/// <summary>
/// Helper method to send orders
/// </summary>
/// <param name="point"></param>
/// <param name="side"></param>
/// <param name="size"></param>
/// <returns></returns>
protected ITransactionOrderModel CreateOrder(IPointModel point, OrderSideEnum side, double size)
{
var gateway = point.Account.Gateway;
var instrument = point.Account.Instruments[_asset];
var order = new TransactionOrderModel
{
Size = size,
Side = side,
Instrument = instrument,
Type = OrderTypeEnum.Market
};
gateway.OrderSenderStream.OnNext(new TransactionMessage <ITransactionOrderModel>
{
Action = ActionEnum.Create,
Next = order
});
return(order);
}
/// <summary>
/// Get orders by criteria
/// </summary>
/// <param name="inputs"></param>
/// <returns></returns>
protected async Task <IndexCollection <ITransactionOrderModel> > GetGenericOrders(dynamic inputs)
{
var orders = new IndexCollection <ITransactionOrderModel>();
var response = await GetResponse <InputOrderListModel>($"/v3/accounts/{ Account.Id }/orders");
foreach (var inputOrder in response.Orders)
{
var orderModel = new TransactionOrderModel
{
Id = $"{ inputOrder.Id }",
Size = inputOrder.Size,
Price = inputOrder.Price,
Time = inputOrder.CreationTime,
Type = OrderTypeMap.Input(inputOrder.Type),
Status = OrderStatusMap.Input(inputOrder.Status),
TimeSpan = OrderTimeSpanMap.Input(inputOrder.TimeSpan),
DealTime = inputOrder.FillTime ?? inputOrder.CancellationTime ?? inputOrder.TriggerTime
};
orders.Add(orderModel);
}
return(orders);
}
/// <summary>
/// Helper method to send orders
/// </summary>
/// <param name="point"></param>
/// <param name="side"></param>
/// <param name="size"></param>
/// <returns></returns>
protected ITransactionOrderModel CreateOrder(IPointModel point, OrderSideEnum side, double size)
{
var gateway = point.Account.Gateway;
var instrument = point.Account.Instruments[_asset];
var order = new TransactionOrderModel
{
Size = size,
Side = side,
Instrument = instrument,
Type = OrderTypeEnum.Market
};
switch (side)
{
case OrderSideEnum.Buy:
order.Orders.Add(new TransactionOrderModel
{
Size = size,
Side = OrderSideEnum.Sell,
Type = OrderTypeEnum.Limit,
Price = point.Ask + 2,
Instrument = instrument,
Container = order
});
order.Orders.Add(new TransactionOrderModel
{
Size = size,
Side = OrderSideEnum.Sell,
Type = OrderTypeEnum.Stop,
Price = point.Bid - 2,
Instrument = instrument,
Container = order
});
break;
case OrderSideEnum.Sell:
order.Orders.Add(new TransactionOrderModel
{
Size = size,
Side = OrderSideEnum.Buy,
Type = OrderTypeEnum.Stop,
Price = point.Bid + 2,
Instrument = instrument,
Container = order
});
order.Orders.Add(new TransactionOrderModel
{
Size = size,
Side = OrderSideEnum.Buy,
Type = OrderTypeEnum.Limit,
Price = point.Ask - 2,
Instrument = instrument,
Container = order
});
break;
}
gateway.OrderSenderStream.OnNext(new TransactionMessage <ITransactionOrderModel>
{
Action = ActionEnum.Create,
Next = order
});
_date = point.Time;
return(order);
}