public OrderMarket PlaceOrderMarket(Symbol symbol, OrderSide side, decimal quantity,
Action <OrderBase> orderStatusHandler = null, Action <OrderBase, ErrorCodes> errorHandler = null)
{
OrderMarket order = new OrderMarket(side, quantity, symbol, this);
return(_sender.PlaceOrderMarket(order, orderStatusHandler, errorHandler));
}
internal OrderMarket PlaceOrderMarket(OrderMarket order, Action <OrderBase> orderStatusHandler = null, Action <OrderBase, ErrorCodes> errorHandler = null)
{
if (!_connection.IsControlConnected())
{
return(null);
}
order.OrderStatusChanged += orderStatusHandler;
order.ErrorEvent += errorHandler;
_ordersLock.EnterWriteLock();
try
{ _orders.Add(order.ClientId, order); }
finally
{ _ordersLock.ExitWriteLock(); }
bool result = _connection.PlaceOrder(order);
if (!result)
{
_ordersLock.EnterWriteLock();
try
{
order.Dispose();
_orders.Remove(order.ClientId);
}
finally
{ _ordersLock.ExitWriteLock(); }
order = null;
}
return(order);
}
private bool CreateMarketOrder(Trade unprocessedTrade, int nextValidId, IBApi.EClient clientSocket)
{
bool result = false;
try
{
OrderMarket marketOrder = new OrderMarket();
marketOrder.Action = unprocessedTrade.Action;
marketOrder.Quantity = unprocessedTrade.Quantity;
marketOrder.TimeInForce = unprocessedTrade.TimeInForce;
Contract contract = new Contract();
contract.Symbol = unprocessedTrade.Symbol;
contract.SecType = unprocessedTrade.SecurityType.ToString();
contract.Currency = unprocessedTrade.Currency;
contract.Exchange = unprocessedTrade.Exchange;
if (!string.IsNullOrEmpty(unprocessedTrade.PrimaryExchange))
{
contract.PrimaryExch = unprocessedTrade.PrimaryExchange;
}
else
{
string primaryExchange = CheckPrimaryExchangeForSymbol(contract.Symbol);
if (!string.IsNullOrEmpty(primaryExchange))
{
contract.PrimaryExch = primaryExchange;
}
}
Strategy strategy = new Strategy();
strategy.ID = unprocessedTrade.StrategyId;
DBUtils.SavePlaceOrder(nextValidId, contract, marketOrder.GetOrder);//, strategy);
clientSocket.placeOrder(nextValidId, contract, marketOrder.GetOrder);
result = true;
}
catch (Exception e)
{
SaveError("CreateMarketOrder error: " + e.Message);
result = false;
}
return(result);
}
private void MakeOrder(OrderType orderType, OrderAction orderAction)
{
Contract contract = new Contract();
IBApi.Order order = new IBApi.Order();
switch (orderType)
{
case OrderType.MTL:
// AUC
contract.Symbol = "IBKR";
contract.SecType = "STK";
contract.Currency = "USD";
contract.Exchange = "SMART";
OrderAuction orderAuction = new OrderAuction();
orderAuction.Action = orderAction;
orderAuction.LimitPrice = 10;
orderAuction.Quantity = 1;
order = orderAuction.GetOrder;
break;
case OrderType.MKT:
contract.Symbol = "IBKR";
contract.SecType = "STK";
contract.Currency = "USD";
contract.Exchange = "SMART";
OrderMarket orderMarket = new OrderMarket();
orderMarket.Action = orderAction;
orderMarket.Quantity = 1;
orderMarket.TimeInForce = OrderTimeInForce.GTC;
order = orderMarket.GetOrder;
break;
case OrderType.LMT:
contract.Symbol = "IBKR";
contract.SecType = "STK";
contract.Currency = "USD";
contract.Exchange = "SMART";
OrderLimit orderLimit = new OrderLimit();
orderLimit.Action = orderAction;
orderLimit.LimitPrice = 10;
orderLimit.Quantity = 1;
orderLimit.TimeInForce = OrderTimeInForce.GTC;
order = orderLimit.GetOrder;
break;
}
manager.SubmitOrder(contract, order);
}
