/// <summary> /// Open orders in position management /// </summary> public bool CancelPending(string openOrderId, out string operationResultMessage) { ISourceOrderExecution provider = _orderProvider; if (provider == null || provider.DefaultAccount == null) { operationResultMessage = "Position not initialized."; return(false); } Order order = provider.TradeEntities.GetOrderById(openOrderId); if (order.State != OrderStateEnum.Submitted) { operationResultMessage = "Order state not 'submitted', so not able to cancel as a pending order"; return(false); } ActiveOrder activeOrder = order as ActiveOrder; if (null != activeOrder) { return(activeOrder.Cancel(out operationResultMessage)); } PassiveOrder passiveOrder = order as PassiveOrder; if (null != passiveOrder) { return(passiveOrder.CloseOrCancel(null, null, out operationResultMessage)); } operationResultMessage = "Not able to cancel order"; return(false); }
/// <summary> /// /// </summary> protected override string OnExecuteMarket(ISourceOrderExecution provider, OrderTypeEnum orderType, int volume, decimal?price, decimal?slippage, decimal?takeProfit, decimal?stopLoss, TimeSpan timeOut, out PositionExecutionInfo executionInfo, out string operationResultMessage) { SystemMonitor.CheckError(provider.SupportsActiveOrderManagement == false, "Wrong position type for this provider."); executionInfo = PositionExecutionInfo.Empty; PassiveOrder order; lock (this) { order = new PassiveOrder(_manager, _dataDelivery.SourceId, provider.SourceId); } OrderInfo?infoReference; bool result = provider.SynchronousExecute(provider.DefaultAccount.Info, order, _info.Symbol, orderType, volume, slippage, price, takeProfit, stopLoss, string.Empty, out infoReference, out operationResultMessage); if (result && infoReference.HasValue) { OrderInfo infoAssign = infoReference.Value; if (infoAssign.Type == OrderTypeEnum.UNKNOWN) { infoAssign.Type = orderType; } if (infoAssign.Volume == int.MinValue || infoAssign.Volume == int.MaxValue) {// Volume was not retrieved by integration. infoAssign.Volume = volume; } if (infoAssign.OpenPrice.HasValue) { executionInfo = new PositionExecutionInfo(infoReference.Value.Id, _dataDelivery.SourceId, provider.SourceId, Symbol, infoAssign.Type, infoAssign.OpenPrice.Value, volume, volume, infoAssign.OpenTime, PositionExecutionInfo.ExecutionResultEnum.Success); } else { SystemMonitor.Error("Received execution result, but price not assigned."); } order.AdoptInfo(infoAssign); provider.TradeEntities.AddOrder(order); return(infoReference.Value.Id); } return(string.Empty); }
/// <summary> /// /// </summary> protected override string OnExecuteMarket(ISourceOrderExecution provider, OrderTypeEnum orderType, int volume, decimal? price, decimal? slippage, decimal? takeProfit, decimal? stopLoss, TimeSpan timeOut, out PositionExecutionInfo executionInfo, out string operationResultMessage) { SystemMonitor.CheckError(provider.SupportsActiveOrderManagement == false, "Wrong position type for this provider."); executionInfo = PositionExecutionInfo.Empty; PassiveOrder order; lock (this) { order = new PassiveOrder(_manager, _dataDelivery.SourceId, provider.SourceId); } OrderInfo? infoReference; bool result = provider.SynchronousExecute(provider.DefaultAccount.Info, order, _info.Symbol, orderType, volume, slippage, price, takeProfit, stopLoss, string.Empty, out infoReference, out operationResultMessage); if (result && infoReference.HasValue) { OrderInfo infoAssign = infoReference.Value; if (infoAssign.Type == OrderTypeEnum.UNKNOWN) { infoAssign.Type = orderType; } if (infoAssign.Volume == int.MinValue || infoAssign.Volume == int.MaxValue) {// Volume was not retrieved by integration. infoAssign.Volume = volume; } if (infoAssign.OpenPrice.HasValue) { executionInfo = new PositionExecutionInfo(infoReference.Value.Id, _dataDelivery.SourceId, provider.SourceId, Symbol, infoAssign.Type, infoAssign.OpenPrice.Value, volume, volume, infoAssign.OpenTime, PositionExecutionInfo.ExecutionResultEnum.Success); } else { SystemMonitor.Error("Received execution result, but price not assigned."); } order.AdoptInfo(infoAssign); provider.TradeEntities.AddOrder(order); return infoReference.Value.Id; } return string.Empty; }
/// <summary> /// /// </summary> protected override string OnSubmit(ISourceOrderExecution provider, OrderTypeEnum orderType, int volume, decimal?price, decimal?slippage, decimal?takeProfit, decimal?stopLoss, out string operationResultMessage) { PassiveOrder order = new PassiveOrder(_manager, _dataDelivery.SourceId, provider.SourceId); string id = provider.SubmitOrder(provider.DefaultAccount.Info, order, _info.Symbol, orderType, volume, slippage, price, takeProfit, stopLoss, string.Empty, out operationResultMessage); if (string.IsNullOrEmpty(id)) { return(string.Empty); } if (order.Info.State != OrderStateEnum.Executed) {// It is possible that the submit executes the order instantly, so make sure this is not the case. OrderInfo info = new OrderInfo(id, Symbol, orderType, OrderStateEnum.Submitted, volume, price, null, null, null, null, null, null, null, null, null, null, string.Empty, null); order.AdoptInfo(info); } provider.TradeEntities.AddOrder(order); return(id); }
void _executor_OrderUpdatedEvent(IOrderSink providerSink, AccountInfo accountInfo, string[] previousOrdersIds, OrderInfo[] ordersInfos, Order.UpdateTypeEnum[] updatesType) { ISourceOrderExecution provider = _provider; if (providerSink != _provider) { SystemMonitor.Warning("Provider mismatch."); return; } List<Order> updatedOrders = new List<Order>(); List<Order.UpdateTypeEnum> updatedOrdersUpdateTypes = new List<Order.UpdateTypeEnum>(); for (int i = 0; i < ordersInfos.Length; i++) { if (string.IsNullOrEmpty(ordersInfos[i].Id)) { SystemMonitor.Warning("Order update of order with no ID."); continue; } if (previousOrdersIds.Length > i && previousOrdersIds[i] != ordersInfos[i].Id && string.IsNullOrEmpty(previousOrdersIds[i]) == false) {// Order Id has changed, remove old order. Order superceededOrder = GetOrderById(previousOrdersIds[i]); RemoveOrder(superceededOrder); } Order order = GetOrderById(ordersInfos[i].Id); if (order == null) {// Create new order based on incoming information. if (provider.SupportsActiveOrderManagement) { order = new ActiveOrder(_manager, provider, _delivery.SourceId, true); } else { order = new PassiveOrder(_manager, _delivery.SourceId, provider.SourceId); } order.AdoptInfo(ordersInfos[i]); if (AddOrder(order) == false) { SystemMonitor.OperationError("Failed to add order to keeper (id [" + order.Id + "] already used for another order).", TracerItem.PriorityEnum.Medium); } } else {// Existing order, to be updated. OrderInfo info = ordersInfos[i]; // First, check for critical modifications (price changes). if (order.Info.IsCriticalUpdate(info)) { SystemMonitor.Report(string.Format("Order has received a critical data modication Id[{0}], Open[{1} / {2}], Close[{3} / {4}].", order.Id, order.OpenPrice.ToString(), info.OpenPrice.ToString(), order.ClosePrice.ToString(), info.ClosePrice.ToString()), TracerItem.PriorityEnum.High); if (OrdersCriticalInformationChangedEvent != null) { OrdersCriticalInformationChangedEvent(this, accountInfo, order, info); } } if (order.UpdateInfo(info) == false) { SystemMonitor.OperationError("Failed to update order [" + order.Id + "]."); continue; } lock (this) { // Remove from any of the sub arrays it may be in. foreach (OrderStateEnum state in Enum.GetValues(typeof(OrderStateEnum))) { if (_ordersByState.ContainsKey(state) && _ordersByState[state].Contains(order)) { _ordersByState[state].Remove(order); } } _ordersByState[info.State].Add(order); } updatedOrders.Add(order); updatedOrdersUpdateTypes.Add(updatesType[i]); } } if (updatedOrders.Count > 0 && OrdersUpdatedEvent != null) { OrdersUpdatedEvent(this, accountInfo, updatedOrders.ToArray(), updatedOrdersUpdateTypes.ToArray() ); } }
void _executor_OrderUpdatedEvent(IOrderSink providerSink, AccountInfo accountInfo, string[] previousOrdersIds, OrderInfo[] ordersInfos, Order.UpdateTypeEnum[] updatesType) { ISourceOrderExecution provider = _provider; if (providerSink != _provider) { SystemMonitor.Warning("Provider mismatch."); return; } List <Order> updatedOrders = new List <Order>(); List <Order.UpdateTypeEnum> updatedOrdersUpdateTypes = new List <Order.UpdateTypeEnum>(); for (int i = 0; i < ordersInfos.Length; i++) { if (string.IsNullOrEmpty(ordersInfos[i].Id)) { SystemMonitor.Warning("Order update of order with no ID."); continue; } if (previousOrdersIds.Length > i && previousOrdersIds[i] != ordersInfos[i].Id && string.IsNullOrEmpty(previousOrdersIds[i]) == false) {// Order Id has changed, remove old order. Order superceededOrder = GetOrderById(previousOrdersIds[i]); RemoveOrder(superceededOrder); } Order order = GetOrderById(ordersInfos[i].Id); if (order == null) {// Create new order based on incoming information. if (provider.SupportsActiveOrderManagement) { order = new ActiveOrder(_manager, provider, _delivery.SourceId, true); } else { order = new PassiveOrder(_manager, _delivery.SourceId, provider.SourceId); } order.AdoptInfo(ordersInfos[i]); if (AddOrder(order) == false) { SystemMonitor.OperationError("Failed to add order to keeper (id [" + order.Id + "] already used for another order).", TracerItem.PriorityEnum.Medium); } } else {// Existing order, to be updated. OrderInfo info = ordersInfos[i]; // First, check for critical modifications (price changes). if (order.Info.IsCriticalUpdate(info)) { SystemMonitor.Report(string.Format("Order has received a critical data modication Id[{0}], Open[{1} / {2}], Close[{3} / {4}].", order.Id, order.OpenPrice.ToString(), info.OpenPrice.ToString(), order.ClosePrice.ToString(), info.ClosePrice.ToString()), TracerItem.PriorityEnum.High); if (OrdersCriticalInformationChangedEvent != null) { OrdersCriticalInformationChangedEvent(this, accountInfo, order, info); } } if (order.UpdateInfo(info) == false) { SystemMonitor.OperationError("Failed to update order [" + order.Id + "]."); continue; } lock (this) { // Remove from any of the sub arrays it may be in. foreach (OrderStateEnum state in Enum.GetValues(typeof(OrderStateEnum))) { if (_ordersByState.ContainsKey(state) && _ordersByState[state].Contains(order)) { _ordersByState[state].Remove(order); } } _ordersByState[info.State].Add(order); } updatedOrders.Add(order); updatedOrdersUpdateTypes.Add(updatesType[i]); } } if (updatedOrders.Count > 0 && OrdersUpdatedEvent != null) { OrdersUpdatedEvent(this, accountInfo, updatedOrders.ToArray(), updatedOrdersUpdateTypes.ToArray()); } }
/// <summary> /// /// </summary> protected override string OnSubmit(ISourceOrderExecution provider, OrderTypeEnum orderType, int volume, decimal? price, decimal? slippage, decimal? takeProfit, decimal? stopLoss, out string operationResultMessage) { PassiveOrder order = new PassiveOrder(_manager, _dataDelivery.SourceId, provider.SourceId); string id = provider.SubmitOrder(provider.DefaultAccount.Info, order, _info.Symbol, orderType, volume, slippage, price, takeProfit, stopLoss, string.Empty, out operationResultMessage); if (string.IsNullOrEmpty(id)) { return string.Empty; } if (order.Info.State != OrderStateEnum.Executed) {// It is possible that the submit executes the order instantly, so make sure this is not the case. OrderInfo info = new OrderInfo(id, Symbol, orderType, OrderStateEnum.Submitted, volume, price, null, null, null, null, null, null, null, null, null, null, string.Empty, null); order.AdoptInfo(info); } provider.TradeEntities.AddOrder(order); return id; }