/// <summary>
/// Event notification for order added
/// </summary>
void m_trd_OrderAdded(object sender, OrderAddedEventArgs e)
{
TTOrder tto = _orders[e.Order.SiteOrderKey];
tto.AddedOrder(e.Order);
Console.WriteLine("Order was added with price of {0}.", e.Order.LimitPrice);
}
/// <summary>
/// Event notification for order added
/// </summary>
void m_ts_OrderAdded(object sender, OrderAddedEventArgs e)
{
if (e.Order.SiteOrderKey == m_orderKey)
{
// Our parent order has been added
Console.WriteLine("Our parent order has been added: {0}", e.Message);
}
else if (e.Order.SyntheticOrderKey == m_orderKey)
{
// A child order of our parent order has been added
Console.WriteLine("A child order of our parent order has been added: {0}", e.Message);
// When half of the order quantity has been disclosed, reduce the price of all
// subsequent child orders by 1 tick by reducing the parent order by 1 tick
SseSyntheticOrder sseOrder = m_ts.Orders[m_orderKey] as SseSyntheticOrder;
if (m_changed == false && sseOrder.UndisclosedQuantity <= (sseOrder.OrderQuantity / 2))
{
OrderProfile op = sseOrder.GetOrderProfile() as OrderProfile;
op.LimitPrice--;
op.Action = OrderAction.Change;
if (!m_ts.SendOrder(op))
{
Console.WriteLine("Send change order failed. {0}", op.RoutingStatus.Message);
}
else
{
Console.WriteLine("Send change order succeeded.");
m_changed = true;
}
}
}
}
/// <summary>
/// OrderAdded InstrumentTradeSubscription callback.
/// </summary>
/// <param name="sender">Sender (InstrumentTradeSubscription)</param>
/// <param name="e">OrderAddedEventArgs</param>
void m_instrumentTradeSubscription_OrderAdded(object sender, OrderAddedEventArgs e)
{
txtOrderBook.Text += String.Format("Added {0} {1}|{2}@{3}{4}",
e.Order.SiteOrderKey,
e.Order.BuySell.ToString(),
e.Order.OrderQuantity.ToString(),
e.Order.OrderType == OrderType.Limit ? e.Order.LimitPrice.ToString() : "Market Price",
System.Environment.NewLine);
}
private void OnOrderAdded(object sender, OrderAddedEventArgs e)
{
var row = GetContractRow(e.Order.Instrument);
if (row != null)
{
row.ProcessMessage(e);
}
}
/// <summary>
/// OrderAdded InstrumentTradeSubscription callback.
/// </summary>
/// <param name="sender">Sender (InstrumentTradeSubscription)</param>
/// <param name="e">OrderAddedEventArgs</param>
void m_instrumentTradeSubscription_OrderAdded(object sender, OrderAddedEventArgs e)
{
if (e.Order.SiteOrderKey == m_LastOrderSiteOrderKey)
{
txtSiteOrderKey.Text = e.Order.SiteOrderKey;
m_lastOrder = e.Order;
gboModifyOrder.Enabled = true;
buttonDeleteLast.Enabled = true;
}
}
////////////////////////////////////////////////////////////////////////////////////////////////////
/// <summary> Event notification for order addition. </summary>
////////////////////////////////////////////////////////////////////////////////////////////////////
void m_algoTradeSubscription_OrderAdded(object sender, OrderAddedEventArgs e)
{
if (e.Order.IsSynthetic)
{
Console.WriteLine("\n PARENT Algo OrderAdded [{0}] for Algo : {1} with Synthetic Status : {2} ", e.Order.SiteOrderKey, e.Order.Algo.Alias, e.Order.SyntheticStatus.ToString());
}
else
{
Console.WriteLine("\nCHILD OrderAdded [{0}] {1}: {2}", e.Order.SiteOrderKey, e.Order.BuySell, e.Order.ToString());
}
}
/// <summary>
/// Event notification for order added
/// </summary>
void m_ts_OrderAdded(object sender, OrderAddedEventArgs e)
{
if (e.Order.SiteOrderKey == m_orderKey)
{
// Our parent order has been added
Console.WriteLine("Our parent order has been added: {0}", e.Message);
}
else if (e.Order.SyntheticOrderKey == m_orderKey)
{
// A child order of our parent order has been added
Console.WriteLine("A child order of our parent order has been added: {0}", e.Message);
}
}
protected virtual async void OnOrderAdded(object sender, OrderAddedEventArgs e)
{
try
{
await TakeNewOrder();
}
catch (KeyNotFoundException)
{
// DOTO: log this exception
}
catch (NullReferenceException)
{
// DOTO: log this exception
}
}
/// <summary>
/// Event notification for order added
/// </summary>
void m_ts_OrderAdded(object sender, OrderAddedEventArgs e)
{
Console.WriteLine("Order was added with price of {0}.", e.Order.LimitPrice);
}
/// <summary>
/// Event notification for order added
/// </summary>
void m_ts_OrderAdded(object sender, OrderAddedEventArgs e)
{
if (e.Order.SiteOrderKey == m_orderKey)
{
// Our parent order has been added
Console.WriteLine("Our parent order has been added: {0}", e.Message);
}
else if (e.Order.SyntheticOrderKey == m_orderKey)
{
// A child order of our parent order has been added
Console.WriteLine("A child order of our parent order has been added: {0}", e.Message);
// When half of the order quantity has been disclosed, reduce the price of all
// subsequent child orders by 1 tick by reducing the parent order by 1 tick
SseSyntheticOrder sseOrder = m_ts.Orders[m_orderKey] as SseSyntheticOrder;
if (m_changed == false && sseOrder.UndisclosedQuantity <= (sseOrder.OrderQuantity / 2))
{
OrderProfile op = sseOrder.GetOrderProfile() as OrderProfile;
op.LimitPrice--;
op.Action = OrderAction.Change;
if (!m_ts.SendOrder(op))
{
Console.WriteLine("Send change order failed. {0}", op.RoutingStatus.Message);
}
else
{
Console.WriteLine("Send change order succeeded.");
m_changed = true;
}
}
}
}
void ts_OrderAdded(object sender, OrderAddedEventArgs e)
{
processOrder(TTOrderStatus.Added, e.Order);
}
/// <summary>
/// Triggered when a new Order is received
/// </summary>
void tradeSubscription_OrderAdded(object sender, OrderAddedEventArgs e)
{
UpdateAuditLog("OrderAdded", e.Order);
}
private void Order_ItemAdded(object sender, OrderAddedEventArgs e)
{
Order.PrintItems(e.Order);
}
/// <summary>
/// OrderAdded InstrumentTradeSubscription callback.
/// </summary>
/// <param name="sender">Sender (InstrumentTradeSubscription)</param>
/// <param name="e">OrderAddedEventArgs</param>
void m_instrumentTradeSubscription_OrderAdded(object sender, OrderAddedEventArgs e)
{
if (e.Order.SiteOrderKey == m_LastOrderSiteOrderKey)
{
txtSiteOrderKey.Text = e.Order.SiteOrderKey;
m_lastOrder = e.Order;
gboModifyOrder.Enabled = true;
buttonDeleteLast.Enabled = true;
}
}
public void ProcessMessage(OrderAddedEventArgs e)
{
NumNewOrders++;
}
////////////////////////////////////////////////////////////////////////////////////////////////////
/// <summary> Event notification for order addition. </summary>
////////////////////////////////////////////////////////////////////////////////////////////////////
void m_instrumentTradeSubscription_OrderAdded(object sender, OrderAddedEventArgs e)
{
Console.WriteLine("\nOrderAdded [{0}] {1}: {2}", e.Order.SiteOrderKey, e.Order.BuySell, e.Order.ToString());
}
/// <summary>
/// Triggered when a new Order is received
/// </summary>
void instrumentTradeSubscription_OrderAdded(object sender, OrderAddedEventArgs e)
{
UpdateAuditLog(e.Order);
}
/// <summary>
/// Triggered when a new Order is received
/// </summary>
void instrumentTradeSubscription_OrderAdded(object sender, OrderAddedEventArgs e)
{
UpdateAuditLog(e.Order);
}
/// <summary>
/// Event notification for order added
/// </summary>
void m_ts_OrderAdded(object sender, OrderAddedEventArgs e)
{
Console.WriteLine("Order was added with price of {0}.", e.Order.LimitPrice);
}
/// <summary>
/// Event notification for order added
/// </summary>
void m_ts_OrderAdded(object sender, OrderAddedEventArgs e)
{
if (e.Order.SiteOrderKey == m_orderKey)
{
// Our parent order has been added
Console.WriteLine("Our parent order has been added: {0}", e.Message);
}
else if (e.Order.SyntheticOrderKey == m_orderKey)
{
// A child order of our parent order has been added
Console.WriteLine("A child order of our parent order has been added: {0}", e.Message);
}
}
/// <summary>
/// Triggered when a new Order is received
/// </summary>
void tradeSubscription_OrderAdded(object sender, OrderAddedEventArgs e)
{
UpdateAuditLog("OrderAdded", e.Order);
}
/// <summary>
/// OrderAdded InstrumentTradeSubscription callback.
/// </summary>
/// <param name="sender">Sender (InstrumentTradeSubscription)</param>
/// <param name="e">OrderAddedEventArgs</param>
void m_instrumentTradeSubscription_OrderAdded(object sender, OrderAddedEventArgs e)
{
txtOrderBook.Text += String.Format("Added {0} {1}|{2}@{3}{4}",
e.Order.SiteOrderKey,
e.Order.BuySell.ToString(),
e.Order.OrderQuantity.ToString(),
e.Order.OrderType == OrderType.Limit ? e.Order.LimitPrice.ToString() : "Market Price",
System.Environment.NewLine);
}
void ts_OrderAdded(object sender, OrderAddedEventArgs e)
{
//Console.WriteLine("OrderAdded");
ManageHedgedOrders(e.Order);
}
public void ts_OrderAdded(object sender, OrderAddedEventArgs e)
{
if (e.Order.SiteOrderKey == orderKey)
{
// Our order has been added
Console.WriteLine("Our order has been added: " + e.Message);
}
}
