示例#1
0
        public void UpdateAccountChanges(JToken jToken, OandaAccount act)
        {
            //lock (dzLock)
            //{
            ForexPosition pos = null;
            ForexData     fx  = null;

            try
            {
                if (act.LastTransactionId != jToken["lastTransactionID"].Value <string>())
                {
                    act.LastTransactionId = jToken["lastTransactionID"].Value <string>();
                    JObject chgObject      = jToken["changes"].Value <JObject>();
                    JArray  trdOpenArray   = chgObject["tradesOpened"].Value <JArray>();
                    JArray  trdCloseArray  = chgObject["tradesClosed"].Value <JArray>();
                    JArray  posArray       = chgObject["positions"].Value <JArray>();
                    JArray  filledOrdArray = chgObject["ordersFilled"].Value <JArray>();
                    JArray  cancelOrdArray = chgObject["ordersCancelled"].Value <JArray>();
                    act.OpenedTradesJson = trdOpenArray.ToString();
                    foreach (JObject posItem in posArray)
                    {
                        pos = (ForexPosition)act.PositionList.Find(obj => obj.Symbol == posItem["instrument"].Value <string>());
                        if (pos == null) //New position added
                        {
                            pos           = new ForexPosition();
                            pos.AccountId = act.Id;
                            act.PositionList.Add(pos);
                        }
                        pos.Symbol = posItem["instrument"].Value <string>();
                        JObject longObj = posItem["long"].Value <JObject>();
                        if (longObj["units"].Value <decimal>() != 0) //Existing long position updated
                        {
                            pos.TotalCount   = longObj["units"].Value <decimal>();
                            pos.AveragePrice = longObj["averagePrice"].Value <decimal>();

                            JArray tradeArray = longObj["tradeIDs"].Value <JArray>();
                            pos.TradeIdList.Clear();
                            foreach (JValue item in tradeArray)
                            {
                                pos.TradeIdList.Add(item.ToString());
                            }
                        }
                        JObject shortObj = posItem["short"].Value <JObject>();
                        if (shortObj["units"].Value <decimal>() != 0) //Existing short position updated
                        {
                            pos.TotalCount   = shortObj["units"].Value <decimal>();
                            pos.AveragePrice = shortObj["averagePrice"].Value <decimal>();

                            JArray tradeArray = shortObj["tradeIDs"].Value <JArray>();
                            pos.TradeIdList.Clear();
                            foreach (JValue item in tradeArray)
                            {
                                pos.TradeIdList.Add(item.ToString());
                            }
                        }
                        if (longObj["units"].Value <decimal>() == 0 && shortObj["units"].Value <decimal>() == 0) //Existing position closed
                        {
                            act.PositionList.Remove(pos);
                        }
                    }
                    foreach (JObject trdClsItem in trdCloseArray)
                    {
                        var trdId = trdClsItem["id"].Value <int>();
                        pos = (ForexPosition)act.PositionList.Find(obj => obj.Symbol == trdClsItem["instrument"].Value <string>());
                        if (pos != null)
                        {
                            pos.TradeList.Remove(pos.TradeList.Find(tr => tr.TradeId == trdId));
                        }
                    }

                    foreach (JObject trdOpnItem in trdOpenArray)
                    {
                        fx              = new ForexData();
                        fx.Symbol       = trdOpnItem["instrument"].Value <string>();
                        fx.AccountId    = act.Id;
                        fx.Count        = trdOpnItem["currentUnits"].Value <decimal>();
                        fx.PriceBuy     = trdOpnItem["price"].Value <decimal>();
                        fx.PurchaseTime = DateTime.Parse(trdOpnItem["openTime"].Value <string>());
                        fx.TradeId      = trdOpnItem["id"].Value <int>();
                        pos             = (ForexPosition)act.PositionList.Find(obj => obj.Symbol == trdOpnItem["instrument"].Value <string>());
                        pos.TradeList.Add(fx);
                    }
                }


                JObject stObject = jToken["state"].Value <JObject>();
                JArray  trdArray = stObject["trades"].Value <JArray>();
                JArray  pArray   = stObject["positions"].Value <JArray>();

                foreach (JObject psItem in pArray)
                {
                    pos = (ForexPosition)act.PositionList.Find(obj => obj.Symbol == psItem["instrument"].Value <string>());
                    pos.UnrealizedPL = psItem["netUnrealizedPL"].Value <decimal>();
                }
                foreach (JObject tdItem in trdArray)
                {
                    //pos = act.PositionList.Find(obj => obj.Symbol == tdItem["instrument"].Value<string>());
                    //fx = (ForexData) pos.TradeList.Find(obj => obj.Id == tdItem["id"].Value<string>());
                    fx = GetFxStockFromTradeId(act.PositionList, tdItem["id"].Value <int>());
                    if (fx != null)
                    {
                        fx.UnrealizedPL = tdItem["unrealizedPL"].Value <decimal>();
                    }
                    else
                    {
                        Console.WriteLine("Error while getting unrealized profit for trades");
                    }
                }
            }
            catch (Exception ex)
            {
                throw;
            }
            // }
        }
示例#2
0
        public T DeserializeObject <T>(JToken jToken)
        {
            T obj = default(T);

            //lock (dzLock)
            //{
            try
            {
                Type type = typeof(T);
                if (type.Name == "Quote")
                {
                    //List<Quote> qList = new List<Quote>();
                    Quote q = new Quote();
                    q.Symbol = jToken["name"].Value <string>();
                    //qList.Add(q);
                    obj = (T)Convert.ChangeType(q, typeof(T));
                }
                else if (type.Name == "OandaAccount")
                {
                    JObject      accObject = jToken["account"].Value <JObject>();
                    OandaAccount a         = new OandaAccount();
                    a.Id              = accObject["id"].Value <string>();
                    a.Balance         = accObject["balance"].Value <decimal>();
                    a.MarginAvailable = accObject["marginAvailable"].Value <decimal>();

                    JArray        posArray = accObject["positions"].Value <JArray>();
                    ForexPosition p        = null;
                    foreach (JObject item in posArray)
                    {
                        JObject longObj = item["long"].Value <JObject>();
                        if (longObj["units"].Value <decimal>() > 0)
                        {
                            p              = new ForexPosition();
                            p.Symbol       = item["instrument"].Value <string>();
                            p.AccountId    = a.Id;
                            p.TotalCount   = longObj["units"].Value <decimal>();
                            p.AveragePrice = longObj["averagePrice"].Value <decimal>();
                            p.UnrealizedPL = longObj["unrealizedPL"].Value <decimal>();

                            JArray tradeArray = longObj["tradeIDs"].Value <JArray>();
                            foreach (JValue subItem in tradeArray)
                            {
                                p.TradeIdList.Add(subItem.ToString());
                            }
                            a.PositionList.Add(p);
                        }
                        JObject shortObj = item["short"].Value <JObject>();
                        if (shortObj["units"].Value <decimal>() < 0)
                        {
                            p              = new ForexPosition();
                            p.Symbol       = item["instrument"].Value <string>();
                            p.AccountId    = a.Id;
                            p.TotalCount   = shortObj["units"].Value <decimal>();
                            p.AveragePrice = shortObj["averagePrice"].Value <decimal>();
                            p.UnrealizedPL = shortObj["unrealizedPL"].Value <decimal>();

                            JArray tradeArray = shortObj["tradeIDs"].Value <JArray>();
                            foreach (JValue subItem in tradeArray)
                            {
                                p.TradeIdList.Add(subItem.ToString());
                            }
                            a.PositionList.Add(p);
                        }
                    }
                    JArray    trdArray = accObject["trades"].Value <JArray>();
                    string    sym      = string.Empty;
                    ForexData fx       = null;
                    foreach (JObject trdItem in trdArray)
                    {
                        fx = new ForexData();
                        if (sym != trdItem["instrument"].Value <string>())
                        {
                            sym = trdItem["instrument"].Value <string>();
                            p   = (ForexPosition)a.PositionList.Find(pos => pos.Symbol == sym);
                        }
                        fx.AccountId    = a.Id;
                        fx.Symbol       = trdItem["instrument"].Value <string>();
                        fx.Count        = trdItem["currentUnits"].Value <decimal>();
                        fx.PriceBuy     = trdItem["price"].Value <decimal>();
                        fx.PurchaseTime = DateTime.Parse(trdItem["openTime"].Value <string>());
                        fx.UnrealizedPL = trdItem["unrealizedPL"].Value <decimal>();
                        fx.TradeId      = trdItem["id"].Value <int>();
                        p.TradeList.Add(fx);
                    }
                    JArray ordArray = accObject["orders"].Value <JArray>();
                    foreach (JObject ordItem in ordArray)
                    {
                    }
                    a.LastTransactionId = jToken["lastTransactionID"].Value <string>();
                    obj = (T)Convert.ChangeType(a, typeof(T));
                }
                else if (type.Name == "Order")
                {
                    //decimal execVal = 0.0m;
                    //Order o = new Order();
                    //o.OrderId = jToken["id"].Value<string>();
                    //o.Price = jToken["price"].Value<decimal>();
                    //o.Count = jToken["size"].Value<decimal>();
                    //o.Brokerage = jToken["fill_fees"].Value<decimal>();
                    //o.Cost = jToken["executed_value"].Value<decimal>();
                    //if (jToken["status"].Value<string>() == "done")
                    //{
                    //    o.Status = "ACTIVE";
                    //    o.Settled = jToken["settled"].Value<bool>();
                    //    /* if (jToken["side"].Value<string>() == "buy")
                    //         o.Cost = execVal + o.Brokerage;
                    //     else if (jToken["side"].Value<string>() == "sell")
                    //         o.Cost = execVal - o.Brokerage;*/
                    //    o.DoneAt = jToken["done_at"].Value<DateTime>();
                    //}
                    //else
                    //    o.Status = "ORDER";
                    //obj = (T)Convert.ChangeType(o, typeof(T));
                }
                else if (type.Name == "ForexPosition")
                {
                    ForexPosition p = new ForexPosition();
                    p.Symbol = jToken["instrument"].Value <string>();
                    JObject longObj  = jToken["long"].Value <JObject>();
                    JObject shortObj = jToken["short"].Value <JObject>();

                    if (longObj["units"].Value <decimal>() > 0)
                    {
                        p.TotalCount   = longObj["units"].Value <decimal>();
                        p.AveragePrice = longObj["averagePrice"].Value <decimal>();
                        p.UnrealizedPL = longObj["unrealizedPL"].Value <decimal>();
                    }
                    if (shortObj["units"].Value <decimal>() < 0)
                    {
                        p.TotalCount   = shortObj["units"].Value <decimal>();
                        p.AveragePrice = shortObj["averagePrice"].Value <decimal>();
                        p.UnrealizedPL = shortObj["unrealizedPL"].Value <decimal>();
                    }

                    JArray tradeArray = longObj["tradeIDs"].Value <JArray>();
                    foreach (JValue item in tradeArray)
                    {
                        p.TradeIdList.Add(item.ToString());
                    }

                    obj = (T)Convert.ChangeType(p, typeof(T));
                }
                else if (type.Name == "ForexData")
                {
                    ForexData fx = new ForexData();
                    fx.Symbol       = jToken["instrument"].Value <string>();
                    fx.Count        = jToken["currentUnits"].Value <decimal>();
                    fx.PriceBuy     = jToken["price"].Value <decimal>();
                    fx.PurchaseTime = DateTime.Parse(jToken["openTime"].Value <string>());
                    fx.UnrealizedPL = jToken["unrealizedPL"].Value <decimal>();
                    fx.TradeId      = jToken["id"].Value <int>();

                    obj = (T)Convert.ChangeType(fx, typeof(T));
                }
            }
            catch (Exception ex)
            {
                throw;
            }
            //}
            return(obj);
        }