예제 #1
0
파일: main.cpp 프로젝트: BryanFletcher/FXCM
// Get and print margin requirements
void printMargins(IO2GSession *session, IO2GAccountRow *account, IO2GOfferRow *offer)
{
    O2G2Ptr<IO2GLoginRules> loginRules = session->getLoginRules();
    if (!loginRules)
    {
        std::cout << "Cannot create request" << std::endl;
        return;
    }
    O2G2Ptr<IO2GTradingSettingsProvider> tradingSettings = loginRules->getTradingSettingsProvider();
    double dMmr = 0;
    double dEmr = 0;
    double dLmr = 0;
    tradingSettings->getMargins(offer->getInstrument(), account, dMmr, dEmr, dLmr);
    std::cout << "Margin requirements: MMR=" << std::fixed << dMmr << "; EMR=" << std::fixed << dEmr
            << "; LMR=" << std::fixed << dLmr << std::endl;
}
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 = "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;
}
예제 #4
0
파일: main.cpp 프로젝트: BryanFletcher/FXCM
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;
}
예제 #5
0
파일: main.cpp 프로젝트: BryanFletcher/FXCM
int main(int argc, char *argv[])
{
    std::string procName = "OpenPosition";
    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 && strcmp(account->getMaintenanceType(), "0") != 0) // not netting 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();

                    O2G2Ptr<IO2GRequest> request = createTrueMarketOrderRequest(session, offer->getOfferID(), account->getAccountID(), iAmount, sampleParams->getBuySell());
                    if (request)
                    {
                        tableListener->subscribeEvents(tableManager);

                        responseListener->setRequestID(request->getRequestID());
                        tableListener->setRequestID(request->getRequestID());

                        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;
                        }

                        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;
}
예제 #6
0
파일: main.cpp 프로젝트: BryanFletcher/FXCM
// Print trading settings of the first account
bool printTradingSettings(IO2GSession *session)
{
    O2G2Ptr<IO2GLoginRules> loginRules = session->getLoginRules();
    if (!loginRules)
    {
        std::cout << "Cannot get login rules" << std::endl;
        return false;
    }
    O2G2Ptr<IO2GResponse> accountsResponse = loginRules->getTableRefreshResponse(Accounts);
    if (!accountsResponse)
    {
        std::cout << "Cannot get response" << std::endl;
        return false;
    }
    O2G2Ptr<IO2GResponse> offersResponse = loginRules->getTableRefreshResponse(Offers);
    if (!offersResponse)
    {
        std::cout << "Cannot get response" << std::endl;
        return false;
    }
    O2G2Ptr<IO2GTradingSettingsProvider> tradingSettingsProvider = loginRules->getTradingSettingsProvider();
    O2G2Ptr<IO2GResponseReaderFactory> factory = session->getResponseReaderFactory();
    if (!factory)
    {
        std::cout << "Cannot create response reader factory" << std::endl;
        return false;
    }
    O2G2Ptr<IO2GAccountsTableResponseReader> accountsReader = factory->createAccountsTableReader(accountsResponse);
    O2G2Ptr<IO2GOffersTableResponseReader> instrumentsReader = factory->createOffersTableReader(offersResponse);
    O2G2Ptr<IO2GAccountRow> account = accountsReader->getRow(0);
    for (int i = 0; i < instrumentsReader->size(); ++i)
    {
        O2G2Ptr<IO2GOfferRow> instrumentRow = instrumentsReader->getRow(i);
        const char *sInstrument = instrumentRow->getInstrument();
        int condDistStopForTrade = tradingSettingsProvider->getCondDistStopForTrade(sInstrument);
        int condDistLimitForTrade = tradingSettingsProvider->getCondDistLimitForTrade(sInstrument);
        int condDistEntryStop = tradingSettingsProvider->getCondDistEntryStop(sInstrument);
        int condDistEntryLimit = tradingSettingsProvider->getCondDistEntryLimit(sInstrument);
        int minQuantity = tradingSettingsProvider->getMinQuantity(sInstrument, account);
        int maxQuantity = tradingSettingsProvider->getMaxQuantity(sInstrument, account);
        int baseUnitSize = tradingSettingsProvider->getBaseUnitSize(sInstrument, account);
        O2GMarketStatus marketStatus = tradingSettingsProvider->getMarketStatus(sInstrument);
        int minTrailingStep = tradingSettingsProvider->getMinTrailingStep();
        int maxTrailingStep = tradingSettingsProvider->getMaxTrailingStep();
        double mmr = tradingSettingsProvider->getMMR(sInstrument, account);
        std::string sMarketStatus = "unknown";
        switch (marketStatus)
        {
        case MarketStatusOpen:
            sMarketStatus = "Market Open";
            break;
        case MarketStatusClosed:
            sMarketStatus = "Market Close";
            break;
        }
        std::cout << "Instrument: " << sInstrument << ", Status: " << sMarketStatus << std::endl;
        std::cout << "Cond.Dist: ST=" << condDistStopForTrade << "; LT=" << condDistLimitForTrade << std::endl;
        std::cout << "Cond.Dist entry stop=" << condDistEntryStop << "; entry limit=" << condDistEntryLimit << std::endl;
        std::cout << "Quantity: Min=" << minQuantity << "; Max=" << maxQuantity
                << "; Base unit size=" << baseUnitSize << "; MMR=" << mmr << std::endl;

        double mmr2=0, emr=0, lmr=0;
        if (tradingSettingsProvider->getMargins(sInstrument, account, mmr2, emr, lmr))
        {
            std::cout << "Three level margin: MMR=" << mmr2 << "; EMR=" << emr
                    << "; LMR=" << lmr << std::endl;
        }
        else
        {
            std::cout << "Single level margin: MMR=" << mmr2 << "; EMR=" << emr
                    << "; LMR=" << lmr << std::endl;
        }
        std::cout << "Trailing step: " << minTrailingStep << "-" << maxTrailingStep << std::endl;
    }
    return true;
}