public override uint CreateOrder(uint iid, ZOrderSide side, int price, uint qty, ZOrderType type, ZOrderTimeInForce tif)
{
uint oid = GenerateOrderId();
var o = new ZOrder(oid, iid, side, price, qty, type, tif);
orders[oid] = o;
// Add this to the OrderMap which will allow us to convert to/from TTAPI orders
var ttinstr = _instruments[iid];
OrderProfile op = new OrderProfile(ttinstr.DefaultOrderFeed, ttinstr.Instrument, this.DefaultCustomer);
var tto = new TTOrder(op);
_orders.Add(tto.Key, tto, oid);
return(oid);
}
public override uint CreateOrder(uint iid, ZOrderSide side, int price, uint qty, ZOrderType type, ZOrderTimeInForce tif)
{
uint oid = GenerateOrderId();
var o = new ZOrder(oid, iid, side, price, qty, type, tif);
orders[oid] = o;
//_orders[o.Oid] = new OME.EquityOrder(_instruments[o.Iid], OME.Order.OrderTypes.GoodUntilCancelled, GetSide(o), o.Price, o.Qty);
return(oid);
}
public abstract uint CreateOrder(uint iid, ZOrderSide side, int price, uint qty, ZOrderType type = ZOrderType.Limit, ZOrderTimeInForce tif = ZOrderTimeInForce.GoodTilDate);
public ZOrder(uint oid, uint iid, ZOrderSide side, int price, uint qty, ZOrderType type, ZOrderTimeInForce timeInForce, int?stopPrice = null)
{
this.Oid = oid;
this.Iid = iid;
this.Side = side;
this.Price = price;
this.Qty = qty;
this.Type = type;
this.TimeInForce = timeInForce;
this.State = ZOrderState.New;
this.StopPrice = stopPrice;
//Id = Interlocked.Increment(ref GlobalOrderId);
//CreationTime = DateTime.Now;
}
