/// <summary> /// OrderUpdated InstrumentTradeSubscription callback. /// </summary> /// <param name="sender">Sender (InstrumentTradeSubscription)</param> /// <param name="e">OrderUpdatedEventArgs</param> void m_instrumentTradeSubscription_OrderUpdated(object sender, OrderUpdatedEventArgs e) { if (e.NewOrder.SiteOrderKey == m_LastOrderSiteOrderKey) { m_lastOrder = e.NewOrder; } }
private void PositionManager_OrderUpdated(object sender, OrderUpdatedEventArgs e) { if (e.Order.OrderState == BrokerOrderState.Cancelled || e.Order.OrderState == BrokerOrderState.Rejected) { string message = "Order " + e.Order.OrderState.ToString() + ":" + e.Order.ToString(); if (!string.IsNullOrEmpty(e.Information)) { message += " Additional information: " + e.Information; } OutputSeverityLevel severityLevel = e.Order.CancelPending ? OutputSeverityLevel.Informational : OutputSeverityLevel.Warning; _systemLogger.Log(severityLevel, "ActivityLogger", e.Order.Symbol, message); } else { string message = "Order updated: " + e.Order.ToString(); if (!string.IsNullOrEmpty(e.Information)) { message += " Additional information: " + e.Information; } _systemLogger.Log(OutputSeverityLevel.Informational, "ActivityLogger", e.Order.Symbol, message); } }
private void OnOrderUpdated(object sender, OrderUpdatedEventArgs e) { var row = GetContractRow(e.NewOrder.Instrument); if (row != null) { row.ProcessMessage(e); } }
//////////////////////////////////////////////////////////////////////////////////////////////////// /// <summary> Event notification for order update. </summary> //////////////////////////////////////////////////////////////////////////////////////////////////// void m_algoTradeSubscription_OrderUpdated(object sender, OrderUpdatedEventArgs e) { if (e.NewOrder.ExecutionType == ExecType.Restated) { Console.WriteLine("\n PARENT Algo Order Restated [{0}] for Algo : {1} with Synthetic Status : {2} ", e.NewOrder.SiteOrderKey, e.NewOrder.Algo.Alias, e.NewOrder.SyntheticStatus.ToString()); } else { Console.WriteLine("\nOrderUpdated [{0}] {1}: {2}", e.NewOrder.SiteOrderKey, e.NewOrder.BuySell, e.NewOrder.ToString()); } }
/// <summary> /// Event notification for order update /// </summary> void m_ts_OrderUpdated(object sender, OrderUpdatedEventArgs e) { if (e.OldOrder.SiteOrderKey == m_orderKey) { // Our parent order has been updated Console.WriteLine("Our parent order has been updated: {0}", e.Message); } else if (e.OldOrder.SyntheticOrderKey == m_orderKey) { // A child order of our parent order has been updated Console.WriteLine("A child order of our parent order has been updated: {0}", e.Message); } }
/// <summary> /// Triggered when a Order in this subscription is updated. /// </summary> void tradeSubscription_OrderUpdated(object sender, OrderUpdatedEventArgs e) { UpdateAuditLog("OrderUpdated", e.NewOrder); }
/// <summary> /// Event notification for order update /// </summary> void m_ts_OrderUpdated(object sender, OrderUpdatedEventArgs e) { Console.WriteLine("Order was updated with price of {0}.", e.NewOrder.LimitPrice); }
private void PositionManager_SpecialOrderFailed(object sender, OrderUpdatedEventArgs e) { PositionManager_OrderUpdated(sender, e); }
private void PositionManager_OrderSubmitted(object sender, OrderUpdatedEventArgs e) { string message = "Order Submitted: " + e.Order.ToString(); _systemLogger.Log(OutputSeverityLevel.Informational, "ActivityLogger", e.Order.Symbol, message); }
/// <summary> /// Event notification for order update /// </summary> void m_trd_OrderUpdated(object sender, OrderUpdatedEventArgs e) { Console.WriteLine("Order was updated with price of {0}.", e.NewOrder.LimitPrice); }
public void ProcessMessage(OrderUpdatedEventArgs e) { NumModifications++; }
void ts_OrderUpdated(object sender, OrderUpdatedEventArgs e) { //Console.WriteLine("OrderUpdated"); ManageHedgedOrders(e.NewOrder); }
void ts_OrderUpdated(object sender, OrderUpdatedEventArgs e) { processOrder(TTOrderStatus.Updated, e.OldOrder, e.NewOrder); }
//////////////////////////////////////////////////////////////////////////////////////////////////// /// <summary> Event notification for order update. </summary> //////////////////////////////////////////////////////////////////////////////////////////////////// void m_instrumentTradeSubscription_OrderUpdated(object sender, OrderUpdatedEventArgs e) { Console.WriteLine("\nOrderUpdated [{0}] with price={1}", e.NewOrder.SiteOrderKey, e.NewOrder.LimitPrice); }
public void ts_OrderUpdated(object sender, OrderUpdatedEventArgs e) { if (e.OldOrder.SiteOrderKey == orderKey) { // Our order has been updated Console.WriteLine("Our order has been updated: " + e.Message); } }