/// <summary>
/// Create pending order based on order ticket
/// </summary>
/// <param name="ticket"></param>
/// <returns></returns>
public PendingOrder CreateOrder(OrderTicket ticket)
{
//Get correct ticket information
if (ticket.Type != OrderTicketType.Submit)
{
return(null);
}
//Get new order ticket
if (!(ticket is SubmitOrderTicket norderticket))
{
ticket.SetResponse(OrderTicketResponse.Error(ticket.OrderId, OrderTicketResponseErrorCode.ProcessingError, "Incorrect ticket type received"));
return(null);
}
//Check order type based on input
Order order;
switch (norderticket.OrderType)
{
case OrderType.Limit:
order = new LimitOrder(norderticket.Security, norderticket.FundId, norderticket.Quantity, norderticket.LimitPrice,
norderticket.CreatedUtc, norderticket.ExchangeName, norderticket.Comment)
{
InternalId = _portfolio.OrderTicketHandler.GetNextInternalOrderId()
};
break;
case OrderType.Market:
order = new MarketOrder(norderticket.Security, norderticket.FundId, norderticket.Quantity,
norderticket.CreatedUtc, norderticket.ExchangeName, norderticket.Comment)
{
InternalId = _portfolio.OrderTicketHandler.GetNextInternalOrderId()
};
break;
case OrderType.StopMarket:
order = new StopMarketOrder(norderticket.Security, norderticket.FundId, norderticket.Quantity,
norderticket.StopPrice, norderticket.CreatedUtc, norderticket.ExchangeName, norderticket.Comment)
{
InternalId = _portfolio.OrderTicketHandler.GetNextInternalOrderId()
};
break;
case OrderType.StopLimit:
order = new StopLimitOrder(norderticket.Security, norderticket.FundId, norderticket.Quantity, norderticket.LimitPrice,
norderticket.StopPrice, norderticket.CreatedUtc, norderticket.ExchangeName, norderticket.Comment)
{
InternalId = _portfolio.OrderTicketHandler.GetNextInternalOrderId()
};
break;
case OrderType.MarketOnOpen:
order = new MarketOnOpenOrder(norderticket.Security, norderticket.FundId, norderticket.Quantity, norderticket.CreatedUtc, norderticket.ExchangeName, norderticket.Comment)
{
InternalId = _portfolio.OrderTicketHandler.GetNextInternalOrderId()
};
break;
case OrderType.MarketOnClose:
order = new MarketOnCloseOrder(norderticket.Security, norderticket.FundId, norderticket.Quantity, norderticket.CreatedUtc, norderticket.ExchangeName, norderticket.Comment)
{
InternalId = _portfolio.OrderTicketHandler.GetNextInternalOrderId()
};
break;
default:
ticket.SetResponse(OrderTicketResponse.Error(ticket.OrderId, OrderTicketResponseErrorCode.ProcessingError, $"Unknown order type {norderticket.OrderType} supplied"));
return(null);
}
//Check if order type is supported
bool issupported;
try
{
issupported = _brokerModel.IsOrderTypeSupported(order.Type);
}
catch (Exception exc)
{
_log.Error(exc, $"Could not execute brokermodel function IsOrderTypeSupported due to exception");
throw exc;
}
//Create pending order
return(new PendingOrder(_portfolio, ticket.FundId, order, norderticket.Comment,
norderticket.Security.LastTickEventUtc, issupported));
}
/// <summary>
/// Set the response for this order ticket
/// TODO: needs to be internal and protected
/// </summary>
/// <param name="response">The response.</param>
/// <param name="state">The state.</param>
public void SetResponse(OrderTicketResponse response, OrderTicketState state = OrderTicketState.Error)
{
Response = response;
State = state;
}