protected override void PlaceLimitStopOrder(Order order)
{
ThreadPool.QueueUserWorkItem(_ =>
{
var qty = order.Quantity;
if (qty > 0 && order.OrderSide == Side.Sell)
{
qty = -qty;
}
var security = Securities.First(i => i.Symbol.Equals(order.Symbol, IgnoreCase));
if (security == null || _session == null)
{
return;
}
if (order.OrderType == CommonObjects.OrderType.Limit)
{
_session.PlaceLimitOrder(new LimitOrderSpecification(order.UserID, security.SecurityId,
order.Price, qty, Converter.ToTIF(order.TimeInForce), order.SLOffset, order.TPOffset),
id => OnOrderPlaced(order), this.GeneralFailureCallback);
}
else if (order.OrderType == CommonObjects.OrderType.Stop)
{
_session.PlaceStopOrder(new StopOrderSpecification(order.UserID, security.SecurityId,
order.Price, qty, Converter.ToTIF(order.TimeInForce), order.SLOffset, order.TPOffset),
id => OnOrderPlaced(order), this.GeneralFailureCallback);
}
});
}
protected override void PlaceMarketOrder(Order order)
{
ThreadPool.QueueUserWorkItem(_ =>
{
var qty = order.Quantity;
if (qty > 0 && order.OrderSide == Side.Sell)
{
qty = -qty;
}
var security = Securities.First(i => i.Symbol.Equals(order.Symbol, IgnoreCase));
if (security == null || _session == null)
{
OnOrderRejected(order, "Broker API error");
return;
}
_session.PlaceMarketOrder(new MarketOrderSpecification(order.UserID, security.SecurityId,
qty, Converter.ToTIF(order.TimeInForce), order.SLOffset, order.TPOffset),
id => OnOrderPlaced(order), GeneralFailureCallback);
});
}