/// <summary>
/// Add an order to collection and return the unique order id or negative if an error.
/// </summary>
/// <param name="request">A request detailing the order to be submitted</param>
/// <returns>New unique, increasing orderid</returns>
public OrderTicket AddOrder(SubmitOrderRequest request)
{
var response = !_algorithm.IsWarmingUp
? OrderResponse.Success(request)
: OrderResponse.WarmingUp(request);
request.SetResponse(response);
var ticket = new OrderTicket(_algorithm.Transactions, request);
_orderTickets.TryAdd(ticket.OrderId, ticket);
// send the order to be processed after creating the ticket
if (response.IsSuccess)
{
_orderRequestQueue.Add(request);
}
else
{
// add it to the orders collection for recall later
var order = Order.CreateOrder(request);
// ensure the order is tagged with a currency
var security = _algorithm.Securities[order.Symbol];
order.PriceCurrency = security.SymbolProperties.QuoteCurrency;
order.Status = OrderStatus.Invalid;
order.Tag = "Algorithm warming up.";
ticket.SetOrder(order);
_orders.TryAdd(request.OrderId, order);
}
return(ticket);
}
/// <summary>
/// Add an order to collection and return the unique order id or negative if an error.
/// </summary>
/// <param name="request">A request detailing the order to be submitted</param>
/// <returns>New unique, increasing orderid</returns>
public OrderTicket AddOrder(SubmitOrderRequest request)
{
var response = !_algorithm.IsWarmingUp
? OrderResponse.Success(request)
: OrderResponse.WarmingUp(request);
request.SetResponse(response);
var ticket = new OrderTicket(_algorithm.Transactions, request);
_orderTickets.TryAdd(ticket.OrderId, ticket);
// send the order to be processed after creating the ticket
if (response.IsSuccess)
{
_orderRequestQueue.Add(request);
}
else
{
// add it to the orders collection for recall later
var order = Order.CreateOrder(request);
order.Status = OrderStatus.Invalid;
order.Tag = "Algorithm warming up.";
ticket.SetOrder(order);
_orders.TryAdd(request.OrderId, order);
}
return(ticket);
}
public void GetConsumingEnumerableReturnsItemsInOrder()
{
var collection = new BusyBlockingCollection<int>();
collection.Add(1);
collection.Add(2);
collection.Add(3);
collection.CompleteAdding();
CollectionAssert.AreEquivalent(new[]{1,2,3}, collection.GetConsumingEnumerable());
}
public void GetConsumingEnumerableReturnsItemsInOrder()
{
var collection = new BusyBlockingCollection <int>();
collection.Add(1);
collection.Add(2);
collection.Add(3);
collection.CompleteAdding();
CollectionAssert.AreEquivalent(new[] { 1, 2, 3 }, collection.GetConsumingEnumerable());
}
public void WaitForProcessingCompletedDuringGetConsumingEnumerable()
{
var collection = new BusyBlockingCollection<int>();
collection.Add(1);
collection.Add(2);
collection.Add(3);
collection.CompleteAdding();
Assert.IsFalse(collection.WaitHandle.WaitOne(0));
foreach (var item in collection.GetConsumingEnumerable())
{
Assert.IsFalse(collection.WaitHandle.WaitOne(0));
}
Assert.IsTrue(collection.WaitHandle.WaitOne(0));
}
public void WaitForProcessingCompletedDuringGetConsumingEnumerable()
{
var collection = new BusyBlockingCollection <int>();
collection.Add(1);
collection.Add(2);
collection.Add(3);
collection.CompleteAdding();
Assert.IsFalse(collection.WaitHandle.WaitOne(0));
foreach (var item in collection.GetConsumingEnumerable())
{
Assert.IsFalse(collection.WaitHandle.WaitOne(0));
}
Assert.IsTrue(collection.WaitHandle.WaitOne(0));
}
public void IsBusyWithItemsWaiting()
{
var collection = new BusyBlockingCollection <int>();
collection.Add(1);
Assert.IsFalse(collection.WaitHandle.WaitOne(0));
}
public void IsBusyWithItemsWaiting()
{
var collection = new BusyBlockingCollection <int>();
collection.Add(1);
Assert.IsTrue(collection.IsBusy);
}
/// <summary>
/// Cancels the order ticket.
/// </summary>
/// <param name="ticket">The ticket.</param>
/// <param name="quantfund">Ticket associated quant fund</param>
/// <returns></returns>
private OrderTicket ProcessCancelTicket(CancelOrderTicket ticket, IQuantFund quantfund)
{
//Try and get current order ticket
if (!OrderTracker.TryGetOrder(ticket.OrderId, out PendingOrder pendingorder))
{
ticket.SetResponse(OrderTicketResponse.Error(ticket.OrderId, OrderTicketResponseErrorCode.UnableToFindOrder));
return(ticket);
}
try
{
//Try and process cancel ticket
if (pendingorder.OrderState.IsDone())
{
_log.Error($"Order is already of state {pendingorder.OrderState} while trying to cancel this order");
ticket.SetResponse(OrderTicketResponse.Error(pendingorder.OrderId, OrderTicketResponseErrorCode.InvalidOrderStatus));
}
else if (quantfund != null && quantfund.IsBackfilling)
{
ticket.SetResponse(OrderTicketResponse.Error(pendingorder.OrderId, OrderTicketResponseErrorCode.QuantFundBackfilling));
}
else
{
// update the order status
var order = pendingorder.Order as OrderImpl;
order.State = OrderState.CancelPending;
pendingorder.UpdateOrder(order);
// notify the portfolio with an order event
HandleOrderTicketEvent(OrderTicketEvent.Cancelled(pendingorder.OrderId));
// send the request to be processed
ticket.SetResponse(OrderTicketResponse.Processed(ticket.OrderId), OrderTicketState.Processing);
_orderTicketQueue.Add(ticket);
}
}
catch (Exception exc)
{
_log.Error(exc);
ticket.SetResponse(OrderTicketResponse.Error(pendingorder.OrderId, OrderTicketResponseErrorCode.ProcessingError, exc.Message));
}
//return result
return(ticket);
}
public void IsBusyWithItemsWaiting()
{
var collection = new BusyBlockingCollection<int>();
collection.Add(1);
Assert.IsTrue(collection.IsBusy);
}
public void IsBusyWithItemsWaiting()
{
var collection = new BusyBlockingCollection<int>();
collection.Add(1);
Assert.IsFalse(collection.WaitHandle.WaitOne(0));
}