Exemple #1
0
        public Guid CreateMarketOrder(DateTime time, TickerType tickerType, MarketOrderState orderState, double bidPrice, double askPrice, BarItem barItem)
        {
            Guid marketOrderId = Guid.NewGuid();

            MarketOrder marketOrder = new MarketOrder(tickerType);

            marketOrder.OpenOrder(time, orderState, bidPrice, askPrice, barItem.Time);
            marketOrders.Add(marketOrderId, marketOrder);

            if (lastTickerOrder.ContainsKey(tickerType.Symbol))
            {
                lastTickerOrder[tickerType.Symbol] = marketOrderId;
            }
            else
            {
                lastTickerOrder.Add(tickerType.Symbol, marketOrderId);
            }

            return(marketOrderId);
        }