public void RegisterOrder(string portfName, string secCode, Sides side, decimal price, decimal volume, long transId, bool allOrNone, DateTimeOffset?expiryDate, OrderTypes type, ETradeOrderCondition cond)
{
var order = new BusinessEntities.Order
{
Portfolio = new Portfolio {
Name = portfName
},
Security = new Security {
Code = secCode
},
Direction = side,
Price = price,
Volume = volume,
TransactionId = transId,
TimeInForce = allOrNone ? TimeInForce.MatchOrCancel : TimeInForce.PutInQueue,
ExpiryDate = expiryDate,
Type = type,
Condition = cond
};
_orderModule.ExecuteUserRequest(new ETradeRegisterOrderRequest(order), response =>
{
OrderRegisterResult.SafeInvoke(transId, response.Data, response.Exception);
_orderModule.ResetOrderUpdateSettings(portfName, false);
});
}
public PlaceEquityOrderResponse2 SendOrderChange(int oldOrderId, BusinessEntities.Order newOrder)
{
if (_authenticator == null)
{
throw new ETradeUnauthorizedException(LocalizedStrings.Str3350);
}
var data = new changeEquityOrderRequest
{
orderNum = oldOrderId
};
FillOrderRequest(data, newOrder);
var req = new RestRequest("order/{0}rest/placechangeequityorder.json".Put(_sandboxStr));
var client = CreateClient();
client.Authenticator = _authenticator;
req.XmlSerializer.ContentType = _xmlContentType;
req.Method = Method.POST;
req.RequestFormat = DataFormat.Xml;
req.XmlSerializer.RootElement = "placeChangeEquityOrder";
req.RootElement = "placeChangeEquityOrderResponse"; // for response parsing
req.AddBody(data, _orderNamespace);
var response = ExecuteRequest <placeChangeEquityOrderResponse>(client, req);
CheckResponse(response, "SendOrderChange");
return(response.Data.equityOrderResponse);
}
public OEC.API.Order GetOecOrder(BusinessEntities.Order order)
{
if (!_versionOrderSet.ContainsValue(order))
{
_connector.AddWarningLog("GetOecOrder({0}): команда не найдена", order.Id);
return(null);
}
return(_versionOrderSet[order].Order);
}
private static void FillOrderRequest(OrderRequestBase request, BusinessEntities.Order order)
{
request.accountId = order.Portfolio.Name.To <long>();
request.clientOrderId = order.TransactionId.To <string>();
request.allOrNone = order.TimeInForce == TimeInForce.MatchOrCancel;
request.quantity = (int)order.Volume;
if (order.ExpiryDate == null || order.ExpiryDate == DateTimeOffset.MaxValue)
{
request.orderTerm = "GOOD_UNTIL_CANCEL";
}
else if (order.ExpiryDate == DateTimeOffset.Now.Date)
{
request.orderTerm = "GOOD_FOR_DAY";
}
else
{
throw new InvalidOperationException(LocalizedStrings.Str3354);
}
switch (order.Type)
{
case OrderTypes.Conditional:
{
var cond = (ETradeOrderCondition)order.Condition;
switch (cond.StopType)
{
case ETradeStopTypes.StopLimit:
request.priceType = "STOP_LIMIT";
request.limitPrice = (double)order.Price;
request.stopPrice = (double)cond.StopPrice;
break;
case ETradeStopTypes.StopMarket:
request.priceType = "STOP";
request.stopPrice = (double)cond.StopPrice;
break;
}
break;
}
case OrderTypes.Limit:
request.limitPrice = (double)order.Price;
request.priceType = "LIMIT";
break;
case OrderTypes.Market:
request.priceType = "MARKET";
break;
default:
throw new InvalidOperationException(LocalizedStrings.Str1849Params.Put(order.Type));
}
}
public void BindOrderToOecOrderVersion(BusinessEntities.Order order, OEC.API.Version ver)
{
if (ver.ID > 0)
{
order.Id = ver.ID;
}
if (_versionOrderSet.ContainsKey(ver))
{
if (_versionOrderSet[ver] != order)
{
_connector.AddWarningLog("Старая версия заявки не была удалена из коллекции.");
_versionOrderSet.Remove(ver);
_versionOrderSet[ver] = order;
}
}
else
{
_versionOrderSet[ver] = order;
}
}
public PlaceEquityOrderResponse2 SendOrder(BusinessEntities.Order order)
{
if (_authenticator == null)
{
throw new ETradeUnauthorizedException(LocalizedStrings.Str3350);
}
var data = new EquityOrderRequest
{
symbol = order.Security.Code,
orderAction = order.Direction == Sides.Buy ? "BUY" : "SELL",
marketSession = "REGULAR",
routingDestination = "AUTO"
};
FillOrderRequest(data, order);
var req = new RestRequest("order/{0}rest/placeequityorder.json".Put(_sandboxStr));
var client = CreateClient();
client.Authenticator = _authenticator;
req.XmlSerializer.ContentType = _xmlContentType;
req.Method = Method.POST;
req.RequestFormat = DataFormat.Xml;
req.XmlSerializer.RootElement = "PlaceEquityOrder";
req.RootElement = "PlaceEquityOrderResponse"; // for response parsing
req.AddBody(data, _orderNamespace);
var response = ExecuteRequest <PlaceEquityOrderResponse>(client, req);
CheckResponse(response, "SendOrder");
return(response.Data.EquityOrderResponse);
}
public static bool IsOrderInFinalState(BusinessEntities.Order order)
{
return(order.State == OrderStates.Done || order.State == OrderStates.Failed);
}
public ETradeReRegisterOrderRequest(int oldOrderId, BusinessEntities.Order newOrder)
{
_oldOrderId = oldOrderId;
_newOrder = newOrder;
}
public ETradeRegisterOrderRequest(BusinessEntities.Order order)
{
_order = order;
}