/// <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"/> that represents trying to submit a new order that had errors embodied in the <paramref name="response"/>
/// </summary>
public static OrderTicket InvalidSubmitRequest(SecurityTransactionManager transactionManager, SubmitOrderRequest request, OrderResponse response)
{
request.SetResponse(response);
return(new OrderTicket(transactionManager, request)
{
_orderStatusOverride = OrderStatus.Invalid
});
}
/// <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);
}
/// <summary>
/// Add an order to collection and return the unique order id or negative if an error.
/// </summary>
/// <param name="request">A request detailing the order to be submitted</param>
/// <returns>New unique, increasing orderid</returns>
public OrderTicket AddOrder(SubmitOrderRequest request)
{
var response = !_algorithm.IsWarmingUp
? OrderResponse.Success(request)
: OrderResponse.WarmingUp(request);
request.SetResponse(response);
var ticket = new OrderTicket(_algorithm.Transactions, request);
_orderTickets.TryAdd(ticket.OrderId, ticket);
// send the order to be processed after creating the ticket
if (response.IsSuccess)
{
_orderRequestQueue.Add(request);
}
else
{
// add it to the orders collection for recall later
var order = Order.CreateOrder(request);
// ensure the order is tagged with a currency
var security = _algorithm.Securities[order.Symbol];
order.PriceCurrency = security.SymbolProperties.QuoteCurrency;
order.Status = OrderStatus.Invalid;
order.Tag = "Algorithm warming up.";
ticket.SetOrder(order);
_orders.TryAdd(request.OrderId, order);
}
return ticket;
}
/// <summary>
/// Add an order to collection and return the unique order id or negative if an error.
/// </summary>
/// <param name="request">A request detailing the order to be submitted</param>
/// <returns>New unique, increasing orderid</returns>
public OrderTicket AddOrder(SubmitOrderRequest request)
{
request.SetResponse(OrderResponse.Success(request), OrderRequestStatus.Processing);
var ticket = new OrderTicket(_algorithm.Transactions, request);
_orderTickets.TryAdd(ticket.OrderId, ticket);
// send the order to be processed after creating the ticket
_orderRequestQueue.Enqueue(request);
return ticket;
}
/// <summary>
/// Add an order to collection and return the unique order id or negative if an error.
/// </summary>
/// <param name="request">A request detailing the order to be submitted</param>
/// <returns>New unique, increasing orderid</returns>
public OrderTicket AddOrder(SubmitOrderRequest request)
{
var response = !_algorithm.IsWarmingUp
? OrderResponse.Success(request)
: OrderResponse.WarmingUp(request);
request.SetResponse(response);
var ticket = new OrderTicket(_algorithm.Transactions, request);
_orderTickets.TryAdd(ticket.OrderId, ticket);
// send the order to be processed after creating the ticket
if (response.IsSuccess)
{
_orderRequestQueue.Enqueue(request);
}
else
{
// add it to the orders collection for recall later
var order = Order.CreateOrder(request);
order.Status = OrderStatus.Invalid;
order.Tag = "Algorithm warming up.";
ticket.SetOrder(order);
_orders.TryAdd(request.OrderId, order);
}
return ticket;
}
