private void TEBCancelOrder(QuantConnect.Orders.Order order, int origClOrdID)
{
Content co = ContentFactory.Create();
co.ClientStatus = ContentClientStatus.PendingCancel;
co.ClOrdID = NextClientID().ToString();
co.OrigClOrdID = origClOrdID.ToString();
//co.OrderID = Order.OrderID;
co.TransactTime = DateTime.Now;
co.Symbol = order.Symbol;
//co.SymbolSfx = Order.SymbolSfx;
co.OrdType = convertHelper.ConvertToOrdType(order.Type);
co.TimeInForce = convertHelper.ConvertToTimeInForce(order.Duration);
co.Price = order.Price;
co.OrderQty = order.Quantity;
co.Side = convertHelper.ConvertToSide(order.Quantity);
//co.ExpireDate = Order.ExpireDate;
//co.Afe = Order.Afe;
//co.Kafe = Order.Kafe;
//co.IsSellShort = Order.IsSellShort;
co.SecurityType = CashDefinition.SECURITY_CASH;
//co.InstructionSource = Order.InstructionSource;
//co.MarketSource = Order.MarketSource;
//co.PartyID = Order.PartyID;
co.SenderSubID = _senderSubId;
}
/// <summary>
/// Creates a new page model using the given page type id.
/// </summary>
/// <param name="api">The current api</param>
/// <param name="typeId">The unique page type id</param>
/// <returns>The new model</returns>
public static T Create(IApi api, string typeId = null)
{
if (string.IsNullOrWhiteSpace(typeId))
{
typeId = typeof(T).Name;
}
using (var factory = new ContentFactory(api.PageTypes.GetAll())) {
return(factory.Create <T>(typeId));
}
}
private void createContent()
{
if (_entryVolume.Content != null)
{
throw new InvalidOperationException();
}
if (ContentData == null)
{
return;
}
Content content = _factory.Create(_entryVolume.Data);
content.Base.SetParent(_hook, false);
content.Base.localScale = Vector3.one;
_entryVolume.Content = content;
}
private Content CreateContent(QuantConnect.Orders.Order order, int clOrdId)
{
Content content = ContentFactory.Create();
content.ServerStatus = ContentServerStatus.Waiting;
content.ClientStatus = ContentClientStatus.PendingNew;
content.TransactTime = DateTime.Now;
content.ClOrdID = clOrdId.ToString();
content.MarketID = clOrdId.ToString();
content.Side = convertHelper.ConvertToSide(order.Quantity);
//content.IsSellShort = builder.IsSellShort;
content.OrdType = convertHelper.ConvertToOrdType(order.Type);
content.Account = _account;
content.OrderCapacity = CashDefinition.ACCOUNT_TYPE_CUSTOMER;
content.SenderSubID = _senderSubId;
content.Symbol = order.Symbol; //content.SymbolSfxMarket = builder.Market.Value.Trim();
content.OrderQty = Math.Abs(order.Quantity);
if (order is LimitOrder)
{
decimal limitPrice = (decimal)((LimitOrder)order).LimitPrice;
content.Price = limitPrice;
}
else
{
content.Price = order.Price;
}
content.TransactTime = order.Time;
content.OrderQty = Math.Abs(order.Quantity);
content.TimeInForce = convertHelper.ConvertToTimeInForce(order.Type);
content.SecurityType = CashDefinition.SECURITY_CASH;
return(content);
}
/// <summary>
/// Creates a new block model using the given block type id.
/// </summary>
/// <param name="typeId">The unique block type id</param>
/// <returns>The new model</returns>
public static T Create(string typeId)
{
using (var factory = new ContentFactory(App.BlockTypes)) {
return(factory.Create <T>(typeId));
}
}