public static void ExecuteOn_Executed_Through_Execute(XComponent.Order.UserObject.ExecutionInput executionInput, XComponent.Order.UserObject.Order order, object object_InternalMember, RuntimeContext context, IExecuteExecutionInputOnExecutedOrderSenderInterface sender)
{
double quantityToExecute = executionInput.Quantity;
order.ExecutedQuantity += quantityToExecute;
order.ExecutionDate = DateTime.Now;
sender.PublishOrderFilled(context, new OrderExecution
{
OrderId = order.Id,
AssetName = order.AssetName,
Quantity = quantityToExecute,
RemainingQuantity = 0,
Price = executionInput.Price
});
}
public static void ExecuteOn_PartiallyExecuted_Through_PartiallyExecute(XComponent.Order.UserObject.ExecutionInput executionInput, XComponent.Order.UserObject.Order order, object object_InternalMember, RuntimeContext context, IPartiallyExecuteExecutionInputOnPartiallyExecutedOrderSenderInterface sender)
{
double quantityToExecute = executionInput.Quantity;
if (quantityToExecute > order.RemainingQuantity)
{
throw new Exception(string.Format("[Order {0}]: This is not a valid partial execution. Requested quantity {1} was bigger than the remaining quantity {2}", order.Id, quantityToExecute, order.RemainingQuantity));
}
order.ExecutedQuantity += quantityToExecute;
sender.PublishOrderPartiallyFilled(context, new OrderExecution
{
OrderId = order.Id,
Quantity = quantityToExecute,
RemainingQuantity = order.RemainingQuantity,
Price = executionInput.Price
});
}
public static void ExecuteOn_Pending_Through_CreateOrder(XComponent.Order.UserObject.OrderInput orderInput, XComponent.Order.UserObject.Order order, object object_InternalMember, RuntimeContext context, ICreateOrderOrderInputOnPendingOrderSenderInterface sender)
{
order.Id = System.Threading.Interlocked.Increment(ref currentOrderId);
order.Quantity = orderInput.Quantity;
order.AssetName = orderInput.AssetName;
order.CreationDate = DateTime.Now;
sender.PublishOrderCreation(context, new XComponent.Order.UserObject.OrderCreation
{
OrderId = order.Id,
AssetName = order.AssetName,
Quantity = order.Quantity
});
}