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)
{
if (mRequestID.Equals(orderRow.RequestID))
{
Console.WriteLine("The order has been added. OrderID={0}, Type={1}, BuySell={2}, Rate={3}, TimeInForce={4}",
orderRow.OrderID, orderRow.Type, orderRow.BuySell, orderRow.Rate, orderRow.TimeInForce);
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 (reader.getUpdateType(ii) == O2GTableUpdateType.Update)
{
if (mOrderIDs.Contains(orderRow.OrderID))
{
Console.WriteLine("The order has been updated. OrderID={0}, ContingentOrderID={1}, ContingencyType={2}", orderRow.OrderID, orderRow.ContingentOrderID, orderRow.ContingencyType);
mOrderIDs.Remove(orderRow.OrderID);
}
if (mOrderIDs.Count == 0)
{
mSyncResponseEvent.Set();
}
}
}
}
}
}
private IEnumerable <BaseRow> GetGenericResponse(O2GTablesUpdatesReader reader)
{
var rows = new List <BaseRow>();
for (var i = 0; i < reader.Count; i++)
{
var type = reader.getUpdateTable(i);
BaseRow row = null;
switch (type)
{
case O2GTableType.Accounts:
{
// AccountRowEx - so we can get hold of O2GAccountRow internally when needed.
row = this.GetRow <AccountRowEx, O2GAccountRow>(reader.getAccountRow(i));
break;
}
case O2GTableType.ClosedTrades:
{
row = this.GetRow <ClosedTradeRow, O2GClosedTradeRow>(reader.getClosedTradeRow(i));
break;
}
case O2GTableType.Messages:
{
row = this.GetRow <MessageRow, O2GMessageRow>(reader.getMessageRow(i));
break;
}
case O2GTableType.Offers:
{
row = this.GetRow <OfferRow, O2GOfferRow>(reader.getOfferRow(i));
break;
}
case O2GTableType.Orders:
{
row = this.GetRow <OrderRow, O2GOrderRow>(reader.getOrderRow(i));
break;
}
case O2GTableType.Trades:
{
row = this.GetRow <TradeRow, O2GTradeRow>(reader.getTradeRow(i));
break;
}
}
if (row != null)
{
row.UpdateType = ConvertersInternal.GetUpdateType(reader.getUpdateType(i));
rows.Add(row);
}
}
return(rows);
}
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>
/// Listener: Forex Connect received update for trading tables.
/// </summary>
/// <param name="data"></param>
public void onTablesUpdates(O2GResponse data)
{
if (data.Type == O2GResponseType.TablesUpdates)
{
if (mOffer == null)
{
return;
}
O2GTablesUpdatesReader reader = mSession.getResponseReaderFactory().createTablesUpdatesReader(data);
for (int i = 0; i < reader.Count; i++)
{
// We are looking only for updates and only for offers
// NOTE: in order to support offer subscribtion, the real application also will need
// to read add/remove events and change the offer collection correspondingly
if (reader.getUpdateType(i) == O2GTableUpdateType.Update &&
reader.getUpdateTable(i) == O2GTableType.Offers)
{
// read the offer update
O2GOfferRow row = reader.getOfferRow(i);
if (!row.isInstrumentValid)
{
continue;
}
if (!mInstrument.Equals(row.Instrument))
{
continue;
}
// update latest offer
if (row.isTimeValid)
{
mOffer.LastUpdate = row.Time;
}
if (row.isBidValid)
{
mOffer.Bid = row.Bid;
}
if (row.isAskValid)
{
mOffer.Ask = row.Ask;
}
if (row.isVolumeValid)
{
mOffer.MinuteVolume = row.Volume;
}
// please note that we send a clone of the offer,
// we need it in order to make sure that no ticks
// will be lost, if, for example, subscriber doesn't handle the
// offer immideatelly
if (OnPriceUpdate != null)
{
OnPriceUpdate(mOffer.Clone());
}
}
}
}
}
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 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;
}
}
}
}
/// <summary>
/// Listener: Forex Connect received update for trading tables
/// </summary>
/// <param name="data"></param>
public void onTablesUpdates(O2GResponse data)
{
if (data.Type == O2GResponseType.TablesUpdates)
{
O2GTablesUpdatesReader reader = mTradingSession.getResponseReaderFactory().createTablesUpdatesReader(data);
for (int i = 0; i < reader.Count; i++)
{
// We are looking only for updates and only for offers
// NOTE: in order to support offer subscribtion, the real application also will need
// to read add/remove events and change the offer collection correspondingly
if (reader.getUpdateType(i) == O2GTableUpdateType.Update &&
reader.getUpdateTable(i) == O2GTableType.Offers)
{
// read the offer update
O2GOfferRow row = reader.getOfferRow(i);
Offer offer;
// find the offer in our list either by the instrument name or
// by the offer id
string id = null;
if (row.isInstrumentValid)
{
id = row.Instrument;
}
else if (row.isOfferIDValid)
{
id = row.OfferID;
}
if (id == null)
{
continue;
}
offer = mOffers[id];
if (offer == null)
{
continue;
}
// if we have that offer - update it
if (row.isTimeValid)
{
offer.LastUpdate = row.Time;
}
if (row.isBidValid)
{
offer.Bid = row.Bid;
}
if (row.isAskValid)
{
offer.Ask = row.Ask;
}
if (row.isVolumeValid)
{
offer.MinuteVolume = row.Volume;
}
// please note that we send a clone of the offer,
// we need it in order to make sure that no ticks
// will be lost, if, for example, subscriber doesn't handle the
// offer immideatelly
if (OnPriceUpdate != null)
{
OnPriceUpdate(offer.Clone());
}
}
}
}
}
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;
}
}
}
}
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);
}
}
