IEnumerable <RequestValidationException> Validation.IRequest.GetExceptions()
{
if (ClientOrderId?.Length > 48)
{
ClientOrderId = ClientOrderId.Substring(0, 48);
}
// TODO: olegra - add more validations here
yield break;
}
IEnumerable <RequestValidationException> Validation.IRequest.GetExceptions()
{
ClientOrderId = ClientOrderId?.ValidateClientOrderId();
if (String.IsNullOrEmpty(Symbol))
{
yield return(new RequestValidationException(
"Symbols shouldn't be empty.", nameof(Symbol)));
}
if (Quantity <= 0)
{
yield return(new RequestValidationException(
"Order quantity should be positive value.", nameof(Quantity)));
}
}
public static Task <JObject> SendOrder(
this RestClient client,
ClientOrderId clientOrderId,
Instrument instrument,
Side side,
ExchangeOrderType orderType,
decimal?price,
decimal size,
bool postOnly = true
)
{
// TODO: Add Time-in-Force
var jobj = new JObject();
dynamic o = jobj;
o.client_oid = clientOrderId.Id;
o.product_id = instrument.Symbol;
o.type = orderType.ToString().ToLowerInvariant();
o.side = side.ToString().ToLowerInvariant();
o.size = size;
switch (orderType)
{
case ExchangeOrderType.Limit:
o.stp = "cn"; // Self trading prevention -> cancel newest
o.post_only = postOnly;
goto case ExchangeOrderType.Stop;
case ExchangeOrderType.Stop:
o.price = price;
break;
case ExchangeOrderType.Market:
break;
}
return(DoPost(client, jobj));
}
void StateNotInMarket()
{
ReceiveAsync <ChangeRequest>(async change =>
{
_clientOrderId = new ClientOrderId();
_originalSize = change.Size;
var nos = new NewOrderSingle
{
ClientOrderId = _clientOrderId,
Instrument = Instrument,
Side = Side,
OrderType = OrderType,
Price = change.Price,
Size = change.Size,
IsMakerOrCancel = false
};
await _orderManager.NewExchangeOrder(nos);
Become(StatePendingNew);
});
}
// TODO: Time in force
// TODO: Implement ManagementMode (Cancel/Leave on disconnect)
public NewOrderSingle()
{
ClientOrderId = new ClientOrderId();
OrderType = ExchangeOrderType.Limit;
IsMakerOrCancel = true;
}