Exemplo n.º 1
0
IO2GOfferRow *getOfferAndPrint(IO2GSession *session, const char *sInstrument)
{
    if (!session || !sInstrument)
        return NULL;

    IO2GOfferRow *resultOffer = NULL;
    O2G2Ptr<IO2GLoginRules> loginRules = session->getLoginRules();
    if (loginRules)
    {
        O2G2Ptr<IO2GResponse> response = loginRules->getTableRefreshResponse(Offers);
        if (response)
        {
            O2G2Ptr<IO2GResponseReaderFactory> readerFactory = session->getResponseReaderFactory();
            if (readerFactory)
            {
                O2G2Ptr<IO2GOffersTableResponseReader> reader = readerFactory->createOffersTableReader(response);
                for (int i = 0; i < reader->size(); ++i)
                {
                    O2G2Ptr<IO2GOfferRow> offer = reader->getRow(i);
                    if (offer)
                    {
                        if (strcmp(offer->getSubscriptionStatus(), O2G2::SubscriptionStatuses::ViewOnly) == 0)
                            printf("%s : [V]iew only\n", offer->getInstrument());
                        else if (strcmp(offer->getSubscriptionStatus(), O2G2::SubscriptionStatuses::Disable) == 0)
                            printf("%s : [D]isabled\n", offer->getInstrument());
                        else if (strcmp(offer->getSubscriptionStatus(), O2G2::SubscriptionStatuses::Tradable) == 0)
                            printf("%s : Available for [T]rade\n", offer->getInstrument());
                        else
                            printf("%s : %s\n", offer->getInstrument(), offer->getSubscriptionStatus());
                        if (strcmp(offer->getInstrument(), sInstrument) == 0)
                            resultOffer = offer.Detach();
                    }
                }
            }
        }
    }
    return resultOffer;
}
Exemplo n.º 2
0
// 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;
}
int main(int argc, char *argv[])
{
    std::string procName = "GetOffers";
    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)
    {
        ResponseListener *responseListener = new ResponseListener(session);
        responseListener->setInstrument(sampleParams->getInstrument());
        session->subscribeResponse(responseListener);

        O2G2Ptr<IO2GLoginRules> loginRules = session->getLoginRules();
        if (loginRules)
        {
            O2G2Ptr<IO2GResponse> response = NULL;
            if (loginRules->isTableLoadedByDefault(Offers))
            {
                response = loginRules->getTableRefreshResponse(Offers);
                if (response)
                    responseListener->printOffers(session, response, "");
            }
            else
            {
                O2G2Ptr<IO2GRequestFactory> requestFactory = session->getRequestFactory();
                if (requestFactory)
                {
                    O2G2Ptr<IO2GRequest> offersRequest = requestFactory->createRefreshTableRequest(Offers);
                    responseListener->setRequestID(offersRequest->getRequestID());
                    session->sendRequest(offersRequest);
                    if (responseListener->waitEvents())
                    {
                        response = responseListener->getResponse();
                        if (response)
                            responseListener->printOffers(session, response, "");
                    }
                    else
                    {
                        std::cout << "Response waiting timeout expired" << std::endl;
                        bWasError = true;
                    }
                }
            }
            // Do nothing 10 seconds, let offers print
            Sleep(10000);
            std::cout << "Done!" << std::endl;
        }
        else
        {
            std::cout << "Cannot get login rules" << 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;
}