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feature: breaking changes and new StopOrder functions #284

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feature: breaking changes and new StopOrder functions #284

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e6cb71c
fix: SendOrder method hangs if Quik transaction execution failed
Dec 10, 2020
1e1d059
1) new StopOrder functions, 2) breaking changes in Order functions an…
Dec 16, 2020
26daa8b
fix: QuikSharpDemo use cliendCode for SendOrder methods
Dec 16, 2020
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6 changes: 3 additions & 3 deletions Examples/QuikSharpDemo/FormMain.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -372,7 +372,7 @@ private async Task CallCommand()
{
decimal priceInOrder = Math.Round(tool.LastPrice - tool.LastPrice / 20, tool.PriceAccuracy);
AppendText2TextBox(textBoxLogsWindow, "Выставляем заявку на покупку, по цене:" + priceInOrder + " ..." + Environment.NewLine);
order = await _quik.Orders.SendLimitOrder(tool.ClassCode, tool.SecurityCode, tool.AccountID, Operation.Buy, priceInOrder, 1).ConfigureAwait(false);
order = await _quik.Orders.SendLimitOrder(tool.ClassCode, tool.SecurityCode, tool.AccountID, clientCode, Operation.Buy, priceInOrder, 1).ConfigureAwait(false);
if (order.OrderNum > 0)
{
AppendText2TextBox(textBoxLogsWindow, "Заявка выставлена. ID транзакции - " + order.TransID + Environment.NewLine);
Expand All @@ -388,7 +388,7 @@ private async Task CallCommand()
{
decimal priceInOrder = Math.Round(tool.LastPrice + tool.Step * 5, tool.PriceAccuracy);
AppendText2TextBox(textBoxLogsWindow, "Выставляем заявку на покупку, по цене:" + priceInOrder + " ..." + Environment.NewLine);
long transactionID = (await _quik.Orders.SendLimitOrder(tool.ClassCode, tool.SecurityCode, tool.AccountID, Operation.Buy, priceInOrder, 1).ConfigureAwait(false)).TransID;
long transactionID = (await _quik.Orders.SendLimitOrder(tool.ClassCode, tool.SecurityCode, tool.AccountID, clientCode, Operation.Buy, priceInOrder, 1).ConfigureAwait(false)).TransID;
if (transactionID > 0)
{
AppendText2TextBox(textBoxLogsWindow, "Заявка выставлена. ID транзакции - " + transactionID + Environment.NewLine);
Expand Down Expand Up @@ -419,7 +419,7 @@ private async Task CallCommand()
{
decimal priceInOrder = Math.Round(tool.LastPrice + tool.Step * 5, tool.PriceAccuracy);
AppendText2TextBox(textBoxLogsWindow, "Выставляем рыночную заявку на покупку..." + Environment.NewLine);
long transactionID = (await _quik.Orders.SendMarketOrder(tool.ClassCode, tool.SecurityCode, tool.AccountID, Operation.Buy, 1).ConfigureAwait(false)).TransID;
long transactionID = (await _quik.Orders.SendMarketOrder(tool.ClassCode, tool.SecurityCode, tool.AccountID, clientCode, Operation.Buy, 1).ConfigureAwait(false)).TransID;
if (transactionID > 0)
{
AppendText2TextBox(textBoxLogsWindow, "Заявка выставлена. ID транзакции - " + transactionID + Environment.NewLine);
Expand Down
9 changes: 8 additions & 1 deletion src/QuikSharp/DataStructures/StopOrder.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -76,6 +76,13 @@ public int Flags
[JsonProperty("class_code")]
public string ClassCode { get; set; }

/// <summary>
/// Дата и время выставления стоп-заявки
/// </summary>
[JsonProperty("order_date_time")]
public QuikDateTime Datetime { get; set; }


/// <summary>
/// Отступ от min/max
/// </summary>
Expand Down Expand Up @@ -288,4 +295,4 @@ public enum Operation
Buy,
Sell
}
}
}
3 changes: 2 additions & 1 deletion src/QuikSharp/DataStructures/Transaction/Transaction.cs
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Expand Up @@ -32,7 +32,8 @@ internal void OnTransReplyCall(TransactionReply reply)
/// <summary>
/// TransactionReply
/// </summary>
public TransactionReply TransactionReply { get; set; }
volatile TransactionReply _transactionReply;
public TransactionReply TransactionReply { get => _transactionReply; set { _transactionReply = value; } }

/// <summary>
/// Функция вызывается терминалом QUIK при получении новой заявки или при изменении параметров существующей заявки.
Expand Down
107 changes: 82 additions & 25 deletions src/QuikSharp/OrderFunctions.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -56,9 +56,9 @@ public async Task<long> CreateOrder(Order order)
/// <param name="operation">Операция заявки (покупка/продажа)</param>
/// <param name="price">Цена заявки</param>
/// <param name="qty">Количество (в лотах)</param>
public async Task<Order> SendLimitOrder(string classCode, string securityCode, string accountID, Operation operation, decimal price, int qty)
public async Task<Order> SendLimitOrder(string classCode, string securityCode, string accountID, string clientCode, Operation operation, decimal price, int qty)
{
return await SendOrder(classCode, securityCode, accountID, operation, price, qty, TransactionType.L).ConfigureAwait(false);
return await SendOrder(classCode, securityCode, accountID, clientCode, operation, price, qty, TransactionType.L).ConfigureAwait(false);
}

/// <summary>
Expand All @@ -67,11 +67,12 @@ public async Task<Order> SendLimitOrder(string classCode, string securityCode, s
/// <param name="classCode">Код класса инструмента</param>
/// <param name="securityCode">Код инструмента</param>
/// <param name="accountID">Счет клиента</param>
/// <param name="clientCode">Код клиента</param>
/// <param name="operation">Операция заявки (покупка/продажа)</param>
/// <param name="qty">Количество (в лотах)</param>
public async Task<Order> SendMarketOrder(string classCode, string securityCode, string accountID, Operation operation, int qty)
public async Task<Order> SendMarketOrder(string classCode, string securityCode, string accountID, string clientCode, Operation operation, int qty)
{
return await SendOrder(classCode, securityCode, accountID, operation, 0, qty, TransactionType.M).ConfigureAwait(false);
return await SendOrder(classCode, securityCode, accountID, clientCode, operation, 0, qty, TransactionType.M).ConfigureAwait(false);
}

/// <summary>
Expand All @@ -80,15 +81,14 @@ public async Task<Order> SendMarketOrder(string classCode, string securityCode,
/// <param name="classCode">Код класса инструмента</param>
/// <param name="securityCode">Код инструмента</param>
/// <param name="accountID">Счет клиента</param>
/// <param name="clientCode">Код клиента</param>
/// <param name="operation">Операция заявки (покупка/продажа)</param>
/// <param name="price">Цена заявки</param>
/// <param name="qty">Количество (в лотах)</param>
/// <param name="orderType">Тип заявки (L - лимитная, M - рыночная)</param>
async Task<Order> SendOrder(string classCode, string securityCode, string accountID, Operation operation, decimal price, int qty, TransactionType orderType)
async Task<Order> SendOrder(string classCode, string securityCode, string accountID, string clientCode, Operation operation, decimal price, int qty, TransactionType orderType)
{
long res = 0;
bool set = false;
Order order_result = new Order();
Transaction newOrderTransaction = new Transaction
{
ACTION = TransactionAction.NEW_ORDER,
Expand All @@ -98,48 +98,80 @@ async Task<Order> SendOrder(string classCode, string securityCode, string accoun
QUANTITY = qty,
OPERATION = operation == Operation.Buy ? TransactionOperation.B : TransactionOperation.S,
PRICE = price,
TYPE = orderType
TYPE = orderType,
CLIENT_CODE = clientCode
};
try
{
res = await Quik.Trading.SendTransaction(newOrderTransaction).ConfigureAwait(false);
Thread.Sleep(500);
Thread.Sleep(50);
Console.WriteLine("res: " + res);
}
catch
{
//ignore
}

while (!set)
{
if (res > 0)
if(res < 0)
return new Order
{
try
{
order_result = await Quik.Orders.GetOrder_by_transID(classCode, securityCode, res).ConfigureAwait(false);
}
catch
RejectReason = newOrderTransaction.ErrorMessage,
ClassCode = classCode,
SecCode = securityCode,
Account = accountID,
ClientCode = clientCode,
Operation = operation,
Price = price,
Quantity = qty
};

while (true)
{
if (newOrderTransaction.TransactionReply != null && newOrderTransaction.TransactionReply.ErrorSource != 0)
return new Order
{
order_result = new Order {RejectReason = "Неудачная попытка получения заявки по ID-транзакции №" + res};
}
RejectReason =
newOrderTransaction.TransactionReply.ResultMsg
?? $"Transaction {res} error: code {newOrderTransaction.TransactionReply.ErrorCode}, source {newOrderTransaction.TransactionReply.ErrorSource}",
ClassCode = classCode,
SecCode = securityCode,
Account = accountID,
ClientCode = clientCode,
Operation = operation,
Price = price,
Quantity = qty
};

try
{
var result = await Quik.Orders.GetOrder_by_transID(classCode, securityCode, res).ConfigureAwait(false);
if (result != null)
return result;
}
else
catch(Exception e)
{
if (order_result != null) order_result.RejectReason = newOrderTransaction.ErrorMessage;
else order_result = new Order {RejectReason = newOrderTransaction.ErrorMessage};
return new Order
{
RejectReason = $"Неудачная попытка получения заявки по ID-транзакции №{res}, {e.Message}",
ClassCode = classCode,
SecCode = securityCode,
Account = accountID,
ClientCode = clientCode,
Operation = operation,
Price = price,
Quantity = qty
};
}

if (order_result != null && (order_result.RejectReason != "" || order_result.OrderNum > 0)) set = true;
Thread.Sleep(10);
}

return order_result;
}

/// <summary>
/// Отмена заявки.
/// </summary>
/// <param name="order">Информация по заявке, которую требуется отменить.</param>
/// <returns>Номер транзакции</returns>
public async Task<long> KillOrder(Order order)
{
Transaction killOrderTransaction = new Transaction
Expand All @@ -152,6 +184,31 @@ public async Task<long> KillOrder(Order order)
return await Quik.Trading.SendTransaction(killOrderTransaction).ConfigureAwait(false);
}

/// <summary>
/// Отмена заявки с ожиданием завершения транзакции.
/// </summary>
/// <param name="order">Информация по заявке, которую требуется отменить.</param>
/// <returns>Результат выполнения транзакции.</returns>
public async Task<TransactionReply> KillOrderEx(Order order)
{
Transaction killOrderTransaction = new Transaction
{
ACTION = TransactionAction.KILL_ORDER,
CLASSCODE = order.ClassCode,
SECCODE = order.SecCode,
ORDER_KEY = order.OrderNum.ToString()
};

var res = await Quik.Trading.SendTransaction(killOrderTransaction).ConfigureAwait(false);
if (res < 0)
return null;

while (killOrderTransaction.TransactionReply == null)
Thread.Sleep(10);

return killOrderTransaction.TransactionReply;
}

/// <summary>
/// Возвращает заявку из хранилища терминала по её номеру.
/// На основе: http://help.qlua.org/ch4_5_1_1.htm
Expand Down
11 changes: 6 additions & 5 deletions src/QuikSharp/QuikEvents.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -483,12 +483,13 @@ internal void OnTransReplyCall(TransactionReply reply)
OnTransReply?.Invoke(reply);

// invoke event specific for the transaction
if (string.IsNullOrEmpty(reply.Comment)) //"Initialization user successful" transaction doesn't contain comment
return;

if (QuikService.Storage.Contains(reply.Comment))

var transId = reply.TransID.ToString();

if (QuikService.Storage.Contains(transId))
{
var tr = QuikService.Storage.Get<Transaction>(reply.Comment);
var tr = QuikService.Storage.Get<Transaction>(transId);
lock (tr)
{
tr.OnTransReplyCall(reply);
Expand All @@ -501,4 +502,4 @@ internal void OnTransReplyCall(TransactionReply reply)
}
}
}
}
}
4 changes: 2 additions & 2 deletions src/QuikSharp/QuikService.cs
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Expand Up @@ -791,7 +791,7 @@ internal int GetUniqueTransactionId()
}
else
{
if (newId >= 2147483638) newId = 100;
if (newId >= 2147483637 || newId < 1) newId = 100;
newId++;
}

Expand Down Expand Up @@ -891,4 +891,4 @@ internal async Task<TResponse> Send<TResponse>(IMessage request, int timeout = 0
return (response as TResponse);
}
}
}
}
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