public void PlaceOrder(Order order)
{
this.trades.Add(new Trade
{
AccountId = order.AcountId,
Instrument = order.Instrument,
Id = this.trades.Count + 1,
Price = order.Price, //Slippage model
Side = order.Side,
StopLoss = order.StopLoss,
TakeProfit = order.TakeProfit,
Time = order.Timestamp,
TrailingStop = order.TrailingStop,
Units = order.Units
});
}
public override void PlaceOrder(Order order)
{
var price = order.Side == OrderSideBuy ? this.CurrentRate.Ask : this.CurrentRate.Bid;
var trailingSize = order.TrailingStop * 0.0001m;
var trailingAmount = order.Side == OrderSideBuy ? price - trailingSize : price + trailingSize;
this.currentTrade = new Trade
{
Side = order.Side,
TrailingAmount = trailingAmount,
Price = price,
TrailingStop = order.TrailingStop,
StopLoss = order.StopLoss,
Time = order.Timestamp,
Units = order.Units
};
Console.WriteLine("Order placed ...");
}
private void PlaceOrder(string side, Rate rate)
{
var stopLossDistance = this.CalculateStopLossDistanceInPips(side, rate.QuoteCurrency, rate);
var positionSizeInUnits = this.CalculatePositionSize(stopLossDistance, side, rate);
//TODO: Decide if to user lower-upper bounds or just market order and assume the slippage
var newOrder = new Order
{
Instrument = this.Instrument,
Units = positionSizeInUnits,
Side = side,
OrderType = OrderTypeMarket,
TrailingStop = stopLossDistance,
AcountId = this.AccountId,
Timestamp = rate.Time
};
this.tradingAdapter.PlaceOrder(newOrder);
Trace.TraceInformation("Order placed :{0}", JsonConvert.SerializeObject(newOrder));
}
public virtual void PlaceOrder(Order order)
{
var result = this.proxy.PostOrderAsync(order.AcountId,
new Dictionary<string, string>
{
{ "instrument", order.Instrument },
{ "units", order.Units.ToString(CultureInfo.InvariantCulture) },
{ "side", order.Side },
{ "type", order.OrderType },
{ "stopLoss", order.StopLoss.ToString(CultureInfo.InvariantCulture) },
{ "trailingStop", $"{order.TrailingStop:0.0}" }
}).Result;
}
