пятница, 11 октября 2019 г.

Moex, Projects

D:\VC\1305\gs.trade\GS.Moex

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

}


Plaza, Moex, CGate

понедельник, 23 сентября 2019 г.

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();