/// <summary> /// Event notification for order added /// </summary> void m_trd_OrderAdded(object sender, OrderAddedEventArgs e) { TTOrder tto = _orders[e.Order.SiteOrderKey]; tto.AddedOrder(e.Order); Console.WriteLine("Order was added with price of {0}.", e.Order.LimitPrice); }
/// <summary> /// Event notification for order added /// </summary> void m_ts_OrderAdded(object sender, OrderAddedEventArgs e) { if (e.Order.SiteOrderKey == m_orderKey) { // Our parent order has been added Console.WriteLine("Our parent order has been added: {0}", e.Message); } else if (e.Order.SyntheticOrderKey == m_orderKey) { // A child order of our parent order has been added Console.WriteLine("A child order of our parent order has been added: {0}", e.Message); // When half of the order quantity has been disclosed, reduce the price of all // subsequent child orders by 1 tick by reducing the parent order by 1 tick SseSyntheticOrder sseOrder = m_ts.Orders[m_orderKey] as SseSyntheticOrder; if (m_changed == false && sseOrder.UndisclosedQuantity <= (sseOrder.OrderQuantity / 2)) { OrderProfile op = sseOrder.GetOrderProfile() as OrderProfile; op.LimitPrice--; op.Action = OrderAction.Change; if (!m_ts.SendOrder(op)) { Console.WriteLine("Send change order failed. {0}", op.RoutingStatus.Message); } else { Console.WriteLine("Send change order succeeded."); m_changed = true; } } } }
/// <summary> /// OrderAdded InstrumentTradeSubscription callback. /// </summary> /// <param name="sender">Sender (InstrumentTradeSubscription)</param> /// <param name="e">OrderAddedEventArgs</param> void m_instrumentTradeSubscription_OrderAdded(object sender, OrderAddedEventArgs e) { txtOrderBook.Text += String.Format("Added {0} {1}|{2}@{3}{4}", e.Order.SiteOrderKey, e.Order.BuySell.ToString(), e.Order.OrderQuantity.ToString(), e.Order.OrderType == OrderType.Limit ? e.Order.LimitPrice.ToString() : "Market Price", System.Environment.NewLine); }
private void OnOrderAdded(object sender, OrderAddedEventArgs e) { var row = GetContractRow(e.Order.Instrument); if (row != null) { row.ProcessMessage(e); } }
/// <summary> /// OrderAdded InstrumentTradeSubscription callback. /// </summary> /// <param name="sender">Sender (InstrumentTradeSubscription)</param> /// <param name="e">OrderAddedEventArgs</param> void m_instrumentTradeSubscription_OrderAdded(object sender, OrderAddedEventArgs e) { if (e.Order.SiteOrderKey == m_LastOrderSiteOrderKey) { txtSiteOrderKey.Text = e.Order.SiteOrderKey; m_lastOrder = e.Order; gboModifyOrder.Enabled = true; buttonDeleteLast.Enabled = true; } }
//////////////////////////////////////////////////////////////////////////////////////////////////// /// <summary> Event notification for order addition. </summary> //////////////////////////////////////////////////////////////////////////////////////////////////// void m_algoTradeSubscription_OrderAdded(object sender, OrderAddedEventArgs e) { if (e.Order.IsSynthetic) { Console.WriteLine("\n PARENT Algo OrderAdded [{0}] for Algo : {1} with Synthetic Status : {2} ", e.Order.SiteOrderKey, e.Order.Algo.Alias, e.Order.SyntheticStatus.ToString()); } else { Console.WriteLine("\nCHILD OrderAdded [{0}] {1}: {2}", e.Order.SiteOrderKey, e.Order.BuySell, e.Order.ToString()); } }
/// <summary> /// Event notification for order added /// </summary> void m_ts_OrderAdded(object sender, OrderAddedEventArgs e) { if (e.Order.SiteOrderKey == m_orderKey) { // Our parent order has been added Console.WriteLine("Our parent order has been added: {0}", e.Message); } else if (e.Order.SyntheticOrderKey == m_orderKey) { // A child order of our parent order has been added Console.WriteLine("A child order of our parent order has been added: {0}", e.Message); } }
protected virtual async void OnOrderAdded(object sender, OrderAddedEventArgs e) { try { await TakeNewOrder(); } catch (KeyNotFoundException) { // DOTO: log this exception } catch (NullReferenceException) { // DOTO: log this exception } }
/// <summary> /// Event notification for order added /// </summary> void m_ts_OrderAdded(object sender, OrderAddedEventArgs e) { Console.WriteLine("Order was added with price of {0}.", e.Order.LimitPrice); }
void ts_OrderAdded(object sender, OrderAddedEventArgs e) { processOrder(TTOrderStatus.Added, e.Order); }
/// <summary> /// Triggered when a new Order is received /// </summary> void tradeSubscription_OrderAdded(object sender, OrderAddedEventArgs e) { UpdateAuditLog("OrderAdded", e.Order); }
private void Order_ItemAdded(object sender, OrderAddedEventArgs e) { Order.PrintItems(e.Order); }
public void ProcessMessage(OrderAddedEventArgs e) { NumNewOrders++; }
//////////////////////////////////////////////////////////////////////////////////////////////////// /// <summary> Event notification for order addition. </summary> //////////////////////////////////////////////////////////////////////////////////////////////////// void m_instrumentTradeSubscription_OrderAdded(object sender, OrderAddedEventArgs e) { Console.WriteLine("\nOrderAdded [{0}] {1}: {2}", e.Order.SiteOrderKey, e.Order.BuySell, e.Order.ToString()); }
/// <summary> /// Triggered when a new Order is received /// </summary> void instrumentTradeSubscription_OrderAdded(object sender, OrderAddedEventArgs e) { UpdateAuditLog(e.Order); }
void ts_OrderAdded(object sender, OrderAddedEventArgs e) { //Console.WriteLine("OrderAdded"); ManageHedgedOrders(e.Order); }
public void ts_OrderAdded(object sender, OrderAddedEventArgs e) { if (e.Order.SiteOrderKey == orderKey) { // Our order has been added Console.WriteLine("Our order has been added: " + e.Message); } }