public string Comment; // This is a purely optional field.
public Order(DateTimeOffset timestamp, int contractId, int strategyId, TradeAction action, PositiveInteger quantity,
OrderType orderType, TimeInForce timeInForce, decimal desiredPrice)
{
// Orders are assigned an Id by the OMS, so until then, they have Id == -1.
Id = -1;
Timestamp = timestamp;
ContractId = contractId;
StrategyId = strategyId;
Action = action;
TotalQuantity = quantity;
OrderType = orderType;
TimeInForce = timeInForce;
DesiredPrice = desiredPrice;
Comment = "";
Purpose = CommonTypes.Purpose.Unspecified;
}
public static Tuple <Order, StopLossOrder, TakeProfitOrder> OrderTriple(Market CurrentMarket, TradeAction Action, int ContractId, int StrategyId, PositiveInteger Quantity,
decimal TakeProfit, decimal StopLoss, bool TrailingStopLoss)
{
decimal desiredPrice = (Action == TradeAction.Buy ? CurrentMarket.Ask : CurrentMarket.Bid);
Order entry = MarketOrder(CurrentMarket.Timestamp, Action, ContractId, StrategyId, Quantity, desiredPrice);
StopLossOrder stoploss = new StopLossOrder(entry, StopLoss, TrailingStopLoss);
TakeProfitOrder takeprofit = new TakeProfitOrder(entry, TakeProfit);
return(new Tuple <Order, StopLossOrder, TakeProfitOrder>(entry, stoploss, takeprofit));
}
// Quantity is absolute.
public static Order MarketOrder(DateTimeOffset Timestamp, TradeAction Action, int ContractId, int StrategyId, PositiveInteger Quantity, decimal DesiredPrice)
{
Order o = new Order(Timestamp, ContractId, StrategyId, Action, Quantity, OrderType.Market, TimeInForce.Day, DesiredPrice);
return(o);
}
public static Order MarketOrder(Market CurrentMarket, TradeAction Action, int StrategyId, PositiveInteger Quantity)
{
return(MarketOrder(CurrentMarket.Timestamp, Action, CurrentMarket.ContractId, StrategyId, Quantity,
(Action == CommonTypes.TradeAction.Buy ? CurrentMarket.Ask : CurrentMarket.Bid)));
}
public Contract(int id, string symbol, string type, string exchange, string currency, string primaryExchange,
int multiplier, string expiry, decimal strike, string right, string secIdType, string secId, string tradingClass, PositiveInteger lotSize)
{
IBContract = new IB.Contract();
Id = id;
Symbol = symbol;
Type = type;
Exchange = exchange;
PrimaryExchange = primaryExchange;
Currency = currency;
Multiplier = multiplier;
LastTradeDateOrContractMonth = expiry;
Strike = (double)strike;
Right = right;
SecIdType = secIdType;
SecId = secId;
TradingClass = tradingClass;
}
