private void CheckOrderState()
{
var buyOrder = _activeOrders.First(x => x.Side == OrderSide.Buy);
var sellOrder = _activeOrders.First(x => x.Side == OrderSide.Sell);
var config = _configStore.Config;
foreach (var i in Enumerable.Range(1, config.MaxRetryCount))
{
Sleep(config.OrderStatusCheckInterval);
Log.Info($">>Order check attempt {i}.");
Log.Info(">>Checking if both legs are done or not...");
try
{
_brokerAdapterRouter.Refresh(buyOrder);
_brokerAdapterRouter.Refresh(sellOrder);
}
catch (Exception ex)
{
Log.Warn(ex.Message);
Log.Debug(ex);
}
if (buyOrder.Status != OrderStatus.Filled)
{
Log.Warn($"Buy leg is not filled yet. Pending size is {buyOrder.PendingSize}.");
}
if (sellOrder.Status != OrderStatus.Filled)
{
Log.Warn($"Sell leg is not filled yet. Pending size is {sellOrder.PendingSize}.");
}
if (buyOrder.Status == OrderStatus.Filled && sellOrder.Status == OrderStatus.Filled)
{
var profit = Math.Round(sellOrder.FilledSize * sellOrder.AverageFilledPrice -
buyOrder.FilledSize * buyOrder.AverageFilledPrice);
Log.Info(">>Both legs are successfully filled.");
Log.Info($">>Buy filled price is {buyOrder.AverageFilledPrice}.");
Log.Info($">>Sell filled price is {sellOrder.AverageFilledPrice}.");
Log.Info($">>Profit is {profit}.");
break;
}
if (i == config.MaxRetryCount)
{
Log.Warn("Max retry count reached. Cancelling the pending orders.");
if (buyOrder.Status != OrderStatus.Filled)
{
_brokerAdapterRouter.Cancel(buyOrder);
}
if (sellOrder.Status != OrderStatus.Filled)
{
_brokerAdapterRouter.Cancel(sellOrder);
}
break;
}
}
}
private void CheckOrderState()
{
var buyOrder = _activeOrders.First(x => x.Side == OrderSide.Buy);
var sellOrder = _activeOrders.First(x => x.Side == OrderSide.Sell);
var config = _configStore.Config;
foreach (var i in Enumerable.Range(1, config.MaxRetryCount))
{
Sleep(config.OrderStatusCheckInterval);
Log.Info(Resources.OrderCheckAttempt, i);
Log.Info(Resources.CheckingIfBothLegsAreDoneOrNot);
try
{
_brokerAdapterRouter.Refresh(buyOrder);
_brokerAdapterRouter.Refresh(sellOrder);
}
catch (Exception ex)
{
Log.Warn(ex.Message);
Log.Debug(ex);
}
if (buyOrder.Status != OrderStatus.Filled)
{
Log.Warn(Resources.BuyLegIsNotFilledYetPendingSizeIs, sellOrder.PendingSize);
}
if (sellOrder.Status != OrderStatus.Filled)
{
Log.Warn(Resources.SellLegIsNotFilledYetPendingSizeIs, sellOrder.PendingSize);
}
if (buyOrder.Status == OrderStatus.Filled && sellOrder.Status == OrderStatus.Filled)
{
var profit = Math.Round(sellOrder.FilledSize * sellOrder.AverageFilledPrice -
buyOrder.FilledSize * buyOrder.AverageFilledPrice);
Log.Info(Resources.BothLegsAreSuccessfullyFilled);
Log.Info(Resources.BuyFillPriceIs, buyOrder.AverageFilledPrice);
Log.Info(Resources.SellFillPriceIs, sellOrder.AverageFilledPrice);
Log.Info(Resources.ProfitIs, profit);
break;
}
if (i == config.MaxRetryCount)
{
Log.Warn(Resources.MaxRetryCountReachedCancellingThePendingOrders);
if (buyOrder.Status != OrderStatus.Filled)
{
_brokerAdapterRouter.Cancel(buyOrder);
}
if (sellOrder.Status != OrderStatus.Filled)
{
_brokerAdapterRouter.Cancel(sellOrder);
}
break;
}
}
}
