public void placeOrder(OrderDirections directions)
{
cancelOrder();
cache = new OrderCache(app);
this.directions = directions;
OrderBuilder bld = new OrderBuilder(cache);
state = State.ConnectionPending;
using (OrderWatcher watch = new OrderWatcher(cache, bld.OrderTag)) {
cache.Start();
while (state != State.ConnectionDead && state != State.OrderFinished)
{
if (!WaitAny(10000, watch.WaitHandles))
{
WriteLine("TIMED OUT WaitAny(10000) WAITING FOR RESPONSE");
break;
}
OrderWatcher.Action action;
while (watch.GetNext(out action, out ord))
{
switch (action)
{
case OrderWatcher.Action.Live:
if (state == State.ConnectionPending)
{
WriteLine("SUBMITTING ORDER");
state = State.OrderPending;
bld.SetAccount(Configuration.getValue("Configuration/Account/Bank"),
Configuration.getValue("Configuration/Account/Branch"),
Configuration.getValue("Configuration/Account/Customer"),
Configuration.getValue("Configuration/Account/Deposit"));
bld.SetBuySell(OrderBuilder.BuySell.BUY);
bld.SetExpiration(OrderBuilder.Expiration.DAY);
bld.SetRoute(directions.Route);
bld.SetSymbol(directions.Symbol, getExchange(directions), OrderBuilder.SecurityType.STOCKOPT);
bld.SetVolume(directions.Size);
bld.SetPriceLimit(directions.LimitPrice);
if (directions.Simulated)
{
WriteLine("Am sending simulated order");
}
else
{
WriteLine("Am sending real order");
cache.SubmitOrder(bld);
}
}
break;
case OrderWatcher.Action.Dead:
WriteLine("CONNECTION FAILED");
state = State.ConnectionDead;
break;
case OrderWatcher.Action.Order:
DisplayOrder(ord);
if (state == State.OrderPending && ord.Type == "UserSubmitOrder")
{
if (ord.CurrentStatus == "COMPLETED")
{
WriteLine("Order Completed");
state = State.OrderFinished;
}
else
{
WriteLine("Order UNEXPECTEDLY FINISHED");
state = State.OrderFinished;
}
}
else if (state == State.CancelPending)
{
if (ord.CurrentStatus == "COMPLETED" || ord.CurrentStatus == "DELETED")
{
state = State.OrderFinished;
}
}
if (ord.Type == "ExchangeTradeOrder")
{
WriteLine("GOT FILL FOR {0} {1} AT {2}", ord.Buyorsell, ord.Volume, ord.Price);
}
if (ord.Type == "ExchangeKillOrder")
{
WriteLine("GOT KILL");
}
break;
} // end switch
} // end while getNext
} // end while state
} // end using watch
WriteLine("DONE PLACING ORDER");
}
public void placeOrder(OrderDirections directions)
{
cancelOrder();
cache = new OrderCache(app);
this.directions = directions;
OrderBuilder bld = new OrderBuilder(cache);
state = State.ConnectionPending;
using (OrderWatcher watch = new OrderWatcher(cache, bld.OrderTag)) {
cache.Start();
while (state != State.ConnectionDead && state != State.OrderFinished) {
if (!WaitAny(10000, watch.WaitHandles) ) {
WriteLine("TIMED OUT WaitAny(10000) WAITING FOR RESPONSE");
break;
}
OrderWatcher.Action action;
while (watch.GetNext(out action, out ord)) {
switch (action) {
case OrderWatcher.Action.Live:
if (state == State.ConnectionPending) {
WriteLine("SUBMITTING ORDER");
state = State.OrderPending;
bld.SetAccount(Configuration.getValue("Configuration/Account/Bank"),
Configuration.getValue("Configuration/Account/Branch"),
Configuration.getValue("Configuration/Account/Customer"),
Configuration.getValue("Configuration/Account/Deposit"));
bld.SetBuySell(OrderBuilder.BuySell.BUY);
bld.SetExpiration(OrderBuilder.Expiration.DAY);
bld.SetRoute(directions.Route);
bld.SetSymbol(directions.Symbol, getExchange(directions), OrderBuilder.SecurityType.STOCKOPT);
bld.SetVolume(directions.Size);
bld.SetPriceLimit(directions.LimitPrice);
if (directions.Simulated) {
WriteLine("Am sending simulated order");
}
else {
WriteLine("Am sending real order");
cache.SubmitOrder(bld);
}
}
break;
case OrderWatcher.Action.Dead:
WriteLine("CONNECTION FAILED");
state = State.ConnectionDead;
break;
case OrderWatcher.Action.Order:
DisplayOrder(ord);
if( state==State.OrderPending && ord.Type=="UserSubmitOrder" ) {
if( ord.CurrentStatus=="COMPLETED") {
WriteLine("Order Completed");
state = State.OrderFinished;
}
else {
WriteLine("Order UNEXPECTEDLY FINISHED" );
state = State.OrderFinished;
}
}
else if (state == State.CancelPending) {
if( ord.CurrentStatus=="COMPLETED" || ord.CurrentStatus=="DELETED" )
state = State.OrderFinished;
}
if (ord.Type == "ExchangeTradeOrder")
WriteLine("GOT FILL FOR {0} {1} AT {2}", ord.Buyorsell, ord.Volume, ord.Price);
if (ord.Type == "ExchangeKillOrder")
WriteLine("GOT KILL");
break;
} // end switch
} // end while getNext
} // end while state
} // end using watch
WriteLine("DONE PLACING ORDER");
}
