public async Task <OrderDto> PlaceOrderAsync(Instrument instrument, double price, double quantity, TradeSide side, OrderType orderType)
{
if (!ExchangeConfig.SupportedInstruments.ContainsKey(instrument))
{
_logger.Log(LogLevel.Error, $"{ExchangeConfig.ExchangeName} does not support the {instrument} instrument");
return(null);
}
if (!ExchangeConfig.SupportedOrderTypes.ContainsKey(orderType))
{
_logger.Log(LogLevel.Error, $"{ExchangeConfig.ExchangeName} does not support orders of type {orderType}");
return(null);
}
IRequest request = null;
var ot = ExchangeConfig.SupportedOrderTypes[orderType];
switch (orderType)
{
case OrderType.Market:
request = new PlaceMarketOrderRequest
{
Symbol = _exchangeApi.ToSymbol(instrument),
OrderQty = quantity,
Side = side.ToString(),
OrderType = ot
};
break;
case OrderType.Limit:
request = new PlaceLimitOrderRequest
{
Symbol = _exchangeApi.ToSymbol(instrument),
OrderQty = quantity,
Side = side.ToString(),
Price = price,
OrderType = ot
};
break;
case OrderType.LimitMarket:
break;
case OrderType.Stop:
break;
default:
throw new ArgumentOutOfRangeException(nameof(orderType), orderType, null);
}
var channelPath = ExchangeConfig.SupportedRestChannels[ExchangeChannel.Order];
return(await _exchangeApi.PostAsync <OrderDto, OrderResponse>(channelPath, request));
}