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TkApi.cs
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TkApi.cs
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#region License
/*
This file is part of TkApi.NET project.
TkApi.NET is free software: you can redistribute it and/or modify
it under the terms of the GNU Lesser General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
TkApi.NET is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU Lesser General Public License for more details.
You should have received a copy of the GNU Lesser General Public License
along with TkApi.NET. If not, see <http://www.gnu.org/licenses/>.
Copyright (c) 2011-2012, Michael D. Spradling (mike@mspradling.com)
*/
#endregion
using System;
using System.Collections.Generic;
using TkApi.DataStructures;
using TkApi.FixMl;
namespace TkApi {
public class Order {
private string _fixMl;
public Order(string fixml) {
_fixMl = fixml;
}
public string FixMl {
get {
return _fixMl;
}
}
public string Text {
get {
return FixmlParse.GetText(_fixMl);
}
}
public PositionEffect_t PositionEffect {
get {
return FixmlParse.GetPositionEffect(_fixMl);
}
}
public DateTime TransactTime {
get {
return FixmlParse.GetTransactTime(_fixMl);
}
}
public DateTime TradeDate {
get {
return FixmlParse.GetTradeDate(_fixMl);
}
}
public double LeavesQuantity {
get {
return FixmlParse.GetLeavesQuantity(_fixMl);
}
}
public TimeInForce_t TimeInForce {
get {
return FixmlParse.GetTimeInForce(_fixMl);
}
}
public double Price {
get {
return FixmlParse.GetPrice(_fixMl);
}
}
public OrderType_t OrderType {
get {
return FixmlParse.GetOrderType(_fixMl);
}
}
public SideOfOrder_t SideOfOrder {
get {
return FixmlParse.GetSideOfOrder(_fixMl);
}
}
public AccountType_t AccountType {
get {
return FixmlParse.GetAccountType(_fixMl);
}
}
public string Account {
get {
return FixmlParse.GetAccount(_fixMl);
}
}
public OrderStatus_t OrderStatus {
get {
return FixmlParse.GetOrderStatus(_fixMl);
}
}
public string Id {
get {
return FixmlParse.GetId(_fixMl);
}
}
public string OrderId {
get {
return FixmlParse.GetOrderId(_fixMl);
}
}
public string SecurityDescription {
get {
return FixmlParse.GetSecurityDescription(_fixMl);
}
}
public double ContractMultiplier {
get {
return FixmlParse.GetContractMultiplier(_fixMl);
}
}
public double StrikePrice {
get {
return FixmlParse.GetStrikePrice(_fixMl);
}
}
public DateTime MaturityDate {
get {
return FixmlParse.GetMaturityDate(_fixMl);
}
}
public DateTime MaturityMonthYear {
get {
return FixmlParse.GetMaturityMonthYear(_fixMl);
}
}
public SecurityType_t SecurityType {
get {
return FixmlParse.GetSecurityType(_fixMl);
}
}
public string Symbol {
get {
return FixmlParse.GetSymbol(_fixMl);
}
}
public string UnderlyingSymbol {
get {
return FixmlParse.GetUnderlyingSymbol(_fixMl);
}
}
public double Quantity {
get {
return FixmlParse.GetQuantity(_fixMl);
}
}
}
public class TkApi {
private const uint CacheTimeout = 1000; // One second(s)
private TkRestCache tk = null;
public enum MarketStatus_t {
Open,
Closed
}
public TkApi(string consumerKey, string consumerSecret, string accessToken, string accessSecret) {
tk = new TkRestCache(consumerKey, consumerSecret, accessToken, accessSecret);
tk.CacheTimeout = CacheTimeout;
}
public TkApi(TkRestCache tk) {
this.tk = tk;
tk.CacheTimeout = CacheTimeout; // TODO: We should not modify the CacheTimeout
}
#region Market/Clock Accessors
public DateTime GetMarketTime() {
MarketClock market = tk.GetMarket_Clock();
return DateTime.Parse(market.Date);
}
public MarketStatus_t GetMarketState(out string message) {
MarketClock market = tk.GetMarket_Clock();
message = market.Message;
return (MarketStatus_t)Enum.Parse(typeof(MarketStatus_t), market.Status.Current, true);
}
#endregion
#region Member/Profile Accessors
public bool GetAccountAllowsMutualFund(uint accountNumber) {
MemberProfile.TUserData.TAccount[] accounts = tk.GetMember_Profile().UserData.Account;
foreach (MemberProfile.TUserData.TAccount account in accounts) {
if (Convert.ToUInt32(account.Account) == accountNumber) {
return Convert.ToBoolean(account.FundTrading);
}
}
throw new InvalidOperationException("Failed to find if account allows mutual funds for account number: " + accountNumber.ToString());
}
public bool GetIsAccountIRA(uint accountNumber) {
MemberProfile.TUserData.TAccount[] accounts = tk.GetMember_Profile().UserData.Account;
foreach (MemberProfile.TUserData.TAccount account in accounts) {
if (Convert.ToUInt32(account.Account) == accountNumber) {
return Convert.ToBoolean(account.IRA);
}
}
throw new InvalidOperationException("Failed to find if account is an IRA for account number: " + accountNumber.ToString());
}
public bool GetAccountAllowsMarginTrading(uint accountNumber) {
MemberProfile.TUserData.TAccount[] accounts = tk.GetMember_Profile().UserData.Account;
foreach (MemberProfile.TUserData.TAccount account in accounts) {
if (Convert.ToUInt32(account.Account) == accountNumber) {
return Convert.ToBoolean(account.MarginTrading);
}
}
throw new InvalidOperationException("Failed to find if margin trading is allowed for account number: " + accountNumber.ToString());
}
public string GetAccountNickname(uint accountNumber) {
MemberProfile.TUserData.TAccount[] accounts = tk.GetMember_Profile().UserData.Account;
foreach (MemberProfile.TUserData.TAccount account in accounts) {
if (Convert.ToUInt32(account.Account) == accountNumber) {
return account.Nickname;
}
}
throw new InvalidOperationException("Failed to find account nickname for account number: " + accountNumber.ToString());
}
public uint GetAccountOptionLevel(uint accountNumber) {
MemberProfile.TUserData.TAccount[] accounts = tk.GetMember_Profile().UserData.Account;
foreach (MemberProfile.TUserData.TAccount account in accounts) {
if (Convert.ToUInt32(account.Account) == accountNumber) {
return Convert.ToUInt32(account.OptionLevel);
}
}
throw new InvalidOperationException("Failed to find option level for account number: " + accountNumber.ToString());
}
public bool GetIsAccountAllowsStock(uint accountNumber) {
MemberProfile.TUserData.TAccount[] accounts = tk.GetMember_Profile().UserData.Account;
foreach (MemberProfile.TUserData.TAccount account in accounts) {
if (Convert.ToUInt32(account.Account) == accountNumber) {
return Convert.ToBoolean(account.StockTrading);
}
}
throw new InvalidOperationException("Failed to find if account allows stocks for account number: " + accountNumber.ToString());
}
public bool IsUserAccountEnabled() {
MemberProfile member = tk.GetMember_Profile();
return Convert.ToBoolean(member.UserData.Disabled);
}
public bool IsResetPasswordEnabled() {
MemberProfile member = tk.GetMember_Profile();
return Convert.ToBoolean(member.UserData.ResetPassword);
}
public bool IsResetTradingPasswordEnabled() {
MemberProfile member = tk.GetMember_Profile();
return Convert.ToBoolean(member.UserData.ResetPassword);
}
public string GetUserMiddleInitial() {
MemberProfile member = tk.GetMember_Profile();
foreach (MemberProfile.TUserData.TUserProfile.TEntry profile in member.UserData.UserProfile.Entry) {
if (profile.Name == "primaryMiddleInitial") {
return profile.Value;
}
}
throw new InvalidOperationException("Failed to get middle initial");
}
public string GetUserLastName() {
MemberProfile member = tk.GetMember_Profile();
foreach (MemberProfile.TUserData.TUserProfile.TEntry profile in member.UserData.UserProfile.Entry) {
if (profile.Name == "primaryLastName") {
return profile.Value;
}
}
throw new InvalidOperationException("Failed to get last name");
}
public string GetLoginId() {
MemberProfile member = tk.GetMember_Profile();
foreach (MemberProfile.TUserData.TUserProfile.TEntry profile in member.UserData.UserProfile.Entry) {
if (profile.Name == "login_id") {
return profile.Value;
}
}
throw new InvalidOperationException("Failed to get login ID");
}
public string GetZipCode() {
MemberProfile member = tk.GetMember_Profile();
foreach (MemberProfile.TUserData.TUserProfile.TEntry profile in member.UserData.UserProfile.Entry) {
if (profile.Name == "zip") {
return profile.Value;
}
}
throw new InvalidOperationException("Failed to get zip code");
}
public string GetUserFirstName() {
MemberProfile member = tk.GetMember_Profile();
foreach (MemberProfile.TUserData.TUserProfile.TEntry profile in member.UserData.UserProfile.Entry) {
if (profile.Name == "primaryFirstName") {
return profile.Value;
}
}
throw new InvalidOperationException("Failed to get first name");
}
public bool IsRealTimeQuoteEnabled() {
MemberProfile member = tk.GetMember_Profile();
foreach (MemberProfile.TUserData.TUserProfile.TEntry profile in member.UserData.UserProfile.Entry) {
if (profile.Name == "rtq") {
if (profile.Value == "Y")
return true;
else
return false;
}
}
throw new InvalidOperationException("Failed to get status to see if realtime quotes are enabled");
}
public string GetUserEmailAddress1() {
MemberProfile member = tk.GetMember_Profile();
foreach (MemberProfile.TUserData.TUserProfile.TEntry profile in member.UserData.UserProfile.Entry) {
if (profile.Name == "emailAddress1") {
return profile.Value;
}
}
throw new InvalidOperationException("Failed to get email address1");
}
public string GetUserEmailAddress2() {
MemberProfile member = tk.GetMember_Profile();
foreach (MemberProfile.TUserData.TUserProfile.TEntry profile in member.UserData.UserProfile.Entry) {
if (profile.Name == "emailAddress2") {
return profile.Value;
}
}
throw new InvalidOperationException("Failed to get email address2");
}
public uint GetLogoutExpireMinutes() {
MemberProfile member = tk.GetMember_Profile();
foreach (MemberProfile.TUserData.TUserProfile.TEntry profile in member.UserData.UserProfile.Entry) {
if (profile.Name == "expireMins") {
return Convert.ToUInt32(profile.Value);
}
}
throw new InvalidOperationException("Failed to get logout expiring timeout");
}
public uint GetDefaultAccountNumber() {
MemberProfile member = tk.GetMember_Profile();
foreach (MemberProfile.TUserData.TUserProfile.TEntry profile in member.UserData.UserProfile.Entry) {
if (profile.Name == "defaultAccount") {
return Convert.ToUInt32(profile.Value);
}
}
throw new InvalidOperationException("Failed to get default account number");
}
public bool IsTradingPasswordEnabled() {
MemberProfile member = tk.GetMember_Profile();
foreach (MemberProfile.TUserData.TUserProfile.TEntry profile in member.UserData.UserProfile.Entry) {
if (profile.Name == "useTradingPassword") {
if (profile.Value == "Y")
return true;
else
return false;
}
}
throw new InvalidOperationException("Failed to get if user would like to type password when trading");
}
public bool GetUserHaveNewMessage() {
MemberProfile member = tk.GetMember_Profile();
foreach (MemberProfile.TUserData.TUserProfile.TEntry profile in member.UserData.UserProfile.Entry) {
if (profile.Name == "NewMsg") {
if (profile.Value == "Y")
return true;
else
return false;
}
}
throw new InvalidOperationException("Failed to get status if user has new message");
}
public bool GetUserSkipOrderPreview() {
MemberProfile member = tk.GetMember_Profile();
foreach (MemberProfile.TUserData.TUserProfile.TEntry profile in member.UserData.UserProfile.Entry) {
if (profile.Name == "skiporderPreview") {
if (profile.Value == "Y")
return true;
else
return false;
}
}
throw new InvalidOperationException("Failed to get if user would like to skip order preview screen");
}
public DateTime GetUserLastDownload(uint accountNumber) {
MemberProfile member = tk.GetMember_Profile();
foreach (MemberProfile.TUserData.TUserProfile.TEntry profile in member.UserData.UserProfile.Entry) {
if (profile.Name == "ofxLastDownload-" + accountNumber.ToString()) {
return DateTime.Parse(profile.Value);
}
}
throw new InvalidOperationException("Failed to get if user last download.");
}
public bool GetUserAgreedToFdic() {
// TODO, Test, i don't know if this is a bool
MemberProfile member = tk.GetMember_Profile();
foreach (MemberProfile.TUserData.TUserProfile.TEntry profile in member.UserData.UserProfile.Entry) {
if (profile.Name == "AGREEMENT_FDIC") {
if (profile.Value == "Y")
return true;
else
return false;
}
}
throw new InvalidOperationException("Failed to get if user agreed to FDIC agreement");
}
public string GetUserTradingDefaults() {
MemberProfile member = tk.GetMember_Profile();
foreach (MemberProfile.TUserData.TUserProfile.TEntry profile in member.UserData.UserProfile.Entry) {
if (profile.Name == "tradingDefaults") {
return profile.Value;
}
}
throw new InvalidOperationException("Failed to get users trading defaults");
}
public string GetUserOptionChainDefaults() {
MemberProfile member = tk.GetMember_Profile();
foreach (MemberProfile.TUserData.TUserProfile.TEntry profile in member.UserData.UserProfile.Entry) {
if (profile.Name == "optionChainDefaults") {
return profile.Value;
}
}
throw new InvalidOperationException("Failed to get users option chain defaults");
}
#endregion
#region Utility/Status Accessors
public DateTime GetTkServerTime() {
UtilityStatus status = tk.GetUtility_Status();
return DateTime.Parse(status.Time.Substring(0,status.Time.LastIndexOf(' ')));
}
#endregion
#region Utility/Version Accessors
public string GetApiVersion() {
UtilityVersion version = tk.GetUtility_Version();
return version.Version;
}
#endregion
/// <summary>
/// Gets orders that have been partially filled or completely filled for the day.
/// </summary>
/// <returns>
/// The executed orders.
/// </returns>
/// <param name='accountNumber'>
/// Account Number.
/// </param>
public List<Order> GetExecutedOrders(string accountNumber) {
List<Order> openOrders = new List<Order>();
Orders orders = tk.GetAccounts_Orders(accountNumber);
if (orders == null || orders.OrderStatus == null) return openOrders;
foreach (Orders.TOrderStatus.TOrder orderStatus in orders.OrderStatus.Order) {
Order order = new Order(orderStatus.FixmlMessage);
if (order.OrderStatus == OrderStatus_t.PartiallyFilled ||
order.OrderStatus == OrderStatus_t.Filled) {
openOrders.Add(order);
}
}
return openOrders;
}
}
}