/// <summary>
/// Updates the order.
/// </summary>
/// <param name="pendingorder">The order.</param>
/// <returns></returns>
public bool UpdateOrder(PendingOrder pendingorder)
{
//Check if we can find this order
if (!_activeOrders.TryGetValue(pendingorder.OrderId, out PendingOrder active))
{
return(false); //Cannot find order
}
lock (_locker)
{
//Update order instance
pendingorder.UpdateOrder(active.Order);
}
//Send updated order notification
OrderStateChange?.Invoke(this, OrderTicketEvent.Updated(active.OrderId, "Order was updated"));
return(true);
}
/// <summary>
/// Process submit order
/// </summary>
/// <param name="ticket"></param>
protected virtual OrderTicketResponse SubmitOrder(SubmitOrderTicket ticket)
{
//Get order from factory
PendingOrder pendingorder = OrderFactory.CreateOrder(ticket);
OrderImpl order = pendingorder.Order as OrderImpl;
//Round off order quantity for correct amounts
RoundLotSize(order);
//try and get the order from the order tracker
if (!OrderTracker.TryAddOrder(pendingorder))
{
_log.Error($"Unable to add new order, order with id {pendingorder.OrderId} was already submitted");
return(OrderTicketResponse.Error(pendingorder.OrderId, OrderTicketResponseErrorCode.OrderAlreadyExists, $"Current order with id {pendingorder.OrderId} was already submitted"));
}
if (!OrderTracker.TryGetOrder(pendingorder.OrderId, out pendingorder))
{
_log.Error($"Unable to retrieve newly added order, order with id {pendingorder.OrderId} was cannot be processed properly");
return(OrderTicketResponse.Error(pendingorder.OrderId, OrderTicketResponseErrorCode.UnableToFindOrder, $"Current order with id {pendingorder.OrderId} cannot be found"));
}
//Round of prices
RoundOrderPrices(order);
//Set our new order
pendingorder.UpdateOrder(order);
//Check for correct size
if (order.Quantity == 0)
{
order.State = OrderState.Invalid;
var ticketresponse = OrderTicketResponse.Error(order.InternalId, OrderTicketResponseErrorCode.OrderQuantityZero);
Portfolio.Log(LogLevel.Error, ticketresponse.ErrorMessage);
return(ticketresponse);
}
//Check if we have enough capital for an order
bool sufficientcapital = GetSufficientCapitalForOrder(pendingorder);
if (!sufficientcapital)
{
//Not enough capital to execute this order
order.State = OrderState.Invalid;
var response = OrderTicketResponse.Error(order.InternalId,
OrderTicketResponseErrorCode.InsufficientBuyingPower, $"Cannot execute order with id {order.InternalId}, insufficient funds to execute order.");
Portfolio.Log(LogLevel.Error, response.ErrorMessage);
HandleOrderTicketEvent(OrderTicketEvent.Error(order.InternalId, $"Insufficent capital to execute order"));
return(response);
}
//Check if broker accepts order at this moment
try
{
if (!Portfolio.BrokerModel.CanSubmitOrder(order, out var message))
{
//Broker model did not accept this order
order.State = OrderState.Invalid;
var response = OrderTicketResponse.Error(order.InternalId,
OrderTicketResponseErrorCode.BrokerageModelRefusedToSubmitOrder, $"Order with id {order.InternalId}: {message}");
Portfolio.Log(LogLevel.Error, "");
HandleOrderTicketEvent(OrderTicketEvent.Error(order.InternalId, $"Broker model of type {Portfolio.BrokerModel.BrokerType} declared order cannot be submitted, message: {message}"));
return(response);
}
}
catch (Exception exc)
{
_log.Error(exc, $"Could not run CanSubmitOrder on order with id {order.InternalId}, please check the implemented logic");
order.State = OrderState.Invalid;
return(OrderTicketResponse.Error(pendingorder.OrderId, OrderTicketResponseErrorCode.ProcessingError, $"Current order with id {pendingorder.OrderId} cannot be processed due to error"));
}
//Try to execute this order to the broker connection attached
bool ordersuccess = false;
try
{
ordersuccess = BrokerConnection.SubmitOrder(pendingorder);
}
catch (Exception exc)
{
_log.Error(exc);
}
//Check if placing the order was a success
if (!ordersuccess)
{
order.State = OrderState.Invalid;
var submitmessage = "BrokerConnection failed to place order";
var response = OrderTicketResponse.Error(order.InternalId,
OrderTicketResponseErrorCode.BrokerageFailedToSubmitOrder, submitmessage);
Portfolio.Log(LogLevel.Error, submitmessage);
HandleOrderTicketEvent(OrderTicketEvent.Error(order.InternalId, submitmessage));
return(response);
}
order.State = OrderState.Submitted;
return(OrderTicketResponse.Processed(order.InternalId));
}