public void CancelOrders(List <TradeOrder> orders)
{
lock (trade_locker)
{
foreach (var order in orders)
{
try
{
Log.Info(string.Format("Cancel orderID: {0}", order.OrderID));
if (Broker == Broker.IB)
{
IBClient.ClientSocket.cancelOrder(order.OrderID);
}
else if (Broker == Broker.TD)
{
TDClient.CancelOrder(order.OrderID);
}
}
catch (Exception ex)
{
Log.Error("Failed to cancel order. Error: " + ex.Message);
}
}
}
}
public TradeOrder PlaceOrder(int parentOrderID, TradeType tradeType, string symbol, double price, double qty, string exchange = null, OrderType orderType = OrderType.LMT)
{
if (tradeType != TradeType.Buy && tradeType != TradeType.Sell)
{
throw new Exception("Unsupported TradeType: " + tradeType);
}
TradeOrder res = null;
var parent = ParentOrderManager.Instance.GetParentOrderByParentID(parentOrderID);
if (tradeType == TradeType.Sell && parent.Qty == 0)
{
Log.Error("Parent zero qty");
return(res);
}
if (tradeType == TradeType.Sell && parent.Qty <= qty)
{
qty = parent.Qty;
Log.Info("Reduce qty to parent open qty " + qty);
}
lock (trade_locker)
{
int orderID = -1;
if (Broker == Broker.IB)
{
orderID = IBClient.PlaceOrder(symbol, price, qty, tradeType, exchange, orderType);
}
else
{
orderID = TDClient.PlaceOrder(symbol, price, qty, tradeType, exchange, orderType);
}
res = new TradeOrder();
res.ParentOrderID = parentOrderID;
res.OrderID = orderID;
res.Status = TradeOrderStatus.PendingSubmit;
res.Side = tradeType.ToString();
res.Price = price;
ParentOrderManager.Instance.AddChildOrder(res);
if (IsInitialized)
{
StateManager.Save();
}
}
Log.Info(string.Format("Place order ID {0}, TradeType {1}, symbol {2}, price {3}, qty {4}, exchange {5}, parentOrderID {6}",
res.OrderID, tradeType, symbol, price, qty, exchange, parentOrderID));
return(res);
}
public void RequestGlobalCancel()
{
lock (trade_locker)
{
try
{
Log.Info("Request Global cancel!");
if (Broker == Broker.IB)
{
IBClient.ClientSocket.reqGlobalCancel();
}
else if (Broker == Broker.TD)
{
TDClient.RequestGlobalCancel();
}
}catch (Exception ex)
{
Log.Error("Failed to request global cancel. Error: " + ex.Message);
Log.Error(ex.StackTrace);
}
}
}
public TDOrder GetTDOrderById(int orderId)
{
return(TDClient.GetOrderByID(orderId));
}
