コード例 #1
0
        ExecuteMarketOrderResponceMessage Receive(ExecuteMarketOrderMessage message)
        {
            IImplementation implementation = _implementation;

            if (implementation == null || OperationalState != OperationalStateEnum.Operational)
            {
                return(new ExecuteMarketOrderResponceMessage(message.AccountInfo, null, false));
            }

            string operationResultMessage;

            if (message.PerformSynchronous == false)
            {
                return(new ExecuteMarketOrderResponceMessage(message.AccountInfo, null, true));
            }

            OrderInfo?info;

            if (implementation.ExecuteMarketOrder(message.AccountInfo, message.Symbol, message.OrderType, message.Volume, message.Slippage,
                                                  message.DesiredPrice, message.TakeProfit, message.StopLoss, message.Comment, out info, out operationResultMessage) == false)
            {
                return(new ExecuteMarketOrderResponceMessage(message.AccountInfo, null, false)
                {
                    OperationResultMessage = operationResultMessage
                });
            }

            return(new ExecuteMarketOrderResponceMessage(message.AccountInfo, info, true));
        }
コード例 #2
0
        ExecuteMarketOrderResponseMessage Receive(ExecuteMarketOrderMessage message)
        {
            IImplementation implementation = _implementation;
            if (implementation == null || OperationalState != OperationalStateEnum.Operational)
            {
                return new ExecuteMarketOrderResponseMessage(message.AccountInfo, null, false);
            }

            string operationResultMessage;
            if (message.PerformSynchronous == false)
            {
                return new ExecuteMarketOrderResponseMessage(message.AccountInfo, null, true);
            }

            OrderInfo? info;
            if (implementation.ExecuteMarketOrder(message.AccountInfo, message.Symbol, message.OrderType, message.Volume, message.Slippage,
                message.DesiredPrice, message.TakeProfit, message.StopLoss, message.Comment, out info, out operationResultMessage) == false)
            {
                return new ExecuteMarketOrderResponseMessage(message.AccountInfo, null, false) { OperationResultMessage = operationResultMessage };
            }

            return new ExecuteMarketOrderResponseMessage(message.AccountInfo, info, true);
        }
コード例 #3
0
        /// <summary>
        /// Main SynchronousExecute method.
        /// </summary>
        public bool SynchronousExecute(AccountInfo account, Order order, Symbol symbol, OrderTypeEnum orderType, 
            int volume, decimal? allowedSlippage, decimal? desiredPrice, decimal? takeProfit, decimal? stopLoss, 
            string comment, TimeSpan operationTimeOut, out OrderInfo? info, out string operationResultMessage)
        {
            TracerHelper.Trace(this.Name);

            info = null;
            operationResultMessage = string.Empty;

            if (OperationalState != OperationalStateEnum.Operational)
            {
                operationResultMessage = "Attempted operations on non operational order executioner.";
                SystemMonitor.Error(operationResultMessage);
                return false;
            }

            if (account.IsEmpty
                || string.IsNullOrEmpty(account.Id)
                || string.IsNullOrEmpty(account.Name))
            {
                operationResultMessage = "Account info on order execution provider not properly assigned.";
                return false;
            }

            allowedSlippage = ProcessSlippage(allowedSlippage);

            ExecuteMarketOrderMessage request = new ExecuteMarketOrderMessage(account,
                symbol, orderType, volume, desiredPrice, allowedSlippage, takeProfit, stopLoss, comment);

            request.PerformSynchronous = true;

            ResponseMessage response = this.SendAndReceiveResponding<ResponseMessage>
                (SourceTransportInfo, request, operationTimeOut);

            if (response == null)
            {// Time out.
                operationResultMessage = "Failed receive result for order request. In this scenario inconsistency may occur!";
                SystemMonitor.Error(operationResultMessage);
                return false;
            }

            if (response.OperationResult == false)
            {
                operationResultMessage = response.OperationResultMessage;
                return false;
            }

            //if (orderType == OrderTypeEnum.BUY_MARKET
            //    || orderType == OrderTypeEnum.SELL_MARKET)
            //{// Immediate order.
            //    resultState = OrderStateEnum.Executed;
            //}
            //else
            //{// Delayed pending order.
            //    resultState = OrderStateEnum.Submitted;
            //}

            ExecuteMarketOrderResponseMessage responseMessage = (ExecuteMarketOrderResponseMessage)response;
            operationResultMessage = "Order opened.";

            info = responseMessage.Info;

            //RaiseOrderUpdateEvent(account, order.Info, ActiveOrder.UpdateTypeEnum.Submitted);

            return true;
        }
コード例 #4
0
        /// <summary>
        /// Main SynchronousExecute method.
        /// </summary>
        public bool SynchronousExecute(AccountInfo account, Order order, Symbol symbol, OrderTypeEnum orderType,
                                       int volume, decimal?allowedSlippage, decimal?desiredPrice, decimal?takeProfit, decimal?stopLoss,
                                       string comment, TimeSpan operationTimeOut, out OrderInfo?info, out string operationResultMessage)
        {
            TracerHelper.Trace(this.Name);

            info = null;
            operationResultMessage = string.Empty;

            if (OperationalState != OperationalStateEnum.Operational)
            {
                operationResultMessage = "Attempted operations on non operational order executioner.";
                SystemMonitor.Error(operationResultMessage);
                return(false);
            }

            if (account.IsEmpty ||
                string.IsNullOrEmpty(account.Id) ||
                string.IsNullOrEmpty(account.Name))
            {
                operationResultMessage = "Account info on order execution provider not properly assigned.";
                return(false);
            }

            allowedSlippage = ProcessSlippage(allowedSlippage);

            ExecuteMarketOrderMessage request = new ExecuteMarketOrderMessage(account,
                                                                              symbol, orderType, volume, desiredPrice, allowedSlippage, takeProfit, stopLoss, comment);

            request.PerformSynchronous = true;

            ResponseMessage response = this.SendAndReceiveResponding <ResponseMessage>
                                           (SourceTransportInfo, request, operationTimeOut);

            if (response == null)
            {// Time out.
                operationResultMessage = "Failed receive result for order request. In this scenario inconsistency may occur!";
                SystemMonitor.Error(operationResultMessage);
                return(false);
            }

            if (response.OperationResult == false)
            {
                operationResultMessage = response.OperationResultMessage;
                return(false);
            }


            //if (orderType == OrderTypeEnum.BUY_MARKET
            //    || orderType == OrderTypeEnum.SELL_MARKET)
            //{// Immediate order.
            //    resultState = OrderStateEnum.Executed;
            //}
            //else
            //{// Delayed pending order.
            //    resultState = OrderStateEnum.Submitted;
            //}

            ExecuteMarketOrderResponseMessage responseMessage = (ExecuteMarketOrderResponseMessage)response;

            operationResultMessage = "Order opened.";

            info = responseMessage.Info;

            //RaiseOrderUpdateEvent(account, order.Info, ActiveOrder.UpdateTypeEnum.Submitted);

            return(true);
        }