public static void FromFIX_ChangeOrder(IOrder p_order, int quantity, double limitPrice, double stopPrice)
{
lock (locker_)
{
MarketDataDef mdd = s_fixConnectors.GetMarketDataDefForSymbol(p_order.Instrument.FullName);
if (mdd == null)
{
throw new Exception("No FixConnector available for symbol '" + p_order.Instrument.FullName + "', cant send order modification for order " + p_order.OrderId + ". Gonna try with any FixConnector ");
}
mdd.fixConnector.FromFIX_ChangeOrder(p_order, quantity, limitPrice, stopPrice);
}
}
public static void FromFIX_CancelOrder(IOrder p_order)
{
lock (locker_)
{
MarketDataDef mdd = s_fixConnectors.GetMarketDataDefForSymbol(p_order.Instrument.FullName);
if (mdd == null)
{
throw new Exception("No FixConnector available for symbol '" + p_order.Instrument.FullName + "', cant send cancel request for order " + p_order.OrderId);
}
mdd.fixConnector.FromFIX_CancelOrder(p_order);
}
}
public static void FromFIX_SendOrder(OrderFixBridge orderFixBridge, string instrumentId, OrderAction orderAction, OrderType orderType, int quantity, double limitPrice, double stopPrice, string signalName)
{
lock (locker_)
{
MarketDataDef mdd = s_fixConnectors.GetMarketDataDefForSymbol(instrumentId);
if (mdd == null)
{
throw new Exception("No FixConnector available for symbol to create order on '" + instrumentId + "'.");
}
mdd.fixConnector.FromFIX_SendOrder(orderFixBridge, mdd.internal_barinprogress, orderAction, orderType, quantity, limitPrice, stopPrice, signalName);
}
}
public List <MarketDataDef> GetSymbols()
{
if (m_symbols_list == null)
{
m_symbols_list = MarketDataDef.Read(this, Symbols);
m_symbols_list.InsertRange(0, Instruments.Select(i => new MarketDataDef(this, i.FullName)));
for (int i = 0; i < m_symbols_list.Count; i++)
{
m_symbols_list[i].internal_barinprogress = i;
}
}
return(m_symbols_list);
}
protected override void OnBarUpdate()
{
try
{
MarketDataDef mdd = GetSymbols()[BarsInProgress];
if (CurrentBars[BarsInProgress] >= 1)
{
mdd.bid = GetCurrentBid(BarsInProgress);
mdd.ask = GetCurrentAsk(BarsInProgress);
mdd.qty_bid = GetCurrentBidVolume(BarsInProgress);
mdd.qty_ask = GetCurrentAskVolume(BarsInProgress);
mdd.notify();
}
}
catch (Exception)
{ }
}
