/// <summary>
/// Sends Market Order on the given Order Execution Provider
/// </summary>
/// <param name="marketOrder">TradeHub MarketOrder</param>
public void SendMarketOrder(MarketOrder marketOrder)
{
try
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Sending Market Order on Blackwood." + marketOrder, _type.FullName, "SendMarketOrder");
}
OrderSide tempSide = BlackwoodTypeConvertor.OrderSideConvertor.GetBlackwoodOrderSide(marketOrder.OrderSide);
TIMEOUT tempTimeout = BlackwoodTypeConvertor.OrderTifConvertor.GetBlackwoodOrderTif(marketOrder.OrderTif);
if (tempSide.Equals(ORDER_SIDE.NONE))
{
Logger.Info("Invalid Order Side", _type.FullName, "SendMarketOrder");
return;
}
// Create Blackwood Order
//BWOrder bwOrder = new BWOrder(_session, marketOrder.Security.Symbol, tempSide,
// (uint)marketOrder.OrderSize, 0, 0,
// ORDER_TYPE.MARKET, (int)tempTimeout, FEED_ID.NONE, false,
// (uint)marketOrder.OrderSize);
BWOrder bwOrder = new BWOrder(_session, marketOrder.Security.Symbol, tempSide,
(uint)marketOrder.OrderSize, 0, OrderType.MARKET, (int)tempTimeout, FeedId.NONE, false,
(uint)marketOrder.OrderSize);
// Set OPG Venue
DetermineAndSetTraderDestinationsMarket(bwOrder, marketOrder.Exchange);
// Send Order to gateway
bwOrder.Send();
// Update Local IDs Map
_localToBlackwoodIdsMap.TryAdd(marketOrder.OrderID, bwOrder.ClientOrderID.ToString());
// Update BW-Orders Map
_bwOrders.TryAdd(bwOrder.ClientOrderID.ToString(), bwOrder);
if (Logger.IsDebugEnabled)
{
Logger.Debug("BW-Order ID: " + bwOrder.OrderID + " | BW-ClientOrder ID: " + bwOrder.ClientOrderID,
_type.FullName, "SendMarketOrder");
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "SendMarketOrder");
}
}
/// <summary>
/// Sends Limit Order on the given Order Execution Provider
/// </summary>
/// <param name="limitOrder">TradeHub LimitOrder</param>
public void SendLimitOrder(LimitOrder limitOrder)
{
try
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Sending Limit Order on Blackwood." + limitOrder, _type.FullName, "SendLimitOrder");
}
OrderSide tempSide = BlackwoodTypeConvertor.OrderSideConvertor.GetBlackwoodOrderSide(limitOrder.OrderSide);
TIMEOUT tempTimeout = BlackwoodTypeConvertor.OrderTifConvertor.GetBlackwoodOrderTif(limitOrder.OrderTif);
if (tempSide.Equals(ORDER_SIDE.NONE))
{
Logger.Info("Invalid Order Side", _type.FullName, "SendLimitOrder");
return;
}
// NOTE: FFED_ID is fixed to ARCA according to StockTrader code
// Create Blackwood Order
//BWOrder bwOrder = new BWOrder(_session, limitOrder.Security.Symbol, tempSide,
// (uint)limitOrder.OrderSize, (double)limitOrder.LimitPrice, 0,
// ORDER_TYPE.LIMIT, (int)tempTimeout, FEED_ID.ARCA, false,
// (uint)limitOrder.OrderSize);
BWOrder bwOrder = new BWOrder(_session, limitOrder.Security.Symbol, tempSide,
(uint)limitOrder.OrderSize, (double)limitOrder.LimitPrice, 0, OrderType.LIMIT, (int)tempTimeout,
FeedId.ARCA, false, (uint)limitOrder.OrderSize);
// Send Order to gateway
bwOrder.Send();
// Update Local IDs Map
_localToBlackwoodIdsMap.TryAdd(limitOrder.OrderID, bwOrder.ClientOrderID.ToString());
// Update BW-Orders Map
_bwOrders.TryAdd(bwOrder.ClientOrderID.ToString(), bwOrder);
if (Logger.IsDebugEnabled)
{
Logger.Debug("BW-Order ID: " + bwOrder.OrderID + " | BW-ClientOrder ID: " + bwOrder.ClientOrderID,
_type.FullName, "SendLimitOrder");
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "SendLimitOrder");
}
}
