/// <summary>
/// This function sets up the OrderProfile and submits
/// the order using the InstrumentTradeSubscription SendOrder method.
/// </summary>
/// <param name="buySell">The side of the market to place the order on.</param>
private void SendOrder(BuySell buySell)
{
try
{
OrderFeed orderFeed = comboBoxOrderFeed.SelectedItem as OrderFeed;
CustomerDefaultEntry customer = cboCustomer.SelectedItem as CustomerDefaultEntry;
OrderProfile orderProfile = new OrderProfile(orderFeed, m_instrumentTradeSubscription.Instrument, customer.Customer);
// Set for Buy or Sell.
orderProfile.BuySell = buySell;
// Set the quantity.
orderProfile.QuantityToWork = Quantity.FromString(m_instrumentTradeSubscription.Instrument, txtQuantity.Text);
// Set the order type to "Limit" for a limit order.
orderProfile.OrderType = OrderType.Limit;
// Set the limit order price.
orderProfile.LimitPrice = Price.FromString(m_instrumentTradeSubscription.Instrument, txtPrice.Text);
// Send the order.
m_instrumentTradeSubscription.SendOrder(orderProfile);
m_LastOrderSiteOrderKey = orderProfile.SiteOrderKey;
}
catch (Exception err)
{
MessageBox.Show(err.Message);
}
}
/// <summary>
/// This function sets up the OrderProfile and submits
/// the order using the InstrumentTradeSubscription SendOrder method.
/// </summary>
/// <param name="buySell">The side of the market to place the order on.</param>
private void SendOrder(TTInstrument ttinstr, ZOrder o)
{
var orderSide = o.Side;
var qtyStr = o.Qty.ToString();
var priceStr = o.Price.ToString();
var orderType = o.Type;
var stopPriceStr = o.StopPrice.ToString(); // TODO: WE NEED TO DEAL WITH STOP ORDERS!!!
cout("TeTTApi::SendOrder: {0}", o.ToString());
try
{
CustomerDefaultEntry m_defaultCustomer = null;
OrderProfile orderProfile = new OrderProfile(ttinstr.DefaultOrderFeed, ttinstr.Instrument, m_defaultCustomer.Customer);
orderProfile.BuySell = TranslateSide(orderSide); // Set for Buy or Sell.
orderProfile.QuantityToWork = Quantity.FromString(ttinstr.Instrument, qtyStr); // Set the quantity.
if (orderType == ZOrderType.Market) // Market Order
{
orderProfile.OrderType = OrderType.Market;
}
else if (orderType == ZOrderType.Limit) // Limit Order
{
// Set the limit order price.
orderProfile.LimitPrice = Price.FromString(ttinstr.Instrument, priceStr);
}
else if (orderType == ZOrderType.StopMarket) // Stop Market Order
{
orderProfile.OrderType = OrderType.Market; // Set the order type to "Market" for a market order.
orderProfile.Modifiers = OrderModifiers.Stop; // Set the order modifiers to "Stop" for a stop order.
orderProfile.StopPrice = Price.FromString(ttinstr.Instrument, stopPriceStr); // Set the stop price.
}
else if (orderType == ZOrderType.StopLimit) // Stop Limit Order
{
orderProfile.OrderType = OrderType.Limit; // Set the order type to "Limit" for a limit order.
orderProfile.Modifiers = OrderModifiers.Stop; // Set the order modifiers to "Stop" for a stop order.
orderProfile.LimitPrice = Price.FromString(ttinstr.Instrument, priceStr); // Set the limit order price.
orderProfile.StopPrice = Price.FromString(ttinstr.Instrument, stopPriceStr); // Set the stop price.
}
//m_instrumentTradeSubscription.SendOrder(orderProfile); // Send the order.
cout("TT Order Send {0} {1}|{2}@{3}", orderProfile.SiteOrderKey, orderProfile.BuySell.ToString(), orderProfile.QuantityToWork.ToString(), LimitOrMarketPrice(orderProfile));
/*// Update the GUI.
* txtOrderBook.Text += String.Format("Send {0} {1}|{2}@{3}{4}",
* orderProfile.SiteOrderKey,
* orderProfile.BuySell.ToString(),
* orderProfile.QuantityToWork.ToString(),
* orderProfile.OrderType == OrderType.Limit ? orderProfile.LimitPrice.ToString() : "Market Price",
* System.Environment.NewLine);*/
}
catch (Exception err)
{
ErrorMessage(err.Message);
}
}
/// <summary>
/// This function sets up the OrderProfile and submits
/// the order using the InstrumentTradeSubscription SendOrder method.
/// </summary>
/// <param name="buySell">The side of the market to place the order on.</param>
private void SendOrder(BuySell buySell)
{
// make sure the user has dragged a contract before we continue
if (m_instrumentTradeSubscription == null)
{
return;
}
try
{
OrderFeed orderFeed = this.cboOrderFeed.SelectedItem as OrderFeed;
CustomerDefaultEntry customer = this.cboCustomer.SelectedItem as CustomerDefaultEntry;
OrderProfile orderProfile = new OrderProfile(orderFeed, m_instrumentTradeSubscription.Instrument, customer.Customer);
// Set for Buy or Sell.
orderProfile.BuySell = buySell;
// Set the quantity.
orderProfile.QuantityToWork = Quantity.FromString(m_instrumentTradeSubscription.Instrument, txtQuantity.Text);
// Set the order type to "Limit" for a limit order.
orderProfile.OrderType = OrderType.Limit;
// Set the limit order price.
orderProfile.LimitPrice = Price.FromString(m_instrumentTradeSubscription.Instrument, txtPrice.Text);
// Send the order.
if (m_instrumentTradeSubscription.SendOrder(orderProfile))
{
// log the order send
Console.WriteLine("Order Sent");
}
}
catch (Exception err)
{
MessageBox.Show(err.Message);
}
}
/// <summary>
/// This function sets up the OrderProfile and submits
/// the order using the InstrumentTradeSubscription SendOrder method.
/// </summary>
/// <param name="buySell">The side of the market to place the order on.</param>
private void SendOrder(BuySell buySell)
{
try
{
OrderFeed orderFeed = comboBoxOrderFeed.SelectedItem as OrderFeed;
CustomerDefaultEntry customer = cboCustomer.SelectedItem as CustomerDefaultEntry;
OrderProfile orderProfile = new OrderProfile(orderFeed, m_instrumentTradeSubscription.Instrument, customer.Customer);
// Set for Buy or Sell.
orderProfile.BuySell = buySell;
// Set the quantity.
orderProfile.QuantityToWork = Quantity.FromString(m_instrumentTradeSubscription.Instrument, txtQuantity.Text);
// Determine which Order Type is selected.
if (cboOrderType.SelectedIndex == 0) // Market Order
{
// Set the order type to "Market" for a market order.
orderProfile.OrderType = OrderType.Market;
}
else if (cboOrderType.SelectedIndex == 1) // Limit Order
{
// Set the order type to "Limit" for a limit order.
orderProfile.OrderType = OrderType.Limit;
// Set the limit order price.
orderProfile.LimitPrice = Price.FromString(m_instrumentTradeSubscription.Instrument, txtPrice.Text);
}
else if (cboOrderType.SelectedIndex == 2) // Stop Market Order
{
// Set the order type to "Market" for a market order.
orderProfile.OrderType = OrderType.Market;
// Set the order modifiers to "Stop" for a stop order.
orderProfile.Modifiers = OrderModifiers.Stop;
// Set the stop price.
orderProfile.StopPrice = Price.FromString(m_instrumentTradeSubscription.Instrument, txtStopPrice.Text);
}
else if (cboOrderType.SelectedIndex == 3) // Stop Limit Order
{
// Set the order type to "Limit" for a limit order.
orderProfile.OrderType = OrderType.Limit;
// Set the order modifiers to "Stop" for a stop order.
orderProfile.Modifiers = OrderModifiers.Stop;
// Set the limit order price.
orderProfile.LimitPrice = Price.FromString(m_instrumentTradeSubscription.Instrument, txtPrice.Text);
// Set the stop price.
orderProfile.StopPrice = Price.FromString(m_instrumentTradeSubscription.Instrument, txtStopPrice.Text);
}
// Send the order.
m_instrumentTradeSubscription.SendOrder(orderProfile);
// Update the GUI.
txtOrderBook.Text += String.Format("Send {0} {1}|{2}@{3}{4}",
orderProfile.SiteOrderKey,
orderProfile.BuySell.ToString(),
orderProfile.QuantityToWork.ToString(),
orderProfile.OrderType == OrderType.Limit ? orderProfile.LimitPrice.ToString() : "Market Price",
System.Environment.NewLine);
}
catch (Exception err)
{
MessageBox.Show(err.Message);
}
}