/** 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; }