/// <summary>
/// execute order in the exchange
/// исполнить ордер на бирже
/// </summary>
public void ExecuteOrder(KrakenOrder order, Order osOrder, DateTime time)
{
if (_isConnected == false)
{
return;
}
if (_orders == null)
{
_orders = new List <KrakenOrder>();
}
_orders.Add(order);
_osEngineOrders.Add(osOrder);
lock (_lockerListen)
{
try
{
PlaceOrderResult result = PlaceOrder(ref order, false);
SendLogMessage(result.ResultType.ToString(), LogMessageType.System);
if (order.TxId != null &&
result.ResultType == PlaceOrderResultType.success)
{
Order newOrder = new Order();
newOrder.SecurityNameCode = osOrder.SecurityNameCode;
newOrder.NumberUser = osOrder.NumberUser;
newOrder.NumberMarket = order.TxId;
newOrder.PortfolioNumber = osOrder.PortfolioNumber;
newOrder.Side = osOrder.Side;
newOrder.State = OrderStateType.Activ;
newOrder.TimeCallBack = time;
if (NewOrderEvent != null)
{
NewOrderEvent(newOrder);
}
}
else
{
Order newOrder = new Order();
newOrder.SecurityNameCode = osOrder.SecurityNameCode;
newOrder.NumberUser = osOrder.NumberUser;
newOrder.PortfolioNumber = osOrder.PortfolioNumber;
newOrder.Side = osOrder.Side;
newOrder.State = OrderStateType.Fail;
if (NewOrderEvent != null)
{
NewOrderEvent(newOrder);
}
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
}
}
/// <summary>
/// Submit an order to Kraken. The order passed by reference will be updated with info set by Kraken.
/// </summary>
/// <param name="order">Order to submit.</param>
/// <param name="wait">If set to true, the function will wait until the order is closed or canceled.</param>
/// <returns>PlaceOrderResult containing info about eventual success or failure of the request</returns>
private PlaceOrderResult PlaceOrder(ref KrakenOrder order, bool wait)
{
PlaceOrderResult placeOrderResult = new PlaceOrderResult();
try
{
JsonObject res = _kraken.AddOrder(order);
JsonArray error = (JsonArray)res["error"];
if (error.Count() > 0)
{
placeOrderResult.ResultType = PlaceOrderResultType.error;
List <string> errorList = new List <string>();
foreach (var item in error)
{
errorList.Add(item.ToString());
}
placeOrderResult.Errors = errorList;
return(placeOrderResult);
}
else
{
JsonObject result = (JsonObject)res["result"];
JsonObject descr = (JsonObject)result["descr"];
JsonArray txid = (JsonArray)result["txid"];
if (txid == null)
{
placeOrderResult.ResultType = PlaceOrderResultType.txid_null;
return(placeOrderResult);
}
else
{
string transactionIds = "";
foreach (var item in txid)
{
transactionIds += item.ToString() + ",";
}
transactionIds = transactionIds.TrimEnd(',');
order.TxId = transactionIds;
if (wait)
{
#region Repeatedly check order status by calling RefreshOrder
bool keepSpinning = true;
while (keepSpinning)
{
RefreshOrderResult refreshOrderResult = RefreshOrder(ref order);
switch (refreshOrderResult.ResultType)
{
case RefreshOrderResultType.success:
switch (order.Status)
{
case "closed":
placeOrderResult.ResultType = PlaceOrderResultType.success;
return(placeOrderResult);
case "pending":
break;
case "open":
break;
case "canceled":
if (order.VolumeExecuted > 0)
{
placeOrderResult.ResultType = PlaceOrderResultType.partial;
return(placeOrderResult);
}
else
{
placeOrderResult.ResultType =
PlaceOrderResultType.canceled_not_partial;
return(placeOrderResult);
}
default:
throw new Exception(string.Format("Unknown type of order status: {0}",
order.Status));
}
break;
case RefreshOrderResultType.error:
throw new Exception(
string.Format(
"An error occured while trying to refresh the order.\nError List: {0}",
refreshOrderResult.Errors.ToString()));
case RefreshOrderResultType.order_not_found:
throw new Exception(
"An error occured while trying to refresh the order.\nOrder not found");
case RefreshOrderResultType.exception:
throw new Exception(
"An unexpected exception occured while trying to refresh the order.",
refreshOrderResult.Exception);
default:
keepSpinning = false;
break;
}
Thread.Sleep(5000);
}
#endregion
}
placeOrderResult.ResultType = PlaceOrderResultType.success;
return(placeOrderResult);
}
}
}
catch (Exception ex)
{
placeOrderResult.ResultType = PlaceOrderResultType.exception;
placeOrderResult.Exception = ex;
return(placeOrderResult);
}
}
