public ClosePositionResponse(
MarketOrderTransaction longOrderCreateTransaction,
OrderFillTransaction longOrderFillTransaction,
OrderCancelTransaction longOrderCancelTransaction,
MarketOrderTransaction shortOrderCreateTransaction,
OrderFillTransaction shortOrderFillTransaction,
OrderCancelTransaction shortOrderCancelTransaction,
ImmutableList <string> relatedTransactionIDs,
string lastTransactionID)
{
LongOrderCreateTransaction = longOrderCreateTransaction;
LongOrderFillTransaction = longOrderFillTransaction;
LongOrderCancelTransaction = longOrderCancelTransaction;
ShortOrderCreateTransaction = shortOrderCreateTransaction;
ShortOrderFillTransaction = shortOrderFillTransaction;
ShortOrderCancelTransaction = shortOrderCancelTransaction;
RelatedTransactionIDs = relatedTransactionIDs;
LastTransactionID = lastTransactionID;
}
void _transactionsSession_DataReceived(OkonkwoOandaV20.TradeLibrary.DataTypes.Stream.TransactionStreamResponse data)
{
if (data.transaction.type == "LIMIT_ORDER")
{
LimitOrderTransaction order = (LimitOrderTransaction)data.transaction;
Order newOrder = new Order();
newOrder.NumberUser = Convert.ToInt32(order.clientExtensions.id);
newOrder.NumberMarket = order.id.ToString();
newOrder.SecurityNameCode = order.instrument;
newOrder.Price = Convert.ToDecimal(order.price);
newOrder.TimeCallBack = DateTime.Parse(order.time);
newOrder.State = OrderStateType.Activ;
if (NewOrderEvent != null)
{
NewOrderEvent(newOrder);
}
}
else if (data.transaction.type == "LIMIT_ORDER_REJECT")
{
LimitOrderRejectTransaction order = (LimitOrderRejectTransaction)data.transaction;
Order newOrder = new Order();
newOrder.NumberUser = Convert.ToInt32(order.clientExtensions.id);
newOrder.NumberMarket = order.id.ToString();
newOrder.SecurityNameCode = order.instrument;
newOrder.Price = Convert.ToDecimal(order.price);
newOrder.State = OrderStateType.Fail;
newOrder.TimeCallBack = DateTime.Parse(order.time);
if (NewOrderEvent != null)
{
NewOrderEvent(newOrder);
}
}
else if (data.transaction.type == "ORDER_FILL")
{
OrderFillTransaction order = (OrderFillTransaction)data.transaction;
MyTrade trade = new MyTrade();
trade.NumberOrderParent = order.clientOrderID;
trade.NumberTrade = order.id.ToString();
trade.Price = Convert.ToDecimal(order.price);
trade.Volume = Convert.ToDecimal(order.units);
trade.Time = DateTime.Parse(order.time);
trade.SecurityNameCode = order.instrument;
Order myOrder = _orders.Find(o => o.NumberUser.ToString() == order.clientOrderID);
if (myOrder == null)
{
return;
}
trade.Volume = myOrder.Volume;
if (order.units == 1)
{
trade.Side = Side.Buy;
}
else
{
trade.Side = Side.Sell;
}
if (NewMyTradeEvent != null)
{
NewMyTradeEvent(trade);
}
}
else if (data.transaction.type == "SystemOrderReject")
{
Order newOrder = new Order();
// newOrder.NumberUser = order.NumberUser;
newOrder.State = OrderStateType.Fail;
//trade.Time = DateTime.Parse(order.time);
if (NewOrderEvent != null)
{
NewOrderEvent(newOrder);
}
}
else if (data.transaction.type == "ORDER_CANCEL")
{
OrderCancelTransaction order = (OrderCancelTransaction)data.transaction;
Order newOrder = new Order();
newOrder.NumberUser = Convert.ToInt32(order.clientOrderID);
newOrder.State = OrderStateType.Cancel;
newOrder.TimeCallBack = DateTime.Parse(order.time);
newOrder.TimeCancel = newOrder.TimeCallBack;
if (NewOrderEvent != null)
{
NewOrderEvent(newOrder);
}
}
}
