private bool PlaceOrder(LimeFIXProvider target, SymbolInfo symbol, OrderType type, int size, double price, out LogicalOrder logicalOrder, out CreateOrChangeOrderDefault priceOrder) { logicalOrder = Factory.Engine.LogicalOrder(symbol); logicalOrder.TradeDirection = TradeDirection.Entry; logicalOrder.Type = type; logicalOrder.Price = price; logicalOrder.Position = size; priceOrder = new CreateOrChangeOrderDefault(OrderAction.Create, symbol, logicalOrder, OrderSide.Buy, logicalOrder.Position, logicalOrder.Price); return(target.OnCreateBrokerOrder(priceOrder)); }
public void Initialize(Task t) { Console.WriteLine("Initialize"); task = t; var agentPerformaner = Factory.Parallel.SpawnPerformer(typeof(LimeFIXProvider), "ClientTest"); client = agentPerformaner as LimeFIXProvider; agentPerformaner = Factory.Parallel.SpawnPerformer(typeof(LimeFIXProvider), "MarketTest"); market = agentPerformaner as LimeFIXProvider; task.Start(); Console.WriteLine("Task started"); }