void OrderDeleted(object sender, OrderDeletedEventArgs e)
{
string Tag = e.OldOrder.OrderTag;
int RowIndex = TagList.IndexOf(Tag);
DataRow RelevantRow = SummaryTable.Rows[RowIndex];
RelevantRow["WorkingOrderKey"] = "";
}
public void LimitOrder()
{
var sec = new Security()
{
Id = 1, Type = SecurityType.Future, Group = "GC", Product = "GC", Contract = "GCZ6"
};
var book = new OrderBook(sec);
book.SetStatus(SecurityTradingStatus.Open);
OrderCreatedEventArgs createdArgs = null;
book.OrderCreated += (sender, e) => { createdArgs = e; };
book.CreateLimitOrder(1, TimeInForce.Day, null, Side.Buy, 100, 3);
Debug.Assert(createdArgs != null);
Debug.Assert(createdArgs.Order.Status == OrderStatus.Created);
Debug.Assert(createdArgs.Order.Id == 1);
Debug.Assert(createdArgs.Order.Price == 100);
Debug.Assert(createdArgs.Order.Quantity == 3);
Debug.Assert(createdArgs.Order.FilledQuantity == 0);
Debug.Assert(createdArgs.Order.RemainingQuantity == 3);
Debug.Assert(createdArgs.Order.Side == Side.Buy);
Debug.Assert(createdArgs.Order.Type == OrderType.Limit);
Debug.Assert(createdArgs.Order.TimeInForce == TimeInForce.Day);
Debug.Assert(createdArgs.Order.Security == sec);
OrderUpdateEventArgs updatedArgs = null;
book.OrderUpdated += (sender, e) => { updatedArgs = e; };
book.UpdateLimitOrder(1, 105, 5);
Debug.Assert(updatedArgs != null);
Debug.Assert(updatedArgs.Order.Status == OrderStatus.Updated);
Debug.Assert(updatedArgs.Order.Id == 1);
Debug.Assert(updatedArgs.Order.Price == 105);
Debug.Assert(updatedArgs.Order.Quantity == 5);
Debug.Assert(updatedArgs.Order.FilledQuantity == 0);
Debug.Assert(updatedArgs.Order.RemainingQuantity == 5);
OrderDeletedEventArgs deletedArgs = null;
book.OrderDeleted += (sender, e) => { deletedArgs = e; };
book.DeleteOrder(1);
Debug.Assert(deletedArgs != null);
Debug.Assert(deletedArgs.Order.Status == OrderStatus.Deleted);
Debug.Assert(deletedArgs.Order.Id == 1);
Debug.Assert(deletedArgs.Order.Price == 105);
Debug.Assert(updatedArgs.Order.Quantity == 5);
Debug.Assert(deletedArgs.Order.FilledQuantity == 0);
Debug.Assert(deletedArgs.Order.RemainingQuantity == 0);
Debug.Assert(deletedArgs.Reason == null);
}
private void OnOrderDeleted(object sender, OrderDeletedEventArgs e)
{
var row = GetContractRow(e.DeletedUpdate.Instrument);
if (row != null)
{
row.ProcessMessage(e);
}
}
/// <summary>
/// OrderDeleted InstrumentTradeSubscription callback.
/// </summary>
/// <param name="sender">Sender (InstrumentTradeSubscription)</param>
/// <param name="e">OrderDeletedEventArgs</param>
void m_instrumentTradeSubscription_OrderDeleted(object sender, OrderDeletedEventArgs e)
{
if (e.DeletedUpdate.SiteOrderKey == m_LastOrderSiteOrderKey)
{
txtSiteOrderKey.Text = String.Empty;
m_lastOrder = null;
gboModifyOrder.Enabled = false;
buttonDeleteLast.Enabled = false;
}
}
/// <summary>
/// Event notification for order deleted
/// </summary>
void m_ts_OrderDeleted(object sender, OrderDeletedEventArgs e)
{
if (e.DeletedUpdate.SiteOrderKey == m_orderKey)
{
// Our parent order has been deleted
Console.WriteLine("Our parent order has been deleted: {0}", e.Message);
}
else if (e.DeletedUpdate.SyntheticOrderKey == m_orderKey)
{
// A child order of our parent order has been deleted
Console.WriteLine("A child order of our parent order has been deleted: {0}", e.Message);
}
}
////////////////////////////////////////////////////////////////////////////////////////////////////
/// <summary> Event notification for order deletion. </summary>
////////////////////////////////////////////////////////////////////////////////////////////////////
void m_instrumentTradeSubscription_OrderDeleted(object sender, OrderDeletedEventArgs e)
{
Console.WriteLine("\nOrderDeleted [{0}]", e.OldOrder.SiteOrderKey);
}
////////////////////////////////////////////////////////////////////////////////////////////////////
/// <summary> Event notification for order deletion. </summary>
////////////////////////////////////////////////////////////////////////////////////////////////////
void m_algoTradeSubscription_OrderDeleted(object sender, OrderDeletedEventArgs e)
{
Console.WriteLine("\nOrderDeleted [{0}] , Message : {1}", e.OldOrder.SiteOrderKey, e.Message);
}
void ts_OrderDeleted(object sender, OrderDeletedEventArgs e)
{
//Console.WriteLine("OrderDeleted");
}
public void ProcessMessage(OrderDeletedEventArgs e)
{
NumCancellations++;
}
/// <summary>
/// Event notification for order deleted
/// </summary>
void m_ts_OrderDeleted(object sender, OrderDeletedEventArgs e)
{
if (e.DeletedUpdate.SiteOrderKey == m_orderKey)
{
// Our parent order has been deleted
Console.WriteLine("Our parent order has been deleted: {0}", e.Message);
}
else if (e.DeletedUpdate.SyntheticOrderKey == m_orderKey)
{
// A child order of our parent order has been deleted
Console.WriteLine("A child order of our parent order has been deleted: {0}", e.Message);
}
}
/// <summary>
/// Event notification for order deleted
/// </summary>
void m_ts_OrderDeleted(object sender, OrderDeletedEventArgs e)
{
Console.WriteLine("Order was deleted.");
}
/// <summary>
/// Triggered when an Order monitored by this subsciption is deleted
/// </summary>
void tradeSubscription_OrderDeleted(object sender, OrderDeletedEventArgs e)
{
UpdateAuditLog("OrderDeleted", e.DeletedUpdate);
}
/// <summary>
/// OrderDeleted InstrumentTradeSubscription callback.
/// </summary>
/// <param name="sender">Sender (InstrumentTradeSubscription)</param>
/// <param name="e">OrderDeletedEventArgs</param>
void m_instrumentTradeSubscription_OrderDeleted(object sender, OrderDeletedEventArgs e)
{
if (e.DeletedUpdate.SiteOrderKey == m_LastOrderSiteOrderKey)
{
txtSiteOrderKey.Text = String.Empty;
m_lastOrder = null;
gboModifyOrder.Enabled = false;
buttonDeleteLast.Enabled = false;
}
}
void OrderDeleted(object sender, OrderDeletedEventArgs e)
{
}
private void HandleOrderDeleteAccepted(object sender, OrderDeletedEventArgs args)
{
ordersToClients[args.Order.Id].Send(new CancelAck(args.Order, orderInfos[args.Order.Id], args.Reason));
SendBookUpdates(args.Order.Security);
}
/// <summary>
/// Triggered when an Order monitored by this subsciption is deleted
/// </summary>
void instrumentTradeSubscription_OrderDeleted(object sender, OrderDeletedEventArgs e)
{
UpdateAuditLog(e.DeletedUpdate);
}
/// <summary>
/// Event notification for order deleted
/// </summary>
void m_trd_OrderDeleted(object sender, OrderDeletedEventArgs e)
{
Console.WriteLine("Order was deleted.");
}
public void ts_OrderDeleted(object sender, OrderDeletedEventArgs e)
{
if (e.DeletedUpdate.SiteOrderKey == orderKey)
{
// Our parent order has been deleted
Console.WriteLine("Our parent order has been deleted: " + e.Message);
Dispose();
}
else if (e.DeletedUpdate.SyntheticOrderKey == orderKey)
{
// A child order of our parent order has been deleted
Console.WriteLine("A child order of our parent order has been deleted: " + e.Message);
}
}
/// <summary>
/// Triggered when an Order monitored by this subsciption is deleted
/// </summary>
void tradeSubscription_OrderDeleted(object sender, OrderDeletedEventArgs e)
{
UpdateAuditLog("OrderDeleted", e.DeletedUpdate);
}
void ts_OrderDeleted(object sender, OrderDeletedEventArgs e)
{
processOrder(TTOrderStatus.Deleted, e.OldOrder);
}
/// <summary>
/// Triggered when an Order monitored by this subsciption is deleted
/// </summary>
void instrumentTradeSubscription_OrderDeleted(object sender, OrderDeletedEventArgs e)
{
UpdateAuditLog(e.DeletedUpdate);
}
public void ts_OrderDeleted(object sender, OrderDeletedEventArgs e)
{
if (e.DeletedUpdate.SiteOrderKey == orderKey)
{
// Our order has been deleted
Console.WriteLine("Our order has been deleted: " + e.Message);
Dispose();
}
}
