/// <summary>
/// Add an order to collection and return the unique order id or negative if an error.
/// </summary>
/// <param name="request">A request detailing the order to be submitted</param>
/// <returns>New unique, increasing orderid</returns>
public OrderTicket AddOrder(SubmitOrderRequest request)
{
var response = !_algorithm.IsWarmingUp
? OrderResponse.Success(request)
: OrderResponse.WarmingUp(request);
request.SetResponse(response);
var ticket = new OrderTicket(_algorithm.Transactions, request);
_orderTickets.TryAdd(ticket.OrderId, ticket);
// send the order to be processed after creating the ticket
if (response.IsSuccess)
{
_orderRequestQueue.Add(request);
}
else
{
// add it to the orders collection for recall later
var order = Order.CreateOrder(request);
// ensure the order is tagged with a currency
var security = _algorithm.Securities[order.Symbol];
order.PriceCurrency = security.SymbolProperties.QuoteCurrency;
order.Status = OrderStatus.Invalid;
order.Tag = "Algorithm warming up.";
ticket.SetOrder(order);
_orders.TryAdd(request.OrderId, order);
}
return(ticket);
}
/// <summary>
/// Add an order to collection and return the unique order id or negative if an error.
/// </summary>
/// <param name="request">A request detailing the order to be submitted</param>
/// <returns>New unique, increasing orderid</returns>
public OrderTicket AddOrder(SubmitOrderRequest request)
{
var response = !_algorithm.IsWarmingUp
? OrderResponse.Success(request)
: OrderResponse.WarmingUp(request);
request.SetResponse(response);
var ticket = new OrderTicket(_algorithm.Transactions, request);
_orderTickets.TryAdd(ticket.OrderId, ticket);
// send the order to be processed after creating the ticket
if (response.IsSuccess)
{
_orderRequestQueue.Add(request);
}
else
{
// add it to the orders collection for recall later
var order = Order.CreateOrder(request);
order.Status = OrderStatus.Invalid;
order.Tag = "Algorithm warming up.";
ticket.SetOrder(order);
_orders.TryAdd(request.OrderId, order);
}
return(ticket);
}
/// <summary>
/// Add an order to collection and return the unique order id or negative if an error.
/// </summary>
/// <param name="request">A request detailing the order to be submitted</param>
/// <returns>New unique, increasing orderid</returns>
public OrderTicket AddOrder(SubmitOrderRequest request)
{
request.SetResponse(OrderResponse.Success(request), OrderRequestStatus.Processing);
var ticket = new OrderTicket(_algorithm.Transactions, request);
_orderTickets.TryAdd(ticket.OrderId, ticket);
// send the order to be processed after creating the ticket
_orderRequestQueue.Enqueue(request);
return(ticket);
}
