public double SendWhatIfOrder(OptionData optionData, OrderAction orderAction, int quantity)
{
OptionData = optionData;
try
{
UnlManager.RegisterForMessage(this, EapiDataTypes.OrderStatus);
var orderData = new OrderData
{
OrderType = OrderType.MKT,
OrderAction = orderAction,
Quantity = quantity,
Contract = OptionData.OptionContract,
WhatIf = true,
};
WhatIfOrderId = APIWrapper.CreateOrder(orderData);
orderData.OrderId = WhatIfOrderId;
//Put the current thread into waiting state until it receives the signal
var isSignaled = _autoResetEvent.WaitOne(TimeSpan.FromSeconds(5));
//Thread.Sleep(5000);
if (!isSignaled)
{
var ex = new Exception("No Answer from TWS. 5 secondfs Timeout!!!");
Logger.Error("No Answer from TWS. 5 secondfs Timeout!!!", ex);
throw ex;
}
if (OrderStatusData.OrderStatus == OrderStatus.Filled)
{
return(OrderStatusData.Margin);
}
var ex1 = new Exception("Send WhatIf order failed!!!");
Logger.Error("Send WhatIf order failed!!!", ex1);
throw ex1;
}
finally
{
UnlManager.UnRegisterForMessage(this, EapiDataTypes.OrderStatus);
try
{
_autoResetEvent.Dispose();
}
catch (Exception ex)
{
Logger.Error("AutoResetEvent faild on Dispose()", ex);
}
}
}
public OrderData StartTradingOption(OptionData optionData, bool sell, int quantity)
{
if (OptionData != null)
{
throw new ArgumentException("The OptionNegotiator already has open order!!!");
}
OptionData = optionData ?? throw new Exception("The option data not exist!!!");
OrderAction = sell ? OrderAction.SELL : OrderAction.BUY;
Quantity = quantity;
//InializeTrading:
InitializeNegotiationsTradingParameters();
SendWhatIfOrder(CurrentLimitPrice);
CreateOrder(CurrentLimitPrice);
//Start negotiation proccess:
ScheduledTaskId = UnlManager.AddScheduledTaskOnUnl(SuccesiveIntervalTimeSpan, DoTrading, true);
return(OrderData);
}
private void TerminateNegotiation()
{
UnlManager.RemoveScheduledTaskOnUnl(ScheduledTaskId);
UnlManager.OrdersManager.SendOrderTaskAccomplished(OrderStatusData.OrderId);
}
private void TerminateNegotiation(OrderStatus orderStatus)
{
DoTradingWasTerminated = true;
UnlManager.RemoveScheduledTaskOnUnl(ScheduledTaskId);
UnlManager.OrdersManager.SendOrderTaskAccomplished(OrderStatusData.OrderId, orderStatus);
}
public void UnRegisterForMessage()
{
UnlManager.UnRegisterForMessage(this, DataType);
}
