public void CreateOrdersFromTrades(int nextValidId, IBApi.EClient ibClient)
{
List <Trade> unprocessedTrades = new List <Trade>();
unprocessedTrades = DBUtils.GetUnprocessedTrades();
foreach (Trade unprocessedTrade in unprocessedTrades)
{
DBUtils.UpdateTrade(unprocessedTrade, CreateMarketOrder(unprocessedTrade, nextValidId, ibClient));
}
}
private bool CreateMarketOrder(Trade unprocessedTrade, int nextValidId, IBApi.EClient clientSocket)
{
bool result = false;
try
{
OrderMarket marketOrder = new OrderMarket();
marketOrder.Action = unprocessedTrade.Action;
marketOrder.Quantity = unprocessedTrade.Quantity;
marketOrder.TimeInForce = unprocessedTrade.TimeInForce;
Contract contract = new Contract();
contract.Symbol = unprocessedTrade.Symbol;
contract.SecType = unprocessedTrade.SecurityType.ToString();
contract.Currency = unprocessedTrade.Currency;
contract.Exchange = unprocessedTrade.Exchange;
if (!string.IsNullOrEmpty(unprocessedTrade.PrimaryExchange))
{
contract.PrimaryExch = unprocessedTrade.PrimaryExchange;
}
else
{
string primaryExchange = CheckPrimaryExchangeForSymbol(contract.Symbol);
if (!string.IsNullOrEmpty(primaryExchange))
{
contract.PrimaryExch = primaryExchange;
}
}
Strategy strategy = new Strategy();
strategy.ID = unprocessedTrade.StrategyId;
DBUtils.SavePlaceOrder(nextValidId, contract, marketOrder.GetOrder);//, strategy);
clientSocket.placeOrder(nextValidId, contract, marketOrder.GetOrder);
result = true;
}
catch (Exception e)
{
SaveError("CreateMarketOrder error: " + e.Message);
result = false;
}
return(result);
}