// Metoda IBosClient do składania nowego zlecenia.
public string OrderCreate(OrderData data)
{
string clientId;
Debug.WriteLine("\nOrderCreate...");
using (Socket socket = NolClient.GetSyncSocket())
{
NewOrderSingleMsg request = new NewOrderSingleMsg();
clientId = request.ClientOrderId; // automatycznie przydzielone kolejne Id
request.Account = data.AccountNumber;
request.CreateTime = data.MainData.CreateTime;
request.Instrument = FixmlInstrument.Find(data.MainData.Instrument);
request.Side = (data.MainData.Side == BosOrderSide.Buy) ? OrderSide.Buy : OrderSide.Sell;
request.Type = Order_GetType(data.MainData);
request.Price = data.MainData.PriceLimit;
request.StopPrice = data.MainData.ActivationPrice;
request.Quantity = data.MainData.Quantity;
request.MinimumQuantity = data.MainData.MinimumQuantity;
request.DisplayQuantity = data.MainData.VisibleQuantity;
request.TimeInForce = Order_GetTimeInForce(data.MainData);
request.ExpireDate = data.MainData.ExpirationDate;
request.Send(socket);
ExecutionReportMsg response = new ExecutionReportMsg(socket);
}
Debug.WriteLine("OrderCreate OK\n");
return(clientId);
}
// Metoda IBosClient do anulowania istniejącego zlecenia.
public void OrderCancel(OrderData data)
{
Debug.WriteLine("\nOrderCancel...");
using (Socket socket = NolClient.GetSyncSocket())
{
OrderCancelRequestMsg request = new OrderCancelRequestMsg();
request.Account = data.AccountNumber;
request.BrokerOrderId2 = data.BrokerId;
request.Instrument = FixmlInstrument.Find(data.MainData.Instrument);
request.Side = (data.MainData.Side == BosOrderSide.Buy) ? OrderSide.Buy : OrderSide.Sell;
request.Quantity = data.MainData.Quantity;
request.Send(socket);
ExecutionReportMsg response = new ExecutionReportMsg(socket);
}
Debug.WriteLine("OrderCancel OK\n");
}
// Metoda IBosClient do modyfikacji istniejącego zlecenia.
public void OrderReplace(OrderData data)
{
Debug.WriteLine("\nOrderReplace...");
using (Socket socket = NolClient.GetSyncSocket())
{
OrderReplaceRequestMsg request = new OrderReplaceRequestMsg();
request.Account = data.AccountNumber;
request.BrokerOrderId2 = data.BrokerId;
request.Instrument = FixmlInstrument.Find(data.MainData.Instrument);
request.Side = (data.MainData.Side == BosOrderSide.Buy) ? OrderSide.Buy : OrderSide.Sell;
request.Type = Order_GetType(data.MainData);
request.Price = data.MainData.PriceLimit;
request.StopPrice = data.MainData.ActivationPrice;
request.Quantity = data.MainData.Quantity;
request.MinimumQuantity = data.MainData.MinimumQuantity;
request.DisplayQuantity = data.MainData.VisibleQuantity;
request.TimeInForce = Order_GetTimeInForce(data.MainData);
request.ExpireDate = data.MainData.ExpirationDate;
request.Send(socket);
ExecutionReportMsg response = new ExecutionReportMsg(socket);
}
Debug.WriteLine("OrderReplace OK\n");
}
