/// <summary>
/// This function sets up the OrderProfile and submits
/// the order using the InstrumentTradeSubscription SendOrder method.
/// </summary>
/// <param name="buySell">The side of the market to place the order on.</param>
private void SendOrder(TTInstrument ttinstr, ZS.ZOrder o)
{
var orderSide = o.Side;
var qtyStr = o.Qty.ToString();
var priceStr = o.Price.ToString();
var orderType = o.Type;
var stopPriceStr = o.StopPrice.ToString(); // TODO: WE NEED TO DEAL WITH STOP ORDERS!!!
try
{
TT.OrderProfile orderProfile = new TT.OrderProfile(ttinstr.DefaultOrderFeed, ttinstr.Instrument, m_defaultCustomer.Customer);
orderProfile.BuySell = TranslateSide(orderSide); // Set for Buy or Sell.
orderProfile.QuantityToWork = TT.Quantity.FromString(ttinstr.Instrument, qtyStr); // Set the quantity.
if (orderType == ZS.ZOrderType.Market) // Market Order
{
orderProfile.OrderType = TT.OrderType.Market;
}
else if (orderType == ZS.ZOrderType.Limit) // Limit Order
{
// Set the limit order price.
orderProfile.LimitPrice = TT.Price.FromString(ttinstr.Instrument, priceStr);
}
else if (orderType == ZS.ZOrderType.StopMarket) // Stop Market Order
{
orderProfile.OrderType = TT.OrderType.Market; // Set the order type to "Market" for a market order.
orderProfile.Modifiers = TT.OrderModifiers.Stop; // Set the order modifiers to "Stop" for a stop order.
orderProfile.StopPrice = TT.Price.FromString(ttinstr.Instrument, stopPriceStr); // Set the stop price.
}
else if (orderType == ZS.ZOrderType.StopLimit) // Stop Limit Order
{
orderProfile.OrderType = TT.OrderType.Limit; // Set the order type to "Limit" for a limit order.
orderProfile.Modifiers = TT.OrderModifiers.Stop; // Set the order modifiers to "Stop" for a stop order.
orderProfile.LimitPrice = TT.Price.FromString(ttinstr.Instrument, priceStr); // Set the limit order price.
orderProfile.StopPrice = TT.Price.FromString(ttinstr.Instrument, stopPriceStr); // Set the stop price.
}
m_instrumentTradeSubscription.SendOrder(orderProfile); // Send the order.
cout("TT Order Send {0} {1}|{2}@{3}", orderProfile.SiteOrderKey, orderProfile.BuySell.ToString(), orderProfile.QuantityToWork.ToString(), LimitOrMarketPrice(orderProfile));
/*// Update the GUI.
* txtOrderBook.Text += String.Format("Send {0} {1}|{2}@{3}{4}",
* orderProfile.SiteOrderKey,
* orderProfile.BuySell.ToString(),
* orderProfile.QuantityToWork.ToString(),
* orderProfile.OrderType == OrderType.Limit ? orderProfile.LimitPrice.ToString() : "Market Price",
* System.Environment.NewLine);*/
}
catch (Exception err)
{
ErrorMessage(err.Message);
}
}
private string LimitOrMarketPrice(TT.OrderProfile orderProfile)
{
return(orderProfile.OrderType == TT.OrderType.Limit ? orderProfile.LimitPrice.ToString() : "Market Price");
}
