public List <candleTick> getHistoricalPrice(List <string> securities, List <string> tinterfaces, string granularity, string side, int number)
{
hftRequest hftrequest = new hftRequest();
hftrequest.getHistoricalPrice = new getHistoricalPriceRequest(user, token, securities, tinterfaces, granularity, side, number);
Object res = sendRequest(hftrequest, "/getHistoricalPrice", false, null);
return((List <candleTick>)res);
}
public List <accountTick> getAccount()
{
hftRequest hftrequest = new hftRequest();
hftrequest.getAccount = new getAccountRequest(user, token);
Object res = sendRequest(hftrequest, "/getAccount", false, null);
return((List <accountTick>)res);
}
public string getOrderBegin(List <string> securities, List <string> tinterfaces, List <string> types, int interval, AdharaHFTListener listener)
{
hftRequest hftrequest = new hftRequest();
hftrequest.getOrder = new getOrderRequest(user, token, securities, tinterfaces, types, interval);
Object res = sendRequest(hftrequest, "/getOrder", true, listener);
return((string)res);
}
public List <cancelTick> cancelOrder(List <string> orders)
{
hftRequest hftrequest = new hftRequest();
hftrequest.cancelOrder = new cancelOrderRequest(user, token, orders);
Object res = sendRequest(hftrequest, "/cancelOrder", false, null);
return((List <cancelTick>)res);
}
public string getPositionBegin(List <string> assets, List <string> securities, List <string> accounts, int interval, AdharaHFTListener listener)
{
hftRequest hftrequest = new hftRequest();
hftrequest.getPosition = new getPositionRequest(user, token, assets, securities, accounts, interval);
Object res = sendRequest(hftrequest, "/getPosition", true, listener);
return((string)res);
}
public string getPriceBegin(List <string> securities, List <string> tinterfaces, string granularity, int levels, int interval, AdharaHFTListener listener)
{
hftRequest hftrequest = new hftRequest();
hftrequest.getPrice = new getPriceRequest(user, token, securities, tinterfaces, granularity, levels, interval);
Object res = sendRequest(hftrequest, "/getPrice", true, listener);
return((string)res);
}
public positionTick getPosition(List <string> assets, List <string> securities, List <string> accounts)
{
hftRequest hftrequest = new hftRequest();
hftrequest.getPosition = new getPositionRequest(user, token, assets, securities, accounts, 0);
Object res = sendRequest(hftrequest, "/getPosition", false, null);
return((positionTick)res);
}
public List <tinterfaceTick> getInterface()
{
hftRequest hftrequest = new hftRequest();
hftrequest.getInterface = new getInterfaceRequest(user, token);
Object res = sendRequest(hftrequest, "/getInterface", false, null);
return((List <tinterfaceTick>)res);
}
public List <priceTick> getPrice(List <string> securities, List <string> tinterfaces, string granularity, int levels)
{
hftRequest hftrequest = new hftRequest();
hftrequest.getPrice = new getPriceRequest(user, token, securities, tinterfaces, granularity, levels, 0);
Object res = sendRequest(hftrequest, "/getPrice", false, null);
return((List <priceTick>)res);
}
public List <orderTick> getOrder(List <string> securities, List <string> tinterfaces, List <string> types)
{
hftRequest hftrequest = new hftRequest();
hftrequest.getOrder = new getOrderRequest(user, token, securities, tinterfaces, types, 0);
Object res = sendRequest(hftrequest, "/getOrder", false, null);
return((List <orderTick>)res);
}
public List <orderRequest> setOrder(List <orderRequest> orders)
{
hftRequest hftrequest = new hftRequest();
hftrequest.setOrder = new setOrderRequest(user, token, orders);
Object res = sendRequest(hftrequest, "/setOrder", false, null);
return((List <orderRequest>)res);
}
public List <modifyTick> modifyOrder(List <modOrder> orders)
{
hftRequest hftrequest = new hftRequest();
hftrequest.modifyOrder = new modifyOrderRequest(user, token, orders);
Object res = sendRequest(hftrequest, "/modifyOrder", false, null);
return((List <modifyTick>)res);;
}
public List<candleTick> getHistoricalPrice(List<string> securities, List<string> tinterfaces, string granularity, string side, int number)
{
hftRequest hftrequest = new hftRequest();
hftrequest.getHistoricalPrice = new getHistoricalPriceRequest(user, token, securities, tinterfaces, granularity, side, number);
Object res = sendRequest(hftrequest, "/getHistoricalPrice", false, null);
return (List<candleTick>) res;
}
public List<orderTick> getOrder(List<string> securities, List<string> tinterfaces, List<string> types)
{
hftRequest hftrequest = new hftRequest();
hftrequest.getOrder = new getOrderRequest(user, token, securities, tinterfaces, types, 0);
Object res = sendRequest(hftrequest, "/getOrder", false, null);
return (List<orderTick>)res;
}
public List<modifyTick> modifyOrder(List<modOrder> orders)
{
hftRequest hftrequest = new hftRequest();
hftrequest.modifyOrder = new modifyOrderRequest(user, token, orders);
Object res = sendRequest(hftrequest, "/modifyOrder", false, null);
return (List<modifyTick>)res; ;
}
public string getPriceBegin(List<string> securities, List<string> tinterfaces, string granularity, int levels, int interval, ArthikaHFTListener listener)
{
hftRequest hftrequest = new hftRequest();
hftrequest.getPrice = new getPriceRequest(user, token, securities, tinterfaces, granularity, levels, interval);
Object res = sendRequest(hftrequest, "/getPrice", true, listener);
return (string) res;
}
public List<priceTick> getPrice(List<string> securities, List<string> tinterfaces, string granularity, int levels)
{
hftRequest hftrequest = new hftRequest();
hftrequest.getPrice = new getPriceRequest(user, token, securities, tinterfaces, granularity, levels, 0);
Object res = sendRequest(hftrequest, "/getPrice", false, null);
return (List<priceTick>) res;
}
public string getPositionBegin(List<string> assets, List<string> securities, List<string> accounts, int interval, ArthikaHFTListener listener)
{
hftRequest hftrequest = new hftRequest();
hftrequest.getPosition = new getPositionRequest(user, token, assets, securities, accounts, interval);
Object res = sendRequest(hftrequest, "/getPosition", true, listener);
return (string)res;
}
public positionTick getPosition(List<string> assets, List<string> securities, List<string> accounts)
{
hftRequest hftrequest = new hftRequest();
hftrequest.getPosition = new getPositionRequest(user, token, assets, securities, accounts, 0);
Object res = sendRequest(hftrequest, "/getPosition", false, null);
return (positionTick) res;
}
public string getOrderBegin(List<string> securities, List<string> tinterfaces, List<string> types, int interval, ArthikaHFTListener listener)
{
hftRequest hftrequest = new hftRequest();
hftrequest.getOrder = new getOrderRequest(user, token, securities, tinterfaces, types, interval);
Object res = sendRequest(hftrequest, "/getOrder", true, listener);
return (string)res;
}
public List<orderRequest> setOrder(List<orderRequest> orders)
{
hftRequest hftrequest = new hftRequest();
hftrequest.setOrder = new setOrderRequest(user, token, orders);
Object res = sendRequest(hftrequest, "/setOrder", false, null);
return (List<orderRequest>) res;
}
public List<tinterfaceTick> getInterface()
{
hftRequest hftrequest = new hftRequest();
hftrequest.getInterface = new getInterfaceRequest(user, token);
Object res = sendRequest(hftrequest, "/getInterface", false, null);
return (List<tinterfaceTick>) res;
}
private Object sendRequest(hftRequest hftrequest, string urlpath, bool stream, AdharaHFTListener listener)
{
if (token == null)
{
return(null);
}
int currentRequestId;
lock (Lock)
{
currentRequestId = requestId;
requestId++;
}
HttpWebRequest httpWebRequest;
if (stream)
{
httpWebRequest = (HttpWebRequest)WebRequest.Create(domain + ":" + request_port + url_stream + urlpath);
}
else
{
httpWebRequest = (HttpWebRequest)WebRequest.Create(domain + ":" + request_port + url_polling + urlpath);
}
JavaScriptSerializer serializer = new JavaScriptSerializer();
serializer.RegisterConverters(new JavaScriptConverter[] { new NullPropertiesConverter() });
httpWebRequest.ContentType = "application/json";
httpWebRequest.Method = "POST";
if (ssl)
{
httpWebRequest.ClientCertificates.Add(certificate1);
}
using (var streamWriter = new StreamWriter(httpWebRequest.GetRequestStream()))
{
streamWriter.WriteLine(serializer.Serialize(hftrequest));
Console.WriteLine(serializer.Serialize(hftrequest));
}
HttpWebResponse httpResponse;
try
{
httpResponse = (HttpWebResponse)httpWebRequest.GetResponse();
}
catch (Exception ex)
{
Console.WriteLine("Unexpected response status: " + ex.Message);
return(null);
}
StreamReader streamReader = new StreamReader(httpResponse.GetResponseStream());
if (stream)
{
Thread t = new Thread(() => handleResponse(streamReader, true, listener));
t.Name = currentRequestId.ToString();
streamReaderMap.Add(t, streamReader);
t.Start();
Console.WriteLine("Running " + t.Name);
return(t.Name);
}
else
{
Object res = handleResponse(streamReader, false, null);
streamReader.Close();
return(res);
}
}
public bool doAuthentication()
{
HttpWebRequest httpWebRequest;
JavaScriptSerializer serializer;
HttpWebResponse httpResponse;
// download certificate
certificate1 = null;
if (ssl)
{
using (WebClient client = new WebClient())
{
client.DownloadFile(ssl_cert, "ssl.cert");
}
certificate1 = new X509Certificate("ssl.cert");
}
// get challenge
httpWebRequest = (HttpWebRequest)WebRequest.Create(domain + ":" + authentication_port + url_challenge);
serializer = new JavaScriptSerializer();
httpWebRequest.ContentType = "application/json";
httpWebRequest.Method = "POST";
if (ssl)
{
httpWebRequest.ClientCertificates.Add(certificate1);
}
using (var streamWriter = new StreamWriter(httpWebRequest.GetRequestStream()))
{
hftRequest request = new hftRequest();
request.getAuthorizationChallenge = new getAuthorizationChallengeRequest(user);
streamWriter.WriteLine(serializer.Serialize(request));
//Console.WriteLine(serializer.Serialize(request));
}
try
{
httpResponse = (HttpWebResponse)httpWebRequest.GetResponse();
}
catch (Exception ex)
{
Console.WriteLine("Unexpected response status: " + ex.Message);
return false;
}
using (StreamReader streamReader = new StreamReader(httpResponse.GetResponseStream()))
{
try
{
challenge = (string)handleResponse(streamReader, false, null);
}
catch (SocketException ex) { Console.WriteLine(ex.Message); }
catch (IOException ioex) { Console.WriteLine(ioex.Message); }
}
// create challenge response
string res = challenge;
char[] passwordArray = password.ToCharArray();
foreach (byte passwordLetter in passwordArray)
{
int value = Convert.ToInt32(passwordLetter);
string hexOutput = String.Format("{0:X}", value);
res = res + hexOutput;
}
int NumberChars = res.Length;
byte[] bytes = new byte[NumberChars / 2];
for (int i = 0; i < NumberChars; i += 2)
{
bytes[i / 2] = Convert.ToByte(res.Substring(i, 2), 16);
}
SHA1 sha = new SHA1CryptoServiceProvider();
byte[] tokenArray = sha.ComputeHash(bytes);
string challengeresp = BitConverter.ToString(tokenArray);
challengeresp = challengeresp.Replace("-", "");
// get token with challenge response
httpWebRequest = (HttpWebRequest)WebRequest.Create(domain + ":" + authentication_port + url_token);
serializer = new JavaScriptSerializer();
httpWebRequest.ContentType = "application/json";
httpWebRequest.Method = "POST";
if (ssl)
{
httpWebRequest.ClientCertificates.Add(certificate1);
}
using (var streamWriter = new StreamWriter(httpWebRequest.GetRequestStream()))
{
hftRequest request = new hftRequest();
request.getAuthorizationToken = new getAuthorizationTokenRequest(user, challengeresp);
streamWriter.WriteLine(serializer.Serialize(request));
//Console.WriteLine(serializer.Serialize(request));
}
try
{
httpResponse = (HttpWebResponse)httpWebRequest.GetResponse();
}
catch (Exception ex){
Console.WriteLine("Unexpected response status: " + ex.Message);
return false;
}
using (StreamReader streamReader = new StreamReader(httpResponse.GetResponseStream()))
{
try
{
token = (string)handleResponse(streamReader, false, null);
return true;
}
catch (SocketException ex) { Console.WriteLine(ex.Message); return false; }
catch (IOException ioex) { Console.WriteLine(ioex.Message); return false; }
}
}
private Object sendRequest(hftRequest hftrequest, string urlpath, bool stream, ArthikaHFTListener listener)
{
if (token == null)
{
return null;
}
int currentRequestId;
lock (Lock)
{
currentRequestId = requestId;
requestId++;
}
HttpWebRequest httpWebRequest;
if (stream)
{
httpWebRequest = (HttpWebRequest)WebRequest.Create(domain + ":" + request_port + url_stream + urlpath);
}
else
{
httpWebRequest = (HttpWebRequest)WebRequest.Create(domain + ":" + request_port + url_polling + urlpath);
}
JavaScriptSerializer serializer = new JavaScriptSerializer();
serializer.RegisterConverters(new JavaScriptConverter[] { new NullPropertiesConverter() });
httpWebRequest.ContentType = "application/json";
httpWebRequest.Method = "POST";
if (ssl)
{
httpWebRequest.ClientCertificates.Add(certificate1);
}
using (var streamWriter = new StreamWriter(httpWebRequest.GetRequestStream()))
{
streamWriter.WriteLine(serializer.Serialize(hftrequest));
Console.WriteLine(serializer.Serialize(hftrequest));
}
HttpWebResponse httpResponse;
try
{
httpResponse = (HttpWebResponse)httpWebRequest.GetResponse();
}
catch (Exception ex)
{
Console.WriteLine("Unexpected response status: " + ex.Message);
return null;
}
StreamReader streamReader = new StreamReader(httpResponse.GetResponseStream());
if (stream)
{
Thread t = new Thread(() => handleResponse(streamReader, true, listener));
t.Name = currentRequestId.ToString();
streamReaderMap.Add(t, streamReader);
t.Start();
Console.WriteLine("Running " + t.Name);
return t.Name;
}
else
{
Object res = handleResponse(streamReader, false, null);
streamReader.Close();
return res;
}
}
public List<accountTick> getAccount()
{
hftRequest hftrequest = new hftRequest();
hftrequest.getAccount = new getAccountRequest(user, token);
Object res = sendRequest(hftrequest, "/getAccount", false, null);
return (List<accountTick>) res;
}
public bool doAuthentication()
{
HttpWebRequest httpWebRequest;
JavaScriptSerializer serializer;
HttpWebResponse httpResponse;
// download certificate
certificate1 = null;
if (ssl)
{
using (WebClient client = new WebClient())
{
client.DownloadFile(ssl_cert, "ssl.cert");
}
certificate1 = new X509Certificate("ssl.cert");
}
// get challenge
httpWebRequest = (HttpWebRequest)WebRequest.Create(domain + ":" + authentication_port + url_challenge);
serializer = new JavaScriptSerializer();
httpWebRequest.ContentType = "application/json";
httpWebRequest.Method = "POST";
if (ssl)
{
httpWebRequest.ClientCertificates.Add(certificate1);
}
using (var streamWriter = new StreamWriter(httpWebRequest.GetRequestStream()))
{
hftRequest request = new hftRequest();
request.getAuthorizationChallenge = new getAuthorizationChallengeRequest(user);
streamWriter.WriteLine(serializer.Serialize(request));
//Console.WriteLine(serializer.Serialize(request));
}
try
{
httpResponse = (HttpWebResponse)httpWebRequest.GetResponse();
}
catch (Exception ex)
{
Console.WriteLine("Unexpected response status: " + ex.Message);
return(false);
}
using (StreamReader streamReader = new StreamReader(httpResponse.GetResponseStream()))
{
try
{
challenge = (string)handleResponse(streamReader, false, null);
}
catch (SocketException ex) { Console.WriteLine(ex.Message); }
catch (IOException ioex) { Console.WriteLine(ioex.Message); }
}
// create challenge response
string res = challenge;
char[] passwordArray = password.ToCharArray();
foreach (byte passwordLetter in passwordArray)
{
int value = Convert.ToInt32(passwordLetter);
string hexOutput = String.Format("{0:X}", value);
res = res + hexOutput;
}
int NumberChars = res.Length;
byte[] bytes = new byte[NumberChars / 2];
for (int i = 0; i < NumberChars; i += 2)
{
bytes[i / 2] = Convert.ToByte(res.Substring(i, 2), 16);
}
SHA1 sha = new SHA1CryptoServiceProvider();
byte[] tokenArray = sha.ComputeHash(bytes);
string challengeresp = BitConverter.ToString(tokenArray);
challengeresp = challengeresp.Replace("-", "");
// get token with challenge response
httpWebRequest = (HttpWebRequest)WebRequest.Create(domain + ":" + authentication_port + url_token);
serializer = new JavaScriptSerializer();
httpWebRequest.ContentType = "application/json";
httpWebRequest.Method = "POST";
if (ssl)
{
httpWebRequest.ClientCertificates.Add(certificate1);
}
using (var streamWriter = new StreamWriter(httpWebRequest.GetRequestStream()))
{
hftRequest request = new hftRequest();
request.getAuthorizationToken = new getAuthorizationTokenRequest(user, challengeresp);
streamWriter.WriteLine(serializer.Serialize(request));
//Console.WriteLine(serializer.Serialize(request));
}
try
{
httpResponse = (HttpWebResponse)httpWebRequest.GetResponse();
}
catch (Exception ex) {
Console.WriteLine("Unexpected response status: " + ex.Message);
return(false);
}
using (StreamReader streamReader = new StreamReader(httpResponse.GetResponseStream()))
{
try
{
token = (string)handleResponse(streamReader, false, null);
return(true);
}
catch (SocketException ex) { Console.WriteLine(ex.Message); return(false); }
catch (IOException ioex) { Console.WriteLine(ioex.Message); return(false); }
}
}
public List<cancelTick> cancelOrder(List<string> orders)
{
hftRequest hftrequest = new hftRequest();
hftrequest.cancelOrder = new cancelOrderRequest(user, token, orders);
Object res = sendRequest(hftrequest, "/cancelOrder", false, null);
return (List<cancelTick>) res;
}
