public TTOrder SendOrder(TTInstrument instrument, BuySell buySell, OrderType orderType, Quantity quantity, Price price)
{
TTOrder tto = null;
OrderRoute orderRoute = instrument.OrderRoute;
// If the order route has not been set for this instrument, see if there is
// an OrderRouteInfo for this market (user sets using SetOrderRouteInfo method)
if (instrument.OrderRoute == null && orderRouteInfo.ContainsKey(instrument.Market.Name))
{
OrderRouteInfo info = orderRouteInfo[instrument.Market.Name];
string orderFeedName = info.OrderFeedName;
AccountType accountType = (AccountType)Enum.Parse(typeof(AccountType), info.AccountTypeName);
string accountName = info.AccountName;
OrderFeed feedToUse = null;
foreach (OrderFeed feed in instrument.EnabledOrderFeeds)
{
if (feed.Name.Equals(orderFeedName))
{
feedToUse = feed;
break;
}
}
orderRoute = new OrderRoute(feedToUse, accountType, accountName);
}
OrderProfile prof = new OrderProfile(orderRoute.OrderFeed, instrument.TTAPI_Instrument);
prof.BuySell = buySell;
prof.OrderType = orderType;
prof.OrderQuantity = quantity;
prof.LimitPrice = price;
prof.AccountType = orderRoute.AccountType;
prof.AccountName = orderRoute.AccountName;
string tag = TTHelper.GetUniqueTag();
prof.OrderTag = tag;
instrument.TTAPI_Instrument.Session.SendOrder(prof);
// Loop here to wait for the order to be returned via the API callbacks
const int TIMEOUT_COUNT = 300;
for (int i = 0; i < TIMEOUT_COUNT; i++)
{
if (sentOrders.ContainsKey(tag))
{
tto = sentOrders[tag];
sentOrders.Remove(tag);
break;
}
Thread.Sleep(10);
}
return(tto);
}
/// <summary>
/// Subscribe to a Autospreader instrument with the specified instrument key
/// </summary>
/// <param name="key">InstrumentKey of the AS instrument to which we are subscribing</param>
/* public void SubscribeToSpread(InstrumentKey key)
* {
* SpreadDetails details = autospreaderManager.GetSpreadDetails(key);
*
* CreateAutospreaderInstrumentRequest casReq = new CreateAutospreaderInstrumentRequest(apiSession, Dispatcher.Current, details);
* casReq.Completed += new EventHandler<CreateAutospreaderInstrumentRequestEventArgs>(autospreaderLookupRequest_Completed);
* casReq.Submit();
* }
*/
#region SEND ORDERS
public void SetOrderRouteInfo(string marketName, string orderFeedName, string accountTypeName, string accountName)
{
OrderRouteInfo info = new OrderRouteInfo();
info.MarketName = marketName;
info.OrderFeedName = orderFeedName;
info.AccountTypeName = accountTypeName;
info.AccountName = accountName;
orderRouteInfo[marketName] = info;
}