string OrderExecutionSourceStub.IImplementation.SubmitOrder(AccountInfo accountInfo, Symbol symbol,
OrderTypeEnum orderType, int volume, decimal?allowedSlippage, decimal?desiredPrice, decimal?takeProfit,
decimal?stopLoss, string comment, out string operationResultMessage)
{
operationResultMessage = string.Empty;
string operationResultMessageCopy = string.Empty;
PlaceOrderOperation operation = null;
GeneralHelper.GenericReturnDelegate <string> operationDelegate = delegate()
{
string submitResult = DoSubmitOrder(accountInfo, symbol, orderType, volume, allowedSlippage, desiredPrice,
takeProfit, stopLoss, comment, out operation, out operationResultMessageCopy);
return(submitResult);
};
object result;
if (_messageLoopOperator.Invoke(operationDelegate, TimeSpan.FromSeconds(8), out result) == false)
{// Timed out.
operationResultMessage = "Timeout submiting order.";
return(null);
}
if (string.IsNullOrEmpty((string)result))
{// Operation error.
operationResultMessage = operationResultMessageCopy;
return(null);
}
// Return the ID of the submitted order.
return((string)result);
}
bool OrderExecutionSourceStub.IImplementation.ExecuteMarketOrder(AccountInfo accountInfo, Symbol symbol, OrderTypeEnum orderType, int volume, Decimal?allowedSlippage, Decimal?desiredPrice,
Decimal?takeProfit, Decimal?stopLoss, string comment, out OrderInfo?orderPlaced, out string operationResultMessage)
{
string operationResultMessageCopy = string.Empty;
PlaceOrderOperation operation = null;
GeneralHelper.GenericReturnDelegate <bool> operationDelegate = delegate()
{
string submitResult = DoSubmitOrder(accountInfo, symbol, orderType, volume, allowedSlippage, desiredPrice,
takeProfit, stopLoss, comment, out operation, out operationResultMessageCopy);
return(string.IsNullOrEmpty(submitResult) == false);
};
orderPlaced = null;
object result;
if (_messageLoopOperator.Invoke(operationDelegate, TimeSpan.FromSeconds(5), out result) == false)
{// Timed out.
operationResultMessage = "Timeout placing order.";
return(false);
}
if ((bool)result == false)
{// Operation error.
operationResultMessage = operationResultMessageCopy;
return(false);
}
object operationResult;
if (operation.WaitResult <object>(TimeSpan.FromSeconds(60), out operationResult) == false)
{
operationResultMessage = "Order place timeout.";
return(false);
}
orderPlaced = (OrderInfo?)operationResult;
if (operationResult == null || orderPlaced.HasValue == false)
{
operationResultMessage = "Order place failed.";
return(false);
}
// Operation OK.
operationResultMessage = string.Empty;
orderPlaced = operation.OrderResponce;
if (orderPlaced.HasValue == false)
{
return(false);
}
return(true);
}
/// <summary>
/// Submits the order over to the orders interface, make sure to call in Invocation thread.
/// </summary>
string DoSubmitOrder(AccountInfo accountInfo, Symbol symbol, OrderTypeEnum orderType, int volume, Decimal?allowedSlippage, Decimal?desiredPrice,
Decimal?takeProfit, Decimal?stopLoss, string comment, out PlaceOrderOperation operation, out string operationResultMessage)
{
SystemMonitor.CheckError(_messageLoopOperator.InvokeRequred == false, "Invoke required.");
operationResultMessage = "Operation not supported.";
operation = null;
MbtAccount pAcct = GetAccountByInfo(accountInfo);
if (pAcct == null)
{
operationResultMessage = "Failed to retrieve account.";
SystemMonitor.OperationWarning(operationResultMessage);
return(null);
}
if (orderType != OrderTypeEnum.SELL_MARKET && orderType != OrderTypeEnum.BUY_MARKET)
{
operationResultMessage = "Order type [" + orderType.ToString() + "] not supported or tested by this provider.";
return(null);
//if (desiredPrice.HasValue)
//{
// dStopPrice = (double)desiredPrice.Value;
//}
//else
//{
// SystemMonitor.Error("Desired price not assigned, on placing order type [" + orderType.ToString() + " ], not submitted.");
// return null;
//}
}
// ---
int iVolume = volume;
int iOrdType, iBuySell;
double dPrice = desiredPrice.HasValue ? (double)desiredPrice.Value : 0;
double dPrice2 = 0;
int lTimeInForce = -1;
if (ConvertToMBTOrderType(orderType, desiredPrice, allowedSlippage, out iOrdType, out iBuySell, out lTimeInForce) == false)
{
operationResultMessage = "Failed to convert type of order.";
SystemMonitor.OperationWarning(operationResultMessage);
return(null);
}
if (allowedSlippage.HasValue && dPrice != 0)
{// Put the slippage in as a limit price.
// This forms the "limit" price we are willing to pay for this order.
if (OrderInfo.TypeIsBuy(orderType))
{
dPrice = dPrice + (double)allowedSlippage.Value;
}
else
{
dPrice = dPrice - (double)allowedSlippage.Value;
}
}
string message = string.Empty;
lock (this)
{// Make sure to keep the entire package here locked, since the order operation get placed after the submit
// so we need to make sure we shall catch the responce in OnSubmit() too.
//if (_orderClient.Submit(iBuySell, iVolume, symbol.Name, dPrice, dStopPrice, (int)TifEnum.VALUE_GTC, 10020, iOrdType,
// 10042, 0, pAcct, "MBTX", string.Empty, 0, 0, DateTime.FromBinary(0), DateTime.FromBinary(0), 0, 0, 0, 0, -1, ref message) == false)
//{// Error requestMessage.
// operationResultMessage = message;
// return null;
//}
// Instead of using Market Orders, we shall use Limit Orders, since they allow to set an execution limit price.
// The VALUE_IOC instructs to execute or cancel the order, instead of GTC (Good Till Cancel)
if (_orderClient.Submit(iBuySell, iVolume, symbol.Name, dPrice, dPrice2, lTimeInForce, 10020, iOrdType,
10042, 0, pAcct, "MBTX", string.Empty, 0, 0, DateTime.FromBinary(0), DateTime.FromBinary(0), 0, 0, 0, 0, -1, ref message) == false)
{// Error requestMessage.
operationResultMessage = message;
return(null);
}
operation = new PlaceOrderOperation()
{
Id = message
};
// The message, or operation Id is the order token (further stored in OrderInfo.id)
_operationStub.RegisterOperation(operation, false);
}
return(message);
}
/// <summary>
/// Submits the order over to the orders interface, make sure to call in Invocation thread.
/// </summary>
string DoSubmitOrder(AccountInfo accountInfo, Symbol symbol, OrderTypeEnum orderType, int volume, Decimal? allowedSlippage, Decimal? desiredPrice,
Decimal? takeProfit, Decimal? stopLoss, string comment, out PlaceOrderOperation operation, out string operationResultMessage)
{
SystemMonitor.CheckError(_messageLoopOperator.InvokeRequred == false, "Invoke required.");
operationResultMessage = "Operation not supported.";
operation = null;
MbtAccount pAcct = GetAccountByInfo(accountInfo);
if (pAcct == null)
{
operationResultMessage = "Failed to retrieve account.";
SystemMonitor.OperationWarning(operationResultMessage);
return null;
}
if (orderType != OrderTypeEnum.SELL_MARKET && orderType != OrderTypeEnum.BUY_MARKET)
{
operationResultMessage = "Order type [" + orderType.ToString() + "] not supported or tested by this provider.";
return null;
//if (desiredPrice.HasValue)
//{
// dStopPrice = (double)desiredPrice.Value;
//}
//else
//{
// SystemMonitor.Error("Desired price not assigned, on placing order type [" + orderType.ToString() + " ], not submitted.");
// return null;
//}
}
// ---
int iVolume = volume;
int iOrdType, iBuySell;
double dPrice = desiredPrice.HasValue ? (double)desiredPrice.Value : 0;
double dPrice2 = 0;
int lTimeInForce = -1;
if (ConvertToMBTOrderType(orderType, desiredPrice, allowedSlippage, out iOrdType, out iBuySell, out lTimeInForce) == false)
{
operationResultMessage = "Failed to convert type of order.";
SystemMonitor.OperationWarning(operationResultMessage);
return null;
}
if (allowedSlippage.HasValue && dPrice != 0)
{// Put the slippage in as a limit price.
// This forms the "limit" price we are willing to pay for this order.
if (OrderInfo.TypeIsBuy(orderType))
{
dPrice = dPrice + (double)allowedSlippage.Value;
}
else
{
dPrice = dPrice - (double)allowedSlippage.Value;
}
}
string message = string.Empty;
lock (this)
{// Make sure to keep the entire package here locked, since the order operation get placed after the submit
// so we need to make sure we shall catch the responce in OnSubmit() too.
//if (_orderClient.Submit(iBuySell, iVolume, symbol.Name, dPrice, dStopPrice, (int)TifEnum.VALUE_GTC, 10020, iOrdType,
// 10042, 0, pAcct, "MBTX", string.Empty, 0, 0, DateTime.FromBinary(0), DateTime.FromBinary(0), 0, 0, 0, 0, -1, ref message) == false)
//{// Error requestMessage.
// operationResultMessage = message;
// return null;
//}
// Instead of using Market Orders, we shall use Limit Orders, since they allow to set an execution limit price.
// The VALUE_IOC instructs to execute or cancel the order, instead of GTC (Good Till Cancel)
if (_orderClient.Submit(iBuySell, iVolume, symbol.Name, dPrice, dPrice2, lTimeInForce, 10020, iOrdType,
10042, 0, pAcct, "MBTX", string.Empty, 0, 0, DateTime.FromBinary(0), DateTime.FromBinary(0), 0, 0, 0, 0, -1, ref message) == false)
{// Error requestMessage.
operationResultMessage = message;
return null;
}
operation = new PlaceOrderOperation() { Id = message };
// The message, or operation Id is the order token (further stored in OrderInfo.id)
_operationStub.RegisterOperation(operation, false);
}
return message;
}
