bool ForexConnectClient::openPosition(const std::string& instrument,
const std::string& buysell,
int amount)
{
if (buysell != O2G2::Sell && buysell != O2G2::Buy)
{
return false;
}
std::map<std::string, std::string> offers = getOffers();
std::string offerID;
std::map<std::string, std::string>::const_iterator offer_itr = offers.find(instrument);
if (offer_itr != offers.end()) {
offerID = offer_itr->second;
} else {
BOOST_LOG_TRIVIAL(error) << "Could not find offer row for instrument " << instrument;
return false;
}
O2G2Ptr<IO2GTradingSettingsProvider> tradingSettingsProvider = mpLoginRules->getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider->getBaseUnitSize(instrument.c_str(), mpAccountRow);
O2G2Ptr<IO2GValueMap> valuemap = mpRequestFactory->createValueMap();
valuemap->setString(Command, O2G2::Commands::CreateOrder);
valuemap->setString(OrderType, O2G2::Orders::TrueMarketOpen);
valuemap->setString(AccountID, mAccountID.c_str());
valuemap->setString(OfferID, offerID.c_str());
valuemap->setString(BuySell, buysell.c_str());
valuemap->setInt(Amount, amount * iBaseUnitSize);
valuemap->setString(TimeInForce, O2G2::TIF::IOC);
valuemap->setString(CustomID, "TrueMarketOrder");
O2G2Ptr<IO2GRequest> request = mpRequestFactory->createOrderRequest(valuemap);
if (!request)
{
BOOST_LOG_TRIVIAL(error) << mpRequestFactory->getLastError();
return false;
}
mpResponseListener->setRequestID(request->getRequestID());
mpSession->sendRequest(request);
if (mpResponseListener->waitEvents())
{
Sleep(1000); // Wait for the balance update
BOOST_LOG_TRIVIAL(info) << "Done!";
return true;
}
BOOST_LOG_TRIVIAL(error) << "Response waiting timeout expired";
return false;
}
int main(int argc, char *argv[])
{
std::string procName = "CreateEntry";
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 = 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();
int iCondDistEntryLimit = tradingSettingsProvider->getCondDistEntryLimit(sampleParams->getInstrument());
int iCondDistEntryStop = tradingSettingsProvider->getCondDistEntryStop(sampleParams->getInstrument());
std::string sOrderType = getEntryOrderType(offer->getBid(), offer->getAsk(), sampleParams->getRate(),
sampleParams->getBuySell(), offer->getPointSize(), iCondDistEntryLimit, iCondDistEntryStop);
O2G2Ptr<IO2GRequest> request = createEntryOrderRequest(session, offer->getOfferID(), account->getAccountID(), iAmount,
sampleParams->getRate(), sampleParams->getBuySell(), sOrderType.c_str(), sampleParams->getExpDate());
if (request)
{
responseListener->setRequestID(request->getRequestID());
session->sendRequest(request);
if (responseListener->waitEvents())
{
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 << "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();
if (bWasError)
return -1;
return 0;
}
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 = "CreateOTO";
if (argc == 1)
{
printHelp(procName);
return -1;
}
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();
session->useTableManager(Yes, 0);
SessionStatusListener *sessionListener = new SessionStatusListener(session, false,
loginParams->getSessionID(),
loginParams->getPin());
session->subscribeSessionStatus(sessionListener);
bool bConnected = login(session, sessionListener, loginParams);
bool bWasError = false;
if (bConnected)
{
bool bIsAccountEmpty = !sampleParams->getAccount() || strlen(sampleParams->getAccount()) == 0;
ResponseListener *responseListener = new ResponseListener();
TableListener *tableListener = new TableListener(responseListener);
session->subscribeResponse(responseListener);
O2G2Ptr<IO2GTableManager> tableManager = session->getTableManager();
O2GTableManagerStatus managerStatus = tableManager->getStatus();
while (managerStatus == TablesLoading)
{
Sleep(50);
managerStatus = tableManager->getStatus();
}
if (managerStatus == TablesLoadFailed)
{
std::cout << "Cannot refresh all tables of table manager" << std::endl;
}
O2G2Ptr<IO2GAccountRow> account = getAccount(tableManager, sampleParams->getAccount());
if (account)
{
if (bIsAccountEmpty)
{
sampleParams->setAccount(account->getAccountID());
std::cout << "Account: " << sampleParams->getAccount() << std::endl;
}
O2G2Ptr<IO2GOfferRow> offer = getOffer(tableManager, 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();
// For the purpose of this example we will place primary order 30 pips below the current market price
// and our secondary order 15 pips below the current market price
double dRatePrimary = offer->getAsk() - 30.0 * offer->getPointSize();
double dRateSecondary = offer->getAsk() - 15.0 * offer->getPointSize();
O2G2Ptr<IO2GRequest> request = createOTORequest(session, offer->getOfferID(), account->getAccountID(), iAmount, dRatePrimary, dRateSecondary);
if (request)
{
tableListener->subscribeEvents(tableManager);
std::vector<std::string> requestIDs(request->getChildrenCount());
for (int i=0; i<request->getChildrenCount(); ++i)
{
requestIDs[i] = request->getChildRequest(i)->getRequestID();
}
responseListener->setRequestIDs(requestIDs);
tableListener->setRequestIDs(requestIDs);
session->sendRequest(request);
if (responseListener->waitEvents())
{
std::cout << "Done!" << std::endl;
}
else
{
std::cout << "Response waiting timeout expired" << std::endl;
bWasError = true;
}
tableListener->unsubscribeEvents(tableManager);
tableListener->release();
}
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();
if (bWasError)
return -1;
return 0;
}
int main(int argc, char *argv[])
{
std::string procName = "OpenPosition";
if (argc == 1)
{
printHelp(procName);
return -1;
}
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();
session->useTableManager(Yes, 0);
SessionStatusListener *sessionListener = new SessionStatusListener(session, false,
loginParams->getSessionID(),
loginParams->getPin());
session->subscribeSessionStatus(sessionListener);
bool bConnected = login(session, sessionListener, loginParams);
bool bWasError = false;
if (bConnected)
{
bool bIsAccountEmpty = !sampleParams->getAccount() || strlen(sampleParams->getAccount()) == 0;
ResponseListener *responseListener = new ResponseListener();
TableListener *tableListener = new TableListener(responseListener);
session->subscribeResponse(responseListener);
O2G2Ptr<IO2GTableManager> tableManager = session->getTableManager();
O2GTableManagerStatus managerStatus = tableManager->getStatus();
while (managerStatus == TablesLoading)
{
Sleep(50);
managerStatus = tableManager->getStatus();
}
if (managerStatus == TablesLoadFailed)
{
std::cout << "Cannot refresh all tables of table manager" << std::endl;
}
O2G2Ptr<IO2GAccountRow> account = getAccount(tableManager, sampleParams->getAccount());
if (account && strcmp(account->getMaintenanceType(), "0") != 0) // not netting account
{
if (bIsAccountEmpty)
{
sampleParams->setAccount(account->getAccountID());
std::cout << "Account: " << sampleParams->getAccount() << std::endl;
}
O2G2Ptr<IO2GOfferRow> offer = getOffer(tableManager, 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)
{
tableListener->subscribeEvents(tableManager);
responseListener->setRequestID(request->getRequestID());
tableListener->setRequestID(request->getRequestID());
session->sendRequest(request);
if (responseListener->waitEvents())
{
Sleep(1000); // Wait for the balance update
std::cout << "Done!" << std::endl;
}
else
{
std::cout << "Response waiting timeout expired" << std::endl;
bWasError = true;
}
tableListener->unsubscribeEvents(tableManager);
tableListener->release();
}
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();
if (bWasError)
return -1;
return 0;
}
// Print trading settings of the first account
bool printTradingSettings(IO2GSession *session)
{
O2G2Ptr<IO2GLoginRules> loginRules = session->getLoginRules();
if (!loginRules)
{
std::cout << "Cannot get login rules" << std::endl;
return false;
}
O2G2Ptr<IO2GResponse> accountsResponse = loginRules->getTableRefreshResponse(Accounts);
if (!accountsResponse)
{
std::cout << "Cannot get response" << std::endl;
return false;
}
O2G2Ptr<IO2GResponse> offersResponse = loginRules->getTableRefreshResponse(Offers);
if (!offersResponse)
{
std::cout << "Cannot get response" << std::endl;
return false;
}
O2G2Ptr<IO2GTradingSettingsProvider> tradingSettingsProvider = loginRules->getTradingSettingsProvider();
O2G2Ptr<IO2GResponseReaderFactory> factory = session->getResponseReaderFactory();
if (!factory)
{
std::cout << "Cannot create response reader factory" << std::endl;
return false;
}
O2G2Ptr<IO2GAccountsTableResponseReader> accountsReader = factory->createAccountsTableReader(accountsResponse);
O2G2Ptr<IO2GOffersTableResponseReader> instrumentsReader = factory->createOffersTableReader(offersResponse);
O2G2Ptr<IO2GAccountRow> account = accountsReader->getRow(0);
for (int i = 0; i < instrumentsReader->size(); ++i)
{
O2G2Ptr<IO2GOfferRow> instrumentRow = instrumentsReader->getRow(i);
const char *sInstrument = instrumentRow->getInstrument();
int condDistStopForTrade = tradingSettingsProvider->getCondDistStopForTrade(sInstrument);
int condDistLimitForTrade = tradingSettingsProvider->getCondDistLimitForTrade(sInstrument);
int condDistEntryStop = tradingSettingsProvider->getCondDistEntryStop(sInstrument);
int condDistEntryLimit = tradingSettingsProvider->getCondDistEntryLimit(sInstrument);
int minQuantity = tradingSettingsProvider->getMinQuantity(sInstrument, account);
int maxQuantity = tradingSettingsProvider->getMaxQuantity(sInstrument, account);
int baseUnitSize = tradingSettingsProvider->getBaseUnitSize(sInstrument, account);
O2GMarketStatus marketStatus = tradingSettingsProvider->getMarketStatus(sInstrument);
int minTrailingStep = tradingSettingsProvider->getMinTrailingStep();
int maxTrailingStep = tradingSettingsProvider->getMaxTrailingStep();
double mmr = tradingSettingsProvider->getMMR(sInstrument, account);
std::string sMarketStatus = "unknown";
switch (marketStatus)
{
case MarketStatusOpen:
sMarketStatus = "Market Open";
break;
case MarketStatusClosed:
sMarketStatus = "Market Close";
break;
}
std::cout << "Instrument: " << sInstrument << ", Status: " << sMarketStatus << std::endl;
std::cout << "Cond.Dist: ST=" << condDistStopForTrade << "; LT=" << condDistLimitForTrade << std::endl;
std::cout << "Cond.Dist entry stop=" << condDistEntryStop << "; entry limit=" << condDistEntryLimit << std::endl;
std::cout << "Quantity: Min=" << minQuantity << "; Max=" << maxQuantity
<< "; Base unit size=" << baseUnitSize << "; MMR=" << mmr << std::endl;
double mmr2=0, emr=0, lmr=0;
if (tradingSettingsProvider->getMargins(sInstrument, account, mmr2, emr, lmr))
{
std::cout << "Three level margin: MMR=" << mmr2 << "; EMR=" << emr
<< "; LMR=" << lmr << std::endl;
}
else
{
std::cout << "Single level margin: MMR=" << mmr2 << "; EMR=" << emr
<< "; LMR=" << lmr << std::endl;
}
std::cout << "Trailing step: " << minTrailingStep << "-" << maxTrailingStep << std::endl;
}
return true;
}