/// <summary>
///
/// </summary>
public bool SynchronousExecute(AccountInfo account, Order order, Symbol symbol,
OrderTypeEnum orderType, int volume, decimal?allowedSlippage, decimal?desiredPrice,
decimal?takeProfit, decimal?stopLoss, string comment, TimeSpan operationTimeOut, out OrderInfo?info, out string operationResultMessage)
{
info = null;
OrderInfo updatedInfo = order.Info;
updatedInfo.OpenPrice = null;
updatedInfo.OpenTime = null;
updatedInfo.State = OrderStateEnum.Unknown;
IQuoteProvider quotes;
IDataBarHistoryProvider bars;
if (GetProviders(symbol, out quotes, out bars) == false)
{
operationResultMessage = "Failed to establish corresponding providers.";
return(false);
}
if (quotes.OperationalState != OperationalStateEnum.Operational ||
quotes.Ask.HasValue == false || quotes.Bid.HasValue == false || quotes.Time.HasValue == false)
{
operationResultMessage = "Data provider not operational or not providing valid dataDelivery.";
return(false);
}
decimal?currentPrice = quotes.GetOrderOpenQuote(orderType);
if (desiredPrice.HasValue && allowedSlippage.HasValue && currentPrice.HasValue &&
allowedSlippage > 0 && Math.Abs(currentPrice.Value - desiredPrice.Value) > allowedSlippage)
{// Slippage requirements failed.
operationResultMessage = "Slippage criteria not met.";
return(false);
}
operationResultMessage = string.Empty;
updatedInfo.OpenTime = quotes.Time.Value;
if (orderType == OrderTypeEnum.BUY_MARKET ||
orderType == OrderTypeEnum.SELL_MARKET)
{// Immediate order.
updatedInfo.State = OrderStateEnum.Executed;
updatedInfo.OpenPrice = currentPrice;
}
else
{// Delayed pending order.
//updatedInfo.State = OrderStateEnum.Submitted;
//updatedInfo.OpenPrice = desiredPrice;
operationResultMessage = "Order type not currently supported in back testing mode.";
return(false);
}
updatedInfo.StopLoss = stopLoss;
updatedInfo.TakeProfit = takeProfit;
updatedInfo.Comment = comment;
updatedInfo.Type = orderType;
updatedInfo.Symbol = symbol;
updatedInfo.Volume = volume;
updatedInfo.Id = (_pendingOrderId++).ToString();
if (UpdatePosition(symbol, OrderInfo.TypeIsBuy(updatedInfo.Type) ? volume : -volume, out operationResultMessage) == false)
{
return(false);
}
info = updatedInfo;
lock (this)
{
_orders.Add(updatedInfo.Id, order);
}
BeginAccountInfoUpdate(_account.Info);
BeginManagedOrdersUpdate(_lastDataQuote);
//RaiseOrderUpdateEvent(updatedInfo, Order.UpdateTypeEnum.Executed);
return(true);
}
