public BfParentOrderRequest CreateOCO(BfParentOrderRequestParameter first, BfParentOrderRequestParameter second, TimeSpan?minuteToExpire = null, BfTimeInForce timeInForce = BfTimeInForce.NotSpecified)
{
var request = new BfParentOrderRequest {
OrderMethod = BfOrderType.OCO
};
if (minuteToExpire.HasValue)
{
request.MinuteToExpire = (int)minuteToExpire.Value.TotalMinutes;
}
request.TimeInForce = timeInForce;
request.Paremters.Add(first);
request.Paremters.Add(second);
CheckParentOrderRequestValid(request);
return(request);
}
// Market/Limit/Stop/StopLimit/Trail of parent order
public BfxChildOrder(BfParentOrderRequestParameter request)
{
ProductCode = request.ProductCode;
OrderType = request.ConditionType;
Side = request.Side;
OrderSize = request.Size;
if (OrderType == BfOrderType.Limit || OrderType == BfOrderType.StopLimit)
{
OrderPrice = request.Price;
}
if (OrderType == BfOrderType.Stop || OrderType == BfOrderType.StopLimit)
{
TriggerPrice = request.TriggerPrice;
}
if (OrderType == BfOrderType.Trail)
{
TrailOffset = request.Offset;
}
// ChildOrderAcceptanceId will be update when update order event
}
public BfxChildOrder(BfParentOrderRequestParameter request)
{
RequestElement = request;
}
static void ParentOrderMain()
{
while (true)
{
Console.WriteLine("======== Parent order operations");
Console.WriteLine("S)top Stop L)imit T)rail");
Console.WriteLine("I)FD O)CO IFD)OCO");
Console.WriteLine("");
Console.WriteLine("Time in F)orce");
Console.WriteLine("M)inutes to expire");
Console.WriteLine("");
Console.WriteLine("C) Cancel parent order");
Console.WriteLine("G)et parent orders");
Console.WriteLine("");
Console.WriteLine("R) Return to main");
try
{
switch (GetCh())
{
case 'S':
{
var request = BfParentOrderRequest.Stop(ProductCode, BfTradeSide.Buy, _ticker.BestAsk + UnexecuteGap, OrderSize);
var content = _client.SendParentOrder(request).GetContent();
_parentOrderAcceptanceIds.Enqueue(content.ParentOrderAcceptanceId);
}
break;
case 'L':
{
var request = BfParentOrderRequest.StopLimit(ProductCode, BfTradeSide.Buy, _ticker.BestAsk + UnexecuteGap, _ticker.BestAsk + UnexecuteGap, OrderSize);
var content = _client.SendParentOrder(request).GetContent();
_parentOrderAcceptanceIds.Enqueue(content.ParentOrderAcceptanceId);
}
break;
case 'T':
{
var request = BfParentOrderRequest.Trail(ProductCode, BfTradeSide.Buy, UnexecuteGap, OrderSize);
var content = _client.SendParentOrder(request).GetContent();
_parentOrderAcceptanceIds.Enqueue(content.ParentOrderAcceptanceId);
}
break;
case 'I':
{
var request = BfParentOrderRequest.IFD(
BfParentOrderRequestParameter.Limit(ProductCode, BfTradeSide.Sell, _ticker.BestAsk + UnexecuteGap, OrderSize),
BfParentOrderRequestParameter.Limit(ProductCode, BfTradeSide.Buy, _ticker.BestBid - UnexecuteGap, OrderSize)
);
var content = _client.SendParentOrder(request).GetContent();
_parentOrderAcceptanceIds.Enqueue(content.ParentOrderAcceptanceId);
}
break;
case 'O':
{
var request = BfParentOrderRequest.OCO(
BfParentOrderRequestParameter.Limit(ProductCode, BfTradeSide.Sell, _ticker.BestAsk + UnexecuteGap, OrderSize),
BfParentOrderRequestParameter.Limit(ProductCode, BfTradeSide.Buy, _ticker.BestBid - UnexecuteGap, OrderSize)
);
var content = _client.SendParentOrder(request).GetContent();
_parentOrderAcceptanceIds.Enqueue(content.ParentOrderAcceptanceId);
}
break;
case 'D':
{
var request = BfParentOrderRequest.IFDOCO(
BfParentOrderRequestParameter.Limit(ProductCode, BfTradeSide.Sell, _ticker.BestAsk + UnexecuteGap, OrderSize),
BfParentOrderRequestParameter.Limit(ProductCode, BfTradeSide.Sell, _ticker.BestAsk + UnexecuteGap, OrderSize),
BfParentOrderRequestParameter.Limit(ProductCode, BfTradeSide.Buy, _ticker.BestBid - UnexecuteGap, OrderSize)
);
var content = _client.SendParentOrder(request).GetContent();
_parentOrderAcceptanceIds.Enqueue(content.ParentOrderAcceptanceId);
}
break;
case 'F':
break;
case 'M':
break;
case 'C':
{
var resp = _client.CancelParentOrder(ProductCode, parentOrderAcceptanceId: _parentOrderAcceptanceIds.Dequeue());
if (!resp.IsErrorOrEmpty)
{
// Cancel order sent
}
}
break;
case 'G':
{
var resp = _client.GetParentOrders(ProductCode);
if (resp.IsOk)
{
var jobj = JsonConvert.DeserializeObject(resp.Json);
var json = JsonConvert.SerializeObject(jobj, Formatting.Indented);
Console.WriteLine(json);
}
}
break;
case 'R':
return;
}
}
catch (Exception ex)
{
Console.WriteLine($"{ex.Message}");
}
}
}
