public ApiLimitOrder(ApiMarketWay way, int quantity, decimal price, bool allowPartialExecution)
{
this.Quantity = quantity;
this.Price = price;
this.AllowPartialExecution = allowPartialExecution;
this.Way = way;
}
public IOrder CreateLimitOrder(OrderDescription orderDescription)
{
var marketGateway = this.gateways[orderDescription.TargetMarketName];
ApiMarketWay apiMarketWay = (orderDescription.OrderWay == Way.Sell) ? ApiMarketWay.Sell : ApiMarketWay.Buy;
ApiLimitOrder apiLimitOrder = marketGateway.CreateLimitOrder(apiMarketWay, orderDescription.Quantity, orderDescription.OrderPrice, orderDescription.AllowPartialExecution);
return(new LimitOrderAdapter(marketGateway, apiLimitOrder));
}
public IOrder CreateMarketOrder(OrderDescription orderDescription)
{
// Adapts from the SOR model to the external market gateway one
var marketGateway = this.gateways[orderDescription.TargetMarketName];
ApiMarketWay apiMarketWay = (orderDescription.OrderWay == Way.Sell) ? ApiMarketWay.Sell : ApiMarketWay.Buy;
ApiMarketOrder apiMarketOrder = marketGateway.CreateMarketOrder(apiMarketWay, orderDescription.Quantity);
return(new MarketOrderAdapter(marketGateway, apiMarketOrder));
}
public ApiLimitOrder CreateLimitOrder(ApiMarketWay apiMarketWay, int quantity, decimal price, bool allowPartial)
{
return(new ApiLimitOrder(apiMarketWay, quantity, price, allowPartial));
}
public ApiMarketOrder CreateMarketOrder(ApiMarketWay way, int quantity)
{
return(new ApiMarketOrder(way, quantity));
}
public ApiMarketOrder(ApiMarketWay way, int quantity)
{
this.Quantity = quantity;
this.Way = way;
}
