Exemple #1
0
IO2GRequest *joinToNewGroupRequest(IO2GSession *session, const char *sAccountID,
        std::vector<std::string> &orderIDs, int iContingencyType)
{
    O2G2Ptr<IO2GRequestFactory> requestFactory = session->getRequestFactory();
    if (!requestFactory)
    {
        std::cout << "Cannot create request factory" << std::endl;
        return NULL;
    }
    O2G2Ptr<IO2GValueMap> valuemap = requestFactory->createValueMap();
    valuemap->setString(Command, O2G2::Commands::JoinToNewContingencyGroup);
    valuemap->setInt(ContingencyGroupType, iContingencyType);

    for (size_t i=0; i < orderIDs.size(); ++i)
    {
        O2G2Ptr<IO2GValueMap> valuemapChild = requestFactory->createValueMap();
        valuemapChild->setString(OrderID, orderIDs[i].c_str());
        valuemapChild->setString(AccountID, sAccountID);
        valuemap->appendChild(valuemapChild);
    }

    O2G2Ptr<IO2GRequest> request = requestFactory->createOrderRequest(valuemap);
    if (!request)
    {
        std::cout << requestFactory->getLastError() << std::endl;
        return NULL;
    }
    return request.Detach();
}
IO2GRequest *createEntryOrderRequest(IO2GSession *session, const char *sOfferID, const char *sAccountID, int iAmount, double dRate, const char *sBuySell, const char *sOrderType, const char *expDate)
{
    O2G2Ptr<IO2GRequestFactory> requestFactory = session->getRequestFactory();
    if (!requestFactory)
    {
        std::cout << "Cannot create request factory" << std::endl;
        return NULL;
    }
    O2G2Ptr<IO2GValueMap> valuemap = requestFactory->createValueMap();
    valuemap->setString(Command, O2G2::Commands::CreateOrder);
    valuemap->setString(OrderType, sOrderType);
    valuemap->setString(AccountID, sAccountID);
    valuemap->setString(OfferID, sOfferID);
    valuemap->setString(BuySell, sBuySell);
    valuemap->setInt(Amount, iAmount);
    valuemap->setDouble(Rate, dRate);
    valuemap->setString(CustomID, "EntryOrder");

    if(strcmp(expDate, "") != 0)
    {
        valuemap->setString(TimeInForce, "GTD"); // 'Good till Date'
        valuemap->setString(ExpireDateTime, expDate); //  FIX UTCTimestamp format: "yyyyMMdd- HH:mm:ss.SSS" (milliseconds are optional)
    }

    O2G2Ptr<IO2GRequest> request = requestFactory->createOrderRequest(valuemap);
    if (!request)
    {
        std::cout << requestFactory->getLastError() << std::endl;
        return NULL;
    }
    return request.Detach();
}
Exemple #3
0
IO2GRequest *createOTORequest(IO2GSession *session, const char *sOfferID, const char *sAccountID, int iAmount, double dRatePrimary, double dRateSecondary)
{
    O2G2Ptr<IO2GRequestFactory> requestFactory = session->getRequestFactory();
    if (!requestFactory)
    {
        std::cout << "Cannot create request factory" << std::endl;
        return NULL;
    }
    O2G2Ptr<IO2GValueMap> valuemap = requestFactory->createValueMap();
    valuemap->setString(Command, O2G2::Commands::CreateOTO);

    O2G2Ptr<IO2GValueMap> valuemapPrimary = requestFactory->createValueMap();
    valuemapPrimary->setString(Command, O2G2::Commands::CreateOrder);
    valuemapPrimary->setString(OrderType, O2G2::Orders::StopEntry);
    valuemapPrimary->setString(AccountID, sAccountID);
    valuemapPrimary->setString(OfferID, sOfferID);
    valuemapPrimary->setString(BuySell, O2G2::Sell);
    valuemapPrimary->setInt(Amount, iAmount);
    valuemapPrimary->setDouble(Rate, dRatePrimary);
    valuemap->appendChild(valuemapPrimary);

    O2G2Ptr<IO2GValueMap> valuemapSecondary = requestFactory->createValueMap();
    valuemapSecondary->setString(Command, O2G2::Commands::CreateOrder);
    valuemapSecondary->setString(OrderType, O2G2::Orders::StopEntry);
    valuemapSecondary->setString(AccountID, sAccountID);
    valuemapSecondary->setString(OfferID, sOfferID);
    valuemapSecondary->setString(BuySell, O2G2::Buy);
    valuemapSecondary->setInt(Amount, iAmount);
    valuemapSecondary->setDouble(Rate, dRateSecondary);
    valuemap->appendChild(valuemapSecondary);

    O2G2Ptr<IO2GRequest> request = requestFactory->createOrderRequest(valuemap);
    if (!request)
    {
        std::cout << requestFactory->getLastError() << std::endl;
        return NULL;
    }
    return request.Detach();
}
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;
}
bool ForexConnectClient::closePosition(const std::string& tradeID)
{
    TableHandler<Trades, IO2GTradesTable, IO2GTradeTableRow> handler(mpSession);
    IO2GTradeTableRow *tradeRow = NULL;
    IO2GTableIterator tableIterator;
    while (true) {
	tradeRow = handler.getNextRow();
	if (!tradeRow) {
	    BOOST_LOG_TRIVIAL(error) << "Could not find trade with ID = " << tradeID;
	    return false;
	}
	if (tradeID == tradeRow->getTradeID()) {
	    break;
	}
    }
    O2G2Ptr<IO2GValueMap> valuemap = mpRequestFactory->createValueMap();
    valuemap->setString(Command, O2G2::Commands::CreateOrder);
    valuemap->setString(OrderType, O2G2::Orders::TrueMarketClose);
    valuemap->setString(AccountID, mAccountID.c_str());
    valuemap->setString(OfferID, tradeRow->getOfferID());
    valuemap->setString(TradeID, tradeID.c_str());
    valuemap->setString(BuySell, (strcmp(tradeRow->getBuySell(), O2G2::Buy) == 0) ? O2G2::Sell : O2G2::Buy);
    valuemap->setInt(Amount, tradeRow->getAmount());
    valuemap->setString(CustomID, "CloseMarketOrder");
    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;
}
IO2GRequest *createTrueMarketOrderRequest(IO2GSession *session, const char *sOfferID, const char *sAccountID, int iAmount, const char *sBuySell)
{
    O2G2Ptr<IO2GRequestFactory> requestFactory = session->getRequestFactory();
    if (!requestFactory)
    {
        std::cout << "Cannot create request factory" << std::endl;
        return NULL;
    }
    O2G2Ptr<IO2GValueMap> valuemap = requestFactory->createValueMap();
    valuemap->setString(Command, O2G2::Commands::CreateOrder);
    valuemap->setString(OrderType, O2G2::Orders::TrueMarketOpen);
    valuemap->setString(AccountID, sAccountID);
    valuemap->setString(OfferID, sOfferID);
    valuemap->setString(BuySell, sBuySell);
    valuemap->setInt(Amount, iAmount);
    valuemap->setString(CustomID, "TrueMarketOrder");
    O2G2Ptr<IO2GRequest> request = requestFactory->createOrderRequest(valuemap);
    if (!request)
    {
        std::cout << requestFactory->getLastError() << std::endl;
        return NULL;
    }
    return request.Detach();
}
IO2GRequest *createOTOCORequest(IO2GSession *session, const char *sOfferID, const char *sAccountID, int iAmount, double dRatePrimary, double dRateOcoFirst, double dRateOcoSecond)
{
	O2G2Ptr<IO2GRequestFactory> requestFactory = session->getRequestFactory();
	if (requestFactory)
	{
		// Create OTO command
		O2G2Ptr<IO2GValueMap> valuemapMain = requestFactory->createValueMap();
		valuemapMain->setString(Command, O2G2::Commands::CreateOTO);

		// Create Entry order
		O2G2Ptr<IO2GValueMap> valuemapPrimary = requestFactory->createValueMap();
		valuemapPrimary->setString(Command, O2G2::Commands::CreateOrder);
		valuemapPrimary->setString(OrderType, O2G2::Orders::StopEntry);
		valuemapPrimary->setString(AccountID, sAccountID);
		valuemapPrimary->setString(OfferID, sOfferID);
		valuemapPrimary->setString(BuySell, O2G2::Sell);
		valuemapPrimary->setInt(Amount, iAmount);
		valuemapPrimary->setDouble(Rate, dRatePrimary);

		// Create OCO group of orders
		O2G2Ptr<IO2GValueMap> valuemapOCO = requestFactory->createValueMap();
		valuemapOCO->setString(Command, O2G2::Commands::CreateOCO);

		// Create Entry orders to OCO
		O2G2Ptr<IO2GValueMap> valuemapOCOFirst = requestFactory->createValueMap();
		valuemapOCOFirst->setString(Command, O2G2::Commands::CreateOrder);
		valuemapOCOFirst->setString(OrderType, O2G2::Orders::StopEntry);
		valuemapOCOFirst->setString(AccountID, sAccountID);
		valuemapOCOFirst->setString(OfferID, sOfferID);
		valuemapOCOFirst->setString(BuySell, O2G2::Buy);
		valuemapOCOFirst->setInt(Amount, iAmount);
		valuemapOCOFirst->setDouble(Rate, dRateOcoFirst);

		O2G2Ptr<IO2GValueMap> valuemapOCOSecond = requestFactory->createValueMap();
		valuemapOCOSecond->setString(Command, O2G2::Commands::CreateOrder);
		valuemapOCOSecond->setString(OrderType, O2G2::Orders::StopEntry);
		valuemapOCOSecond->setString(AccountID, sAccountID);
		valuemapOCOSecond->setString(OfferID, sOfferID);
		valuemapOCOSecond->setString(BuySell, O2G2::Buy);
		valuemapOCOSecond->setInt(Amount, iAmount);
		valuemapOCOSecond->setDouble(Rate, dRateOcoSecond);

		// Fill the created groups. Please note, first you should add an entry order to OTO order and then OCO group of orders
		valuemapMain->appendChild(valuemapPrimary);;
		valuemapOCO->appendChild(valuemapOCOFirst);
		valuemapOCO->appendChild(valuemapOCOSecond);
		valuemapMain->appendChild(valuemapOCO);

		O2G2Ptr<IO2GRequest> request = requestFactory->createOrderRequest(valuemapMain);
		if (!request)
		{
			std::cout << requestFactory->getLastError() << std::endl;
			return NULL;
		}
		return request.Detach();
	}
	else
	{
		std::cout << "Cannot create request factory" << std::endl;
		return NULL;
	}
}