コード例 #1
0
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();
}
コード例 #2
0
RowType* ForexConnectWrapper::getTableRow(O2GTable table, std::string key, bool (*finderFunc)(RowType *, std::string), ReaderType* (*readerCreateFunc)(IO2GResponseReaderFactory* , IO2GResponse *)) {

    IO2GResponse *response;

    if( !loginRules->isTableLoadedByDefault(table) ) {
        IO2GRequest *request = mRequestFactory->createRefreshTableRequestByAccount(Trades, sAccountID.c_str());

        Listener *ll = new Listener(session);
        response = ll->sendRequest(request);
        request->release();
        ll->release();
        if (!response) {
            log("No response to manual table refresh request");
            throw "No response to manual table refresh request";
        }
    } else {
        response = loginRules->getTableRefreshResponse(table);
        if (!response) {
            log("No response to automatic table refresh request");
            throw "No response to automatic table refresh request";
        }
    }

    ReaderType *reader = readerCreateFunc(mResponseReaderFactory, response);
    response->release();

    RowType *row = NULL;

    for ( int i = 0; i < reader->size(); ++i ) {
        row = reader->getRow(i);
        if ( finderFunc(row, key) ) {
                break;
        }
        row->release();
        row = NULL;
    }
    reader->release();

    if (row == NULL) {
        std::stringstream ss;
        ss << "Could not find row for key " << key;
        log(ss.str());
        throw ss.str().c_str();
    }

    return row;
}
コード例 #3
0
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();
}
コード例 #4
0
void ForexConnectWrapper::setSubscriptionStatus(std::string instrument, std::string status) {
    IO2GTableManager *tableManager = getLoadedTableManager();
    IO2GOffersTable *offersTable = (IO2GOffersTable *)tableManager->getTable(::Offers);
    tableManager->release();

    IO2GOfferTableRow *offerRow = NULL;
    IO2GTableIterator tableIterator;
    bool instrumentFound = false;

    while (offersTable->getNextRow(tableIterator, offerRow)) {
        if ( instrument == offerRow->getInstrument() ) {
            instrumentFound = true;
            IO2GRequestFactory *factory = session->getRequestFactory();

            IO2GValueMap *valueMap = factory->createValueMap();
            valueMap->setString(::Command, O2G2::Commands::SetSubscriptionStatus);
            valueMap->setString(::SubscriptionStatus, status.c_str());
            valueMap->setString(::OfferID, offerRow->getOfferID());

            IO2GRequest *request = factory->createOrderRequest(valueMap);
            valueMap->release();

            Listener *ll = new Listener(session);
            IO2GResponse *response = ll->sendRequest(request);
            response->release();
            request->release();
            ll->release();
            factory->release();

            break;
        }
    }
    offerRow->release();
    offersTable->release();

    if (!instrumentFound) {
        std::stringstream ss;
        ss << "Could not find offer row for instrument " << instrument;
        log(ss.str());
        throw ss.str().c_str();
    }
}
コード例 #5
0
ファイル: main.cpp プロジェクト: BryanFletcher/FXCM
int main(int argc, char* argv[])
{
    std::string procName = "CloseAllPositionsByInstrument";
    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();

    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;
        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)
            {
                CloseOrderData closeOrdersData;
                if (getCloseOrdersData(session, responseListener, sampleParams->getAccount(), offer->getOfferID(), closeOrdersData))
                {
                    O2G2Ptr<IO2GRequest> request = createCloseMarketNettingOrderRequest(session, &closeOrdersData);
                    if (request)
                    {
                        std::vector<std::string> requestIDs(request->getChildrenCount());
                        for (int i = 0; i < request->getChildrenCount(); ++i)
                        {
                            IO2GRequest *requestChild = request->getChildRequest(i);
                            requestIDs[i] = requestChild->getRequestID();
                            requestChild->release();
                        }
                        responseListener->setRequestIDs(requestIDs);
                        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;
                        }
                    }
                    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;
}