public void RemoveOrder(string orderId, int cookie)
{
/* int buyIndex = BuyOrders.FindIndex(order => (order.OrderId == orderId));
* int sellIndex = SellOrders.FindIndex(order => (order.OrderId == orderId));
* if (buyIndex >= 0)
* BuyOrders.RemoveAt(buyIndex);
* else if (sellIndex >= 0)
* SellOrders.RemoveAt(sellIndex);
* else
* {
* buyIndex = BuyOrders.FindIndex(order => (order.Cookie == cookie));
* sellIndex = SellOrders.FindIndex(order => (order.Cookie == cookie));
* if (buyIndex >= 0)
* BuyOrders.RemoveAt(buyIndex);
* else if (sellIndex >= 0)
* SellOrders.RemoveAt(sellIndex);
* } */
Order foundOrder = FindOrder(orderId, cookie);
if (foundOrder != null)
{
if (foundOrder.Action == ActionEnum.BUY)
{
BuyOrders.Remove(foundOrder);
}
else if (foundOrder.Action == ActionEnum.SELL)
{
SellOrders.Remove(foundOrder);
}
else
{
throw new SmartException(ExceptionImportanceLevel.LOW, "RemoveOrder", "StrategyState", "No other choices in foundOrder.Action");
}
}
}
private void CancelBuyOrder(BuyOrder order)
{
order.OrderAccount.DepositInto(BalanceAccount, order.OrderAccount.Balance);
lock (BuyOrders)
{
BuyOrders.Remove(order);
}
Updated?.Invoke(this, this);
}
public void RemoveOrder(ILimitOrder order)
{
switch (order.Way)
{
case WayEnum.Buy:
BuyOrders.Remove(order);
break;
case WayEnum.Sell:
SellOrders.Remove(order);
break;
}
order.UnRegisterDeleteNotificationHandler(HandleDeleteOrFilled);
order.UnRegisterFilledNotification(HandleDeleteOrFilled);
}
private void ExecuteBuyOrder(BuyOrder order)
{
Security security;
if (!Securities.TryGetValue(order.SecurityName, out security))
{
Securities.Add(order.SecurityName, order.Security);
}
else
{
Securities[order.SecurityName].Merge(order.Security);
}
lock (BuyOrders)
{
BuyOrders.Remove(order);
}
Updated?.Invoke(this, this);
}
