/// <summary>
/// Find valid account by ID or get the first valid account
/// </summary>
/// <param name="session"></param>
/// <returns>account</returns>
private static O2GAccountRow GetAccount(O2GSession session, string sAccountID)
{
O2GAccountRow account = null;
bool bHasAccount = false;
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory == null)
{
throw new Exception("Cannot create response reader factory");
}
O2GLoginRules loginRules = session.getLoginRules();
O2GResponse response = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GAccountsTableResponseReader accountsResponseReader = readerFactory.createAccountsTableReader(response);
for (int i = 0; i < accountsResponseReader.Count; i++)
{
account = accountsResponseReader.getRow(i);
string sAccountKind = account.AccountKind;
if (!account.MaintenanceType.Equals("0")) // not netting account
{
if (sAccountKind.Equals("32") || sAccountKind.Equals("36"))
{
if (account.MarginCallFlag.Equals("N"))
{
if (string.IsNullOrEmpty(sAccountID) || sAccountID.Equals(account.AccountID))
{
bHasAccount = true;
break;
}
}
}
}
}
if (!bHasAccount)
{
return(null);
}
else
{
return(account);
}
}
/// <summary>
/// Get reports for all accounts
/// </summary>
/// <param name="session"></param>
public static void GetReports(O2GSession session)
{
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GResponseReaderFactory responseFactory = session.getResponseReaderFactory();
O2GResponse accountsResponse = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GAccountsTableResponseReader accountsReader = responseFactory.createAccountsTableReader(accountsResponse);
using (System.Net.Http.HttpClient httpClient = new System.Net.Http.HttpClient())
{
for (int i = 0; i < accountsReader.Count; i++)
{
O2GAccountRow account = accountsReader.getRow(i);
Uri url = new Uri(session.getReportURL(account.AccountID, DateTime.Now.AddMonths(-1), DateTime.Now, "html", null));
Console.WriteLine("AccountID={0}; Balance={1}; BaseUnitSize={2}; Report URL={3}",
account.AccountID, account.Balance, account.BaseUnitSize, url);
var response = httpClient.GetAsync(url).Result;
if (response.IsSuccessStatusCode)
{
var responseContent = response.Content;
// by calling .Result you are synchronously reading the result
string content = responseContent.ReadAsStringAsync().Result;
string filename = account.AccountID + ".html";
string prefix = url.Scheme + "://" + url.Host + "/";
string report = O2GHtmlContentUtils.ReplaceRelativePathWithAbsolute(content, prefix);
System.IO.File.WriteAllText(filename, report);
Console.WriteLine("Report is saved to {0}", filename);
}
else
{
throw new Exception("Report is not received.");
}
}
}
}
/// <summary>
/// Print offers and find offer by instrument name
/// </summary>
/// <param name="session"></param>
/// <param name="sInstrument"></param>
/// <returns>offer</returns>
private static O2GOfferRow GetOffer(O2GSession session, string sInstrument)
{
O2GOfferRow offer = null;
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory == null)
{
throw new Exception("Cannot create response reader factory");
}
O2GLoginRules loginRules = session.getLoginRules();
O2GResponse response = loginRules.getTableRefreshResponse(O2GTableType.Offers);
O2GOffersTableResponseReader offersResponseReader = readerFactory.createOffersTableReader(response);
for (int i = 0; i < offersResponseReader.Count; i++)
{
O2GOfferRow offerRow = offersResponseReader.getRow(i);
if (offerRow.Instrument.Equals(sInstrument))
{
offer = offerRow;
}
switch (offerRow.SubscriptionStatus)
{
case Constants.SubscriptionStatuses.ViewOnly:
Console.WriteLine("{0} : [V]iew only", offerRow.Instrument);
break;
case Constants.SubscriptionStatuses.Disable:
Console.WriteLine("{0} : [D]isabled", offerRow.Instrument);
break;
case Constants.SubscriptionStatuses.Tradable:
Console.WriteLine("{0} : Available for [T]rade", offerRow.Instrument);
break;
default:
Console.WriteLine("{0} : {1}", offerRow.Instrument, offerRow.SubscriptionStatus);
break;
}
}
return(offer);
}
public static MarketDataEventArg ProcessMarketData(FXSession connection, O2GResponse response)
{
try
{
O2GResponseReaderFactory rrfactory = connection.Session.getResponseReaderFactory();
O2GMarketDataSnapshotResponseReader mReader = rrfactory.createMarketDataSnapshotReader(response);
var d = new SortedList <DateTime, Tick>(mReader.Count);
for (int i = 0; i < mReader.Count; i++)
{
// information like reader.getDate(i), reader.getBidOpen(i), reader.getBidHigh(i), reader.getBidLow(i), reader.getBidClose(i), reader.getVolume(i) is now available
//Console.WriteLine(i + ":" + mReader.getDate(i).ToString() + ":" + mReader.getBidOpen(i));
//create a quantum of ticks for the market data
var tick = new Tick(
mReader.getBid(i),
mReader.getBidOpen(i),
mReader.getBidHigh(i),
mReader.getBidLow(i),
mReader.getBidClose(i),
mReader.getAsk(i),
mReader.getAskOpen(i),
mReader.getAskHigh(i),
mReader.getAskLow(i),
mReader.getAskClose(i),
mReader.getVolume(i),
mReader.getDate(i));
d.Add(mReader.getDate(i), tick);
}
var q = new Quantum(d);
return(new MarketDataEventArg(q));
}
catch (Exception e)
{
Console.WriteLine(e.Message);
return(new MarketDataEventArg(new Quantum(new SortedList <DateTime, Tick>(300))));
}
}
/// <summary>
/// Print trades table for account
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="responseListener"></param>
private static void PrintTrades(O2GSession session, string sAccountID, ResponseListener responseListener)
{
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID);
if (request != null)
{
Console.WriteLine("Trades table for account {0}", sAccountID);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
if (response != null)
{
O2GResponseReaderFactory responseReaderFactory = session.getResponseReaderFactory();
O2GTradesTableResponseReader responseReader = responseReaderFactory.createTradesTableReader(response);
for (int i = 0; i < responseReader.Count; i++)
{
O2GTradeRow tradeRow = responseReader.getRow(i);
Console.WriteLine("TradeID: {0}, Amount: {1}, Dividends: {2}", tradeRow.TradeID, tradeRow.Amount, tradeRow.Dividends);
}
}
else
{
throw new Exception("Cannot get response");
}
}
else
{
throw new Exception("Cannot create request");
}
}
/// <summary>
/// Store offers data from response and print it
/// </summary>
/// <param name="session"></param>
/// <param name="response"></param>
/// <param name="sInstrument"></param>
public void PrintOffers(O2GSession session, O2GResponse response, string sInstrument)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory == null)
{
throw new Exception("Cannot create response reader factory");
}
O2GOffersTableResponseReader responseReader = readerFactory.createOffersTableReader(response);
for (int i = 0; i < responseReader.Count; i++)
{
O2GOfferRow offerRow = responseReader.getRow(i);
Offer offer;
if (mOffers.FindOffer(offerRow.OfferID, out offer))
{
if (offerRow.isTimeValid && offerRow.isBidValid && offerRow.isAskValid)
{
offer.Date = offerRow.Time;
offer.Bid = offerRow.Bid;
offer.Ask = offerRow.Ask;
}
}
else
{
offer = new Offer(offerRow.OfferID, offerRow.Instrument,
offerRow.Digits, offerRow.PointSize, offerRow.Time,
offerRow.Bid, offerRow.Ask);
mOffers.AddOffer(offer);
}
if (string.IsNullOrEmpty(sInstrument) || offerRow.Instrument.Equals(sInstrument))
{
if (offer.Instrument.Equals("Copper"))
{
//Console.WriteLine("{0}, {1}, Bid={2}, Ask={3}", offer.OfferID, offer.Instrument, offer.Bid, offer.Ask);
}
Console.WriteLine("{0}, {1}, Bid={2}, Ask={3}", offer.OfferID, offer.Instrument, offer.Bid, offer.Ask);
}
}
}
public void onTablesUpdates(O2GResponse data)
{
O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();
if (factory != null)
{
O2GTablesUpdatesReader reader = factory.createTablesUpdatesReader(data);
for (int ii = 0; ii < reader.Count; ii++)
{
if (reader.getUpdateTable(ii) == O2GTableType.Orders)
{
O2GOrderRow orderRow = reader.getOrderRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
mOrderID = orderRow.OrderID;
mSyncResponseEvent.Set();
break;
}
}
}
}
}
public void onTablesUpdates(O2GResponse data)
{
O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();
if (factory != null)
{
O2GTablesUpdatesReader reader = factory.createTablesUpdatesReader(data);
for (int ii = 0; ii < reader.Count; ii++)
{
if (reader.getUpdateTable(ii) == O2GTableType.Orders)
{
O2GOrderRow orderRow = reader.getOrderRow(ii);
if (orderRow.RequestID.Equals(mRequestID))
{
switch (reader.getUpdateType(ii))
{
case O2GTableUpdateType.Insert:
if (IsLimitEntryOrder(orderRow) && string.IsNullOrEmpty(mOrderID))
{
mOrderID = orderRow.OrderID;
Console.WriteLine("The order has been added. Order ID: {0}, Rate: {1}, Time In Force: {2}",
orderRow.OrderID,
orderRow.Rate,
orderRow.TimeInForce);
mSyncResponseEvent.Set();
}
break;
case O2GTableUpdateType.Delete:
Console.WriteLine("The order has been deleted. Order ID: {0}", orderRow.OrderID);
mSyncResponseEvent.Set();
break;
}
}
}
}
}
}
/// <summary>
/// Get trade by order ID
/// </summary>
private static O2GTradeRow FindPosition(O2GSession session, string sAccountID, string sOrderID, ResponseListener responseListener)
{
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Trades, sAccountID);
if (request != null)
{
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse tradeResponse = responseListener.GetResponse();
if (tradeResponse != null)
{
if (tradeResponse.Type == O2GResponseType.GetTrades)
{
O2GResponseReaderFactory responseReaderFactory = session.getResponseReaderFactory();
O2GTradesTableResponseReader responseReader = responseReaderFactory.createTradesTableReader(tradeResponse);
for (int i = 0; i < responseReader.Count; i++)
{
O2GTradeRow tradeRow = responseReader.getRow(i);
if (sOrderID.Equals(tradeRow.OpenOrderID))
{
return(tradeRow);
}
}
}
}
}
return(null);
}
/// <summary>
/// Print history data from response
/// </summary>
/// <param name="session"></param>
/// <param name="response"></param>
public static void PrintPrices(O2GSession session, O2GResponse response)
{
Console.WriteLine("Request with RequestID={0} is completed:", response.RequestID);
O2GResponseReaderFactory factory = session.getResponseReaderFactory();
if (factory != null)
{
O2GMarketDataSnapshotResponseReader reader = factory.createMarketDataSnapshotReader(response);
for (int ii = reader.Count - 1; ii >= 0; ii--)
{
if (reader.isBar)
{
Console.WriteLine("DateTime={0}, BidOpen={1}, BidHigh={2}, BidLow={3}, BidClose={4}, AskOpen={5}, AskHigh={6}, AskLow={7}, AskClose={8}, Volume={9}",
reader.getDate(ii), reader.getBidOpen(ii), reader.getBidHigh(ii), reader.getBidLow(ii), reader.getBidClose(ii),
reader.getAskOpen(ii), reader.getAskHigh(ii), reader.getAskLow(ii), reader.getAskClose(ii), reader.getVolume(ii));
}
else
{
Console.WriteLine("DateTime={0}, Bid={1}, Ask={2}", reader.getDate(ii), reader.getBidClose(ii), reader.getAskClose(ii));
}
}
}
}
void ReadOffers(O2GResponse offers)
{
O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();
if (factory != null)
{
O2GOffersTableResponseReader reader = factory.createOffersTableReader(offers);
mOffers.Clear();
mOffersList.Clear();
for (int i = 0; i < reader.Count; i++)
{
O2GOfferRow row = reader.getRow(i);
//mTimeConverter.convert(row.Time, O2GTimeConverterTimeZone.UTC, mTimezone)
//DateTime dt = mTimeConverter.convert(row.Time, O2GTimeConverterTimeZone.Server, O2GTimeConverterTimeZone.UTC);
DateTime dt = row.Time;
Offer offer = new Offer(row.Instrument, dt, row.Bid, row.Ask, row.Volume, row.Digits, row.PointSize);
mOffers[row.OfferID] = offer;
mOffersList.Add(offer);
SendTick(offer);
}
}
}
/// <summary>
/// Check if order exists
/// </summary>
/// <param name="session"></param>
/// <param name="sAccountID"></param>
/// <param name="sOrderID"></param>
/// <param name="responseListener"></param>
/// <returns></returns>
private static bool IsOrderExists(O2GSession session, string sAccountID, string sOrderID, ResponseListener responseListener)
{
bool bHasOrder = false;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GRequest request = requestFactory.createRefreshTableRequestByAccount(O2GTableType.Orders, sAccountID);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
O2GResponseReaderFactory responseReaderFactory = session.getResponseReaderFactory();
O2GOrdersTableResponseReader responseReader = responseReaderFactory.createOrdersTableReader(response);
for (int i = 0; i < responseReader.Count; i++)
{
O2GOrderRow orderRow = responseReader.getRow(i);
if (sOrderID.Equals(orderRow.OrderID))
{
bHasOrder = true;
break;
}
}
return(bHasOrder);
}
// Print trading settings of the first account
private static void PrintTradingSettings(O2GSession session)
{
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GResponse accountsResponse = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
if (accountsResponse == null)
{
throw new Exception("Cannot get response");
}
O2GResponse offersResponse = loginRules.getTableRefreshResponse(O2GTableType.Offers);
if (offersResponse == null)
{
throw new Exception("Cannot get response");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
O2GResponseReaderFactory factory = session.getResponseReaderFactory();
if (factory == null)
{
throw new Exception("Cannot create response reader factory");
}
O2GAccountsTableResponseReader accountsReader = factory.createAccountsTableReader(accountsResponse);
O2GOffersTableResponseReader instrumentsReader = factory.createOffersTableReader(offersResponse);
O2GAccountRow account = accountsReader.getRow(0);
for (int i = 0; i < instrumentsReader.Count; i++)
{
O2GOfferRow instrumentRow = instrumentsReader.getRow(i);
string instrument = instrumentRow.Instrument;
int condDistStopForTrade = tradingSettingsProvider.getCondDistStopForTrade(instrument);
int condDistLimitForTrade = tradingSettingsProvider.getCondDistLimitForTrade(instrument);
int condDistEntryStop = tradingSettingsProvider.getCondDistEntryStop(instrument);
int condDistEntryLimit = tradingSettingsProvider.getCondDistEntryLimit(instrument);
int minQuantity = tradingSettingsProvider.getMinQuantity(instrument, account);
int maxQuantity = tradingSettingsProvider.getMaxQuantity(instrument, account);
int baseUnitSize = tradingSettingsProvider.getBaseUnitSize(instrument, account);
O2GMarketStatus marketStatus = tradingSettingsProvider.getMarketStatus(instrument);
int minTrailingStep = tradingSettingsProvider.getMinTrailingStep();
int maxTrailingStep = tradingSettingsProvider.getMaxTrailingStep();
double mmr = tradingSettingsProvider.getMMR(instrument, account);
double mmr2 = 0, emr = 0, lmr = 0;
bool threeLevelMargin = tradingSettingsProvider.getMargins(instrument, account, ref mmr2, ref emr, ref lmr);
string sMarketStatus = "unknown";
switch (marketStatus)
{
case O2GMarketStatus.MarketStatusOpen:
sMarketStatus = "Market Open";
break;
case O2GMarketStatus.MarketStatusClosed:
sMarketStatus = "Market Close";
break;
}
Console.WriteLine("Instrument: {0}, Status: {1}", instrument, sMarketStatus);
Console.WriteLine("Cond.Dist: ST={0}; LT={1}", condDistStopForTrade, condDistLimitForTrade);
Console.WriteLine("Cond.Dist entry stop={0}; entry limit={1}", condDistEntryStop,
condDistEntryLimit);
Console.WriteLine("Quantity: Min={0}; Max={1}. Base unit size={2}; MMR={3}", minQuantity,
maxQuantity, baseUnitSize, mmr);
if (threeLevelMargin)
{
Console.WriteLine("Three level margin: MMR={0}; EMR={1}; LMR={2}", mmr2, emr, lmr);
}
else
{
Console.WriteLine("Single level margin: MMR={0}; EMR={1}; LMR={2}", mmr2, emr, lmr);
}
Console.WriteLine("Trailing step: {0}-{1}", minTrailingStep, maxTrailingStep);
}
}
private static void GetHistoryPrices(O2GSession session, string sInstrument, string sTimeframe, DateTime dtFrom, DateTime dtTo, ResponseListener responseListener)
{
try
{
StreamWriter m_data = new StreamWriter(OutData);
string m_string_to_write = "";
O2GRequestFactory factory = session.getRequestFactory();
O2GTimeframe timeframe = factory.Timeframes[sTimeframe];
if (timeframe == null)
{
throw new Exception(string.Format("Timeframe '{0}' is incorrect!", sTimeframe));
}
O2GRequest request = factory.createMarketDataSnapshotRequestInstrument(sInstrument, timeframe, 300);
DateTime dtFirst = dtTo;
do // cause there is limit for returned candles amount
{
factory.fillMarketDataSnapshotRequestTime(request, dtFrom, dtFirst, false);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
// shift "to" bound to oldest datetime of returned data
O2GResponse response = responseListener.GetResponse();
if (response != null && response.Type == O2GResponseType.MarketDataSnapshot)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GMarketDataSnapshotResponseReader reader = readerFactory.createMarketDataSnapshotReader(response);
if (reader.Count > 0)
{
if (DateTime.Compare(dtFirst, reader.getDate(0)) != 0)
{
dtFirst = reader.getDate(0); // earliest datetime of returned data
for (int nData = reader.Count - 1; nData > -1; nData--)
{
// reader.getDate(0);
m_string_to_write = reader.getDate(nData).ToString() + ";" +
reader.getAsk(nData).ToString() + ";" +
reader.getAskOpen(nData).ToString() + ";" +
reader.getAskClose(nData).ToString() + ";" +
reader.getAskLow(nData).ToString() + ";" +
reader.getAskHigh(nData).ToString() + ";" +
reader.getBid(nData).ToString() + ";" +
reader.getBidOpen(nData).ToString() + ";" +
reader.getBidClose(nData).ToString() + ";" +
reader.getBidLow(nData).ToString() + ";" +
reader.getBidHigh(nData).ToString() + ";" +
reader.getVolume(nData).ToString() + ";" +
reader.getLastBarTime().ToString() + ";" +
reader.getLastBarVolume().ToString();
m_data.WriteLine(m_string_to_write);
}
}
else
{
break;
}
}
else
{
Console.WriteLine("0 rows received");
break;
}
}
// PrintPrices(session, response);
}
else
{
break;
}
} while (dtFirst > dtFrom);
m_data.Close();
}
catch (Exception e)
{
int ErrorCounter = 0;
if (ErrorCounter > 5)
{
LogDirector.DoAction(4, e);
}
else
{
ErrorCounter++;
LogDirector.DoAction(2, e);
GetHistoryPrices(session, sInstrument, sTimeframe, dtFrom, dtTo, responseListener);
}
}
}
/// <summary>
/// Fetches historical data from FXCM server
/// </summary>
/// <param name="historicDataRequest"></param>
public void GetHistoricalData(HistoricDataRequest historicDataRequest)
{
// Create a new factory
O2GRequestFactory factory = _session.getRequestFactory();
// Get time frame
O2GTimeframe timeframe = factory.Timeframes[GetFxcmTimeFrame(historicDataRequest)];
if (timeframe == null)
{
_logger.Error("Invalid time format", _type.FullName, "GetHistoricalData");
return;
}
// Clear any existing data
_barCollection.Clear();
// Request historical snapshot
O2GRequest request = factory.createMarketDataSnapshotRequestInstrument(historicDataRequest.Security.Symbol, timeframe, 300);
DateTime endTime = historicDataRequest.EndTime;
do // cause there is limit for returned candles amount
{
factory.fillMarketDataSnapshotRequestTime(request, historicDataRequest.StartTime, endTime, false);
SetRequestId(request.RequestID);
_session.sendRequest(request);
if (!WaitEvents())
{
_logger.Error("Response waiting timeout expired", _type.FullName, "GetHistoricalData");
return;
}
// Shift "to" bound to oldest datetime of returned data
O2GResponse response = GetResponse();
if (response != null && response.Type == O2GResponseType.MarketDataSnapshot)
{
O2GResponseReaderFactory readerFactory = _session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GMarketDataSnapshotResponseReader reader = readerFactory.createMarketDataSnapshotReader(response);
if (reader.Count > 0)
{
if (DateTime.Compare(endTime, reader.getDate(0)) != 0)
{
endTime = reader.getDate(0); // earliest datetime of returned data
}
else
{
break;
}
}
else
{
if (_logger.IsInfoEnabled)
{
_logger.Info("Response waiting timeout expired", _type.FullName, "GetHistoricalData");
}
break;
}
}
ExtractPrices(_session, response, historicDataRequest);
}
else
{
break;
}
} while (endTime > historicDataRequest.StartTime);
if (_barCollection.Count > 0)
{
if (_historicalDataEvent != null)
{
_barCollection.Reverse();
// Create historical data object
var historicalData = new HistoricBarData(historicDataRequest.Security, historicDataRequest.MarketDataProvider, DateTime.UtcNow);
historicalData.Bars = _barCollection.ToArray();
historicalData.ReqId = historicDataRequest.Id;
// Raise Event
_historicalDataEvent(historicalData);
}
_barCollection.Clear();
}
}
public void processData(O2GResponse response, HddMainFormBasic hdd, DataSetup dataSetup)
{
bool outOfRangeDateFound = false;
DateTime tempEndDate = new DateTime();
try
{
//Exit thread if the value is false
if (!keepThreadRunning)
{
return;
}
var query1 = HddMainFormBasic.threadDictionary.Keys.FirstOrDefault(t => t == response.RequestID);
if (query1 != null)
{
HddMainFormBasic.threadDictionary[query1].CallBack = true;
}
O2GResponseReaderFactory readerfactory = tss.Session.getResponseReaderFactory();
O2GMarketDataSnapshotResponseReader reader = readerfactory.createMarketDataSnapshotReader(response);
DateTime from = new DateTime();
DateTime to = new DateTime();
if (reader.Count > 0)
{
from = reader.getDate(0);
to = reader.getDate(reader.Count - 1);
}
Console.WriteLine("Market data received from " + from.ToString("MM/dd/yyyy HH:mm:ss") + " to " + to.ToString("MM/dd/yyyy HH:mm:ss"));
//insert data into price list
for (int j = reader.Count - 1; j > -1; j--)
{
prices.Add(new Data(reader.getAskOpen(j), reader.getAskHigh(j), reader.getAskLow(j), reader.getAskClose(j), reader.getBidOpen(j), reader.getBidHigh(j), reader.getBidLow(j), reader.getBidClose(j), reader.getDate(j), reader.getVolume(j)));
}
//if less rates are obtained then it means we reached the end.
//Nothing came back for the timeframe specified means, nothing exist in the remaining timeframe.
if (reader.Count < 300 || reader.Count == 0)
{
outOfRangeDateFound = true;
tempEndDate = endDate;
}
if (!outOfRangeDateFound)
{
removeLastDate(prices[prices.Count - 1].StartTime, prices);
tempEndDate = prices[prices.Count - 1].StartTime;
}
if (prices.Count > 3000)
{
DataBaseHandler.getInstance().addEntries(prices);
prices.Clear();
if (timeInterval.Equals("t1"))
{
Thread.Sleep(2000);
}
}
//Get total ticks between end date and start date
long totalTicks = tempEndDate.Ticks - dataSetup.StartDate.Ticks;
currentStep = 0;
currentStep = ((double)(totalTicks * maxIterations)) / initialTotalTicks;
dataSetup.currentStep = currentStep;
tick = reader.Count;
Time = sw.Elapsed;
#region repeat process OR quit
if (outOfRangeDateFound == false)
{
try
{
//Call HDD function to calculate more data
DataSetup ds = new DataSetup();
ds = dataSetup;
ds.EndDate = tempEndDate;
hdd.sendRequest(startDate, tempEndDate, ds);
}
catch (Exception e)
{
MessageBox.Show("Error: " + e.Message);
}
}
else
{
Console.WriteLine("Done");
#region Final flushing to database
try
{
if (prices.Count > 0)
{
//Finally write to database
DataBaseHandler.getInstance().addEntries(prices);
}
}
catch (Exception e)
{
MessageBox.Show(e.Message, "Error in writing data", MessageBoxButtons.OK, MessageBoxIcon.Error);
logger.Debug(e.Message);
logger.Debug(e.StackTrace);
}
finally
{
prices.Clear();
}
#endregion
#region Writing to a File
long rows = 0;
rows = DataBaseHandler.getInstance().getNumberOfRows();
//Calculate the levels first before requesting data.
long templevel = 0;
List <long> levels = new List <long>();
levels.Add(0);
while (true)
{
if (templevel + 5000 < rows)
{
templevel += 5000;
levels.Add(templevel);
}
else
{
levels.Add(rows);
break;
}
}
logger.Debug("Levels of data to be requested from database: " + levels.ToString());
dataSetup.isAlive = false;
#endregion
}
#endregion
}
catch (Exception e)
{
MessageBox.Show(e.Message + "\n" + e.Source, "Error");
}
}
static void Main(string[] args)
{
O2GSession session = null;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);
PrintSampleParams("GetLastOrderUpdate", loginParams, sampleParams);
session = O2GTransport.createSession();
statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvent() && statusListener.Connected)
{
responseListener = new ResponseListener(session);
session.subscribeResponse(responseListener);
O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
sampleParams.AccountID = account.AccountID;
O2GOfferRow offer = GetOffer(session, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * sampleParams.Lots;
O2GRequest request;
request = CreateTrueMarketOrderRequest(session, offer.OfferID, account.AccountID, iAmount, sampleParams.BuySell);
if (request == null)
{
throw new Exception("Cannot create request; probably some arguments are missing or incorrect");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
string sOrderID = responseListener.GetOrderID();
if (!string.IsNullOrEmpty(sOrderID))
{
Console.WriteLine("You have successfully created a true market order.");
Console.WriteLine("Your order ID is {0}", sOrderID);
request = GetLastOrderUpdateRequest(session, sOrderID, account.AccountName);
if (request == null)
{
throw new Exception("Cannot create request; probably some arguments are missing or incorrect");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
if (response != null && response.Type == O2GResponseType.GetLastOrderUpdate)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GLastOrderUpdateResponseReader reader = readerFactory.createLastOrderUpdateResponseReader(response);
Console.WriteLine("Last order update: UpdateType={0}, OrderID={1}, Status={2}, StatusTime={3}",
reader.UpdateType.ToString(), reader.Order.OrderID, reader.Order.Status.ToString(),
reader.Order.StatusTime.ToString("yyyy-MM-dd HH:mm:ss"));
}
}
Console.WriteLine("Done!");
}
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
if (responseListener != null)
{
session.unsubscribeResponse(responseListener);
}
statusListener.Reset();
session.logout();
statusListener.WaitEvent();
}
session.unsubscribeSessionStatus(statusListener);
session.Dispose();
}
}
}
private static bool ProcessOrderRequest(FxcmBroker fxcm, O2GRequest request, out string orderId)
{
var ret = string.Empty;
var waitOrder = new ManualResetEvent(false);
var responseListener = new ResponseListener(
fxcm.Session,
data =>
{
O2GResponseReaderFactory factory = fxcm.Session.getResponseReaderFactory();
if (factory != null)
{
O2GTablesUpdatesReader reader = factory.createTablesUpdatesReader(data);
for (int ii = 0; ii < reader.Count; ii++)
{
if (reader.getUpdateTable(ii) == O2GTableType.Orders)
{
O2GOrderRow orderRow = reader.getOrderRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
ret = orderRow.OrderID;
waitOrder.Set();
break;
}
}
}
}
});
fxcm.Session.subscribeResponse(responseListener);
try
{
responseListener.SetRequestID(request.RequestID);
fxcm.Session.sendRequest(request);
if (responseListener.WaitEvents())
{
if (!string.IsNullOrEmpty(responseListener.Error))
{
Log.Error($"Unable to process request - {responseListener.Error}");
orderId = ret;
return(false);
}
// Get order ID
waitOrder.WaitOne();
orderId = ret;
return(true);
}
else
{
Log.Error($"Unable to process request");
orderId = ret;
return(false);
}
}
finally
{
fxcm.Session.unsubscribeResponse(responseListener);
}
}
private void GetHistoryPrices(O2GSession O2GSession, string Instrument, string Interval, DateTime DtFrom, DateTime DtTo)
{
m_responseListener = new ResponseListener(O2GSession);
O2GSession.subscribeResponse(m_responseListener);
O2GRequestFactory factory = O2GSession.getRequestFactory();
O2GTimeframeCollection timeframecollection = factory.Timeframes;
O2GTimeframe Timeframe = timeframecollection[Interval];
if (Timeframe == null)
{
throw new Exception(string.Format("Timeframe '{0}' is incorrect!", Timeframe));
}
O2GRequest request = factory.createMarketDataSnapshotRequestInstrument(Instrument, Timeframe, 300);
DateTime DtFirst = DtTo;
DateTime DatePrec = System.DateTime.MinValue;
//TimeSpan PricesTimeSpan = System.TimeSpan.MinValue;
//if (Interval == "m5")
//{
// PricesTimeSpan = new TimeSpan(0, 0, 5, 0, 0);
//}
do // cause there is limit for returned candles amount
{
factory.fillMarketDataSnapshotRequestTime(request, DtFrom, DtFirst, false);
m_responseListener.SetRequestID(request.RequestID);
O2GSession.sendRequest(request);
if (!m_responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
// shift "to" bound to oldest datetime of returned data
O2GResponse response = m_responseListener.GetResponse();
if (response != null && response.Type == O2GResponseType.MarketDataSnapshot)
{
O2GResponseReaderFactory readerFactory = O2GSession.getResponseReaderFactory();
if (readerFactory != null)
{
O2GMarketDataSnapshotResponseReader reader = readerFactory.createMarketDataSnapshotReader(response);
if (reader.Count > 0)
{
if (DateTime.Compare(DtFirst, reader.getDate(0)) != 0)
{
DtFirst = reader.getDate(0); // earliest datetime of returned data
for (int nData = reader.Count - 1; nData > -1; nData--)
{
if (reader.getDate(nData) != DatePrec)
{
m_datetime.Add(reader.getDate(nData));
m_ask.Add(reader.getAsk(nData));
m_askopen.Add(reader.getAskOpen(nData));
m_askclose.Add(reader.getAskClose(nData));
m_askhigh.Add(reader.getAskHigh(nData));
m_asklow.Add(reader.getAskLow(nData));
m_bid.Add(reader.getBid(nData));
m_bidopen.Add(reader.getBidOpen(nData));
m_bidclose.Add(reader.getBidClose(nData));
m_bidhigh.Add(reader.getBidHigh(nData));
m_bidlow.Add(reader.getBidLow(nData));
}
//else
//{
// break;
//}
DatePrec = reader.getDate(nData);
}
}
else
{
break;
}
}
else
{
Console.WriteLine("0 rows received");
break;
}
}
// PrintPrices(session, response);
}
else
{
break;
}
} while (DtFirst > DtFrom);
m_datetime.Reverse();
m_ask.Reverse();
m_askopen.Reverse();
m_askclose.Reverse();
m_askhigh.Reverse();
m_asklow.Reverse();
m_bid.Reverse();
m_bidopen.Reverse();
m_bidclose.Reverse();
m_bidhigh.Reverse();
m_bidlow.Reverse();
}
// **AFTER LOG IN**
// Background worker for table listeners
private void priceBW_DoWork(object sender, DoWorkEventArgs e)
{
Console.WriteLine("Entered BW");
mSession.useTableManager(O2GTableManagerMode.Yes, null);
tableManager = mSession.getTableManager();
managerStatus = tableManager.getStatus();
while (managerStatus == O2GTableManagerStatus.TablesLoading)
{
Thread.Sleep(50);
managerStatus = tableManager.getStatus();
}
if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
{
this.Invoke(new MethodInvoker(delegate { actiBox.AppendText("WARNING: LOADING TABLES FAILED!" + Environment.NewLine); }));
return;
}
// Check Accounts Table and Grab Information
try
{
O2GLoginRules loginRules = mSession.getLoginRules();
Console.WriteLine("Tables are loaded!");
// Check if Accounts table is loaded automatically
if (loginRules != null && loginRules.isTableLoadedByDefault(O2GTableType.Accounts))
{
// If table is loaded, use getTableRefreshResponse method
O2GResponse accountsResponse = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GResponseReaderFactory responseFactory = mSession.getResponseReaderFactory();
if (responseFactory != null)
{
O2GAccountsTableResponseReader accountsReader = responseFactory.createAccountsTableReader(accountsResponse);
for (int i = 0; i < accountsReader.Count; i++)
{
account = accountsReader.getRow(i);
accountValue = account.Balance;
this.Invoke(new MethodInvoker(delegate { accountValueBox.Text = "$" + Convert.ToString(accountValue); }));
acctEq = account.Balance;
this.Invoke(new MethodInvoker(delegate { accountLevBox.Text = "$" + Convert.ToString(acctEq); }));
this.Invoke(new MethodInvoker(delegate { accountEquityBox.Text = "$" + Convert.ToString(acctEq); }));
sAccountID = account.AccountID.ToString();
amountLimit = account.AmountLimit;
baseSize = account.BaseUnitSize;
if (account.MaintenanceType == "Y")
{
this.Invoke(new MethodInvoker(delegate { hedgingBox.Text = "Yes"; }));
hedgingLong = true;
Settings.Default.hedgeLong = true;
hedgingShort = true;
Settings.Default.hedgeShort = true;
this.Invoke(new MethodInvoker(delegate { longCheckBox.Checked = true; }));
this.Invoke(new MethodInvoker(delegate { shortCheckBox.Checked = true; }));
}
else
{
this.Invoke(new MethodInvoker(delegate { hedgingBox.Text = "No"; }));
if (hedgingShort == false)
{
hedgingLong = true;
this.Invoke(new MethodInvoker(delegate { longCheckBox.Checked = true; }));
this.Invoke(new MethodInvoker(delegate { shortCheckBox.Checked = false; }));
}
else
{
hedgingShort = true;
this.Invoke(new MethodInvoker(delegate { longCheckBox.Checked = false; }));
this.Invoke(new MethodInvoker(delegate { shortCheckBox.Checked = true; }));
}
}
}
}
}
else
{
// If table is not loaded, use createRefreshTableRequest method
O2GRequestFactory requestFactory = mSession.getRequestFactory();
if (requestFactory != null)
{
O2GRequest request = requestFactory.createRefreshTableRequest(O2GTableType.Accounts);
mSession.sendRequest(request);
Thread.Sleep(1000);
}
}
}
catch (Exception acctErr)
{
Console.WriteLine(acctErr);
}
// Check if all 20 pairs needed are subscribed to on the account.
try
{
O2GLoginRules loginRules = mSession.getLoginRules();
if (loginRules != null && loginRules.isTableLoadedByDefault(O2GTableType.Offers))
{
O2GResponse offersResponse = loginRules.getTableRefreshResponse(O2GTableType.Offers);
O2GResponseReaderFactory responseFactory = mSession.getResponseReaderFactory();
if (responseFactory != null)
{
O2GOffersTableResponseReader offersReader = responseFactory.createOffersTableReader(offersResponse);
for (int i = 0; i < offersReader.Count; i++)
{
O2GOfferRow offers = offersReader.getRow(i);
string checkOffer = offers.OfferID;
}
}
}
}
catch (Exception mmrErr)
{
Console.WriteLine(mmrErr);
}
Console.WriteLine("Initializing needed table events.");
// Initiate Table Getters
O2GOffersTable offersTable = (O2GOffersTable)tableManager.getTable(O2GTableType.Offers);
accountsTable = (O2GAccountsTable)tableManager.getTable(O2GTableType.Accounts);
O2GSummaryTable summaryTable = (O2GSummaryTable)tableManager.getTable(O2GTableType.Summary);
O2GClosedTradesTable closedTable = (O2GClosedTradesTable)tableManager.getTable(O2GTableType.ClosedTrades);
// Trigger Table Events for Subscription
offersTable.RowChanged += new EventHandler <RowEventArgs>(offersTable_RowChanged);
accountsTable.RowChanged += new EventHandler <RowEventArgs>(accountsTable_RowChanged);
summaryTable.RowChanged += new EventHandler <RowEventArgs>(summaryTable_RowChanged);
closedTable.RowChanged += new EventHandler <RowEventArgs>(closedTable_RowChanged);
// Check pair subscription status, and add if needed.
this.Invoke(new MethodInvoker(delegate { actiBox.AppendText("Connection Established.... Monitoring Pairs..." + Environment.NewLine); }));
pastTimer.Start();
}
// **AFTER LOG IN**
// Background worker for table listeners
private void priceBW_DoWork(object sender, DoWorkEventArgs e)
{
Console.WriteLine("Entered BW");
// Enable timers.
pastTimer.Enabled = true;
pastTimer.Start();
oneSecTimer.Enabled = true;
oneSecTimer.Start();
mSession.useTableManager(O2GTableManagerMode.Yes, null);
tableManager = mSession.getTableManager();
managerStatus = tableManager.getStatus();
while (managerStatus == O2GTableManagerStatus.TablesLoading)
{
Console.WriteLine("Tables are loading...");
Thread.Sleep(50);
managerStatus = tableManager.getStatus();
}
if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
{
Console.WriteLine("Tabled loading failed");
this.Invoke(new MethodInvoker(delegate { actiBox.AppendText("WARNING: LOADING TABLES FAILED!" + Environment.NewLine); }));
return;
}
// Check Accounts Table and Grab Information
try
{
O2GLoginRules loginRules = mSession.getLoginRules();
Console.WriteLine("Tables are loaded!");
// Check if Accounts table is loaded automatically
if (loginRules != null && loginRules.isTableLoadedByDefault(O2GTableType.Accounts))
{
Console.WriteLine("Login rules != null");
// If table is loaded, use getTableRefreshResponse method
O2GResponse accountsResponse = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GResponseReaderFactory responseFactory = mSession.getResponseReaderFactory();
if (responseFactory != null)
{
Console.WriteLine("Grabbing account data....");
O2GAccountsTableResponseReader accountsReader = responseFactory.createAccountsTableReader(accountsResponse);
for (int i = 0; i < accountsReader.Count; i++)
{
account = accountsReader.getRow(i);
accountValue = account.Balance;
this.Invoke(new MethodInvoker(delegate { accountValueBox.Text = "$" + Convert.ToString(accountValue); }));
availLev = account.Balance;
this.Invoke(new MethodInvoker(delegate { accountLevBox.Text = "$" + Convert.ToString(availLev); }));
sAccountID = account.AccountID.ToString();
amountLimit = account.AmountLimit;
baseSize = account.BaseUnitSize;
}
}
}
else
{
// If table is not loaded, use createRefreshTableRequest method
O2GRequestFactory requestFactory = mSession.getRequestFactory();
if (requestFactory != null)
{
O2GRequest request = requestFactory.createRefreshTableRequest(O2GTableType.Accounts);
mSession.sendRequest(request);
Thread.Sleep(1000);
}
}
}
catch (Exception acctErr)
{
Console.WriteLine(acctErr);
}
// Check if all 20 pairs needed are subscribed to on the account.
try
{
O2GLoginRules loginRules = mSession.getLoginRules();
if (loginRules != null && loginRules.isTableLoadedByDefault(O2GTableType.Offers))
{
O2GResponse offersResponse = loginRules.getTableRefreshResponse(O2GTableType.Offers);
O2GResponseReaderFactory responseFactory = mSession.getResponseReaderFactory();
if (responseFactory != null)
{
Console.WriteLine("Triggering offers row");
O2GOffersTableResponseReader offersReader = responseFactory.createOffersTableReader(offersResponse);
for (int i = 0; i < offersReader.Count; i++)
{
O2GOfferRow offers = offersReader.getRow(i);
string checkOffer = offers.OfferID;
}
}
}
// Get MMR prices and set position initial cost
Console.WriteLine("Grabbing MMR");
this.Invoke(new MethodInvoker(delegate { actiBox.AppendText("Retrieving Pair MMR..." + Environment.NewLine); }));
O2GTradingSettingsProvider settingResponse = loginRules.getTradingSettingsProvider();
audcadMMR = settingResponse.getMMR("AUD/CAD", account);
audcadInitial = shortLot * audcadMMR;
audjpyMMR = settingResponse.getMMR("AUD/JPY", account);
audjpyInitial = shortLot * audjpyMMR;
audusdMMR = settingResponse.getMMR("AUD/USD", account);
audusdInitial = shortLot * audusdMMR;
cadjpyMMR = settingResponse.getMMR("CAD/JPY", account);
cadjpyInitial = shortLot * cadjpyMMR;
chfjpyMMR = settingResponse.getMMR("CHF/JPY", account);
chfjpyInitial = shortLot * chfjpyMMR;
euraudMMR = settingResponse.getMMR("EUR/AUD", account);
euraudInitial = shortLot * euraudMMR;
eurcadMMR = settingResponse.getMMR("EUR/CAD", account);
eurcadInitial = shortLot * eurcadMMR;
eurchfMMR = settingResponse.getMMR("EUR/CHF", account);
eurchfInitial = shortLot * eurchfMMR;
eurjpyMMR = settingResponse.getMMR("EUR/JPY", account);
eurjpyInitial = shortLot * eurjpyMMR;
eurusdMMR = settingResponse.getMMR("EUR/USD", account);
eurusdInitial = shortLot * eurusdMMR;
gbpaudMMR = settingResponse.getMMR("GBP/AUD", account);
gbpaudInitial = shortLot * gbpaudMMR;
gbpchfMMR = settingResponse.getMMR("GBP/CHF", account);
gbpchfInitial = shortLot * gbpchfMMR;
gbpjpyMMR = settingResponse.getMMR("GBP/JPY", account);
gbpjpyInitial = shortLot * gbpjpyMMR;
gbpnzdMMR = settingResponse.getMMR("GBP/NZD", account);
gbpnzdInitial = shortLot * gbpnzdMMR;
gbpusdMMR = settingResponse.getMMR("GBP/USD", account);
gbpusdInitial = shortLot * gbpusdMMR;
nzdjpyMMR = settingResponse.getMMR("NZD/JPY", account);
nzdjpyInitial = shortLot * nzdjpyMMR;
nzdusdMMR = settingResponse.getMMR("NZD/USD", account);
nzdusdInitial = shortLot * nzdusdMMR;
usdcadMMR = settingResponse.getMMR("USD/CAD", account);
usdcadInitial = shortLot * usdcadMMR;
usdchfMMR = settingResponse.getMMR("USD/CHF", account);
usdchfInitial = shortLot * usdchfMMR;
usdjpyMMR = settingResponse.getMMR("USD/JPY", account);
usdjpyInitial = shortLot * usdjpyMMR;
// Set highest move to 0
highestMove = 0;
// Set all move values to 0;
}
catch (Exception mmrErr)
{
Console.WriteLine(mmrErr);
}
Console.WriteLine("Initializing needed table events.");
// Initiate Table Getters
O2GOffersTable offersTable = (O2GOffersTable)tableManager.getTable(O2GTableType.Offers);
accountsTable = (O2GAccountsTable)tableManager.getTable(O2GTableType.Accounts);
O2GTradesTable tradesTable = (O2GTradesTable)tableManager.getTable(O2GTableType.Trades);
//O2GOrdersTable ordersTable = (O2GOrdersTable)tableManager.getTable(O2GTableType.Orders);
//O2GClosedTradesTable closedTradesTable = (O2GClosedTradesTable)tableManager.getTable(O2GTableType.ClosedTrades);
//O2GMessagesTable messagesTable = (O2GMessagesTable)tableManager.getTable(O2GTableType.Messages);
//O2GSummaryTable summaryTable = (O2GSummaryTable)tableManager.getTable(O2GTableType.Summary);
// Trigger Table Events for Subscription
offersTable.RowChanged += new EventHandler <RowEventArgs>(offersTable_RowChanged);
accountsTable.RowChanged += new EventHandler <RowEventArgs>(accountsTable_RowChanged);
tradesTable.RowChanged += new EventHandler <RowEventArgs>(tradesTable_RowChanged);
//ordersTable.RowChanged += new EventHandler<RowEventArgs>(ordersTable_RowChanged);
//closedTradesTable.RowChanged += new EventHandler<RowEventArgs>(closedTradesTable_RowChanged);
//messagesTable.RowChanged += new EventHandler<RowEventArgs>(messagesTable_RowChanged);
//summaryTable.RowChanged += new EventHandler<RowEventArgs>(summaryTable_RowChanged);
// Check pair subscription status, and add if needed.
this.Invoke(new MethodInvoker(delegate { actiBox.AppendText("Connection Established.... Monitoring Pairs..." + Environment.NewLine); }));
// Start Past Price Timer
pastTimer.Start();
}
public void onTablesUpdates(O2GResponse data)
{
O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();
if (factory != null)
{
O2GTablesUpdatesReader reader = factory.createTablesUpdatesReader(data);
for (int ii = 0; ii < reader.Count; ii++)
{
switch (reader.getUpdateTable(ii))
{
case O2GTableType.Accounts:
O2GAccountRow account = reader.getAccountRow(ii);
//Show balance updates
Console.WriteLine("Balance: {0}", account.Balance);
break;
case O2GTableType.Orders:
O2GOrderRow order = reader.getOrderRow(ii);
switch (reader.getUpdateType(ii))
{
case O2GTableUpdateType.Insert:
if (mBatchOrderMonitor != null)
{
Console.WriteLine("The order has been added. Order ID: {0}, Rate: {1}, Time In Force: {2}",
order.OrderID,
order.Rate,
order.TimeInForce);
mBatchOrderMonitor.OnOrderAdded(order);
}
break;
case O2GTableUpdateType.Delete:
if (mBatchOrderMonitor != null)
{
Console.WriteLine("The order has been deleted. Order ID: {0}", order.OrderID);
mBatchOrderMonitor.OnOrderDeleted(order);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mSyncResponseEvent.Set();
}
}
break;
}
break;
case O2GTableType.Trades:
O2GTradeRow trade = reader.getTradeRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
if (mBatchOrderMonitor != null)
{
mBatchOrderMonitor.OnTradeAdded(trade);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mSyncResponseEvent.Set();
}
}
}
break;
case O2GTableType.ClosedTrades:
O2GClosedTradeRow closedTrade = reader.getClosedTradeRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
if (mBatchOrderMonitor != null)
{
mBatchOrderMonitor.OnClosedTradeAdded(closedTrade);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mSyncResponseEvent.Set();
}
}
}
break;
case O2GTableType.Messages:
O2GMessageRow message = reader.getMessageRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
if (mBatchOrderMonitor != null)
{
mBatchOrderMonitor.OnMessageAdded(message);
if (mBatchOrderMonitor.IsBatchExecuted())
{
PrintResult();
mSyncResponseEvent.Set();
}
}
}
break;
}
}
}
}
public void onTablesUpdates(O2GResponse data)
{
O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();
if (factory != null)
{
O2GTablesUpdatesReader reader = factory.createTablesUpdatesReader(data);
for (int ii = 0; ii < reader.Count; ii++)
{
switch (reader.getUpdateTable(ii))
{
case O2GTableType.Accounts:
O2GAccountRow account = reader.getAccountRow(ii);
//Show balance updates
Console.WriteLine("Balance: {0}", account.Balance);
break;
case O2GTableType.Orders:
O2GOrderRow order = reader.getOrderRow(ii);
switch (reader.getUpdateType(ii))
{
case O2GTableUpdateType.Insert:
if ((OrderMonitorNetting.IsClosingOrder(order) || OrderMonitorNetting.IsOpeningOrder(order)) &&
mOrderMonitor == null)
{
Console.WriteLine("The order has been added. Order ID: {0}, Rate: {1}, Time In Force: {2}",
order.OrderID,
order.Rate,
order.TimeInForce);
O2GTradeRow tradeRow = null;
string sTradeID = order.TradeID;
if (mTradesTable != null)
{
for (int j = 0; j < mTradesTable.Count; j++)
{
if (sTradeID.Equals(mTradesTable.getRow(j).TradeID))
{
tradeRow = mTradesTable.getRow(j);
break;
}
}
}
if (tradeRow == null)
{
mOrderMonitor = new OrderMonitorNetting(order);
}
else
{
mOrderMonitor = new OrderMonitorNetting(order, tradeRow.Amount);
}
}
break;
case O2GTableUpdateType.Delete:
if (mOrderMonitor != null)
{
Console.WriteLine("The order has been deleted. Order ID: {0}", order.OrderID);
mOrderMonitor.OnOrderDeleted(order);
if (mOrderMonitor.IsOrderCompleted)
{
PrintResult();
mSyncResponseEvent.Set();
}
}
break;
}
break;
case O2GTableType.Trades:
O2GTradeRow trade = reader.getTradeRow(ii);
switch (reader.getUpdateType(ii))
{
case O2GTableUpdateType.Insert:
if (mOrderMonitor != null)
{
mOrderMonitor.OnTradeAdded(trade);
if (mOrderMonitor.IsOrderCompleted)
{
PrintResult();
mSyncResponseEvent.Set();
}
}
break;
case O2GTableUpdateType.Update:
if (mOrderMonitor != null)
{
mOrderMonitor.OnTradeUpdated(trade);
if (mOrderMonitor.IsOrderCompleted)
{
PrintResult();
mSyncResponseEvent.Set();
}
}
break;
}
break;
case O2GTableType.ClosedTrades:
O2GClosedTradeRow closedTrade = reader.getClosedTradeRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
if (mOrderMonitor != null)
{
mOrderMonitor.OnClosedTradeAdded(closedTrade);
if (mOrderMonitor.IsOrderCompleted)
{
PrintResult();
mSyncResponseEvent.Set();
}
}
}
break;
case O2GTableType.Messages:
O2GMessageRow message = reader.getMessageRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
if (mOrderMonitor != null)
{
mOrderMonitor.OnMessageAdded(message);
if (mOrderMonitor.IsOrderCompleted)
{
PrintResult();
mSyncResponseEvent.Set();
}
}
}
break;
}
}
}
}
public void onTablesUpdates(O2GResponse response)
{
O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();
if (factory != null)
{
O2GTablesUpdatesReader reader = factory.createTablesUpdatesReader(response);
for (int ii = 0; ii < reader.Count; ii++)
{
switch (reader.getUpdateTable(ii))
{
case O2GTableType.Accounts:
O2GAccountRow account = reader.getAccountRow(ii);
// Show balance updates
Console.WriteLine("Balance: {0}", account.Balance);
break;
case O2GTableType.Orders:
O2GOrderRow order = reader.getOrderRow(ii);
switch (reader.getUpdateType(ii))
{
case O2GTableUpdateType.Insert:
if (mRequestID.Equals(order.RequestID))
{
mOrderID = order.OrderID;
printOrder("New order is added", order);
}
break;
case O2GTableUpdateType.Update:
printOrder("An order is changed", order);
break;
case O2GTableUpdateType.Delete:
if (mRequestID.Equals(order.RequestID))
{
string sStatus = order.Status;
if (sStatus.Equals("R"))
{
printOrder("An order has been rejected", order);
}
else
{
printOrder("An order is going to be removed", order);
}
mSyncResponseEvent.Set();
}
break;
}
break;
case O2GTableType.Trades:
O2GTradeRow trade = reader.getTradeRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
Console.WriteLine("Position is opened: TradeID='{0}', TradeIDOrigin='{1}'",
trade.TradeID, trade.TradeIDOrigin);
}
break;
case O2GTableType.ClosedTrades:
O2GClosedTradeRow closedTrade = reader.getClosedTradeRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
Console.WriteLine("Position is closed: TradeID='{0}'",
closedTrade.TradeID);
}
break;
case O2GTableType.Messages:
O2GMessageRow message = reader.getMessageRow(ii);
if (reader.getUpdateType(ii) == O2GTableUpdateType.Insert)
{
string text = message.Text;
int findPos = text.IndexOf(mOrderID);
if (findPos >= 0)
{
Console.WriteLine("Feature='{0}', Message='{1}'",
message.Feature, text);
}
}
break;
}
}
}
}
void IO2GResponseListener.onTablesUpdates(O2GResponse response)
{
if (response.Type == O2GResponseType.GetOffers || response.Type == O2GResponseType.TablesUpdates)
{
O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();
if (factory != null)
{
O2GOffersTableResponseReader reader = factory.createOffersTableReader(response);
for (int i = 0; i < reader.Count; i++)
{
O2GOfferRow row = reader.getRow(i);
Offer offer = null;
mOffers.TryGetValue(row.OfferID, out offer);
if (offer == null)
{
if (row.isInstrumentValid && row.isTimeValid && row.isBidValid && row.isAskValid &&
row.isVolumeValid && row.isDigitsValid && row.isPointSizeValid)
{
//mTimeConverter.convert(row.Time, O2GTimeConverterTimeZone.UTC, mTimezone)
//DateTime dt = mTimeConverter.convert(row.Time, O2GTimeConverterTimeZone.Server, O2GTimeConverterTimeZone.UTC);
DateTime dt = row.Time;
offer = new Offer(row.Instrument, dt, row.Bid, row.Ask, row.Volume, row.Digits, row.PointSize);
mOffers[row.OfferID] = offer;
mOffersList.Add(offer);
SendTick(offer);
}
}
else
{
if (row.isTimeValid)
{
//mTimeConverter.convert(row.Time, O2GTimeConverterTimeZone.UTC, mTimezone)
//DateTime dt = mTimeConverter.convert(row.Time, O2GTimeConverterTimeZone.Server, O2GTimeConverterTimeZone.UTC);
DateTime dt = row.Time;
offer.Time = dt;
}
if (row.isBidValid)
{
offer.Bid = row.Bid;
}
if (row.isAskValid)
{
offer.Ask = row.Ask;
}
if (row.isVolumeValid)
{
offer.Volume = row.Volume;
}
if (row.isPointSizeValid)
{
offer.PointSize = row.PointSize;
}
if (row.isDigitsValid)
{
offer.Precision = row.Digits;
}
SendTick(offer);
}
}
}
}
}
