/// <summary>
/// Order fill event handler. On an order fill update the resulting information is passed to this method.
/// </summary>
/// <param name="orderEvent">Order event details containing details of the evemts</param>
/// <remarks>This method can be called asynchronously and so should only be used by seasoned C# experts. Ensure you use proper locks on thread-unsafe objects</remarks>
public override void OnOrderEvent(OrderEvent orderEvent)
{
Log(orderEvent.ToString());
}
public virtual void OnAssignmentOrderEvent(OrderEvent assignmentEvent)
{
this.Log(assignmentEvent.ToString());
this._assignedOption = true;
}
/// <summary>
/// Handle order events from IB
/// </summary>
private void HandleOrderStatusUpdates(object sender, IB.OrderStatusEventArgs update)
{
try
{
if (update.Status == IB.OrderStatus.PreSubmitted ||
update.Status == IB.OrderStatus.PendingSubmit)
{
return;
}
var status = ConvertOrderStatus(update.Status);
if (status != OrderStatus.PartiallyFilled &&
status != OrderStatus.Filled &&
status != OrderStatus.Canceled &&
status != OrderStatus.Submitted &&
status != OrderStatus.Invalid)
{
Log.Trace("InteractiveBrokersBrokerage.HandleOrderStatusUpdates(): Status: " + status);
return;
}
if (status == OrderStatus.Invalid)
{
Log.Error("InteractiveBrokersBrokerage.HandleOrderStatusUpdates(): ERROR -- " + update.OrderId);
}
var order = _orderMapping.GetOrderByBrokerageId(update.OrderId);
if (order == null)
{
Log.Error("InteractiveBrokersBrokerage.HandleOrderStatusUpdates(): Unable to locate order with BrokerageID " + update.OrderId);
return;
}
// mark sells as negative quantities
var fillQuantity = order.Direction == OrderDirection.Buy ? update.Filled : -update.Filled;
var orderEvent = new OrderEvent(order, "Interactive Brokers Fill Event")
{
Status = status,
FillPrice = update.AverageFillPrice,
FillQuantity = fillQuantity
};
if (update.Remaining != 0)
{
orderEvent.Message += " - " + update.Remaining + " remaining";
}
// if we're able to add to our fixed length, unique queue then send the event
// otherwise it is a duplicate, so skip it
if (_recentOrderEvents.Add(orderEvent.ToString()))
{
OnOrderEvent(orderEvent);
}
}
catch (InvalidOperationException err)
{
Log.Error("InteractiveBrokersBrokerage.HandleOrderStatusUpdates(): Unable to resolve executions for BrokerageID: " + update.OrderId + " - " + err.Message);
}
catch (Exception err)
{
Log.Error("InteractiveBrokersBrokerage.HandleOrderStatusUpdates(): " + err.Message);
}
}
public override void OnAssignmentOrderEvent(OrderEvent assignmentEvent)
{
Log(assignmentEvent.ToString());
_assignedOption = true;
}
public override void OnAssignmentOrderEvent(OrderEvent assignmentEvent)
{
this.LogCust(assignmentEvent.ToString());
this._assignedOption = true;
}