private static string ConvertOrderType(Orders.OrderType orderType)
{
if (orderType == Orders.OrderType.Limit || orderType == Orders.OrderType.Market)
{
return(orderType.ToString().ToLower());
}
else if (orderType == Orders.OrderType.StopMarket)
{
return("stop");
}
throw new Exception("GDAXBrokerage.ConvertOrderType: Unsupported order type:" + orderType.ToString());
}
public string ConvertToTimeInForce(Orders.OrderType orderType)
{
switch (orderType)
{
case QuantConnect.Orders.OrderType.Market:
return(CashDefinition.TIF_IOC);
case QuantConnect.Orders.OrderType.Limit:
return(CashDefinition.TIF_DAY);
default:
throw new InvalidEnumArgumentException("order.OrderType", (int)orderType, typeof(Orders.OrderType));
}
}
public string ConvertToOrdType(Orders.OrderType orderType)
{
switch (orderType)
{
case QuantConnect.Orders.OrderType.Market:
return(CashDefinition.ORDTYPE_MARKET);
case QuantConnect.Orders.OrderType.Limit:
return(CashDefinition.ORDTYPE_LIMIT);
default:
throw new InvalidEnumArgumentException("order.OrderType", (int)orderType, typeof(Orders.OrderType));
}
}
private static string ConvertOrderType(Orders.OrderType orderType)
{
if (orderType == Orders.OrderType.Limit || orderType == Orders.OrderType.Market)
{
return(orderType.ToLower());
}
else if (orderType == Orders.OrderType.StopMarket)
{
return("stop");
}
else if (orderType == Orders.OrderType.StopLimit)
{
return("limit");
}
throw new NotSupportedException($"GDAXBrokerage.ConvertOrderType: Unsupported order type:{orderType.ToStringInvariant()}");
}
