public override Task <ExecutionReport> AddOrderAndWaitExecution(TradingSignal signal, TranslatedSignalTableEntity translatedSignal, TimeSpan timeout)
{
translatedSignal.RequestSentMessage("stub exchange don't send actual request");
//
// SimulateWork();
// SimulateException();
//
translatedSignal.ResponseReceived("stub exchange don't recevie actual response");
lock (syncRoot)
{
var s = new TradingSignal(signal.Instrument, Guid.NewGuid().ToString(), signal.Command, signal.TradeType, signal.Price, signal.Volume, signal.Time, signal.OrderType, signal.TimeInForce);
ActualSignals[signal.Instrument.Name].AddLast(s);
translatedSignal.ExternalId = s.OrderId;
return(Task.FromResult(new ExecutionReport(s.Instrument, DateTime.UtcNow, s.Price ?? 0, s.Volume, s.TradeType, s.OrderId, OrderExecutionStatus.New)));
}
}
public override Task <ExecutionReport> CancelOrderAndWaitExecution(TradingSignal signal, TranslatedSignalTableEntity translatedSignal, TimeSpan timeout)
{
translatedSignal.RequestSentMessage("stub exchange don't send actual request");
// SimulateWork();
// SimulateException();
translatedSignal.ResponseReceived("stub exchange don't recevie actual response");
bool isCanceled = false;
lock (syncRoot)
{
TradingSignal existing = ActualSignals[signal.Instrument.Name].FirstOrDefault(x => x.OrderId == signal.OrderId);
if (existing != null)
{
ActualSignals[signal.Instrument.Name].Remove(existing);
isCanceled = true;
}
}
return(Task.FromResult(new ExecutionReport(signal.Instrument, DateTime.UtcNow, signal.Price ?? 0, signal.Volume, signal.TradeType, signal.OrderId,
isCanceled ? OrderExecutionStatus.Cancelled : OrderExecutionStatus.Unknown)));
}