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‎.gitignore‎

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bin
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obj
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.vs
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*.user
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packages
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*.csv
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.vs/RabbitAPI/v16/Server/sqlite3/storage.ide-wal
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.vs/RabbitAPI/v16/.suo
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.vs/RabbitAPI/v16/Server/sqlite3/storage.ide
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.vs/RabbitAPI/v16/Server/sqlite3/storage.ide-shm
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.vs/RabbitAPI/v16/Server/sqlite3/storage.ide-wal
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.pdb
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/BackEnd/obj/Debug
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logs
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.idea
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*.json
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/OrderBookChecker/trades
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/OrderBookChecker/Debug
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/ConsoleApp/trades
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*.xlsx
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*.txt
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/BackEnd/VSdoc
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*.xml
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/VSdoc
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/RabbitAPI.sln.vsdoc
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/Configs
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/ConsoleApp/Configs
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/parameters.json
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/documentation
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/Dispatcher/gui/convert_ui.bat
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/Dispatcher/gui/GUI.ui
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/Dispatcher/gui/__pycache__
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/Dispatcher/__pycache__
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/Dispatcher/__pycache__/Dispatcher.cpython-37.pyc
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/Dispatcher/__pycache__/Robot.cpython-37.pyc
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/Dispatcher/__pycache__/__init__.cpython-37.pyc
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/Dispatcher/__pycache__/commands.cpython-37.pyc
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*.pyc
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/Dispatcher/source/messages/protoc.exe
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/Dispatcher/source/messages/proto_convert_client.bat
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/Dispatcher/source/messages/proto_convert_server.bat
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/OuterDispatcher/gui/convert_ui.bat
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/OuterDispatcher/source/messages/protoc.exe
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/OuterDispatcher/source/messages/proto_convert_client.bat
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/OuterDispatcher/source/messages/proto_convert_server.bat
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/WebDispatcherCore3.0/Properties/PublishProfiles
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/WebDispatcherD/WebDispatcherD.db
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/WebDispatcherD/AppData/TradingData.db
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/WebDispatcherD/AppData/WebDispatcherD.db
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/WebDispatcherD/AppData/TradingData.db-shm
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/WebDispatcherD/AppData/TradingData.db-wal
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/WebDispatcherD/AdamsMMTradingData.db
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/WebDispatcherD/AppData/WebDispatcherD.db-shm
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/WebDispatcherD/AppData/WebDispatcherD.db-wal
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/proto_convert.bat
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/protoc.exe
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/DigitexConnector/EngineAPI/protoc.exe
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/DigitexConnector/EngineAPI/proto_convert.bat
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/DigitexConnector/EngineAPI/messages-public.proto

‎DigitexConnector/DWConverter.cs‎

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using System;
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using DigitexWire;
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using Google.Protobuf;
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namespace DigitexConnector.Extentions
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{
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/// <summary>
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/// Class with methods of conversion.
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/// </summary>
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public static class DWConverter
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{
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/// <summary>
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/// Create message for send to exchange.
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/// </summary>
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/// <param name="oneOfContent"><see cref="Message"/></param>
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/// <param name="marketId">Id of current market.</param>
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/// <param name="clientId">Id of message to send.</param>
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/// <param name="traderId">Identificator of trader (ain't necessary in stock version of connector - set to 0)</param>
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/// <returns>Message to send. <see cref="Message"/></returns>
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static public Message BuildMessage(IMessage oneOfContent, uint marketId, Guid clientId, uint traderId)
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{
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Message masterMessage = new Message();
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//switch (slaveMessage.GetType().ToString())
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if (oneOfContent.GetType() == typeof(PlaceOrderMessage))
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{ masterMessage.PlaceOrderMsg = ((PlaceOrderMessage)oneOfContent).Clone(); }
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else if (oneOfContent.GetType() == typeof(CancelOrderMessage))
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{ masterMessage.CancelOrderMsg = ((CancelOrderMessage)oneOfContent).Clone(); }
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else if (oneOfContent.GetType() == typeof(CancelAllOrdersMessage))
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{ masterMessage.CancelAllOrdersMsg = ((CancelAllOrdersMessage)oneOfContent).Clone(); }
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else if (oneOfContent.GetType() == typeof(OrderStatusMessage))
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{ masterMessage.OrderStatusMsg = ((OrderStatusMessage)oneOfContent).Clone(); }
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else if (oneOfContent.GetType() == typeof(OrderFilledMessage))
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{ masterMessage.OrderFilledMsg = ((OrderFilledMessage)oneOfContent).Clone(); }
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else if (oneOfContent.GetType() == typeof(ChangeLeverageAllMessage))
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{ masterMessage.ChangeLeverageAllMsg = ((ChangeLeverageAllMessage)oneOfContent).Clone(); }
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else if (oneOfContent.GetType() == typeof(GetTraderStatusMessage))
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{ masterMessage.GetTraderStatusMsg = ((GetTraderStatusMessage)oneOfContent).Clone(); }
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else if (oneOfContent.GetType() == typeof(OrderBookRequestMessage))
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{ masterMessage.OrderBookRequestMsg = ((OrderBookRequestMessage)oneOfContent).Clone(); }
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else if (oneOfContent.GetType() == typeof(GetMarketStateMessage))
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{ masterMessage.GetMarketStateMsg = ((GetMarketStateMessage)oneOfContent).Clone(); }
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else
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{ throw new FormatException($"Message Type \"{oneOfContent.GetType()}\" does not exist"); }
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masterMessage.Timestamp = DateTime.Now.Ticks;
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masterMessage.Serial = 0;
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masterMessage.MarketId = marketId;
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masterMessage.TraderId = traderId;
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masterMessage.ClientId = ByteString.CopyFrom(clientId.ToByteArray());
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return masterMessage;
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}
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/// <summary>
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/// Convert System.Decimal type to DigitexWire.Decimal.
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/// </summary>
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/// <param name="decValue">Original value.</param>
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/// <returns>Value converted to DigitexWire.Decimal. <see cref="DigitexWire.Decimal"/></returns>
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static public DigitexWire.Decimal ToProtoDecimal(decimal decValue)
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{
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uint scale = 0;
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decimal reminder = decValue % 1;
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long value64 = (long)(decValue - reminder);
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while (reminder != 0)
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{
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reminder *= 10;
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value64 *= 10;
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scale += 1;
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value64 += (long)(reminder - (reminder % 1));
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reminder %= 1;
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}
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DigitexWire.Decimal value = new DigitexWire.Decimal();
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value.Value64 = value64;
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value.Scale = scale;
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return value;
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}
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/// <summary>
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/// Convert DigitexWire.Decimal to System.Decimal.
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/// </summary>
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/// <param name="value">Original DigitexWire.Decimal value. <see cref="DigitexWire.Decimal"/></param>
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/// <returns>Value converted to System.Decimal.</returns>
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static public decimal FromProtoDecimal(DigitexWire.Decimal value)
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{
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return value == null ? 0 : (decimal)(value.Value64 * Math.Pow(10, -value.Scale));
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}
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/// <summary>
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/// Convert Google.Protobuf.ByteString guid, using in DigitexWire, to System.Guid.
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/// </summary>
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/// <param name="guid">Original Google.Protobuf.ByteString value.</param>
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/// <returns>Value converted to System.Guid.</returns>
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static public Guid FromProtoUuid(ByteString uuid)
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{
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if (uuid.IsEmpty)
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{
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return Guid.Empty;
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}
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byte[] bytes = uuid.ToByteArray();
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byte[] newBytes = new byte[]
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{
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bytes[3],
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bytes[2],
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bytes[1],
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bytes[0],
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bytes[5],
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bytes[4],
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bytes[7],
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bytes[6],
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bytes[8],
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bytes[9],
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bytes[10],
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bytes[11],
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bytes[12],
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bytes[13],
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bytes[14],
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bytes[15],
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};
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return new Guid(newBytes);
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}
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static public Guid FromOpenAPIUUID(string uuid)
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{
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char[] charArray = uuid.ToCharArray();
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char[] resultArray = new char[]
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{
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charArray[6],
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charArray[7],
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charArray[4],
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charArray[5],
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charArray[2],
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charArray[3],
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charArray[0],
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charArray[1],
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charArray[8],
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charArray[11],
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charArray[12],
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charArray[9],
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charArray[10],
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charArray[13],
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charArray[16],
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charArray[17],
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charArray[14],
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charArray[15],
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charArray[18],
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charArray[19],
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charArray[20],
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charArray[21],
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charArray[22],
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charArray[23],
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charArray[24],
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charArray[25],
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charArray[26],
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charArray[27],
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charArray[28],
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charArray[29],
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charArray[30],
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charArray[31],
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charArray[32],
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charArray[33],
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charArray[34],
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charArray[35]
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};
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string guid = new string(charArray);
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return new Guid(guid);
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}
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static public Guid GuidToUuid(Guid guid)
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{
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byte[] bytes = guid.ToByteArray();
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byte[] newBytes = new byte[]
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{
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bytes[3],
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bytes[2],
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bytes[1],
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bytes[0],
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bytes[5],
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bytes[4],
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bytes[7],
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bytes[6],
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bytes[8],
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bytes[9],
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bytes[10],
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bytes[11],
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bytes[12],
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bytes[13],
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bytes[14],
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bytes[15],
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};
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return new Guid(newBytes);
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}
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/// <summary>
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/// Convert long Timestamp value to System.DateTime./>
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/// </summary>
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/// <param name="time">Original long Timestamp value.</param>
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/// <returns>Value converted to System.DateTime.</returns>
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static public DateTime FromLongDateTime(long time)
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{
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return (new DateTime(1970, 1, 1) + TimeSpan.FromMilliseconds(time / 1000)).ToLocalTime();
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}
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}
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}

‎DigitexConnector/DigitexConnector.csproj‎

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<Project Sdk="Microsoft.NET.Sdk">
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<PropertyGroup>
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<TargetFramework>netstandard2.0</TargetFramework>
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<GeneratePackageOnBuild>true</GeneratePackageOnBuild>
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<GenerateAssemblyInfo>false</GenerateAssemblyInfo>
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<PackageId>DigitexConnectorCSharp</PackageId>
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<Version>0.8.2</Version>
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<Authors>Vitaliy Artemov, Daria Korepanova</Authors>
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<Company>SmartDec</Company>
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<PackageLicenseExpression>MIT</PackageLicenseExpression>
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<RepositoryURL>https://github.com/smartdec/DigitexConnectorCSharp</RepositoryURL>
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<PackageTags>digitex</PackageTags>
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<Title>Digitex Connector</Title>
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<Description>Library for connect to Digitex Futures Exchange</Description>
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</PropertyGroup>
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<ItemGroup>
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<None Remove="Symbols.json" />
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</ItemGroup>
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<ItemGroup>
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<PackageReference Include="Google.Protobuf" Version="3.13.0" />
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<PackageReference Include="NLog" Version="4.7.4" />
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<PackageReference Include="System.ComponentModel.Annotations" Version="4.7.0" />
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<PackageReference Include="Websocket.Client" Version="4.3.21" />
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</ItemGroup>
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<ItemGroup>
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<None Include="Symbols.json">
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<CopyToOutputDirectory>Always</CopyToOutputDirectory>
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</None>
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</ItemGroup>
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<ItemGroup>
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<None Update="NLog.config">
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<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
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</None>
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</ItemGroup>
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</Project>

‎DigitexConnector/EngineAPI/CtlMessages/CommonFields.cs‎

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using System;
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namespace DigitexConnector.EngineAPI
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{
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/// <summary>
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/// Common fields for all meassages received in Executor via ctl channel.
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/// </summary>
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public class CommonFields
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{
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/// <summary>
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/// Id of specidif trader.
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/// </summary>
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public uint TraderId { get; protected set; }
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/// <summary>
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/// Order id.
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/// </summary>
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public Guid ClientId { get; protected set; }
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/// <summary>
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/// Symbol.
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/// </summary>
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public Symbol Symbol { get; protected set; }
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/// <summary>
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/// Margin of position.
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/// </summary>
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public decimal PositionMargin { get; protected set; }
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/// <summary>
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/// Margin of all orders.
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/// </summary>
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public decimal OrderMargin { get; protected set; }
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/// <summary>
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/// Balance of trader.
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/// </summary>
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public decimal TraderBalance { get; protected set; }
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/// <summary>
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/// Unrealized profit and loss.
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/// </summary>
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public decimal? Upnl { get; protected set; }
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/// <summary>
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/// Realized profit and loss.
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/// </summary>
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public decimal? Pnl { get; protected set; }
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/// <summary>
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/// Margin of buy orders.
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/// </summary>
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public decimal BuyOrderMargin { get; protected set; }
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/// <summary>
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/// Margin of buy orders.
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/// </summary>
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public decimal SellOrderMargin { get; protected set; }
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/// <summary>
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/// Accum quantity.
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/// </summary>
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public decimal AccumQuantity { get; protected set; }
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/// <summary>
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/// Quantity of all active long orders.
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/// </summary>
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public decimal BuyOrderQuantity { get; protected set; }
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/// <summary>
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/// Quantity of all active short orders.
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/// </summary>
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public decimal SellOrderQuantity { get; protected set; }
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}
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}

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