public TradeOrder PlaceOrder(int parentOrderID, TradeType tradeType, string symbol, double price, double qty, string exchange = null, OrderType orderType = OrderType.LMT)
{
if (tradeType != TradeType.Buy && tradeType != TradeType.Sell)
{
throw new Exception("Unsupported TradeType: " + tradeType);
}
TradeOrder res = null;
var parent = ParentOrderManager.Instance.GetParentOrderByParentID(parentOrderID);
if (tradeType == TradeType.Sell && parent.Qty == 0)
{
Log.Error("Parent zero qty");
return(res);
}
if (tradeType == TradeType.Sell && parent.Qty <= qty)
{
qty = parent.Qty;
Log.Info("Reduce qty to parent open qty " + qty);
}
lock (trade_locker)
{
int orderID = -1;
if (Broker == Broker.IB)
{
orderID = IBClient.PlaceOrder(symbol, price, qty, tradeType, exchange, orderType);
}
else
{
orderID = TDClient.PlaceOrder(symbol, price, qty, tradeType, exchange, orderType);
}
res = new TradeOrder();
res.ParentOrderID = parentOrderID;
res.OrderID = orderID;
res.Status = TradeOrderStatus.PendingSubmit;
res.Side = tradeType.ToString();
res.Price = price;
ParentOrderManager.Instance.AddChildOrder(res);
if (IsInitialized)
{
StateManager.Save();
}
}
Log.Info(string.Format("Place order ID {0}, TradeType {1}, symbol {2}, price {3}, qty {4}, exchange {5}, parentOrderID {6}",
res.OrderID, tradeType, symbol, price, qty, exchange, parentOrderID));
return(res);
}
public TradeOrder PlaceTrailStopOrder(int parentOrderID, TradeType tradeType, string symbol, double qty, double trailStopPrice, double trailPct, string exchange = null)
{
TradeOrder res = null;
int orderID = -1;
lock (trade_locker)
{
if (Broker == Broker.IB)
{
orderID = IBClient.PlaceTrailStopOrder(symbol, qty, trailStopPrice, trailPct, tradeType, exchange);
}
else
{
//orderID = TDClient.PlaceOrder(symbol, price, qty, tradeType, exchange, orderType);
}
res = new TradeOrder();
res.ParentOrderID = parentOrderID;
res.OrderID = orderID;
res.Status = TradeOrderStatus.PendingSubmit;
res.Side = tradeType.ToString();
res.TrailStopPrice = trailStopPrice;
res.TrailingPct = trailPct;
ParentOrderManager.Instance.AddChildOrder(res);
if (IsInitialized)
{
StateManager.Save();
}
}
Log.Info(string.Format("Place trailingstop order ID {0}, TradeType {1}, symbol {2}, qty {3}, trailStoppPrice {4}, trailingPct {5}%, exchange {6}",
orderID, tradeType, symbol, qty, trailStopPrice, trailPct * 100, exchange));
return(res);
}