/// <summary>
///
/// </summary>
protected override string OnSubmit(ISourceOrderExecution provider, OrderTypeEnum orderType, int volume, decimal?price,
decimal?slippage, decimal?takeProfit, decimal?stopLoss, out string operationResultMessage)
{
SystemMonitor.CheckError(provider.SupportsActiveOrderManagement, "Wrong position type for this provider.");
IQuoteProvider quotes = _manager.ObtainQuoteProvider(_dataDelivery.SourceId, Symbol);
ActiveOrder order = new ActiveOrder(_manager, provider, quotes,
_dataDelivery.SourceId, Symbol, true);
price = ProcessPrice(quotes, orderType, price);
string id = provider.SubmitOrder(provider.DefaultAccount.Info, order, _info.Symbol,
orderType, volume, slippage, price, takeProfit, stopLoss, string.Empty, out operationResultMessage);
if (string.IsNullOrEmpty(id))
{
return(string.Empty);
}
OrderInfo info = new OrderInfo(id, Symbol, orderType, OrderStateEnum.Submitted, volume,
price, null, null, null, null, null, null, null, null, null, null, string.Empty, null);
order.AdoptInfo(info);
provider.TradeEntities.AddOrder(order);
return(id);
}
/// <summary>
///
/// </summary>
protected override string OnExecuteMarket(ISourceOrderExecution provider, OrderTypeEnum orderType, int volume,
decimal? price, decimal? slippage, decimal? takeProfit, decimal? stopLoss, TimeSpan timeOut,
out PositionExecutionInfo executionInfo, out string operationResultMessage)
{
SystemMonitor.CheckError(provider.SupportsActiveOrderManagement, "Wrong position type for this provider.");
executionInfo = PositionExecutionInfo.Empty;
IQuoteProvider quoteProvider = _manager.ObtainQuoteProvider(_dataDelivery.SourceId, Symbol);
if (quoteProvider == null)
{
operationResultMessage = "Failed to establish quote provider for [" + _dataDelivery.SourceId.Name + ", " + Symbol.Name + "].";
SystemMonitor.Error(operationResultMessage);
return string.Empty;
}
price = ProcessPrice(quoteProvider, orderType, price);
// New order shall be created.
ActiveOrder order = new ActiveOrder(_manager, provider, quoteProvider, _dataDelivery.SourceId, Symbol, true);
OrderInfo? infoReference;
// Using the extended operationTimeOut to 40 seconds.
bool result = provider.SynchronousExecute(provider.DefaultAccount.Info, order, _info.Symbol,
orderType, volume, slippage, price, takeProfit, stopLoss, string.Empty, TimeSpan.FromSeconds(40), out infoReference, out operationResultMessage);
if (result && infoReference.HasValue)
{
OrderInfo infoAssign = infoReference.Value;
if (infoAssign.Type == OrderTypeEnum.UNKNOWN)
{
infoAssign.Type = orderType;
}
if (infoAssign.Volume == int.MinValue
|| infoAssign.Volume == int.MaxValue)
{// Volume was not retrieved by integration.
infoAssign.Volume = volume;
}
if (infoAssign.OpenPrice.HasValue)
{
executionInfo = new PositionExecutionInfo(infoReference.Value.Id, _dataDelivery.SourceId, provider.SourceId, Symbol,
infoAssign.Type, infoAssign.OpenPrice.Value, volume, volume,
infoAssign.OpenTime, PositionExecutionInfo.ExecutionResultEnum.Success);
}
else
{
SystemMonitor.Error("Received execution result, but price not assigned.");
}
order.AdoptInfo(infoAssign);
provider.TradeEntities.AddOrder(order);
return infoReference.Value.Id;
}
return string.Empty;
}
/// <summary>
///
/// </summary>
protected override string OnSubmit(ISourceOrderExecution provider, OrderTypeEnum orderType, int volume, decimal? price,
decimal? slippage, decimal? takeProfit, decimal? stopLoss, out string operationResultMessage)
{
SystemMonitor.CheckError(provider.SupportsActiveOrderManagement, "Wrong position type for this provider.");
IQuoteProvider quotes = _manager.ObtainQuoteProvider(_dataDelivery.SourceId, Symbol);
ActiveOrder order = new ActiveOrder(_manager, provider, quotes,
_dataDelivery.SourceId, Symbol, true);
price = ProcessPrice(quotes, orderType, price);
string id = provider.SubmitOrder(provider.DefaultAccount.Info, order, _info.Symbol,
orderType, volume, slippage, price, takeProfit, stopLoss, string.Empty, out operationResultMessage);
if (string.IsNullOrEmpty(id))
{
return string.Empty;
}
OrderInfo info = new OrderInfo(id, Symbol, orderType, OrderStateEnum.Submitted, volume,
price, null, null, null, null, null, null, null, null, null, null, string.Empty, null);
order.AdoptInfo(info);
provider.TradeEntities.AddOrder(order);
return id;
}
/// <summary>
/// This allows a part of the order to be closed, or all.
/// </summary>
public override bool DecreaseVolume(int volumeDecrease, decimal? allowedSlippage, decimal? desiredPrice,
out string operationResultMessage)
{
if (volumeDecrease == 0)
{
operationResultMessage = string.Empty;
return true;
}
if (this.OpenPrice.HasValue == false)
{
operationResultMessage = "Invalid order open price.";
return false;
}
if (State != OrderStateEnum.Executed && State != OrderStateEnum.Submitted)
{
operationResultMessage = "Close/Decrease volume can be done only to open/pending orders.";
return false;
}
if (volumeDecrease < 0)
{
operationResultMessage = "Positive volume decrease required.";
return false;
}
if (CurrentVolume < volumeDecrease)
{
operationResultMessage = "Misuse of the Order class [Can not close more volume than already open].";
return false;
}
decimal operationPrice;
bool operationResult = false;
ISourceOrderExecution executionProvider = _executionProvider;
if (executionProvider == null)
{
operationResultMessage = "Execution provider not assigned.";
return false;
}
DateTime closeTime = DateTime.MinValue;
string modifiedId;
if (_info.Volume == volumeDecrease)
{// Close/Cancel order.
if (State == OrderStateEnum.Executed)
{
operationResult = OrderExecutionProvider.CloseOrder(Account.Info, this, allowedSlippage, desiredPrice, out operationPrice, out closeTime, out modifiedId, out operationResultMessage);
}
else
{
operationPrice = decimal.MinValue;
operationResult = OrderExecutionProvider.CancelPendingOrder(Account.Info, this, out modifiedId, out operationResultMessage);
}
}
else
{// Decrease order closeVolume.
operationResult = OrderExecutionProvider.DecreaseOrderVolume(Account.Info, this, volumeDecrease, allowedSlippage, desiredPrice, out operationPrice, out modifiedId, out operationResultMessage);
}
if (operationResult == false)
{
SystemMonitor.Report("Order volume decrease has failed in executioner.");
return false;
}
if (string.IsNullOrEmpty(modifiedId))
{// Since the original order has changed its ticket number; and we have failed to establish the new one - we can no longer track it so unregister.
SystemMonitor.OperationWarning("Failed to establish new modified order ticket; order will be re-aquired.", TracerItem.PriorityEnum.High);
Account.TradeEntities.RemoveOrder(this);
return true;
}
if (State == OrderStateEnum.Executed)
{
if (modifiedId != this.Id)
{
Account.TradeEntities.RemoveOrder(this);
OrderInfo newUpdatedInfo = _info;
newUpdatedInfo.Id = modifiedId;
newUpdatedInfo.Volume = _info.Volume - volumeDecrease;
ActiveOrder updatedOrder = new ActiveOrder(Manager, _executionProvider, _dataSourceId, true);
updatedOrder.AdoptInfo(newUpdatedInfo);
_executionProvider.TradeEntities.AddOrder(updatedOrder);
// Request updated order info for this and new one and remove current one.
if (_executionProvider != null && _executionProvider.DefaultAccount != null && string.IsNullOrEmpty(modifiedId) == false)
{
_executionProvider.BeginOrdersInformationUpdate(_executionProvider.DefaultAccount.Info, new string[] { this.Id, modifiedId }, out operationResultMessage);
}
}
else
{
_info.Volume = _info.Volume - volumeDecrease;
if (_info.Volume == 0)
{
State = OrderStateEnum.Closed;
_info.CloseTime = closeTime;
_info.ClosePrice = operationPrice;
}
}
}
else if (State == OrderStateEnum.Submitted)
{
lock (this)
{
_initialVolume -= volumeDecrease;
_info.Volume = _initialVolume;
if (_info.Volume == 0)
{
State = OrderStateEnum.Canceled;
}
}
}
if (State == OrderStateEnum.Closed)
{// Closed.
RaiseOrderUpdatedEvent(UpdateTypeEnum.Closed);
}
else
{// Still open.
RaiseOrderUpdatedEvent(UpdateTypeEnum.VolumeChanged);
}
return true;
}
/// <summary>
/// This allows a part of the order to be closed, or all.
/// </summary>
public bool DecreaseVolume(int volumeDecrease, decimal?allowedSlippage, decimal?desiredPrice,
out string operationResultMessage)
{
if (volumeDecrease == 0)
{
operationResultMessage = string.Empty;
return(true);
}
if (this.OpenPrice.HasValue == false)
{
operationResultMessage = "Invalid order open price.";
return(false);
}
if (State != OrderStateEnum.Executed && State != OrderStateEnum.Submitted)
{
operationResultMessage = "Close/Decrease volume can be done only to open/pending orders.";
return(false);
}
if (volumeDecrease < 0)
{
operationResultMessage = "Positive volume decrease required.";
return(false);
}
if (CurrentVolume < volumeDecrease)
{
operationResultMessage = "Misuse of the Order class [Can not close more volume than already open].";
return(false);
}
decimal operationPrice;
bool operationResult = false;
ISourceOrderExecution executionProvider = _executionProvider;
if (executionProvider == null)
{
operationResultMessage = "Execution provider not assigned.";
return(false);
}
DateTime closeTime = DateTime.MinValue;
string modifiedId;
if (_info.Volume == volumeDecrease)
{// Close/Cancel order.
if (State == OrderStateEnum.Executed)
{
operationResult = OrderExecutionProvider.CloseOrder(Account.Info, this, allowedSlippage, desiredPrice, out operationPrice, out closeTime, out modifiedId, out operationResultMessage);
}
else
{
operationPrice = decimal.MinValue;
operationResult = OrderExecutionProvider.CancelPendingOrder(Account.Info, this, out modifiedId, out operationResultMessage);
}
}
else
{// Decrease order closeVolume.
operationResult = OrderExecutionProvider.DecreaseOrderVolume(Account.Info, this, volumeDecrease, allowedSlippage, desiredPrice, out operationPrice, out modifiedId, out operationResultMessage);
}
if (operationResult == false)
{
SystemMonitor.Report("Order volume decrease has failed in executioner.");
return(false);
}
if (string.IsNullOrEmpty(modifiedId))
{// Since the original order has changed its ticket number; and we have failed to establish the new one - we can no longer track it so unregister.
SystemMonitor.OperationWarning("Failed to establish new modified order ticket; order will be re-aquired.", TracerItem.PriorityEnum.High);
Account.TradeEntities.RemoveOrder(this);
return(true);
}
if (State == OrderStateEnum.Executed)
{
if (modifiedId != this.Id)
{
Account.TradeEntities.RemoveOrder(this);
OrderInfo newUpdatedInfo = _info;
newUpdatedInfo.Id = modifiedId;
newUpdatedInfo.Volume = _info.Volume - volumeDecrease;
ActiveOrder updatedOrder = new ActiveOrder(_manager, _executionProvider, _quoteProvider, _dataSourceId, Symbol, true);
updatedOrder.AdoptInfo(newUpdatedInfo);
_executionProvider.TradeEntities.AddOrder(updatedOrder);
// Request updated order info for this and new one and remove current one.
if (_executionProvider != null && _executionProvider.DefaultAccount != null && string.IsNullOrEmpty(modifiedId) == false)
{
_executionProvider.BeginOrdersInformationUpdate(_executionProvider.DefaultAccount.Info, new string[] { this.Id, modifiedId }, out operationResultMessage);
}
}
else
{
_info.Volume = _info.Volume - volumeDecrease;
if (_info.Volume == 0)
{
State = OrderStateEnum.Closed;
_info.CloseTime = closeTime;
_info.ClosePrice = operationPrice;
}
}
}
else if (State == OrderStateEnum.Submitted)
{
lock (this)
{
_initialVolume -= volumeDecrease;
_info.Volume = _initialVolume;
if (_info.Volume == 0)
{
State = OrderStateEnum.Canceled;
}
}
}
if (State == OrderStateEnum.Closed)
{// Closed.
RaiseOrderUpdatedEvent(UpdateTypeEnum.Closed);
}
else
{// Still open.
RaiseOrderUpdatedEvent(UpdateTypeEnum.VolumeChanged);
}
return(true);
}
/// <summary>
///
/// </summary>
protected override string OnExecuteMarket(ISourceOrderExecution provider, OrderTypeEnum orderType, int volume,
decimal?price, decimal?slippage, decimal?takeProfit, decimal?stopLoss, TimeSpan timeOut,
out PositionExecutionInfo executionInfo, out string operationResultMessage)
{
SystemMonitor.CheckError(provider.SupportsActiveOrderManagement, "Wrong position type for this provider.");
executionInfo = PositionExecutionInfo.Empty;
IQuoteProvider quoteProvider = _manager.ObtainQuoteProvider(_dataDelivery.SourceId, Symbol);
if (quoteProvider == null)
{
operationResultMessage = "Failed to establish quote provider for [" + _dataDelivery.SourceId.Name + ", " + Symbol.Name + "].";
SystemMonitor.Error(operationResultMessage);
return(string.Empty);
}
price = ProcessPrice(quoteProvider, orderType, price);
// New order shall be created.
ActiveOrder order = new ActiveOrder(_manager, provider, quoteProvider, _dataDelivery.SourceId, Symbol, true);
OrderInfo?infoReference;
// Using the extended operationTimeOut to 40 seconds.
bool result = provider.SynchronousExecute(provider.DefaultAccount.Info, order, _info.Symbol,
orderType, volume, slippage, price, takeProfit, stopLoss, string.Empty, TimeSpan.FromSeconds(40), out infoReference, out operationResultMessage);
if (result && infoReference.HasValue)
{
OrderInfo infoAssign = infoReference.Value;
if (infoAssign.Type == OrderTypeEnum.UNKNOWN)
{
infoAssign.Type = orderType;
}
if (infoAssign.Volume == int.MinValue ||
infoAssign.Volume == int.MaxValue)
{// Volume was not retrieved by integration.
infoAssign.Volume = volume;
}
if (infoAssign.OpenPrice.HasValue)
{
executionInfo = new PositionExecutionInfo(infoReference.Value.Id, _dataDelivery.SourceId, provider.SourceId, Symbol,
infoAssign.Type, infoAssign.OpenPrice.Value, volume, volume,
infoAssign.OpenTime, PositionExecutionInfo.ExecutionResultEnum.Success);
}
else
{
SystemMonitor.Error("Received execution result, but price not assigned.");
}
order.AdoptInfo(infoAssign);
provider.TradeEntities.AddOrder(order);
return(infoReference.Value.Id);
}
return(string.Empty);
}
