Example #1
0
        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));
            }
        }
Example #2
0
        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);
        }