public JsonResult SendMarketOrder([FromBody] Params param)
{
_tcpClient = new TcpClient(param.ApiHost, param.ApiPort);;
_apiSocket = new SslStream(_tcpClient.GetStream(), false, new RemoteCertificateValidationCallback(ValidateServerCertificate), null);
_apiSocket.AuthenticateAsClient(param.ApiHost);
SendAuthorizationRequest(param);
List <string> data = new List <string>();
ProtoTradeSide tradeType = new ProtoTradeSide();
if (param.TradeSide.ToUpper() == "BUY")
{
tradeType = ProtoTradeSide.BUY;
}
if (param.TradeSide.ToUpper() == "SELL")
{
tradeType = ProtoTradeSide.SELL;
}
var msgFactory = new OpenApiMessagesFactory();
var msg = msgFactory.CreateMarketOrderRequest(param.AccountId, param.AccessToken, param.SymbolName, tradeType, param.Volume * 100,
param.StopLossInPips, param.TakeProfitInPips, param.Comment);
Transmit(msg);
byte[] _message = Listen(_apiSocket);
var protoMessage = msgFactory.GetMessage(_message);
data.Add(OpenApiMessagesPresentation.ToString(protoMessage));
Thread.Sleep(1000);
_message = Listen(_apiSocket);
protoMessage = msgFactory.GetMessage(_message);
data.Add(OpenApiMessagesPresentation.ToString(protoMessage));
return(Json(new { data }));
}
public ProtoOAPosition CreatePosition(long positionId, ProtoOAPositionStatus positionStatus, long accountId,
ProtoTradeSide tradeSide, string symbolName, long volume, double entryPrice, long swap,
long commission, long openTimestamp, string channel = null, string comment = null)
{
var _obj = new ProtoOAPosition();
_obj.positionId = positionId;
_obj.positionStatus = positionStatus;
_obj.accountId = accountId;
_obj.tradeSide = tradeSide;
_obj.symbolName = symbolName;
_obj.volume = volume;
_obj.entryPrice = entryPrice;
_obj.swap = swap;
_obj.commission = commission;
_obj.openTimestamp = openTimestamp;
if (channel != null)
{
_obj.channel = channel;
}
if (comment != null)
{
_obj.comment = comment;
}
return(_obj);
}
public void SendMarketOrderRequest(long testAccountId, string symbol, ProtoTradeSide tradeSide, long volume)
{
var _msg = outgoingMsgFactory.CreateMarketOrderRequest(testAccountId, authToken, symbol, tradeSide, volume, clientMsgId);
if (isDebugIsOn)
{
Console.WriteLine("SendMarketOrderRequest() Message to be send:\n{0}", OpenApiMessagesPresentation.ToString(_msg));
}
writeQueue.Enqueue(Utils.Serialize(_msg));
}
static public string TradeSideToString(ProtoTradeSide tradeSide)
{
switch (tradeSide)
{
case ProtoTradeSide.BUY:
return("BUY");
case ProtoTradeSide.SELL:
return("SELL");
default:
return("unknown");
}
}
public ProtoOAOrder CreateOrder(long orderId, long accountId, ProtoOAOrderType orderType,
ProtoTradeSide tradeSide, string symbolName, long requestedVolume, long executedVolume, bool closingOrder,
string channel = null, string comment=null)
{
var _obj = new ProtoOAOrder();
_obj.orderId = orderId;
_obj.accountId = accountId;
_obj.orderType = orderType;
_obj.tradeSide = tradeSide;
_obj.symbolName = symbolName;
_obj.requestedVolume = requestedVolume;
_obj.executedVolume = executedVolume;
_obj.closingOrder = closingOrder;
if (channel != null)
_obj.channel = channel;
if (comment != null)
_obj.comment = comment;
return _obj;
}
public ProtoOAPosition CreatePosition(long positionId, ProtoOAPositionStatus positionStatus, long accountId,
ProtoTradeSide tradeSide, string symbolName, long volume, double entryPrice, long swap,
long commission, long openTimestamp, string channel = null, string comment = null)
{
var _obj = new ProtoOAPosition();
_obj.positionId = positionId;
_obj.positionStatus = positionStatus;
_obj.accountId = accountId;
_obj.tradeSide = tradeSide;
_obj.symbolName = symbolName;
_obj.volume = volume;
_obj.entryPrice = entryPrice;
_obj.swap = swap;
_obj.commission = commission;
_obj.openTimestamp = openTimestamp;
if (channel != null)
_obj.channel = channel;
if (comment != null)
_obj.comment = comment;
return _obj;
}
public ProtoOAOrder CreateOrder(long orderId, long accountId, ProtoOAOrderType orderType,
ProtoTradeSide tradeSide, string symbolName, long requestedVolume, long executedVolume, bool closingOrder,
string channel = null, string comment = null)
{
var _obj = new ProtoOAOrder();
_obj.orderId = orderId;
_obj.accountId = accountId;
_obj.orderType = orderType;
_obj.tradeSide = tradeSide;
_obj.symbolName = symbolName;
_obj.requestedVolume = requestedVolume;
_obj.executedVolume = executedVolume;
_obj.closingOrder = closingOrder;
if (channel != null)
{
_obj.channel = channel;
}
if (comment != null)
{
_obj.comment = comment;
}
return(_obj);
}
public ProtoMessage CreateStopOrderRequest(long accountId, string accessToken, string symbolName, ProtoTradeSide tradeSide, long volume, double stopPrice, string clientMsgId = null)
{
var _msg = ProtoOACreateOrderReq.CreateBuilder();
_msg.SetAccountId(accountId);
_msg.SetAccessToken(accessToken);
_msg.SetSymbolName(symbolName);
_msg.SetOrderType(ProtoOAOrderType.OA_STOP);
_msg.SetTradeSide(tradeSide);
_msg.SetVolume(volume);
_msg.SetStopPrice(stopPrice);
_msg.SetComment("TradingApiTest.CreateStopOrderRequest");
return(CreateMessage((uint)_msg.PayloadType, _msg.Build().ToByteString(), clientMsgId));
}
public ProtoMessage CreateLimitOrderRequest(long accountId, string accessToken, string symbolName, ProtoTradeSide tradeSide, long volume, double limitPrice, string clientMsgId = null)
{
var _msg = ProtoOACreateOrderReq.CreateBuilder();
_msg.SetAccountId(accountId);
_msg.SetAccessToken(accessToken);
_msg.SetSymbolName(symbolName);
_msg.SetOrderType(ProtoOAOrderType.OA_LIMIT);
_msg.SetTradeSide(tradeSide);
_msg.SetVolume(volume);
_msg.SetLimitPrice(limitPrice);
_msg.SetComment("TradingApiTest.CreateLimitOrderRequest");
DateTime epoch = new DateTime(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc);
_msg.SetExpirationTimestamp((long)(DateTime.UtcNow.AddHours(1) - epoch).TotalMilliseconds);
return(CreateMessage((uint)_msg.PayloadType, _msg.Build().ToByteString(), clientMsgId));
}
public ProtoMessage CreateMarketRangeOrderRequest(long accountId, string accessToken, string symbolName, ProtoTradeSide tradeSide, long volume, double baseSlippagePrice, long slippageInPips, string clientMsgId = null)
{
var _msg = ProtoOACreateOrderReq.CreateBuilder();
_msg.SetAccountId(accountId);
_msg.SetAccessToken(accessToken);
_msg.SetSymbolName(symbolName);
_msg.SetOrderType(ProtoOAOrderType.OA_MARKET_RANGE);
_msg.SetTradeSide(tradeSide);
_msg.SetVolume(volume);
_msg.SetBaseSlippagePrice(baseSlippagePrice);
_msg.SetSlippageInPips(slippageInPips);
_msg.SetComment("TradingApiTest.CreateMarketRangeOrderRequest");
return(CreateMessage((uint)_msg.PayloadType, _msg.Build().ToByteString(), clientMsgId));
}
public ProtoMessage CreateMarketOrderRequest(long accountId, string accessToken, string symbolName, ProtoTradeSide tradeSide, long volume, int?stopLossInPips = null, int?takeProfitInPips = null, string comment = null, long?positionId = null, string clientMsgId = null)
{
var _msg = ProtoOACreateOrderReq.CreateBuilder();
_msg.SetAccountId(accountId);
_msg.SetAccessToken(accessToken);
_msg.SetSymbolName(symbolName);
_msg.SetOrderType(ProtoOAOrderType.OA_MARKET);
_msg.SetTradeSide(tradeSide);
_msg.SetVolume(volume);
if (stopLossInPips != null)
{
_msg.SetRelativeStopLossInPips((int)stopLossInPips);
}
if (takeProfitInPips != null)
{
_msg.SetRelativeTakeProfitInPips((int)takeProfitInPips);
}
if (!string.IsNullOrEmpty(comment))
{
_msg.SetComment(comment);
}
if (positionId != null)
{
_msg.SetPositionId((long)positionId);
}
return(CreateMessage((uint)_msg.PayloadType, _msg.Build().ToByteString(), clientMsgId));
}
public ProtoMessage CreateMarketOrderRequest(long accountId, string accessToken, string symbolName, ProtoTradeSide tradeSide, long volume, string clientMsgId = null)
{
var _msg = ProtoOACreateOrderReq.CreateBuilder();
_msg.SetAccountId(accountId);
_msg.SetAccessToken(accessToken);
_msg.SetSymbolName(symbolName);
_msg.SetOrderType(ProtoOAOrderType.OA_MARKET);
_msg.SetTradeSide(tradeSide);
_msg.SetVolume(volume);
//_msg.SetRelativeStopLossInPips(27);
//_msg.SetRelativeTakeProfitInPips(1);
_msg.SetComment("TradingApiTest.CreateMarketOrderRequest");
return(CreateMessage((uint)_msg.PayloadType, _msg.Build().ToByteString(), clientMsgId));
}
public ProtoMessage CreateStopOrderRequest(long accountId, string accessToken, string symbolName, ProtoTradeSide tradeSide, long volume, double stopPrice, string clientMsgId = null)
{
var _msg = new ProtoOACreateOrderReq();
_msg.accountId = accountId;
_msg.accessToken = accessToken;
_msg.symbolName = symbolName;
_msg.orderType = ProtoOAOrderType.OA_STOP;
_msg.tradeSide = tradeSide;
_msg.volume = volume;
_msg.stopPrice = stopPrice;
_msg.comment = "TradingApiTest.CreateStopOrderRequest";
return(CreateMessage((uint)_msg.payloadType, Utils.Serialize <ProtoOACreateOrderReq>(_msg), clientMsgId));
}
public ProtoOAPosition.Builder CreatePositionBuilder(long positionId, ProtoOAPositionStatus positionStatus, long accountId, ProtoTradeSide tradeSide, string symbolName, long volume, double entryPrice, long swap,
long commission, long openTimestamp, string channel = null, string comment = null)
{
var _obj = ProtoOAPosition.CreateBuilder();
_obj.SetPositionId(positionId);
_obj.SetPositionStatus(positionStatus);
_obj.SetAccountId(accountId);
_obj.SetTradeSide(tradeSide);
_obj.SetSymbolName(symbolName);
_obj.SetVolume(volume);
_obj.SetEntryPrice(entryPrice);
_obj.SetSwap(swap);
_obj.SetCommission(commission);
_obj.SetOpenTimestamp(openTimestamp);
if (channel != null)
{
_obj.SetChannel(channel);
}
if (comment != null)
{
_obj.SetComment(comment);
}
return(_obj);
}
public ProtoOAOrder.Builder CreateOrderBuilder(long orderId, long accountId, ProtoOAOrderType orderType, ProtoTradeSide tradeSide, string symbolName, long requestedVolume, long executedVolume, bool closingOrder,
string channel = null, string comment = null)
{
var _obj = ProtoOAOrder.CreateBuilder();
_obj.SetOrderId(orderId);
_obj.SetAccountId(accountId);
_obj.SetOrderType(orderType);
_obj.SetTradeSide(tradeSide);
_obj.SetSymbolName(symbolName);
_obj.SetRequestedVolume(requestedVolume);
_obj.SetExecutedVolume(executedVolume);
_obj.SetClosingOrder(closingOrder);
if (channel != null)
{
_obj.SetChannel(channel);
}
if (comment != null)
{
_obj.SetComment(comment);
}
return(_obj);
}
public void SendMarketOrderRequest (long testAccountId, string symbol, ProtoTradeSide tradeSide, long volume)
{
var _msg = outgoingMsgFactory.CreateMarketOrderRequest (testAccountId, authToken, symbol, tradeSide, volume, clientMsgId);
if (isDebugIsOn)
Console.WriteLine ("SendMarketOrderRequest() Message to be send:\n{0}", OpenApiMessagesPresentation.ToString (_msg));
writeQueue.Enqueue (Utils.Serialize (_msg));
}
static public string TradeSideToString(ProtoTradeSide tradeSide)
{
switch (tradeSide)
{
case ProtoTradeSide.BUY:
return "BUY";
case ProtoTradeSide.SELL:
return "SELL";
default:
return "unknown";
}
}
public ProtoMessage CreateStopOrderRequest(long accountId, string accessToken, string symbolName, ProtoTradeSide tradeSide, long volume, double stopPrice, string clientMsgId = null)
{
var _msg = new ProtoOACreateOrderReq();
_msg.accountId = accountId;
_msg.accessToken = accessToken;
_msg.symbolName = symbolName;
_msg.orderType = ProtoOAOrderType.OA_STOP;
_msg.tradeSide = tradeSide;
_msg.volume = volume;
_msg.stopPrice = stopPrice;
_msg.comment = "TradingApiTest.CreateStopOrderRequest";
return CreateMessage((uint)_msg.payloadType, Utils.Serialize<ProtoOACreateOrderReq>(_msg), clientMsgId);
}
public ProtoMessage CreateMarketRangeOrderRequest(long accountId, string accessToken, string symbolName, ProtoTradeSide tradeSide, long volume, double baseSlippagePrice, long slippageInPips, string clientMsgId = null)
{
var _msg = new ProtoOACreateOrderReq();
_msg.accountId = accountId;
_msg.accessToken = accessToken;
_msg.symbolName = symbolName;
_msg.orderType = ProtoOAOrderType.OA_MARKET_RANGE;
_msg.tradeSide = tradeSide;
_msg.volume = volume;
_msg.baseSlippagePrice = baseSlippagePrice;
_msg.slippageInPips = slippageInPips;
_msg.comment = "TradingApiTest.CreateMarketRangeOrderRequest";
return CreateMessage((uint)_msg.payloadType, Utils.Serialize<ProtoOACreateOrderReq>(_msg), clientMsgId);
}
public ProtoMessage CreateMarketRangeOrderRequest(long accountId, string accessToken, string symbolName, ProtoTradeSide tradeSide, long volume, double baseSlippagePrice, long slippageInPips, string clientMsgId = null)
{
var _msg = new ProtoOACreateOrderReq();
_msg.accountId = accountId;
_msg.accessToken = accessToken;
_msg.symbolName = symbolName;
_msg.orderType = ProtoOAOrderType.OA_MARKET_RANGE;
_msg.tradeSide = tradeSide;
_msg.volume = volume;
_msg.baseSlippagePrice = baseSlippagePrice;
_msg.slippageInPips = slippageInPips;
_msg.comment = "TradingApiTest.CreateMarketRangeOrderRequest";
return(CreateMessage((uint)_msg.payloadType, Utils.Serialize <ProtoOACreateOrderReq>(_msg), clientMsgId));
}
