public static bool ChangeLimitOrder(string orderKey, TradingTechnologies.TTAPI.Instrument instrument, Subscription ttapisubs, double price, Logger logger)
{
InstrumentTradeSubscription TS = ttapisubs.TsDictionary[instrument.Key];
bool Status = true;
OrderProfileBase Op = TS.Orders[orderKey].GetOrderProfile();
Price LimitPrice = Price.FromDouble(instrument.InstrumentDetails, price);
if (Op.LimitPrice != LimitPrice)
{
Op.LimitPrice = LimitPrice;
Op.Action = OrderAction.Change;
if (!TS.SendOrder(Op))
{
logger.Log("Send change order failed. {0}" + Op.RoutingStatus.Message);
Status = false;
}
else
{
logger.Log("Send change order succeeded.");
}
}
return(Status);
}
/// <summary>
/// Event notification for price update
/// </summary>
void m_ps_FieldsUpdated(object sender, FieldsUpdatedEventArgs e)
{
if (e.Error == null)
{
// Make sure that there is a valid bid
if (e.Fields.GetBestBidPriceField().HasValidValue)
{
if (m_orderKey == "")
{
// If there is no order working, submit one through the first valid order feed.
// You should use the order feed that is valid for your purposes.
OrderProfile op = new OrderProfile(e.Fields.Instrument.GetValidOrderFeeds()[0], e.Fields.Instrument);
op.BuySell = BuySell.Buy;
op.AccountName = "12345678";
op.AccountType = AccountType.A1;
op.OrderQuantity = Quantity.FromInt(e.Fields.Instrument, 10);
op.OrderType = OrderType.Limit;
op.LimitPrice = e.Fields.GetBestBidPriceField().Value;
if (!m_ts.SendOrder(op))
{
Console.WriteLine("Send new order failed. {0}", op.RoutingStatus.Message);
Dispose();
}
else
{
m_orderKey = op.SiteOrderKey;
Console.WriteLine("Send new order succeeded.");
}
}
else if (m_ts.Orders.ContainsKey(m_orderKey) &&
m_ts.Orders[m_orderKey].LimitPrice != e.Fields.GetBestBidPriceField().Value)
{
// If there is a working order, reprice it if its price is not the same as the bid
OrderProfileBase op = m_ts.Orders[m_orderKey].GetOrderProfile();
op.LimitPrice = e.Fields.GetBestBidPriceField().Value;
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.");
}
}
}
}
else
{
if (e.Error.IsRecoverableError == false)
{
Console.WriteLine("Unrecoverable price subscription error: {0}", e.Error.Message);
Dispose();
}
}
}
/// <summary>
/// Delete the last order placed by this application.
/// </summary>
private void buttonDeleteLast_Click(object sender, EventArgs e)
{
// Do we have an order to modify?
if (m_lastOrder == null)
{
MessageBox.Show("No order was found to modify!");
return;
}
// Get the order profile from the previous order.
OrderProfileBase orderProfile = m_lastOrder.GetOrderProfile();
// Set the order action to delete.
orderProfile.Action = OrderAction.Delete;
// Send the delete.
m_instrumentTradeSubscription.SendOrder(orderProfile);
}
public static bool CancelLimitOrder(string orderKey, TradingTechnologies.TTAPI.Instrument instrument, Subscription ttapisubs, Logger logger)
{
InstrumentTradeSubscription TS = ttapisubs.TsDictionary[instrument.Key];
bool Status = true;
OrderProfileBase Op = TS.Orders[orderKey].GetOrderProfile();
Op.Action = OrderAction.Delete;
if (!TS.SendOrder(Op))
{
logger.Log("Cancal order failed. {0}" + Op.RoutingStatus.Message);
Status = false;
}
else
{
logger.Log("Cancel order succeeded.");
}
return(Status);
}
/// <summary>
/// This function is called when the Invoke button in the
/// Delete Order group is clicked. Three ways of deleting
/// orders are demonstrated.
/// </summary>
/// <param name="sender">Object which fires the method</param>
/// <param name="e">Event arguments of the callback</param>
private void btnInvokeModify_Click(object sender, EventArgs e)
{
bool didChange = false;
// Do we have an order to modify?
if (m_lastOrder == null)
{
MessageBox.Show("No order was found to modify!");
return;
}
// Get the order profile from the previous order.
OrderProfileBase orderProfile = m_lastOrder.GetOrderProfile();
// Update Order as change or cancel/replace.
orderProfile.Action = cboModifyType.SelectedIndex <= 0 ? OrderAction.Change : OrderAction.Replace;
// Set the new price.
if (!String.IsNullOrEmpty(txtNewPrice.Text))
{
orderProfile.LimitPrice = Price.FromString(m_lastOrder, txtNewPrice.Text);
didChange = true;
}
// Set the new quantity.
if (!String.IsNullOrEmpty(txtNewQuantity.Text))
{
orderProfile.QuantityToWork = Quantity.FromString(m_lastOrder, txtNewQuantity.Text);
didChange = true;
}
// If there was a change then send the order.
if (didChange)
{
m_instrumentTradeSubscription.SendOrder(orderProfile);
}
}
