/// <summary>
/// This function sets up the OrderProfile and submits
/// the order using the InstrumentTradeSubscription SendOrder method.
/// </summary>
/// <param name="buySell">The side of the market to place the order on.</param>
private void SendOrder(TTOrder tto, ZOrder o)
{
ZOrderSide orderSide = o.Side;
string qtyStr = o.Qty.ToString();
string priceStr = GetPriceString(o);
ZOrderType orderType = o.Type;
string stopPriceStr = o.StopPrice.ToString(); // TODO: WE NEED TO DEAL WITH STOP ORDERS!!!
TTInstrument ttinstr = _instruments[o.Iid];
cout("TengineTT::SendOrder: {0}", o.ToString());
try
{
//OrderProfile op = new OrderProfile(ttinstr.DefaultOrderFeed, ttinstr.Instrument, this.DefaultCustomer);
OrderProfile op = tto.Profile;
op.BuySell = TranslateSide(orderSide); // Set for Buy or Sell.
op.QuantityToWork = Quantity.FromString(ttinstr.Instrument, qtyStr); // Set the quantity.
if (orderType == ZOrderType.Market) // Market Order
{
op.OrderType = OrderType.Market;
}
else if (orderType == ZOrderType.Limit) // Limit Order
{
// Set the limit order price.
op.LimitPrice = Price.FromString(ttinstr.Instrument, priceStr);
}
else if (orderType == ZOrderType.StopMarket) // Stop Market Order
{
op.OrderType = OrderType.Market; // Set the order type to "Market" for a market order.
op.Modifiers = OrderModifiers.Stop; // Set the order modifiers to "Stop" for a stop order.
op.StopPrice = Price.FromString(ttinstr.Instrument, stopPriceStr); // Set the stop price.
}
else if (orderType == ZOrderType.StopLimit) // Stop Limit Order
{
op.OrderType = OrderType.Limit; // Set the order type to "Limit" for a limit order.
op.Modifiers = OrderModifiers.Stop; // Set the order modifiers to "Stop" for a stop order.
op.LimitPrice = Price.FromString(ttinstr.Instrument, priceStr); // Set the limit order price.
op.StopPrice = Price.FromString(ttinstr.Instrument, stopPriceStr); // Set the stop price.
}
//_orders[op.SiteOrderKey]
m_dtrd[ttinstr.InstrumentKey].SendOrder(op); // Send the order.
cout("TengineTT::SendOrder: TT Order Send {0} {1}|{2}@{3}", op.SiteOrderKey, op.BuySell.ToString(), op.QuantityToWork.ToString(), LimitOrMarketPrice(op));
/*// Update the GUI.
* txtOrderBook.Text += String.Format("Send {0} {1}|{2}@{3}{4}",
* orderProfile.SiteOrderKey,
* orderProfile.BuySell.ToString(),
* orderProfile.QuantityToWork.ToString(),
* orderProfile.OrderType == OrderType.Limit ? orderProfile.LimitPrice.ToString() : "Market Price",
* System.Environment.NewLine);*/
}
catch (Exception err)
{
ErrorMessage(err.Message);
}
}
public ZOrder(uint oid, uint iid, ZOrderSide side, int price, uint qty, ZOrderType type, ZOrderTimeInForce timeInForce, int?stopPrice = null)
{
this.Oid = oid;
this.Iid = iid;
this.Side = side;
this.Price = price;
this.Qty = qty;
this.Type = type;
this.TimeInForce = timeInForce;
this.State = ZOrderState.New;
this.StopPrice = stopPrice;
//Id = Interlocked.Increment(ref GlobalOrderId);
//CreationTime = DateTime.Now;
}
public override uint CreateOrder(uint iid, ZOrderSide side, int price, uint qty, ZOrderType type, ZOrderTimeInForce tif)
{
uint oid = GenerateOrderId();
var o = new ZOrder(oid, iid, side, price, qty, type, tif);
orders[oid] = o;
// Add this to the OrderMap which will allow us to convert to/from TTAPI orders
var ttinstr = _instruments[iid];
OrderProfile op = new OrderProfile(ttinstr.DefaultOrderFeed, ttinstr.Instrument, this.DefaultCustomer);
var tto = new TTOrder(op);
_orders.Add(tto.Key, tto, oid);
return(oid);
}
public abstract uint CreateOrder(uint iid, ZOrderSide side, int price, uint qty, ZOrderType type = ZOrderType.Limit, ZOrderTimeInForce tif = ZOrderTimeInForce.GoodTilDate);
public override uint CreateOrder(uint iid, ZOrderSide side, int price, uint qty, ZOrderType type, ZOrderTimeInForce tif)
{
uint oid = GenerateOrderId();
var o = new ZOrder(oid, iid, side, price, qty, type, tif);
orders[oid] = o;
//_orders[o.Oid] = new OME.EquityOrder(_instruments[o.Iid], OME.Order.OrderTypes.GoodUntilCancelled, GetSide(o), o.Price, o.Qty);
return(oid);
}
