D:\VC\1305\gs.trade\GS.Moex
пятница, 11 октября 2019 г.
Moex, ISS
http://iss.moex.com/iss/reference/
https://www.moex.com/a2193
https://www.moex.com/s205
Примеры
https://iss.moex.com/iss/engines/futures/markets/forts/securities/SiZ0.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities/Si64500BI9D.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities/Si64500BU9D.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities/Si65000BI9D.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities/Si64500BV9.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities/Si65000BJ9.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities/BR55BK9.xml
Trade Results
https://www.moex.com/ru/derivatives/contractresults-exp.aspx?day1=20190927&day2=20191219&code=Si-12.19
History
https://iss.moex.com/iss/history/engines/futures/markets/options/securities/BR68BU9/candles.json?from=2019-09-01&start=0
https://iss.moex.com/iss/history/engines/futures/markets/forts/securities/BRU9/candles.json
iss.moex.com/iss/history/engines/futures/markets/forts/securities.json?assetcode=SI
Trades:
https://iss.moex.com/iss/engines/futures/markets/forts/securities/SiZ9/trades.json?start=0&limit=10
Candles:
http://iss.moex.com/iss/engines/futures/markets/forts/boards/RFUD/securities/SiZ9/candles.csv?from=2019-09-01&till=2019-09-30&interval=1&start=0
CandleBorders:
http://iss.moex.com/iss/engines/futures/markets/forts/boards/RFUD/securities/SiZ9/candleborders.xml
History
https://iss.moex.com/iss/history/engines/futures/markets/forts/securities/SiZ9.xml?from=2018-10-01&till=2019-12-30
http://iss.moex.com/iss/reference/
Sequence
http://iss.moex.com/iss/engines.xml
https://iss.moex.com/iss/engines/futures/markets.xml
{
https://iss.moex.com/iss/engines/futures/markets/forts.xml
https://iss.moex.com/iss/engines/futures/markets/forts/securities.xml
https://iss.moex.com/iss/engines/futures/markets/forts/securities/SiZ9.xml
}
{
https://iss.moex.com/iss/engines/futures/markets/options.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities/Si64500BV9.xml
}
Sequence
{
https://iss.moex.com/iss
}
https://www.moex.com/a2193
https://www.moex.com/s205
Примеры
https://iss.moex.com/iss/engines/futures/markets/forts/securities/SiZ0.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities/Si64500BI9D.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities/Si64500BU9D.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities/Si65000BI9D.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities/Si64500BV9.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities/Si65000BJ9.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities/BR55BK9.xml
Trade Results
https://www.moex.com/ru/derivatives/contractresults-exp.aspx?day1=20190927&day2=20191219&code=Si-12.19
History
https://iss.moex.com/iss/history/engines/futures/markets/options/securities/BR68BU9/candles.json?from=2019-09-01&start=0
https://iss.moex.com/iss/history/engines/futures/markets/forts/securities/BRU9/candles.json
iss.moex.com/iss/history/engines/futures/markets/forts/securities.json?assetcode=SI
Trades:
https://iss.moex.com/iss/engines/futures/markets/forts/securities/SiZ9/trades.json?start=0&limit=10
Candles:
http://iss.moex.com/iss/engines/futures/markets/forts/boards/RFUD/securities/SiZ9/candles.csv?from=2019-09-01&till=2019-09-30&interval=1&start=0
CandleBorders:
http://iss.moex.com/iss/engines/futures/markets/forts/boards/RFUD/securities/SiZ9/candleborders.xml
History
https://iss.moex.com/iss/history/engines/futures/markets/forts/securities/SiZ9.xml?from=2018-10-01&till=2019-12-30
http://iss.moex.com/iss/reference/
Sequence
http://iss.moex.com/iss/engines.xml
https://iss.moex.com/iss/engines/futures/markets.xml
{
https://iss.moex.com/iss/engines/futures/markets/forts.xml
https://iss.moex.com/iss/engines/futures/markets/forts/securities.xml
https://iss.moex.com/iss/engines/futures/markets/forts/securities/SiZ9.xml
}
{
https://iss.moex.com/iss/engines/futures/markets/options.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities/Si64500BV9.xml
}
Sequence
{
https://iss.moex.com/iss
}
суббота, 28 сентября 2019 г.
Moex Usefull References
Индикативные курсы валюты
Instrument Specidication
https://www.moex.com/ru/derivatives/currency-rate.aspx
https://www.moex.com/export/derivatives/currency-rate.aspx?language=ru¤cy=CAD/RUB&moment_start=2019-08-28&moment_end=2019-09-28
WebRequests ISSInstrument Specidication
https://iss.moex.com/iss/engines/futures/markets/forts/securities/SiZ9.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities/Si64500BI9D.xml
https://iss.moex.com/iss/engines/futures/markets/options/securities/Si64500BU9D.xml
Trade Results
Bars ISS
http://iss.moex.com/iss/engines/futures/markets/forts/boards/RFUD/securities/SiZ9/candles.csv?from=2019-09-01&till=2019-09-30&interval=1&start=0
http://iss.moex.com/iss/engines/futures/markets/forts/boards/RFUD/securities/SiZ9/candles.json?from=2019-09-01&till=2019-09-30&interval=1&start=0
http://iss.moex.com/iss/engines/futures/markets/forts/boards/RFUD/securities/SiZ9/candles.xml?from=2019-09-01&till=2019-09-30&interval=1&start=0
http://iss.moex.com/iss/engines/futures/markets/forts/boards/RFUD/securities/SiZ9/candles.json?from=2019-09-01&till=2019-09-30&interval=1&start=0
http://iss.moex.com/iss/engines/futures/markets/forts/boards/RFUD/securities/SiZ9/candles.xml?from=2019-09-01&till=2019-09-30&interval=1&start=0
понедельник, 23 сентября 2019 г.
Updates GS.Trade
Strategy:
Z007:
CloseAll -> new SetOrder2
TimeHandler: Start_MorningSession: MorningSessionStartPrefix(); together with StartNewDayInit()
Z007:
CloseAll -> new SetOrder2
TimeHandler: Start_MorningSession: MorningSessionStartPrefix(); together with StartNewDayInit()
воскресенье, 15 сентября 2019 г.
Moex shut down, Transaction Reply Code, Important
19.09.13
https://www.moex.com/n25015/?nt=101
Transactions:
[GW][4018] - Администратор ... - проблемы на Moex, а не у Сервера Quik
ReplyCode = 4
https://www.moex.com/n25015/?nt=101
Transactions:
[GW][4018] - Администратор ... - проблемы на Moex, а не у Сервера Quik
ReplyCode = 4
воскресенье, 8 сентября 2019 г.
GS.Trade.TradeTerminals
Updates in Strategies
SendTransactions,
ClearTransactions
1. OrderQueue2.cs
Clear All Queue
(Rejected only Transaction with SetOrder.
And Remove this Orders)
TransactionsReply:
File: QuikTradeTerminal.cs
Last Handler: TransactionReplyResolve(IEventArgs1 args)
Requirements Specification in Brief
1. NotConnecton:
{
TradeTerminal: Clear All TransactionQueue
Strategy: ActiveOrdersCollection:
1. Remove Orders.Where(o=>o.TransactionOperation == SetOrder)
if(TransactionStatus == NotConnected)
OrderStatus = REJECTED and then will be REMOVED
Natural Delae after NotConnected: After TimeIntTime Strategy will Register new Order in NEW MARKET CONDITIONS AFTER CONNECTION RESTORE
2. Remain NoSended.Orders.ActiveOrders.Where(o=>o.TransactionOperation == CancelOrder);
ReTryToCancelActiveOrders in MainBase Cycle.
3.ReSend Order Registered only after Cancel all Previouse Orders.
After NotConnected need new Order in new Market conditions.
}
MainBase()
{
EventHub?.DeQueueProcess();
// Filled, Canceled, Rejected, NotSent
RemoveClosedOrders();
ReTryToCancelActiveOrders();
RemoveOrdersSendedTimeOut(DateTime.Now) = 5 minutes;
Main();
}
Total:
1. Удалены все Filled, Cancel, NosSended( Rejected) RemoveClosedOrders();
2. Все Активные ордера, требующие отмены, если не было Коннекта,
пытаются в Main ReTryToCancelActiveOrders();
19.09.15
EventHub?.DeQueueProcess();
// Remove Filled, Canceled, Rejected, NotSent
RemoveClosedOrders();
// Remove OrdersRegisteredReadyToUse When No Connection
RemoveRegisteredWhenNoConnection(string.Empty);
RemoveOrdersSendedTimeOut(DateTime.Now);
// ReTry Cancel ActiveOrdersSoftReadyToUse which Not Seneded
ReTryToCancelActiveOrders();
// ReTry SetOrder2 for RegisteredReadyToUse in AciveOrderCollection (PocketOrder Implementation)
TryToSetOrderRegisteredPending();
ClearTransactions
1. OrderQueue2.cs
Clear All Queue
(Rejected only Transaction with SetOrder.
And Remove this Orders)
TransactionsReply:
File: QuikTradeTerminal.cs
Last Handler: TransactionReplyResolve(IEventArgs1 args)
Requirements Specification in Brief
1. NotConnecton:
{
TradeTerminal: Clear All TransactionQueue
Strategy: ActiveOrdersCollection:
1. Remove Orders.Where(o=>o.TransactionOperation == SetOrder)
if(TransactionStatus == NotConnected)
OrderStatus = REJECTED and then will be REMOVED
Natural Delae after NotConnected: After TimeIntTime Strategy will Register new Order in NEW MARKET CONDITIONS AFTER CONNECTION RESTORE
2. Remain NoSended.Orders.ActiveOrders.Where(o=>o.TransactionOperation == CancelOrder);
ReTryToCancelActiveOrders in MainBase Cycle.
3.ReSend Order Registered only after Cancel all Previouse Orders.
After NotConnected need new Order in new Market conditions.
}
MainBase()
{
EventHub?.DeQueueProcess();
// Filled, Canceled, Rejected, NotSent
RemoveClosedOrders();
ReTryToCancelActiveOrders();
RemoveOrdersSendedTimeOut(DateTime.Now) = 5 minutes;
Main();
}
Total:
1. Удалены все Filled, Cancel, NosSended( Rejected) RemoveClosedOrders();
2. Все Активные ордера, требующие отмены, если не было Коннекта,
пытаются в Main ReTryToCancelActiveOrders();
19.09.15
EventHub?.DeQueueProcess();
// Remove Filled, Canceled, Rejected, NotSent
RemoveClosedOrders();
// Remove OrdersRegisteredReadyToUse When No Connection
RemoveRegisteredWhenNoConnection(string.Empty);
RemoveOrdersSendedTimeOut(DateTime.Now);
// ReTry Cancel ActiveOrdersSoftReadyToUse which Not Seneded
ReTryToCancelActiveOrders();
// ReTry SetOrder2 for RegisteredReadyToUse in AciveOrderCollection (PocketOrder Implementation)
TryToSetOrderRegisteredPending();
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