsg.TillDate,
regMsg.OrderType,
(ETradeOrderCondition)regMsg.Condition);
break;
}
case MessageTypes.OrderReplace:
{
var replaceMsg = (OrderReplaceMessage)message;
if (replaceMsg.OldOrderId == null)
throw new InvalidOperationException(LocalizedStrings.Str2252Params.Put(replaceMsg.OldTransactionId));
SaveOrder(replaceMsg.OldTransactionId, replaceMsg.OldOrderId.Value);
_client.ReRegisterOrder(
replaceMsg.OldOrderId.Value,
replaceMsg.PortfolioName,
replaceMsg.Price,
replaceMsg.Volume,
replaceMsg.TransactionId,
replaceMsg.TimeInForce == TimeInForce.MatchOrCancel,
replaceMsg.TillDate,
replaceMsg.OrderType,
(ETradeOrderCondition)replaceMsg.Condition);
break;
}
case MessageTypes.OrderCancel:
{
var cancelMsg = (OrderCancelMessage)message;
if (cancelMsg.OrderId == null)
throw new InvalidOperationException(LocalizedStrings.Str2252Params.Put(cancelMsg.OrderTransactionId));
_client.CancelOrder(cancelMsg.TransactionId, cancelMsg.OrderId.Value, cancelMsg.PortfolioName);
break;
}
}
}
public ETradeMarketModule(ETradeClient client) : base("market", client)
{
}
public ETradeOrderModule(ETradeClient client) : base("order", client)
{
}
public ETradeAccountsModule(ETradeClient client) : base("accounts", client)
{
}
