private static void MarketUnpairedSierraOrders(InstrumentConversion instrumentConversion, List <SierraOrder> sierraOrders, List <PairedOrder> pairedOrders, OAOrders oaOrders)
{
SierraOrderFacade sierraChartOrderFacade = new SierraOrderFacade();
List <Task> tasks = new List <Task>();
foreach (SierraOrder sierraOrder in sierraOrders)
{
SierraOrderEntity sierraOrderEntity = sierraChartOrderFacade.LoadByColumn(SierraOrderFacade.GetPropertyName <SierraOrderEntity>(x => x.SierraOrderId), sierraOrder.InternalOrderID);
if (sierraOrderEntity == null && // objednavka nebyla nikdy pouzita
sierraOrder.IsOrder && // Neni to SL ani PT
pairedOrders.Find(x => x.sierraOrder.InternalOrderID == sierraOrder.InternalOrderID) == null) // neni to sparovana objednavka
{
OAOrder oaOrder = new OAOrder();
oaOrders.Add(oaOrder);
Task task = Task.Run(() =>
{
MarketUnpairedSierraOrder(instrumentConversion, sierraOrder, oaOrder);
});
tasks.Add(task);
}
}
Task.WaitAll(tasks.ToArray());
}
private static async void MarketUnpairedSierraOrder(InstrumentConversion instrumentConversion, SierraOrder sierraOrder, OAOrder oaOrder)
{
SierraOrderFacade sierraChartOrderFacade = new SierraOrderFacade();
OAOrder oaMarketOrder = new OAOrder();
oaMarketOrder.Instrument = instrumentConversion.OandaInstrumentName;
oaMarketOrder.Units = sierraOrder.BuySell == BSE_BUY ? sierraOrder.OrderQuantity : -sierraOrder.OrderQuantity;
oaMarketOrder.Id = await SvpOandaV20.Instance.CreateMarketOrder(InstrumentConversion.SierraChartAccountId, oaMarketOrder.Instrument, oaMarketOrder.Units);
SierraOrderEntity sierraChartOrderEntity = new SierraOrderEntity();
sierraChartOrderEntity.SierraOrderId = sierraOrder.InternalOrderID;
sierraChartOrderEntity.OandaOrderId = oaMarketOrder.Id;
sierraChartOrderEntity.SierraInstrumentName = instrumentConversion.SierraInstrumentName;
sierraChartOrderEntity.SierraPrice = sierraOrder.AvgFillPrice;
sierraChartOrderFacade.Save(sierraChartOrderEntity);
oaOrder.Id = oaMarketOrder.Id;
oaOrder.Units = oaMarketOrder.Units;
oaOrder.Instrument = instrumentConversion.OandaInstrumentName;
}
private static async void ModifyOandaOrder(InstrumentConversion instrumentConversion, long marketOrderId, SierraOrder sierraOrder, double sierraOrderSLPrice, double sierraOrderPTPrice)
{
try
{
if (sierraOrder == null)
{
Log.WriteMessage("ModifyOandaOrder(), sierraOrder == null");
}
SierraOrderFacade sierraChartOrderFacade = new SierraOrderFacade();
SierraOrderEntity sierraOrderEntity = sierraChartOrderFacade.LoadByColumn(SierraOrderFacade.GetPropertyName <SierraOrderEntity>(x => x.SierraOrderId), sierraOrder.InternalOrderID);
if (sierraOrderEntity == null)
{
Log.WriteMessage("ModifyOandaOrder(), sierraOrderEntity == null");
}
if (sierraOrderEntity.SierraPT != sierraOrderPTPrice || sierraOrderEntity.SierraSL != sierraOrderSLPrice)
{
if (sierraOrderEntity.OandaPrice == 0)
{
//sierraOrderEntity.OandaPrice = await SvpOandaV20.Instance.GetActualPrice(InstrumentConversion.SierraChartAccountId, instrumentConversion.OandaInstrumentName);
Trade trade = await SvpOandaV20.Instance.GetMarketOrder(InstrumentConversion.SierraChartAccountId, marketOrderId);
sierraOrderEntity.OandaPrice = trade.price;
}
double compensation = (sierraOrder.BuySell == BSE_BUY ? -instrumentConversion.Compensation : instrumentConversion.Compensation);
OAOrder newOAMarketOrder = new OAOrder();
newOAMarketOrder.Id = sierraOrderEntity.OandaOrderId;
newOAMarketOrder.Instrument = instrumentConversion.OandaInstrumentName;
double sl;
if (sierraOrderSLPrice != 0)
{
sl = sierraOrder.AvgFillPrice - sierraOrderSLPrice;
}
else
{
sl = instrumentConversion.SL;
}
newOAMarketOrder.SL = sierraOrderEntity.OandaPrice - /*(sierraOrder.BuySell == BSE_BUY ? sl : -sl)*/ sl + compensation;
double pt;
if (sierraOrderPTPrice != 0)
{
pt = sierraOrderPTPrice - sierraOrder.AvgFillPrice;
newOAMarketOrder.PT = sierraOrderEntity.OandaPrice + /*(sierraOrder.BuySell == BSE_BUY ? pt : -pt)*/ pt + compensation;
}
await SvpOandaV20.Instance.ModifyMarketOrder(InstrumentConversion.SierraChartAccountId, newOAMarketOrder);
sierraOrderEntity.SierraPT = sierraOrderPTPrice;
sierraOrderEntity.SierraSL = sierraOrderSLPrice;
sierraChartOrderFacade.Save(sierraOrderEntity);
}
}
catch (Exception ex)
{
Log.WriteException(ex);
throw;
}
}
