/** Request update data received data handler. */
void ResponseListener::onTablesUpdates(IO2GResponse *data)
{
if (data)
{
O2G2Ptr<IO2GResponseReaderFactory> factory = mSession->getResponseReaderFactory();
if (factory)
{
O2G2Ptr<IO2GTablesUpdatesReader> reader = factory->createTablesUpdatesReader(data);
if (reader)
{
for (int i = 0; i < reader->size(); ++i)
{
if (reader->getUpdateTable(i) == Orders)
{
O2G2Ptr<IO2GOrderRow> order = reader->getOrderRow(i);
if (reader->getUpdateType(i) == Insert)
{
if (mRequestID == order->getRequestID())
{
std::cout << "The order has been added. OrderID='" << order->getOrderID() << "', "
<< "Type='" << order->getType() << "', "
<< "BuySell='" << order->getBuySell() << "', "
<< "Rate='" << order->getRate() << "', "
<< "TimeInForce='" << order->getTimeInForce() << "'"
<< std::endl;
SetEvent(mResponseEvent);
}
}
}
}
}
}
}
}
// Update margin requirements
void updateMargins(IO2GSession *session, ResponseListener *responseListener)
{
O2G2Ptr<IO2GRequestFactory> requestFactory = session->getRequestFactory();
if (!requestFactory)
{
std::cout << "Cannot create request factory" << std::endl;
return;
}
O2G2Ptr<IO2GValueMap> valuemap = requestFactory->createValueMap();
valuemap->setString(Command, O2G2::Commands::UpdateMarginRequirements);
O2G2Ptr<IO2GRequest> request = requestFactory->createOrderRequest(valuemap);
if (!request)
{
std::cout << requestFactory->getLastError() << std::endl;
return;
}
responseListener->setRequestID(request->getRequestID());
session->sendRequest(request);
if (!responseListener->waitEvents())
{
std::cout << "Response waiting timeout expired" << std::endl;
return;
}
O2G2Ptr<IO2GResponse> response = responseListener->getResponse();
if (response && response->getType() == MarginRequirementsResponse)
{
O2G2Ptr<IO2GResponseReaderFactory> responseFactory = session->getResponseReaderFactory();
if (responseFactory)
{
responseFactory->processMarginRequirementsResponse(response);
std::cout << "Margin requirements have been updated" << std::endl;
}
}
}
bool getHistoryPrices(IO2GSession *session, const char *sInstrument, const char *sTimeframe, DATE dtFrom, DATE dtTo, ResponseListener *responseListener)
{
O2G2Ptr<IO2GRequestFactory> factory = session->getRequestFactory();
if (!factory)
{
std::cout << "Cannot create request factory" << std::endl;
return false;
}
//find timeframe by identifier
O2G2Ptr<IO2GTimeframeCollection> timeframeCollection = factory->getTimeFrameCollection();
O2G2Ptr<IO2GTimeframe> timeframe = timeframeCollection->get(sTimeframe);
if (!timeframe)
{
std::cout << "Timeframe '" << sTimeframe << "' is incorrect!" << std::endl;
return false;
}
O2G2Ptr<IO2GRequest> request = factory->createMarketDataSnapshotRequestInstrument(sInstrument, timeframe, timeframe->getQueryDepth());
DATE dtFirst = dtTo;
// there is limit for returned candles amount
do
{
factory->fillMarketDataSnapshotRequestTime(request, dtFrom, dtFirst, false);
responseListener->setRequestID(request->getRequestID());
session->sendRequest(request);
if (!responseListener->waitEvents())
{
std::cout << "Response waiting timeout expired" << std::endl;
return false;
}
// shift "to" bound to oldest datetime of returned data
O2G2Ptr<IO2GResponse> response = responseListener->getResponse();
if (response && response->getType() == MarketDataSnapshot)
{
O2G2Ptr<IO2GResponseReaderFactory> readerFactory = session->getResponseReaderFactory();
if (readerFactory)
{
O2G2Ptr<IO2GMarketDataSnapshotResponseReader> reader = readerFactory->createMarketDataSnapshotReader(response);
if (reader->size() > 0)
{
if (abs(dtFirst - reader->getDate(0)) > 0.0001)
dtFirst = reader->getDate(0); // earliest datetime of returned data
else
break;
}
else
{
std::cout << "0 rows received" << std::endl;
break;
}
}
printPrices(session, response);
}
else
{
break;
}
} while (dtFirst - dtFrom > 0.0001);
return true;
}
std::vector<Prices> ForexConnectClient::getHistoricalPrices(const std::string& instrument,
const boost::posix_time::ptime& from,
const boost::posix_time::ptime& to,
const std::string& timeFrame)
{
std::vector<Prices> prices;
O2G2Ptr<IO2GTimeframeCollection> timeframeCollection = mpRequestFactory->getTimeFrameCollection();
O2G2Ptr<IO2GTimeframe> timeframe = timeframeCollection->get(timeFrame.c_str());
if (!timeframe)
{
BOOST_LOG_TRIVIAL(error) << "Timeframe '" << timeFrame << "' is incorrect!";
return prices;
}
O2G2Ptr<IO2GRequest> request = mpRequestFactory->createMarketDataSnapshotRequestInstrument(instrument.c_str(),
timeframe,
timeframe->getQueryDepth());
DATE dtFrom = toOleTime(from);
DATE dtTo = toOleTime(to);
DATE dtFirst = dtTo;
do
{
mpRequestFactory->fillMarketDataSnapshotRequestTime(request, dtFrom, dtFirst, false);
mpResponseListener->setRequestID(request->getRequestID());
mpSession->sendRequest(request);
if (!mpResponseListener->waitEvents())
{
BOOST_LOG_TRIVIAL(error) << "Response waiting timeout expired";
return prices;
}
// shift "to" bound to oldest datetime of returned data
O2G2Ptr<IO2GResponse> response = mpResponseListener->getResponse();
if (response && response->getType() == MarketDataSnapshot)
{
O2G2Ptr<IO2GMarketDataSnapshotResponseReader> reader = mpResponseReaderFactory->createMarketDataSnapshotReader(response);
if (reader->size() > 0)
{
if (fabs(dtFirst - reader->getDate(0)) > 0.0001)
dtFirst = reader->getDate(0); // earliest datetime of returned data
else
break;
}
else
{
BOOST_LOG_TRIVIAL(warning) << "0 rows received";
break;
}
std::vector<Prices> prc = getPricesFromResponse(response);
prices.insert(prices.end(), prc.begin(), prc.end());
}
else
{
break;
}
} while (dtFirst - dtFrom > 0.0001);
return prices;
}
int main(int argc, char *argv[])
{
std::string procName = "GetLastOrderUpdate";
if (argc == 1)
{
printHelp(procName);
return -1;
}
bool bWasError = false;
LoginParams *loginParams = new LoginParams(argc, argv);
SampleParams *sampleParams = new SampleParams(argc, argv);
printSampleParams(procName, loginParams, sampleParams);
if (!checkObligatoryParams(loginParams, sampleParams))
{
delete loginParams;
delete sampleParams;
return -1;
}
IO2GSession *session = CO2GTransport::createSession();
SessionStatusListener *sessionListener = new SessionStatusListener(session, true,
loginParams->getSessionID(),
loginParams->getPin());
session->subscribeSessionStatus(sessionListener);
bool bConnected = login(session, sessionListener, loginParams);
if (bConnected)
{
bool bIsAccountEmpty = !sampleParams->getAccount() || strlen(sampleParams->getAccount()) == 0;
O2G2Ptr<IO2GAccountRow> account = getAccount(session, sampleParams->getAccount());
ResponseListener *responseListener = new ResponseListener(session);
session->subscribeResponse(responseListener);
if (account)
{
if (bIsAccountEmpty)
{
sampleParams->setAccount(account->getAccountID());
std::cout << "Account: " << sampleParams->getAccount() << std::endl;
}
O2G2Ptr<IO2GOfferRow> offer = getOffer(session, sampleParams->getInstrument());
if (offer)
{
O2G2Ptr<IO2GLoginRules> loginRules = session->getLoginRules();
if (loginRules)
{
O2G2Ptr<IO2GTradingSettingsProvider> tradingSettingsProvider = loginRules->getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider->getBaseUnitSize(sampleParams->getInstrument(), account);
int iAmount = iBaseUnitSize * sampleParams->getLots();
O2G2Ptr<IO2GRequest> request = createTrueMarketOrderRequest(session, offer->getOfferID(), account->getAccountID(), iAmount, sampleParams->getBuySell());
if (request)
{
responseListener->setRequestID(request->getRequestID());
session->sendRequest(request);
if (responseListener->waitEvents())
{
std::string sOrderID = responseListener->getOrderID();
if (!sOrderID.empty())
{
O2G2Ptr<IO2GRequest> updateRequest = getLastOrderUpdateRequest(session, sOrderID.c_str(), account->getAccountName());
if (updateRequest)
{
responseListener->setRequestID(updateRequest->getRequestID());
session->sendRequest(updateRequest);
if (responseListener->waitEvents())
{
O2G2Ptr<IO2GResponse> response = responseListener->getResponse();
if (response && response->getType() == GetLastOrderUpdate)
{
O2G2Ptr<IO2GResponseReaderFactory> readerFactory = session->getResponseReaderFactory();
if (readerFactory)
{
O2G2Ptr<IO2GLastOrderUpdateResponseReader> reader = readerFactory->createLastOrderUpdateResponseReader(response);
char sTime[20];
formatDate(reader->getOrder()->getStatusTime(), sTime);
std::cout << "Last order update: UpdateType='" << reader->getUpdateType() << "', "
<< "OrderID='" << reader->getOrder()->getOrderID() << "', "
<< "Status='" << reader->getOrder()->getStatus() << "', "
<< "StatusTime='" << sTime << "'"
<< std::endl;
}
}
std::cout << "Done!" << std::endl;
}
else
{
std::cout << "Response waiting timeout expired" << std::endl;
bWasError = true;
}
}
else
{
std::cout << "Cannot create request" << std::endl;
bWasError = true;
}
}
}
else
{
std::cout << "Response waiting timeout expired" << std::endl;
bWasError = true;
}
}
else
{
std::cout << "Cannot create request" << std::endl;
bWasError = true;
}
}
else
{
std::cout << "Cannot get login rules" << std::endl;
bWasError = true;
}
}
else
{
std::cout << "The instrument '" << sampleParams->getInstrument() << "' is not valid" << std::endl;
bWasError = true;
}
}
else
{
std::cout << "No valid accounts" << std::endl;
bWasError = true;
}
session->unsubscribeResponse(responseListener);
responseListener->release();
logout(session, sessionListener);
}
else
{
bWasError = true;
}
session->unsubscribeSessionStatus(sessionListener);
sessionListener->release();
session->release();
delete loginParams;
delete sampleParams;
if (bWasError)
return -1;
return 0;
}
int main(int argc, char *argv[])
{
std::string procName = "SubscriptionStatus";
if (argc == 1)
{
printHelp(procName);
return -1;
}
bool bWasError = false;
LoginParams *loginParams = new LoginParams(argc, argv);
SampleParams *sampleParams = new SampleParams(argc, argv);
printSampleParams(procName, loginParams, sampleParams);
if (!checkObligatoryParams(loginParams, sampleParams))
return -1;
IO2GSession *session = CO2GTransport::createSession();
SessionStatusListener *sessionListener = new SessionStatusListener(session, true,
loginParams->getSessionID(),
loginParams->getPin());
session->subscribeSessionStatus(sessionListener);
bool bConnected = login(session, sessionListener, loginParams);
if (bConnected)
{
bool bIsAccountEmpty = !sampleParams->getAccount() || strlen(sampleParams->getAccount()) == 0;
O2G2Ptr<IO2GAccountRow> account = getAccount(session, sampleParams->getAccount());
ResponseListener *responseListener = new ResponseListener(session);
session->subscribeResponse(responseListener);
if (account)
{
if (bIsAccountEmpty)
{
sampleParams->setAccount(account->getAccountID());
std::cout << "Account: " << sampleParams->getAccount() << std::endl;
}
O2G2Ptr<IO2GOfferRow> offer = getOfferAndPrint(session, sampleParams->getInstrument());
if (offer)
{
O2G2Ptr<IO2GRequest> request = createSetSubscriptionStatusRequest(session, offer->getOfferID(), sampleParams->getStatus(), responseListener);
if (request)
{
responseListener->setRequestID(request->getRequestID());
session->sendRequest(request);
if (responseListener->waitEvents())
{
O2G2Ptr<IO2GResponse> response = responseListener->getResponse();
if (response && response->getType() == CommandResponse)
{
printf("Subscription status for '%s' is set to '%s'\n",
sampleParams->getInstrument(), sampleParams->getStatus());
}
printMargins(session, account, offer);
updateMargins(session, responseListener);
printMargins(session, account, offer);
std::cout << "Done!" << std::endl;
}
else
{
std::cout << "Response waiting timeout expired" << std::endl;
bWasError = true;
}
}
else
{
std::cout << "Cannot create request" << std::endl;
bWasError = true;
}
}
else
{
std::cout << "The instrument '" << sampleParams->getInstrument() << "' is not valid" << std::endl;
bWasError = true;
}
}
else
{
std::cout << "No valid accounts" << std::endl;
bWasError = true;
}
session->unsubscribeResponse(responseListener);
responseListener->release();
logout(session, sessionListener);
}
else
{
bWasError = true;
}
session->unsubscribeSessionStatus(sessionListener);
sessionListener->release();
session->release();
if (bWasError)
return -1;
return 0;
}