protected override void OnExecution(IExecution execution)
{
mitOrder mo = new mitOrder();
mo.Token = execution.Order.Token;
int i = blist.IndexOf(mo);
if (i >= 0)
{
blist[i].State = execution.Order.OrderState;
blist[i].FillPrice = execution.Order.AvgFillPrice;
blist[i].Remaining = blist[i].Remaining - execution.Quantity;
dgv.Refresh();
}
if (execution.Order.OrderState == OrderState.Filled || execution.Order.OrderState == OrderState.Cancelled ||
execution.Order.OrderState == OrderState.Rejected)
{
if (olist.Contains(execution.Order))
{
olist.Remove(execution.Order);
if (i >= 0)
{
blist.RemoveAt(i);
}
}
}
//lblMsg.Text = olist.Count.ToString() + " orders remaining";
if (Position.MarketPosition == MarketPosition.Long)
{
lblMsg.Text = Position.MarketPosition.ToString() + ": Quantity: " + Position.Quantity.ToString() + " Price: " + Position.AvgPrice.ToString();
lblMsg.ForeColor = Color.Blue;
}
else if (Position.MarketPosition == MarketPosition.Short)
{
lblMsg.Text = Position.MarketPosition.ToString() + ": Quantity: " + Position.Quantity.ToString() + " Price: " + Position.AvgPrice.ToString();
lblMsg.ForeColor = Color.Brown;
}
else if (Position.MarketPosition == MarketPosition.Flat)
{
lblMsg.Text = "";
//lblMsg.Text = olist.Count.ToString() + " orders pending";
lblMsg.ForeColor = Color.Black;
}
}
protected override void OnOrderUpdate(IOrder order)
{
if (order.OrderState == OrderState.Cancelled)
{
if (olist.Contains(order))
{
olist.Remove(order);
}
mitOrder mo = new mitOrder();
mo.Token = order.Token;
int i = blist.IndexOf(mo);
if (i >= 0)
{
blist.RemoveAt(i);
}
}
//lblMsg.Text = olist.Count.ToString();
}
private void btnSubmitOrderClick(object state)
{
OrderAction oAction = (OrderAction)Enum.Parse(typeof(OrderAction), cbOrderAction.SelectedItem.ToString());
OrderType oType = (OrderType)Enum.Parse(typeof(OrderType), cbOrderType.SelectedItem.ToString());
double limitprice = 0;
double stopprice = 0;
if (oType == OrderType.Limit)
{
limitprice = (double)nudLmtPrice.Value;
}
else if (oType == OrderType.Stop)
{
stopprice = (double)nudStopPrice.Value;
if (oAction == OrderAction.Buy)
{
if (stopprice <= Close[0])
{
MessageBox.Show("Stop Price cannot be less than Last traded price");
return;
}
}
else if (oAction == OrderAction.Sell)
{
if (stopprice >= Close[0])
{
MessageBox.Show("Stop Price cannot be greater than Last traded price");
return;
}
}
}
else if (oType == OrderType.StopLimit)
{
limitprice = (double)nudLmtPrice.Value;
stopprice = (double)nudStopPrice.Value;
if (oAction == OrderAction.Buy)
{
if (stopprice <= Close[0])
{
MessageBox.Show("Stop Price cannot be less than Last traded price");
return;
}
if (limitprice < stopprice)
{
MessageBox.Show("Limit Price cannot be less than Stop Price");
return;
}
}
else if (oAction == OrderAction.Sell)
{
if (stopprice >= Close[0])
{
MessageBox.Show("Stop Price cannot be greater than Last traded price");
return;
}
if (limitprice > stopprice)
{
MessageBox.Show("Limit Price cannot be greater than Stop Price");
return;
}
}
}
IOrder order = SubmitOrder(0, oAction, oType, (int)nudQuantity.Value, limitprice, stopprice, "", oType.ToString() + oAction.ToString());
olist.Add(order);
mitOrder morder = new mitOrder();
morder.Action = oAction;
morder.StopPrice = stopprice;
morder.FillPrice = order.AvgFillPrice;
morder.LimitPrice = limitprice;
morder.Quantity = (int)nudQuantity.Value;
morder.Remaining = morder.Quantity;
morder.State = OrderState.Working;
morder.TimeStamp = order.Time;
morder.Token = order.Token;
morder.Type = oType;
blist.Add(morder);
dgv.DataSource = blist;
}
