Exemple #1
0
        public void RegisterOrder(string portfName, string secCode, Sides side, decimal price, decimal volume, long transId, bool allOrNone, DateTimeOffset?expiryDate, OrderTypes type, ETradeOrderCondition cond)
        {
            var order = new BusinessEntities.Order
            {
                Portfolio = new Portfolio {
                    Name = portfName
                },
                Security = new Security {
                    Code = secCode
                },
                Direction     = side,
                Price         = price,
                Volume        = volume,
                TransactionId = transId,
                TimeInForce   = allOrNone ? TimeInForce.MatchOrCancel : TimeInForce.PutInQueue,
                ExpiryDate    = expiryDate,
                Type          = type,
                Condition     = cond
            };

            _orderModule.ExecuteUserRequest(new ETradeRegisterOrderRequest(order), response =>
            {
                OrderRegisterResult.SafeInvoke(transId, response.Data, response.Exception);
                _orderModule.ResetOrderUpdateSettings(portfName, false);
            });
        }
Exemple #2
0
        public PlaceEquityOrderResponse2 SendOrderChange(int oldOrderId, BusinessEntities.Order newOrder)
        {
            if (_authenticator == null)
            {
                throw new ETradeUnauthorizedException(LocalizedStrings.Str3350);
            }

            var data = new changeEquityOrderRequest
            {
                orderNum = oldOrderId
            };

            FillOrderRequest(data, newOrder);

            var req = new RestRequest("order/{0}rest/placechangeequityorder.json".Put(_sandboxStr));

            var client = CreateClient();

            client.Authenticator = _authenticator;

            req.XmlSerializer.ContentType = _xmlContentType;
            req.Method                    = Method.POST;
            req.RequestFormat             = DataFormat.Xml;
            req.XmlSerializer.RootElement = "placeChangeEquityOrder";
            req.RootElement               = "placeChangeEquityOrderResponse"; // for response parsing

            req.AddBody(data, _orderNamespace);

            var response = ExecuteRequest <placeChangeEquityOrderResponse>(client, req);

            CheckResponse(response, "SendOrderChange");

            return(response.Data.equityOrderResponse);
        }
 public OEC.API.Order GetOecOrder(BusinessEntities.Order order)
 {
     if (!_versionOrderSet.ContainsValue(order))
     {
         _connector.AddWarningLog("GetOecOrder({0}): команда не найдена", order.Id);
         return(null);
     }
     return(_versionOrderSet[order].Order);
 }
Exemple #4
0
        private static void FillOrderRequest(OrderRequestBase request, BusinessEntities.Order order)
        {
            request.accountId     = order.Portfolio.Name.To <long>();
            request.clientOrderId = order.TransactionId.To <string>();
            request.allOrNone     = order.TimeInForce == TimeInForce.MatchOrCancel;
            request.quantity      = (int)order.Volume;

            if (order.ExpiryDate == null || order.ExpiryDate == DateTimeOffset.MaxValue)
            {
                request.orderTerm = "GOOD_UNTIL_CANCEL";
            }
            else if (order.ExpiryDate == DateTimeOffset.Now.Date)
            {
                request.orderTerm = "GOOD_FOR_DAY";
            }
            else
            {
                throw new InvalidOperationException(LocalizedStrings.Str3354);
            }

            switch (order.Type)
            {
            case OrderTypes.Conditional:
            {
                var cond = (ETradeOrderCondition)order.Condition;

                switch (cond.StopType)
                {
                case ETradeStopTypes.StopLimit:
                    request.priceType  = "STOP_LIMIT";
                    request.limitPrice = (double)order.Price;
                    request.stopPrice  = (double)cond.StopPrice;
                    break;

                case ETradeStopTypes.StopMarket:
                    request.priceType = "STOP";
                    request.stopPrice = (double)cond.StopPrice;
                    break;
                }
                break;
            }

            case OrderTypes.Limit:
                request.limitPrice = (double)order.Price;
                request.priceType  = "LIMIT";
                break;

            case OrderTypes.Market:
                request.priceType = "MARKET";
                break;

            default:
                throw new InvalidOperationException(LocalizedStrings.Str1849Params.Put(order.Type));
            }
        }
            public void BindOrderToOecOrderVersion(BusinessEntities.Order order, OEC.API.Version ver)
            {
                if (ver.ID > 0)
                {
                    order.Id = ver.ID;
                }

                if (_versionOrderSet.ContainsKey(ver))
                {
                    if (_versionOrderSet[ver] != order)
                    {
                        _connector.AddWarningLog("Старая версия заявки не была удалена из коллекции.");
                        _versionOrderSet.Remove(ver);
                        _versionOrderSet[ver] = order;
                    }
                }
                else
                {
                    _versionOrderSet[ver] = order;
                }
            }
Exemple #6
0
        public PlaceEquityOrderResponse2 SendOrder(BusinessEntities.Order order)
        {
            if (_authenticator == null)
            {
                throw new ETradeUnauthorizedException(LocalizedStrings.Str3350);
            }

            var data = new EquityOrderRequest
            {
                symbol             = order.Security.Code,
                orderAction        = order.Direction == Sides.Buy ? "BUY" : "SELL",
                marketSession      = "REGULAR",
                routingDestination = "AUTO"
            };

            FillOrderRequest(data, order);

            var req = new RestRequest("order/{0}rest/placeequityorder.json".Put(_sandboxStr));

            var client = CreateClient();

            client.Authenticator = _authenticator;

            req.XmlSerializer.ContentType = _xmlContentType;
            req.Method                    = Method.POST;
            req.RequestFormat             = DataFormat.Xml;
            req.XmlSerializer.RootElement = "PlaceEquityOrder";
            req.RootElement               = "PlaceEquityOrderResponse"; // for response parsing

            req.AddBody(data, _orderNamespace);

            var response = ExecuteRequest <PlaceEquityOrderResponse>(client, req);

            CheckResponse(response, "SendOrder");

            return(response.Data.EquityOrderResponse);
        }
Exemple #7
0
 public static bool IsOrderInFinalState(BusinessEntities.Order order)
 {
     return(order.State == OrderStates.Done || order.State == OrderStates.Failed);
 }
Exemple #8
0
 public ETradeReRegisterOrderRequest(int oldOrderId, BusinessEntities.Order newOrder)
 {
     _oldOrderId = oldOrderId;
     _newOrder   = newOrder;
 }
Exemple #9
0
 public ETradeRegisterOrderRequest(BusinessEntities.Order order)
 {
     _order = order;
 }