public void HandleOpenOrder(OpenOrderMessage openOrderMessage)
{
if (openOrderMessage.Order.WhatIf)
{
this.marginDialog.UpdateMarginInformation(openOrderMessage.OrderState);
}
}
private void ibClient_HandleOpenOrder(OpenOrderMessage message)
{
if (OnOpenOrderEvent != null)
{
OnOpenOrderMessage msg = new OnOpenOrderMessage(message);
OnOpenOrderEvent(msg);
}
}
private static void LogOrder(OpenOrderMessage openOrder)
{
try
{
Log.Debug(openOrder.Dump("Open Order"));
}
catch (Exception)
{
// Ignore exception
}
}
private void PopulateOrderRow(int rowIndex, OpenOrderMessage orderMessage)
{
liveOrdersGrid[0, rowIndex].Value = orderMessage.Order.PermId;
liveOrdersGrid[1, rowIndex].Value = orderMessage.Order.ClientId;
liveOrdersGrid[2, rowIndex].Value = orderMessage.Order.OrderId;
liveOrdersGrid[3, rowIndex].Value = orderMessage.Order.Account;
liveOrdersGrid[4, rowIndex].Value = orderMessage.Order.Action;
liveOrdersGrid[5, rowIndex].Value = orderMessage.Order.TotalQuantity;
liveOrdersGrid[6, rowIndex].Value = orderMessage.Contract.Symbol + " " + orderMessage.Contract.SecType + " " + orderMessage.Contract.Exchange;
liveOrdersGrid[7, rowIndex].Value = orderMessage.OrderState.Status;
}
private void handleOpenOrder(OpenOrderMessage openOrder)
{
if (openOrder.Order.WhatIf)
{
orderDialog.HandleIncomingMessage(openOrder);
}
else
{
UpdateLiveOrders(openOrder);
UpdateLiveOrdersGrid(openOrder);
}
}
private void UpdateLiveOrders(OpenOrderMessage orderMesage)
{
for (int i = 0; i < openOrders.Count; i++)
{
if (openOrders[i].Order.OrderId == orderMesage.OrderId)
{
openOrders[i] = orderMesage;
return;
}
}
openOrders.Add(orderMesage);
}
public void handleOpenOrder(OpenOrderMessage openOrder)
{
if (openOrder.Order.WhatIf)
{
orderDialog.HandleOpenOrder(openOrder);
}
else
{
UpdateLiveOrders(openOrder);
UpdateLiveOrdersGrid(openOrder);
}
}
public bool CancelOrder(int orderId)
{
int clientId = _clientId;
OpenOrderMessage openOrder = GetOpenOrderMessage(orderId, clientId);
if (openOrder != null)
{
_ibClient.ClientSocket.cancelOrder(openOrder.OrderId);
return(true);
}
return(false);
}
private void UpdateLiveOrdersGrid(OpenOrderMessage orderMessage)
{
for (int i = 0; i < liveOrdersGrid.Rows.Count; i++)
{
if ((int)(liveOrdersGrid[2, i].Value) == orderMessage.Order.OrderId)
{
PopulateOrderRow(i, orderMessage);
return;
}
}
liveOrdersGrid.Rows.Add(1);
PopulateOrderRow(liveOrdersGrid.Rows.Count - 1, orderMessage);
}
private void PopulateOrderRow(int rowIndex, OpenOrderMessage orderMessage)
{
liveOrdersGrid[0, rowIndex].Value = orderMessage.Order.PermId;
liveOrdersGrid[1, rowIndex].Value = orderMessage.Order.ClientId;
liveOrdersGrid[2, rowIndex].Value = orderMessage.Order.OrderId;
liveOrdersGrid[3, rowIndex].Value = orderMessage.Order.Account;
liveOrdersGrid[4, rowIndex].Value = orderMessage.Order.ModelCode;
liveOrdersGrid[5, rowIndex].Value = orderMessage.Order.Action;
liveOrdersGrid[6, rowIndex].Value = orderMessage.Order.TotalQuantity;
liveOrdersGrid[7, rowIndex].Value = orderMessage.Contract.Symbol + " " + orderMessage.Contract.SecType + " " + orderMessage.Contract.Exchange;
liveOrdersGrid[8, rowIndex].Value = orderMessage.OrderState.Status;
liveOrdersGrid[9, rowIndex].Value = (orderMessage.Order.CashQty != Double.MaxValue ? orderMessage.Order.CashQty.ToString() : "");
}
private void handleOpenOrder(OpenOrderMessage openOrder)
{
/*
* if (openOrder.Order.WhatIf)
* orderDialog.HandleIncomingMessage(openOrder);
* else
* {
* UpdateLiveOrders(openOrder);
* UpdateLiveOrdersGrid(openOrder);
* }
*/
UpdateLiveOrders(openOrder);
UpdateLiveOrdersGrid(openOrder);
}
private void handleOpenOrder(OpenOrderMessage openOrder)
{
/*
* if (openOrder.Order.WhatIf)
* //orderDialog.HandleIncomingMessage(openOrder);
* MessageBox.Show("openOrder.Order.WhatIf: " + openOrder.ToString());
* else
* {
* //UpdateLiveOrders(openOrder);
* //UpdateLiveOrdersGrid(openOrder);
* MessageBox.Show("ELSE. openOrder.Order.WhatIf: " + openOrder.ToString());
* }
*/
}
private void PopulateOrderRow(int rowIndex, OpenOrderMessage orderMessage)
{
/*
* liveOrdersGrid[0, rowIndex].Value = orderMessage.Order.PermId;
* liveOrdersGrid[1, rowIndex].Value = orderMessage.Order.ClientId;
* liveOrdersGrid[2, rowIndex].Value = orderMessage.Order.OrderId;
* liveOrdersGrid[3, rowIndex].Value = orderMessage.Order.Account;
* liveOrdersGrid[4, rowIndex].Value = orderMessage.Order.Action;
* liveOrdersGrid[5, rowIndex].Value = orderMessage.Order.TotalQuantity;
* liveOrdersGrid[6, rowIndex].Value = orderMessage.Contract.Symbol + " " + orderMessage.Contract.SecType + " " + orderMessage.Contract.Exchange;
* liveOrdersGrid[7, rowIndex].Value = orderMessage.OrderState.Status;
*/
String action = orderMessage.Order.Action;
int bqty = 0;
int sqty = 0;
if ("BUY".Equals(action))
{
bqty = orderMessage.Order.TotalQuantity;
}
if ("SELL".Equals(action))
{
sqty = orderMessage.Order.TotalQuantity;
}
OrderRecord record = null;
if (appStgManager.getAppOrderManager().OrderRepositry.ContainsKey(orderMessage.OrderId.ToString()))
{
record = appStgManager.getAppOrderManager().OrderRepositry[orderMessage.OrderId.ToString()];
}
liveOrdersGrid[0, rowIndex].Value = orderMessage.Order.PermId;
liveOrdersGrid[1, rowIndex].Value = orderMessage.Contract.LocalSymbol;
liveOrdersGrid[2, rowIndex].Value = bqty;
liveOrdersGrid[3, rowIndex].Value = sqty;
liveOrdersGrid[4, rowIndex].Value = orderMessage.Order.LmtPrice;
liveOrdersGrid[5, rowIndex].Value = orderMessage.Order.AuxPrice;
if (record != null)
{
liveOrdersGrid[6, rowIndex].Value = String.Format("{0:yyyyMMdd HH:mm:ss}", record.orderTime);
}
liveOrdersGrid[7, rowIndex].Value = orderMessage.OrderState.Status;
//liveOrdersGrid[8, rowIndex].Value = String.Format("{0:0,0.0}", orderMessage.OrderState.Commission);
liveOrdersGrid[8, rowIndex].Value = orderMessage.OrderState.Commission;
if (record != null)
{
liveOrdersGrid[9, rowIndex].Value = record.sno;
}
}
private void UpdateLiveOrders(OpenOrderMessage orderMessage)
{
lock (_openOrderLockObj)
{
UpdateOrderMessageToDatabase(orderMessage);
for (int i = 0; i < _openOrders.Count; i++)
{
if (_openOrders[i].Order.OrderId == orderMessage.OrderId)
{
_openOrders[i] = orderMessage;
return;
}
}
_openOrders.Add(orderMessage);
}
}
private void UpdateOrderMessageToDatabase(OpenOrderMessage orderMessage)
{
//Task.Factory.StartNew(() =>
//{
try
{
var order = IBTradingService.ConvertOpenOrderMessageToOrder(orderMessage, this);
new DatabaseRepository.TradeDatabase().Order_Upsert(order);
}
catch (Exception ex)
{
_log.Error(ex.Message);
_log.Error(ex.StackTrace);
}
//});
}
public void CancelSelection()
{
if (liveOrdersGrid.SelectedRows.Count > 0)
{
for (int i = 0; i < liveOrdersGrid.SelectedRows.Count; i++)
{
int orderId = (int)liveOrdersGrid.SelectedRows[i].Cells[2].Value;
int clientId = (int)liveOrdersGrid.SelectedRows[i].Cells[1].Value;
OpenOrderMessage openOrder = GetOpenOrderMessage(orderId, clientId);
if (openOrder != null)
{
ibClient.ClientSocket.cancelOrder(openOrder.OrderId);
}
}
}
}
public OnOpenOrderMessage(OpenOrderMessage msg) :
base(msg.OrderId, msg.Contract, msg.Order, msg.OrderState)
{
}
private void ibClient_HandleOpenOrder(OpenOrderMessage openOrder)
{
UpdateLiveOrders(openOrder);
}
private void HandleOpenOrderMsg(OpenOrderMessage msg)
{
//Log.Info("Receive Open Order Msg. " + string.Format("Open OrderID {0}, ClientID {1} ", msg.Order.OrderId, msg.Order.ClientId));
}
public void ResolveOpenOrderMessage(String action, double currentPrice, OpenOrderMessage openOrder)
{
//Determine if the parent order has been filled.
if (openOrder.Order.ParentId == 0 & openOrder.Order.Action != action)
{
if (openOrder.OrderState.Status == ApplicationHelper.Order_status_Filled)
{
Boolean active = true;
foreach (OpenOrderMessage childOder in Orders.Where(x => x.Order.ParentId == openOrder.OrderId))
{
if (childOder.OrderState.Status.Trim().Equals(ApplicationHelper.FILLED) || childOder.OrderState.Status.Trim().Equals(ApplicationHelper.Order_status_Cancelled) || childOder.OrderState.Status.Trim().Equals(ApplicationHelper.Order_status_PendingCancel))
{
active = false;
}
}
if (active)
{
//Resubmit stop loss order with current price to exit immediately
foreach (OpenOrderMessage childOrder in Orders.Where(x => x.Order.ParentId == openOrder.OrderId))
{
//Stop loss order
if (childOrder.OrderId == openOrder.OrderId + 2 & childOrder.Order.AuxPrice != currentPrice)
{
childOrder.Order.AuxPrice = currentPrice;
ibClient.ClientSocket.placeOrder(childOrder.OrderId, childOrder.Contract, childOrder.Order);
if (action.Equals(ApplicationHelper.EMPTY))
{
ApplicationHelper.log(ref tbLog, "Signal has disappeared." + openOrder.OrderId, System.Drawing.Color.Black);
}
ApplicationHelper.log(ref tbLog, string.Format("Reverse Direction Resubmit Stop loss order with current price to exit from child.Child Order ID - {0} Child current Status {1} ", childOrder.OrderId, childOrder.OrderState.Status.ToString()), System.Drawing.Color.Black);
}
}
}
}
else //if parent order has not been filled, then cancel it
//What happens to partially fill order.
{
if (openOrder.OrderState.Status.Trim().Equals(ApplicationHelper.Order_status_Cancelled) || openOrder.OrderState.Status.Trim().Equals(ApplicationHelper.Order_status_PendingCancel))
{
}
else
{
if (action.Equals(ApplicationHelper.EMPTY))
{
ApplicationHelper.log(ref tbLog, "Signal has disappeared." + openOrder.OrderId, System.Drawing.Color.Black);
}
ApplicationHelper.log(ref tbLog, "Reverse Direction Parent order id has not been filled.Current Status " + openOrder.OrderState.Status.ToString(), System.Drawing.Color.Black);
ApplicationHelper.log(ref tbLog, "Reverse Direction OrderManager Cancels Parent Order id " + openOrder.OrderId, System.Drawing.Color.Black);
ibClient.ClientSocket.cancelOrder(openOrder.OrderId);
}
}
}
if (openOrder.Order.ParentId != 0 & openOrder.Order.Action == action)
{
if (openOrder.OrderState.Status.Trim().Equals(ApplicationHelper.FILLED) || openOrder.OrderState.Status.Trim().Equals(ApplicationHelper.Order_status_Cancelled) || openOrder.OrderState.Status.Trim().Equals(ApplicationHelper.Order_status_PendingCancel))
{
}
else
{
//Stop loss order only
if (openOrder.OrderId == openOrder.Order.ParentId + 2 & openOrder.Order.AuxPrice != currentPrice)
{
if (openOrder.Order.AuxPrice != currentPrice)
{
openOrder.Order.AuxPrice = currentPrice;
ibClient.ClientSocket.placeOrder(openOrder.OrderId, openOrder.Contract, openOrder.Order);
ApplicationHelper.log(ref tbLog, "Reverse Direction Resubmit Stop loss order with current price to exit from child." + openOrder.OrderId, System.Drawing.Color.Black);
}
}
}
}
}
