/// <summary>
/// Creates a new <see cref="OrderTicket"/> that is invalidated because the algorithm was in the middle of warm up still
/// </summary>
public static OrderTicket InvalidWarmingUp(SecurityTransactionManager transactionManager, SubmitOrderRequest submit)
{
submit.SetResponse(OrderResponse.WarmingUp(submit));
var ticket = new OrderTicket(transactionManager, submit);
ticket._orderStatusOverride = OrderStatus.Invalid;
return(ticket);
}
/// <summary>
/// Creates a new <see cref="OrderTicket"/> tht represents trying to update an order for which no ticket exists
/// </summary>
public static OrderTicket InvalidUpdateOrderId(SecurityTransactionManager transactionManager, UpdateOrderRequest request)
{
var submit = new SubmitOrderRequest(OrderType.Market, SecurityType.Base, string.Empty, 0, 0, 0, DateTime.MaxValue, string.Empty);
submit.SetResponse(OrderResponse.UnableToFindOrder(request));
var ticket = new OrderTicket(transactionManager, submit);
request.SetResponse(OrderResponse.UnableToFindOrder(request));
ticket.AddUpdateRequest(request);
ticket._orderStatusOverride = OrderStatus.Invalid;
return(ticket);
}
/// <summary>
/// Creates a new <see cref="OrderTicket"/> that represents trying to cancel an order for which no ticket exists
/// </summary>
public static OrderTicket InvalidCancelOrderId(SecurityTransactionManager transactionManager, CancelOrderRequest request)
{
var submit = new SubmitOrderRequest(OrderType.Market, SecurityType.Base, Symbol.Empty, 0, 0, 0, DateTime.MaxValue, request.Tag);
submit.SetResponse(OrderResponse.UnableToFindOrder(request));
submit.SetOrderId(request.OrderId);
var ticket = new OrderTicket(transactionManager, submit);
request.SetResponse(OrderResponse.UnableToFindOrder(request));
ticket.TrySetCancelRequest(request);
ticket._orderStatusOverride = OrderStatus.Invalid;
return(ticket);
}
private static decimal AccessOrder <T>(OrderTicket ticket, OrderField field, Func <T, decimal> orderSelector, Func <SubmitOrderRequest, decimal> requestSelector)
where T : Order
{
var order = ticket._order;
if (order == null)
{
return(requestSelector(ticket._submitRequest));
}
var typedOrder = order as T;
if (typedOrder != null)
{
return(orderSelector(typedOrder));
}
throw new ArgumentException(string.Format("Unable to access property {0} on order of type {1}", field, order.Type));
}
