std::vector<Prices> ForexConnectClient::getPricesFromResponse(IO2GResponse* response)
{
std::vector<Prices> prices;
if (!response || response->getType() != MarketDataSnapshot)
{
return prices;
}
BOOST_LOG_TRIVIAL(debug) << "Request with RequestID='" << response->getRequestID() << "' is completed:";
O2G2Ptr<IO2GMarketDataSnapshotResponseReader> reader = mpResponseReaderFactory->createMarketDataSnapshotReader(response);
if (!reader)
{
return prices;
}
for (int ii = reader->size() - 1; ii >= 0; ii--)
{
DATE dt = reader->getDate(ii);
if (reader->isBar())
{
prices.push_back(Prices(toPtime(dt),
reader->getAskOpen(ii),
reader->getAskHigh(ii),
reader->getAskLow(ii),
reader->getAskClose(ii)));
}
else
{
prices.push_back(Prices(toPtime(dt),
reader->getAsk(ii)));
}
}
return prices;
}
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 = "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;
}
void printPrices(IO2GSession *session, IO2GResponse *response)
{
if (response != 0)
{
if (response->getType() == MarketDataSnapshot)
{
std::cout << "Request with RequestID='" << response->getRequestID() << "' is completed:" << std::endl;
O2G2Ptr<IO2GResponseReaderFactory> factory = session->getResponseReaderFactory();
if (factory)
{
O2G2Ptr<IO2GMarketDataSnapshotResponseReader> reader = factory->createMarketDataSnapshotReader(response);
if (reader)
{
char sTime[20];
for (int ii = reader->size() - 1; ii >= 0; ii--)
{
DATE dt = reader->getDate(ii);
formatDate(dt, sTime);
if (reader->isBar())
{
printf("DateTime=%s, BidOpen=%f, BidHigh=%f, BidLow=%f, BidClose=%f, AskOpen=%f, AskHigh=%f, AskLow=%f, AskClose=%f, Volume=%i\n",
sTime, reader->getBidOpen(ii), reader->getBidHigh(ii), reader->getBidLow(ii), reader->getBidClose(ii),
reader->getAskOpen(ii), reader->getAskHigh(ii), reader->getAskLow(ii), reader->getAskClose(ii), reader->getVolume(ii));
}
else
{
printf("DateTime=%s, Bid=%f, Ask=%f\n", sTime, reader->getBid(ii), reader->getAsk(ii));
}
}
}
}
}
}
}