massimiliano.quarti
17 Mar 2023, 09:17

RE: RE:

Please contact me i'm still searching a valid solution

ctid5718405 said:

ctid5718405 said:

PanagiotisCharalampous said:

Hi massimiliano.quarti,

If you need to trade on behalf of somebody else, you need to use Open API.

Best Regards,

Panagiotis 

Join us on Telegram and Facebook

I am also working a copy trading solution just similar to one described by massimiliano.quarti

My main account under a bot will create a master order, that I would like to copy to possibly thousands of my customer accounts.

How I am thinking to manage it like, designing a copy trading engine as described by massimiliano.quarti using FIX API, where I need to manage three orders first one to manage main trade, second one to manage SL, and third to manage a TP, but you suggested to use Open API instead of FIX API, but probably you know there certain limitations posed on requests per second under one Open API application 

so how can I manage possibly 1000s of requests per second using Open API?

After a lot of research and deliberation, I came up with a solution that can copy trade on behalf of possibly1000s of customers having their ctrader accounts, my solution is based on.

1. A serverless and Microsoft Azure cloud-based application (Azure Event Grid, with Azure Functions),
2. ctrader Open API
3. SQL Server (In memory OLTP)

massimiliano.quarti
05 Aug 2022, 12:52 ( Updated at: 21 Dec 2023, 09:22 )

RE: RE:

That is what i'm trying to do. I think that fixapi is made to this usage from every application like you use to do in the samples in github

massimiliano.quarti
05 Aug 2022, 10:51

RE:

That is not a good news. How is possible to build a copier without that mechanism?

My client needs a copier between differents accounts, which api i have to use? Openapi has the same modality of working?

PanagiotisCharalampous said:

Hi massimiliano.quarti,

You should not be acle to trade for a different account than the one that is logged in. If this is the case, we will investigate it and fix it.

Best Regards,

Panagiotis 

Join us on Telegram and Facebook

massimiliano.quarti
05 Aug 2022, 10:42

RE:

PanagiotisCharalampous said:

Hi massimiliano.quarti,

You can use FIX API only for the account that is currently logged in.

Best Regards,

Panagiotis 

Join us on Telegram and Facebook

but the fixapi is working, i open the positions to the different accounts, the think that is not working is the usage of 721 field to make the sl and tp orders working as an an OCO order in hedging accounts.

massimiliano.quarti
05 Aug 2022, 10:19

RE:

PanagiotisCharalampous said:

Hi massimiliano.quarti,

We checked your messages and it seems that you are trying to modify a position that does not belong to your account.

Best Regards,

Panagiotis 

Join us on Telegram and Facebook

yes is a copier it is replicating the position to other accounts with fixapi, is right

massimiliano.quarti
05 Aug 2022, 10:01

RE: RE: RE:

Hi, 

did you watched at my post?

Is possible to have a more detailed manual on fix api?

massimiliano.quarti
28 Jul 2022, 08:56

RE: RE:

Sorry i wrong version of the robot

the fiz api sequence is that one:

28/07/2022 07:46:43.138 | Send Order: 8=FIX.4.4
9=191
35=D
49=demo.icmarkets.8290759
56=cServer
57=TRADE
50=TRADE
34=2
52=20220728-05:46:43
11=1234567890
55=10046
54=1
60=20220728-05:46:43
38=1
40=1
59=1
126=20220729-05:46:43
494=copy_286379592
10=132

28/07/2022 07:46:43.232 | Answer order: 8=FIX.4.4
9=252
35=8
34=2
49=cServer
50=TRADE
52=20220728-05:46:43.188
56=demo.icmarkets.8290759
57=TRADE
11=1234567890
14=0
37=440741962
38=1
39=0
40=1
54=1
55=10046
59=3
60=20220728-05:46:43.178
126=20220729-05:46:43.000
150=0
151=1
494=copy_286379592
721=286379593
10=195

28/07/2022 07:46:43.232 | Send SL Order: 8=FIX.4.4
9=215
35=D
49=demo.icmarkets.8290759
56=cServer
57=TRADE
50=TRADE
34=3
52=20220728-05:46:43
11=286379592
55=10046
54=2
60=20220728-05:46:43
38=1
40=3
99=13189.3
59=3
126=20220729-05:46:43
721=286379592
494=copy_286379592
10=047

28/07/2022 07:46:43.341 | Answer sl: 8=FIX.4.4
9=602
35=j
34=3
49=cServer
50=TRADE
52=20220728-05:46:43.288
56=demo.icmarkets.8290759
57=TRADE
58=NOT_ENOUGH_RIGHTS:NewOrderReq@408ee527[traderId=1923113,sessionId=127676037,clientRequestId=286379592,label=copy_286379592,channel=FIX,dealerReq=false,ignoreValidation=false,price=1318930000,expirationTimestamp=1659073603000,timeInForce=GOOD_TILL_DATE,volume=100,guaranteedStopLoss=false,mirroringCommissionRate=0,innerMirroringFee=true,stopTriggerMethod=TRADE,positionId=286379592,symbolId=10046,type=STOP,tradeSide=SELL,clientOrderId=286379592,checkTolerance=false,additionalChannel=[]]
379=286379592
380=0
10=142

no sl order opened only the position without sl

massimiliano.quarti
28 Jul 2022, 08:27 ( Updated at: 21 Dec 2023, 09:22 )

RE:

PanagiotisCharalampous said:

Hi massimiliano.quarti,

I need the exact log of exchanged messages to understand what you are sending and what you are receiving e.g.

Request

8=FIX.4.4|9=100|35=AN|49=live.theBroker.12345|56=CSERVER|34=99|52=20170117- 10:09:54|50=any_string|57=TRADE|710=876316401|10=103|

Response

8=FIX.4.4|9=163|35=AP|34=98|49=CSERVER|50=TRADE|52=20170117-10:09:54.076|56=live.theBroker.12345|57=any_string|55=1|710=876316401|721=101|727=1|72 8=0|730=1.06671|702=1|704=0|705=30000|10=182|

Also I need some screenshots from cTrader deomnstrating that the orders have not been placed on the requested position.

Best Regards,

Panagiotis 

Join us on Telegram and Facebook

    28/07/2022 07:14:11.806    Send Order: 8=FIX.4.4
9=191
35=D
49=demo.icmarkets.8290759
56=cServer
57=TRADE
50=TRADE
34=2
52=20220728-05:14:12
11=1234567890
55=10046
54=1
60=20220728-05:14:12
38=1
40=1
59=1
126=20220729-05:14:12
494=copy_286359619
10=103
    
    28/07/2022 07:14:11.916    Answer order: 8=FIX.4.4
9=252
35=8
34=2
49=cServer
50=TRADE
52=20220728-05:14:11.879
56=demo.icmarkets.8290759
57=TRADE
11=1234567890
14=0
37=440720414
38=1
39=0
40=1
54=1
55=10046
59=3
60=20220728-05:14:11.865
126=20220729-05:14:12.000
150=0
151=1
494=copy_286359619
721=286359627
10=159

    
    28/07/2022 07:14:11.916    orderid721 286359627    
    28/07/2022 07:14:11.916    orderid11 1234567890    
    28/07/2022 07:14:11.916    Send SL Order: 8=FIX.4.4
9=191
35=D
49=demo.icmarkets.8290759
56=cServer
57=TRADE
50=TRADE
34=2
52=20220728-05:14:12
11=1234567890
55=10046
54=1
60=20220728-05:14:12
38=1
40=1
59=1
126=20220729-05:14:12
494=copy_286359619
10=103
    
    28/07/2022 07:14:12.010    Answer sl: 8=FIX.4.4
9=263
35=8
34=3
49=cServer
50=TRADE
52=20220728-05:14:11.979
56=demo.icmarkets.8290759
57=TRADE
11=1234567890
14=0
37=440720415
38=1
39=0
40=3
54=2
55=10046
59=6
60=20220728-05:14:11.967
99=13186.8
126=20220729-05:14:12.000
150=0
151=1
494=copy_286359619
721=286359628
10=199

here is the log of the messages printed from the robot: order sent to the destination account ,retrieved 721 and 11 fields and the sl order sent. the answers are still plotted

the screenshot are:

1. the master copier with the opened position

2. the account that received the orders with the opened position

3. the account that received the orders with the ORDER for the sl

so i don't know what is wrong but the position is not taking sl but only the order so i think the usage of 721 field is wrong but i don't understand what i have to do to fix it

massimiliano.quarti
20 Jul 2022, 11:03 ( Updated at: 20 Jul 2022, 11:12 )

RE:

PanagiotisCharalampous said:

Hi massimiliano.quarti,

Can you provide examples of what you are doing and it doesn't work e.g the messages you are sending and some evidence that it does not work?

Best Regards,

Panagiotis 

Join us on Telegram and Facebook

here ther is my code that tries to open position to different account on the opening position event.
I try to get the 721 returned when i open the position to the different account and pass it to the orders that should be work as stop loss passing the same 721 field

private void OnPositionsOnOpened(PositionOpenedEventArgs args)
       {
           Position pos = args.Position;
           if (ListaAccount != null)
           {
 
               for (int i = 0; i < ListaAccount.Count; i++)
               {
                   var message = _messageConstructor[i].NewOrderSingleMessage(MessageConstructor.SessionQualifier.TRADE, _messageSequenceNumber[i], "1234567890", symbofixid, pos.TradeType == TradeType.Buy ? 1 : 2, DateTime.UtcNow.ToString("yyyyMMdd-HH:mm:ss"), Convert.ToInt32(pos.Quantity), 1, "1", 0,
                   0, DateTime.UtcNow.AddDays(1).ToString("yyyyMMdd-HH:mm:ss"), "", "copy_" + pos.Id.ToString());
                   string dd = SendTradeMessage(message, _tradeStreamSSL[i], i);
                   Print("Answer order: " + dd.ToString());
                   string[] aa = dd.Split('\u0001');
                   string orderid = "";
                   string orderid11 = "";
                   foreach (string item in aa)
                   {
                       if (item.StartsWith("721="))
                       {
                           orderid = item.Split('=')[1];
                           break;
                       }
 
 
 
                   }
                   foreach (string item in aa)
                   {
                       if (item.StartsWith("11="))
                       {
                           orderid11 = item.Split('=')[1];
                           break;
                       }
 
                   }
 
                   Print("orderid721 " + orderid);
 
                   Print("orderid11 " + orderid11);
 
                   if (pos.StopLoss != null && pos.StopLoss != 0)
                   {
                       if (pos.TradeType == TradeType.Buy)
                       {
                           var messagesl = _messageConstructor[i].NewOrderSingleMessage(MessageConstructor.SessionQualifier.TRADE, _messageSequenceNumber[i], orderid11, symbofixid, 2, DateTime.UtcNow.ToString("yyyyMMdd-HH:mm:ss"), Convert.ToInt32(pos.Quantity), 3, "3", 0,
                           Math.Round(Convert.ToDecimal(pos.StopLoss), 1), DateTime.UtcNow.AddDays(1).ToString("yyyyMMdd-HH:mm:ss"), "", "copy_" + pos.Id.ToString());
                           string ddsl = SendTradeMessage(messagesl, _tradeStreamSSL[i], i);
                           Print("Answer sl: " + ddsl.ToString());
 
                       }
                       else
                       {
                           var messagesl = _messageConstructor[i].NewOrderSingleMessage(MessageConstructor.SessionQualifier.TRADE, _messageSequenceNumber[i], orderid11, symbofixid, 1, DateTime.UtcNow.ToString("yyyyMMdd-HH:mm:ss"), Convert.ToInt32(pos.Quantity), 3, "3", 0,
                           Math.Round(Convert.ToDecimal(pos.StopLoss), 1), DateTime.UtcNow.AddDays(1).ToString("yyyyMMdd-HH:mm:ss"), "", "copy_" + pos.Id.ToString());
                           string ddsl = SendTradeMessage(messagesl, _tradeStreamSSL[i], i);
                           Print("Answer sl: " + ddsl.ToString());
 
 
                       }
 
                   }
 
               }
           }
       }

here the message compisition following your examples in github

public string NewOrderSingleMessage(SessionQualifier qualifier, int messageSequenceNumber, string orderID, long symbol, int side, string transactTime, int orderQuantity, int orderType, string timeInForce, decimal price = 0, decimal stopPrice = 0, string expireTime = "", string positionID = "",string label="")
       {
           var body = new StringBuilder();
           //Unique identifier for the order, allocated by the client.
           body.Append("11=" + orderID + "|");
           //Instrument identificators are provided by Spotware.
           body.Append("55=" + symbol + "|");
           //1= Buy, 2 = Sell
           body.Append("54=" + side + "|");
           // Client generated request time.
           body.Append("60=" + transactTime + "|");
           //The fixed currency amount.
           body.Append("38=" + orderQuantity + "|");
           //1 = Market, the Order will be processed by 'Immediate Or Cancel'scheme(see TimeInForce(59): IOC);
           //2 = Limit, the Order will be processed by 'Good Till Cancel' scheme(see TimeInForce(59): GTC).
           body.Append("40=" + orderType + "|");
           if (price != 0)
           {
               //Reserved for future use.
               body.Append("44=" + price.ToString().Replace(",", ".") + "|");
           }
           if (stopPrice != 0)
           {
               //The worst client price that the client will accept.
               //Required when OrdType = 2, in which case the order will notfill unless this price can be met.
               body.Append("99=" + stopPrice.ToString().Replace(",",".")  + "|");
           }
           // 1 = Good Till Cancel (GTC), it will be active only for Limit Orders (see OrdType(40)) ;
           // 3 = Immediate Or Cancel (IOC), it will be active only for Market Orders(see OrdType(40));
           // 6 = Good Till Date(GTD), it will be active only if ExpireTime is defined (see ExpireTime(126)).
           // GTD has a high priority, so if ExpireTime is defined, GTD will be used for the Order processing.
           body.Append("59=" + timeInForce + "|");
           if (expireTime != string.Empty)
           {
               // Expire Time in YYYYMMDDHH:MM:SS format.If is assigned then the Order will be processed by 'Good Till Date' scheme
               // (see TimeInForce: GTD).
               body.Append("126=" + expireTime + "|");
           }
           if (positionID != string.Empty)
           {
               // Position ID, where this order should be placed. If not set, new position will be created, it’s id will be returned in ExecutionReport(8) message.
               body.Append("721=" + positionID + "|");
           }
 
           if (label != string.Empty)
           {
               // Position ID, where this order should be placed. If not set, new position will be created, it’s id will be returned in ExecutionReport(8) message.
               body.Append("494=" + label + "|");
           }
 
 
 
 
 
          var header = ConstructHeader(qualifier, ApplicationMessageCode(ApplicationMessageType.NewOrderSingle), messageSequenceNumber, body.ToString());
           var headerAndBody = header + body;
           var trailer = ConstructTrailer(headerAndBody);
           var headerAndMessageAndTrailer = header + body + trailer;
           return headerAndMessageAndTrailer.Replace("|", "\u0001");
       }

massimiliano.quarti
24 Jun 2022, 17:57

721 not working

Hi, i have a question about fix api. I found in the forum that you noticed passing field 721 to correlate orders in hedging account, so you have a position and an order as SL correlated with that position that closes all the order and positio at sl level. I tried all the day to pass 721 in various way but there is no correlation at all, have you some example of usage?