/// <summary>
/// Places a new order and assigns a new broker ID to the order
/// </summary>
/// <param name="order">The order to be placed</param>
/// <returns>True if the request for a new order has been placed, false otherwise</returns>
public override bool PlaceOrder(Order order)
{
const int orderFee = 0;
ApiResponse <InlineResponse201> response;
lock (_locker)
{
var request = GenerateOrderRequest(order);
response = _apiRest.CreateOrder(Authorization, AccountId, request);
order.BrokerId.Add(response.Data.OrderCreateTransaction.Id);
// send Submitted order event
order.PriceCurrency = SecurityProvider.GetSecurity(order.Symbol).SymbolProperties.QuoteCurrency;
OnOrderEvent(new OrderEvent(order, DateTime.UtcNow, orderFee)
{
Status = OrderStatus.Submitted
});
}
// if market order, find fill quantity and price
var fill = response.Data.OrderFillTransaction;
var marketOrderFillPrice = 0m;
var marketOrderFillQuantity = 0;
if (order.Type == OrderType.Market)
{
marketOrderFillPrice = Convert.ToDecimal(fill.Price);
if (fill.TradeOpened != null && fill.TradeOpened.TradeID.Length > 0)
{
marketOrderFillQuantity = Convert.ToInt32(fill.TradeOpened.Units);
}
if (fill.TradeReduced != null && fill.TradeReduced.TradeID.Length > 0)
{
marketOrderFillQuantity = Convert.ToInt32(fill.TradeReduced.Units);
}
if (fill.TradesClosed != null && fill.TradesClosed.Count > 0)
{
marketOrderFillQuantity += fill.TradesClosed.Sum(trade => Convert.ToInt32(trade.Units));
}
}
if (order.Type == OrderType.Market && order.Status != OrderStatus.Filled)
{
order.Status = OrderStatus.Filled;
// if market order, also send Filled order event
OnOrderEvent(new OrderEvent(order, DateTime.UtcNow, orderFee, "Oanda Fill Event")
{
Status = OrderStatus.Filled,
FillPrice = marketOrderFillPrice,
FillQuantity = marketOrderFillQuantity
});
}
return(true);
}
/// <summary>
/// Places a new order and assigns a new broker ID to the order
/// </summary>
/// <param name="order">The order to be placed</param>
/// <returns>True if the request for a new order has been placed, false otherwise</returns>
public override bool PlaceOrder(Order order)
{
var orderFee = OrderFee.Zero;
var marketOrderFillQuantity = 0;
var marketOrderFillPrice = 0m;
var marketOrderRemainingQuantity = 0;
var marketOrderStatus = OrderStatus.Filled;
var request = GenerateOrderRequest(order);
order.PriceCurrency = SecurityProvider.GetSecurity(order.Symbol).SymbolProperties.QuoteCurrency;
lock (Locker)
{
var response = _apiRest.CreateOrder(Authorization, AccountId, request);
order.BrokerId.Add(response.Data.OrderCreateTransaction.Id);
// Market orders are special, due to the callback not being triggered always,
// if the order was Filled/PartiallyFilled, find fill quantity and price and inform the user
if (order.Type == OrderType.Market)
{
var fill = response.Data.OrderFillTransaction;
marketOrderFillPrice = fill.Price.ConvertInvariant <decimal>();
if (fill.TradeOpened != null && fill.TradeOpened.TradeID.Length > 0)
{
marketOrderFillQuantity = fill.TradeOpened.Units.ConvertInvariant <int>();
}
if (fill.TradeReduced != null && fill.TradeReduced.TradeID.Length > 0)
{
marketOrderFillQuantity = fill.TradeReduced.Units.ConvertInvariant <int>();
}
if (fill.TradesClosed != null && fill.TradesClosed.Count > 0)
{
marketOrderFillQuantity += fill.TradesClosed.Sum(trade => trade.Units.ConvertInvariant <int>());
}
marketOrderRemainingQuantity = Convert.ToInt32(order.AbsoluteQuantity - Math.Abs(marketOrderFillQuantity));
if (marketOrderRemainingQuantity > 0)
{
marketOrderStatus = OrderStatus.PartiallyFilled;
// The order was not fully filled lets save it so the callback can inform the user
PendingFilledMarketOrders[order.Id] = marketOrderStatus;
}
}
}
OnOrderEvent(new OrderEvent(order, DateTime.UtcNow, orderFee)
{
Status = OrderStatus.Submitted
});
// If 'marketOrderRemainingQuantity < order.AbsoluteQuantity' is false it means the order was not even PartiallyFilled, wait for callback
if (order.Type == OrderType.Market && marketOrderRemainingQuantity < order.AbsoluteQuantity)
{
OnOrderEvent(new OrderEvent(order, DateTime.UtcNow, orderFee, "Oanda Fill Event")
{
Status = marketOrderStatus,
FillPrice = marketOrderFillPrice,
FillQuantity = marketOrderFillQuantity
});
}
return(true);
}