void ForexConnectWrapper::closeMarket(const std::string tradeID, int amount) { IO2GTradeTableRow *trade = getTradeTableRow(tradeID); if (!trade) { std::stringstream ss; ss << "Could not find trade with ID = " << tradeID; log(ss.str()); throw ss.str().c_str(); } IO2GValueMap *valuemap = mRequestFactory->createValueMap(); valuemap->setString(Command, O2G2::Commands::CreateOrder); valuemap->setString(OrderType, O2G2::Orders::TrueMarketClose); valuemap->setString(AccountID, sAccountID.c_str()); valuemap->setString(OfferID, trade->getOfferID()); valuemap->setString(TradeID, tradeID.c_str()); valuemap->setString(BuySell, ( strncmp(trade->getBuySell(), "B", 1) == 0 ? O2G2::Sell : O2G2::Buy ) ); trade->release(); valuemap->setInt(Amount, amount); //valuemap->setString(CustomID, "Custom"); IO2GRequest *request = mRequestFactory->createOrderRequest(valuemap); valuemap->release(); TableListener *tableListener = new TableListener(); tableListener->setRequestID(request->getRequestID()); IO2GTableManager *tableManager = getLoadedTableManager(); subscribeTableListener(tableManager, tableListener); Listener *ll = new Listener(session); IO2GResponse *response = ll->sendRequest(request); request->release(); ll->release(); if (!response) { std::stringstream ss; ss << "Failed to get response to closeMarket request " << tradeID << " " << amount; log(ss.str()); throw ss.str().c_str(); } tableListener->waitForTableUpdate(); response->release(); unsubscribeTableListener(tableManager, tableListener); tableListener->release(); tableManager->release(); }
void ForexConnectWrapper::openMarket(const std::string symbol, const std::string direction, int amount) { if (direction != O2G2::Sell && direction != O2G2::Buy) { log("Direction must be 'B' or 'S'"); throw "Direction must be 'B' or 'S'"; } std::string sOfferID = getOfferID(symbol); IO2GValueMap *valuemap = mRequestFactory->createValueMap(); valuemap->setString(Command, O2G2::Commands::CreateOrder); valuemap->setString(OrderType, O2G2::Orders::TrueMarketOpen); valuemap->setString(AccountID, sAccountID.c_str()); valuemap->setString(OfferID, sOfferID.c_str()); valuemap->setString(BuySell, direction.c_str()); valuemap->setInt(Amount, amount); valuemap->setString(TimeInForce, O2G2::TIF::IOC); IO2GRequest *orderRequest = mRequestFactory->createOrderRequest(valuemap); valuemap->release(); TableListener *tableListener = new TableListener(); tableListener->setRequestID(orderRequest->getRequestID()); IO2GTableManager *tableManager = getLoadedTableManager(); subscribeTableListener(tableManager, tableListener); Listener *ll = new Listener(session); IO2GResponse *response = ll->sendRequest(orderRequest); orderRequest->release(); ll->release(); if (!response) { std::stringstream ss; ss << "Failed to send openMarket request " << symbol << " " << direction << " " << amount; log(ss.str()); throw ss.str().c_str(); } tableListener->waitForTableUpdate(); response->release(); unsubscribeTableListener(tableManager, tableListener); tableListener->release(); tableManager->release(); }
int main(int argc, char *argv[]) { std::string procName = "CreateEntry"; 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(); 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) { tableListener->subscribeEvents(tableManager); responseListener->setRequestID(request->getRequestID()); tableListener->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; } 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 = "NetStopLimit"; 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<IO2GTradeRow> trade = getTrade(tableManager, sampleParams->getAccount(), offer->getOfferID()); if (trade) { const char *sBuySell = strcmp(trade->getBuySell(), O2G2::Buy) == 0 ? O2G2::Sell : O2G2::Buy; O2G2Ptr<IO2GRequest> requestStop = createNetEntryOrderRequest(session, offer->getOfferID(), account->getAccountID(), sampleParams->getRateStop(), sBuySell, O2G2::Orders::StopEntry); if (requestStop) { tableListener->subscribeEvents(tableManager); responseListener->setRequestID(requestStop->getRequestID()); tableListener->setRequestID(requestStop->getRequestID()); session->sendRequest(requestStop); if (responseListener->waitEvents()) { O2G2Ptr<IO2GRequest> requestLimit = createNetEntryOrderRequest(session, offer->getOfferID(), account->getAccountID(), sampleParams->getRateLimit(), sBuySell, O2G2::Orders::LimitEntry); if (requestLimit) { responseListener->setRequestID(requestLimit->getRequestID()); tableListener->setRequestID(requestLimit->getRequestID()); session->sendRequest(requestLimit); 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 << "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 << "There are no opened positions for instrument '" << sampleParams->getInstrument() << "'" << std::endl; } } 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; }