public void ExecuteSoftFlat(string symbol, int?timeToFlat = null)
{
var secondsToFlat = 5;
if (timeToFlat != null)
{
secondsToFlat = (int)timeToFlat;
}
FormHelper.FormSetText(String.Format("Execute soft exit for {0}", symbol));
var openPos = api.GetOpenPositionForSymbol(symbol);
if (openPos.Volume != 0 && secondsToFlat == 0)
{
ExecuteFlatOrder(symbol);
}
else if (openPos.Volume != 0 && openPos.Side == "B")
{
var vol = Math.Abs(openPos.Volume);
SoftSell(symbol, vol, secondsToFlat);
}
else if (openPos.Volume != 0 && openPos.Side == "S")
{
var vol = Math.Abs(openPos.Volume);
SoftBuy(symbol, vol, secondsToFlat);
}
else
{
ExecuteFlatOrder(symbol);
}
}
public void ExecuteBuyBidInExitHalfOffer(string symbol, int shareSize, double halfTarget)
{
api.RegisterL1(symbol);
var l1 = ExecuteGetL1(symbol);
if (l1.Symbol == null)
{
log.AddFormLogMessage(String.Format("Cannot get Lv1 for {0}", symbol));
return;
}
var openPos = api.GetOpenPositionForSymbol(symbol);
if (openPos != null && openPos.Side != "B")
{
api.FlattenSymbol(symbol);
}
var remaining = GetRemainingShareFromOpenPos(openPos, shareSize);
if (remaining > 0)
{
api.CancelBuyOrdersForSymbol(symbol);
var buyPrice = l1.BidPrice;
// only try once
api.ExecuteOrder("Buy", symbol, buyPrice, shareSize);
FormHelper.FormSetText(String.Format("Bid In @{0}", buyPrice));
log.Updatelog(String.Format("Bid In @{0}", buyPrice));
}
const int oneMinute = 60000;
Thread.Sleep(1 * oneMinute);
api.CancelBuyOrdersForSymbol(symbol);
//check if the thing gets filled
openPos = api.GetOpenPositionForSymbol(symbol);
if (openPos != null && openPos.Side == "B")
{
var halfShare = openPos.Volume / 2;
halfShare = Math.Abs(halfShare);
halfTarget = Math.Round(halfTarget, 2);
if (symbol.ToLowerInvariant().Contains("mhi"))
{
halfTarget = Math.Round(halfTarget, 0);
}
if (halfShare > 0)
{
api.ExecuteOrder("Sell", symbol, halfTarget, halfShare);
log.AddFormLogMessage(String.Format("Offer half @{0}", halfTarget));
}
}
}
public void ExecuteExitHalf(string symbol)
{
FormHelper.FormSetText(String.Format("Execute exit half for {0}", symbol));
api.RegisterL1(symbol);
var l1 = ExecuteGetL1(symbol);
if (l1.Symbol == null)
{
log.AddFormLogMessage(String.Format("Cannot get Lv1 for {0}", symbol));
return;
}
var openPos = api.GetOpenPositionForSymbol(symbol);
if (openPos.Volume == 0)
{
return;
}
var halfShare = openPos.Volume / 2;
halfShare = Math.Abs(halfShare);
//check if the thing gets filled
openPos = api.GetOpenPositionForSymbol(symbol);
if (openPos != null && openPos.Side == "B")
{
api.CancelBuyOrdersForSymbol(symbol);
if (halfShare > 0)
{
api.ExecuteOrder("Sell", symbol, l1.AskPrice, halfShare);
log.AddFormLogMessage(String.Format("Offer half @{0}", l1.AskPrice));
}
}
else
{
api.CancelSellOrdersForSymbol(symbol);
if (halfShare > 0)
{
api.ExecuteOrder("Buy", symbol, l1.BidPrice, halfShare);
log.AddFormLogMessage(String.Format("Bid half @{0}", l1.BidPrice));
}
}
const int oneMinute = 60000;
Thread.Sleep(10 * oneMinute);
api.CancelBuyOrdersForSymbol(symbol);
api.CancelSellOrdersForSymbol(symbol);
}
private void GetConnection()
{
var setting = new HttpWebDefaultSetting {
ChromeId = Global.TraderId
};
var connection = Connection.SiteConnection(setting);
if (!connection)
{
startButton.Visible = false;
FormHelper.FormSetText("Cannot connect to source");
}
}
public int SafetyCheck(int tries)
{
tries--;
//For Safety reason!!!
if (tries == 0)
{
FormHelper.FormSetText("Something is wrong with the program!");
FormHelper.FormSetText("Flat all!!!");
log.Updatelog("Safety exit!!!");
throw new ApplicationException("Something is wrong!!!");
}
return(tries);
}
public void CancelSellOrdersForSymbol(string symbol)
{
var xdoc = feed.CancelSellOrdersForSymbol(symbol);
log.Updatelog("Execute Cancel Sell Order");
try
{
xdoc.XPathSelectElements("//Content");
}
catch (Exception e)
{
log.Updatelog(e.Message);
FormHelper.FormSetText(e.Message);
}
}
public void FlattenSymbol(string symbol)
{
log.Updatelog(String.Format("Flattening symbol {0}", symbol));
FormHelper.FormSetText("FlattenSymbol: " + symbol);
var xdoc = feed.FlattenSymbol(symbol);
try
{
xdoc.XPathSelectElements("//Content");
}
catch (Exception e)
{
log.Updatelog(e.Message);
FormHelper.FormSetText(e.Message);
}
}
public void ExecuteCancelOpenOrders(string side, string symbol, int remaining)
{
if (remaining > 0)
{
FormHelper.FormSetText(String.Format("{0} shares for {1} is remained to be filled", remaining, symbol));
log.Updatelog(String.Format("Cancel Open orders, {0} shares for {1} is remained to be filled", remaining, symbol));
if (side == "Sell")
{
api.CancelSellOrdersForSymbol(symbol);
}
else if (side == "Buy")
{
api.CancelBuyOrdersForSymbol(symbol);
}
Thread.Sleep(1100);
}
}
public bool RegisterAll()
{
var success = feed.RegisterAll();
if (success)
{
FormHelper.FormSetText("Registered Sucessfully");
log.Updatelog("Registered Sucessfully");
return(true);
}
else
{
FormHelper.FormSetText("Register Failed");
log.Updatelog("Register Failed");
return(false);
}
}
public void ExecuteSellStop(string symbol, double inPrice)
{
Global.StopEntryTime = 90000;
Global.StopCheckInterval = 3000;
api.RegisterL1(symbol);
long elapsedMs = 0;
var watch = Stopwatch.StartNew();
FormHelper.FormSetText(String.Format("Execute SellStop {0} @ {1}", symbol, inPrice));
while (elapsedMs < Global.StopEntryTime)
{
var l1 = ExecuteGetL1(symbol);
if (l1.AskPrice < inPrice)
{
var sellPrice = l1.BidPrice - 0.1;
// only try once
api.ExecuteOrder("Sell", symbol, sellPrice, Global.ShareSize);
log.AddFormLogMessage(String.Format("Price reached. Market In"));
break;
}
elapsedMs = watch.ElapsedMilliseconds;
Thread.Sleep(Global.StopCheckInterval);
}
watch.Stop();
var position = api.GetOpenPositionForSymbol(symbol);
const int stopLoss = 0;
if (position.Volume != 0)
{
Global.UpdateSymbol(symbol, inPrice, stopLoss, position.Side, position.Volume);
log.AddFormLogMessage(String.Format("Filled {0} for {1}", position.Symbol, position.Volume));
}
else
{
FormHelper.FormSetText(String.Format("Did not get fill"));
log.Updatelog(String.Format("Did not get fill"));
}
api.CancelBuyOrdersForSymbol(symbol);
}
public void CheckOrderStateAndCancelOrder(string execId, string side, string symbol)
{
var orderId = api.GetOrderNumber(execId);
Thread.Sleep(1000);
var state = api.GetOrderState(orderId);
if (state.State != State.Cancelled && state.State != State.Filled)
{
FormHelper.FormSetText(String.Format("Did not get filled Cancel open orders"));
if (side == "Buy")
{
api.CancelBuyOrdersForSymbol(symbol);
}
else if (side == "Sell")
{
api.CancelSellOrdersForSymbol(symbol);
}
Thread.Sleep(1000);
}
}
public void ExecuteFlatOrder(string symbol)
{
FormHelper.FormSetText(String.Format("Executing Flat for {0},", symbol));
api.FlattenSymbol(symbol);
Global.RemoveSymbol(symbol);
}
public void ExecuteExitHalfAndMarketAfterTime(string symbol, int second)
{
FormHelper.FormSetText(String.Format("Execute exit half for {0}", symbol));
api.RegisterL1(symbol);
var l1 = ExecuteGetL1(symbol);
if (l1.Symbol == null)
{
log.AddFormLogMessage(String.Format("Cannot get Lv1 for {0}", symbol));
return;
}
var openPos = api.GetOpenPositionForSymbol(symbol);
if (openPos.Volume == 0)
{
return;
}
var initial = Math.Abs(openPos.Volume);
var halfShare = openPos.Volume / 2;
halfShare = Math.Abs(halfShare);
//check if the thing gets filled
openPos = api.GetOpenPositionForSymbol(symbol);
if (openPos != null && openPos.Side == "B")
{
api.CancelBuyOrdersForSymbol(symbol);
if (halfShare > 0)
{
api.ExecuteOrder("Sell", symbol, l1.AskPrice, halfShare);
log.AddFormLogMessage(String.Format("Offer half @{0}", l1.AskPrice));
}
}
else if (openPos != null && openPos.Side != "B")
{
api.CancelSellOrdersForSymbol(symbol);
if (halfShare > 0)
{
api.ExecuteOrder("Buy", symbol, l1.BidPrice, halfShare);
log.AddFormLogMessage(String.Format("Bid half @{0}", l1.BidPrice));
}
}
Thread.Sleep(second * 1000);
api.CancelBuyOrdersForSymbol(symbol);
api.CancelSellOrdersForSymbol(symbol);
var openPos1 = api.GetOpenPositionForSymbol(symbol);
var remaining2 = GetRemainingShareForExit(openPos1, halfShare, initial);
l1 = ExecuteGetL1(symbol);
if (l1.Symbol == null)
{
log.AddFormLogMessage(String.Format("Cannot get Lv1 for {0}", symbol));
return;
}
if (openPos1 != null && openPos1.Volume != halfShare && remaining2 > 0)
{
if (openPos1.Side == "B")
{
api.ExecuteOrder("Sell", symbol, l1.BidPrice, remaining2);
log.AddFormLogMessage(String.Format("Market half @{0}", l1.AskPrice));
}
else
{
api.ExecuteOrder("Buy", symbol, l1.AskPrice, remaining2);
log.AddFormLogMessage(String.Format("Market half @{0}", l1.BidPrice));
}
}
}
private void OnChanged(object source, FileSystemEventArgs e)
{
//Workaround for firing twice: http://stackoverflow.com/a/3042963
var lastWriteTime = File.GetLastWriteTime(e.FullPath);
log.Updatelog(String.Format("Change Detected {0}", e.FullPath));
DateTime lastExecTime;
//Cannot execute the same stock in less than 20 seconds
if (lastExecute.TryGetValue(e.FullPath, out lastExecTime))
{
log.Updatelog(String.Format("Cannot update in less than 20 second - {0} , now is {1}, last execute is {2}", e.FullPath, DateTime.Now, lastExecTime));
var diff = DateTime.Now - lastExecTime;
if (diff.TotalSeconds < 10)
{
return;
}
}
if (lastWriteTime != lastRead)
{
var sh = new SettingHelper();
var setting = sh.GetSetting();
lastExecute[e.FullPath] = DateTime.Now;
var fullPath = e.FullPath;
var name = e.Name.Replace(".txt", "");
//FormHelper.FormSetText(String.Format("File Change detected for {0}...", name));
//Non American Stocks
if (name.Contains("-TSE") || name.Contains("-TC") || name.Contains(".JP"))
{
name = name.Replace("-TSE", ".JP");
name = name.Replace("-TC", ".TO");
}
else if (name.Contains("total"))
{
CsvParser.UpdateDictionary(e.FullPath);
}
//Futures
else if (name.ToLowerInvariant() == "japanfuture")
{
name = setting.JpFuture;
}
else if (name.ToLowerInvariant() == "hongkongfuture")
{
name = setting.HkFuture;
}
else if (name.ToLowerInvariant() == "brazilfuture")
{
name = setting.BraFuture;
}
else if (name.ToLowerInvariant() == "esfuture")
{
name = setting.EsFuture;
}
else if (name.ToLowerInvariant() == "eurusd")
{
}
//American Stocks - could be amex nasdaq or nyse
else
{
var amList = Global.AmExceptionList;
var nqList = Global.NqExceptionList;
if (amList.Contains(name))
{
name = name + ".AM";
}
else if (nqList.Contains(name))
{
name = name + ".NQ";
}
else
{
name = name + ".NY";
}
}
FormHelper.FormSetText(String.Format("File Change detected for {0}...", name));
//
// For debug
//
if (name.ToLowerInvariant().Contains("test") || name.ToLowerInvariant().Contains("debug"))
{
return;
}
var line = FileReader(fullPath).Split(',');
log.Updatelog(String.Format("executing side {0} - {1}", line[0], line[1]));
}
lastRead = lastWriteTime;
}
public static void AddFormLogMessage(string text)
{
FormHelper.FormSetText(text);
Updatelog(text);
}
public static void AddFormLogMessage(this Log log, string text)
{
FormHelper.FormSetText(text);
log.Updatelog(text);
}
