private TradeResult PlacePendingOrder(PendingOrderParameters parameters)
{
double price = parameters.Symbol.GetPrice(parameters.TradeType);
bool isPriceValid = true;
switch (parameters.OrderType)
{
case OrderType.Limit:
isPriceValid = parameters.TradeType == TradeType.Buy ? parameters.TargetPrice <price : parameters.TargetPrice> price;
break;
case OrderType.Stop:
isPriceValid = parameters.TradeType == TradeType.Buy ? parameters.TargetPrice > price : parameters.TargetPrice < price;
break;
}
if (isPriceValid)
{
var order = new PendingOrder(parameters, Server.CurrentTime);
AddOrder(order);
return(new TradeResult(order));
}
return(new TradeResult(OrderErrorCode.InvalidTargetPrice));
}
public void CancelPendingOrderTest()
{
(_symbol as OhlcSymbol).PublishBar(new Bar(DateTimeOffset.Now, 1, 1, 1, 1.5, 1000));
var orderParameters = new PendingOrderParameters(OrderType.Limit, _symbol)
{
Volume = 1000,
TargetPrice = 1,
TradeType = TradeType.Buy,
StopLossPrice = .95,
TakeProfitPrice = 1.05,
};
var result = _tradeEngine.Execute(orderParameters);
Assert.IsTrue(result.IsSuccessful);
Assert.IsTrue(_tradeEngine.Orders.Contains(result.Order));
_tradeEngine.CancelPendingOrder(result.Order as PendingOrder);
Assert.IsTrue(!_tradeEngine.Orders.Contains(result.Order));
}
