public Order CancelPendingOrder(string orderId, string additionalInfo,
string correlationId, string comment = null, OrderCancellationReason reason = OrderCancellationReason.None)
{
var order = _ordersCache.GetOrderById(orderId);
if (order.Status == OrderStatus.Inactive)
{
_ordersCache.Inactive.Remove(order);
}
else if (order.Status == OrderStatus.Active)
{
_ordersCache.Active.Remove(order);
}
else
{
throw new InvalidOperationException($"Order in state {order.Status} can not be cancelled");
}
order.Cancel(_dateService.Now(), additionalInfo, correlationId);
var metadata = new OrderCancelledMetadata {
Reason = reason.ToType <OrderCancellationReasonContract>()
};
_orderCancelledEventChannel.SendEvent(this, new OrderCancelledEventArgs(order, metadata));
return(order);
}
public void ChangeOrderLimits(string orderId, decimal?stopLoss, decimal?takeProfit, decimal?expectedOpenPrice)
{
using (_contextFactory.GetWriteSyncContext($"{nameof(TradingEngine)}.{nameof(ChangeOrderLimits)}"))
{
var order = _ordersCache.GetOrderById(orderId);
if (order.Status != OrderStatus.WaitingForExecution && expectedOpenPrice > 0)
{
return;
}
var quote = _quoteCashService.GetQuote(order.Instrument);
var tp = takeProfit == 0 ? null : takeProfit;
var sl = stopLoss == 0 ? null : stopLoss;
var expOpenPrice = expectedOpenPrice == 0 ? null : expectedOpenPrice;
var accountAsset = _accountAssetsCacheService.GetAccountAsset(order.TradingConditionId,
order.AccountAssetId, order.Instrument);
_validateOrderService.ValidateOrderStops(order.GetOrderType(), quote,
accountAsset.DeltaBid, accountAsset.DeltaAsk, tp, sl, expOpenPrice, order.AssetAccuracy);
order.TakeProfit = tp.HasValue ? Math.Round(tp.Value, order.AssetAccuracy) : (decimal?)null;
order.StopLoss = sl.HasValue ? Math.Round(sl.Value, order.AssetAccuracy) : (decimal?)null;
order.ExpectedOpenPrice = expOpenPrice.HasValue ? Math.Round(expOpenPrice.Value, order.AssetAccuracy) : (decimal?)null;
_orderLimitsChangesEventChannel.SendEvent(this, new OrderLimitsChangedEventArgs(order));
}
}
private async Task <Order> ValidateAndGetSlOrTpOrder(OrderPlaceRequest request, OrderTypeContract type,
decimal?price, ReportingEquivalentPricesSettings equivalentSettings, Order parentOrder)
{
var orderType = type.ToType <OrderType>();
Order order = null;
var placedAltogether = parentOrder != null;
if (parentOrder == null)
{
if (!string.IsNullOrEmpty(request.ParentOrderId))
{
parentOrder = _ordersCache.GetOrderById(request.ParentOrderId);
}
}
if (parentOrder != null)
{
ValidateRelatedOrderAlreadyExists(parentOrder.RelatedOrders, orderType);
var initialParameters = await GetOrderInitialParameters(parentOrder.AssetPairId,
parentOrder.LegalEntity, equivalentSettings, parentOrder.AccountAssetId);
var originator = GetOriginator(request.Originator);
order = new Order(initialParameters.Id, initialParameters.Code, parentOrder.AssetPairId,
-parentOrder.Volume, initialParameters.Now, initialParameters.Now,
placedAltogether ? null : request.Validity,
parentOrder.AccountId, parentOrder.TradingConditionId, parentOrder.AccountAssetId, price,
parentOrder.EquivalentAsset, OrderFillType.FillOrKill, string.Empty, parentOrder.LegalEntity, false,
orderType, parentOrder.Id, null, originator, initialParameters.EquivalentPrice,
initialParameters.FxPrice, initialParameters.FxAssetPairId,
initialParameters.FxToAssetPairDirection, OrderStatus.Placed, request.AdditionalInfo);
}
else if (!string.IsNullOrEmpty(request.PositionId))
{
var position = _ordersCache.Positions.GetPositionById(request.PositionId);
ValidateRelatedOrderAlreadyExists(position.RelatedOrders, orderType);
var initialParameters = await GetOrderInitialParameters(position.AssetPairId,
position.LegalEntity, equivalentSettings, position.AccountAssetId);
var originator = GetOriginator(request.Originator);
order = new Order(initialParameters.Id, initialParameters.Code, position.AssetPairId, -position.Volume,
initialParameters.Now, initialParameters.Now, request.Validity, position.AccountId,
position.TradingConditionId, position.AccountAssetId, price, position.EquivalentAsset,
OrderFillType.FillOrKill, string.Empty, position.LegalEntity, false, orderType, null, position.Id,
originator, initialParameters.EquivalentPrice, initialParameters.FxPrice,
initialParameters.FxAssetPairId, initialParameters.FxToAssetPairDirection, OrderStatus.Placed,
request.AdditionalInfo);
}
if (order == null)
{
throw new ValidateOrderException(OrderRejectReason.InvalidParent,
"Related order must have parent order or position");
}
ValidateRelatedOrderPriceAgainstBase(order, parentOrder, order.Price);
return(order);
}
