public void ReceiveTick(string equityCode, decimal price)
{
var lockObject = LockObjects.GetOrAdd(equityCode, new object());
lock (lockObject)
{
if (_ignoreFurtherTicks || price >= _orderParameters.PriceThreshold)
{
return;
}
_ignoreFurtherTicks = true;
try
{
_orderService.Buy(equityCode, _orderParameters.Quantity, price);
OrderPlaced?.Invoke(new OrderPlacedEventArgs(equityCode, price));
}
catch (Exception ex)
{
OrderErrored?.Invoke(new OrderErroredEventArgs(equityCode, price, ex));
_ignoreFurtherTicks = true;
}
finally
{
LockObjects.TryRemove(equityCode, out _);
}
}
}
/// <inheritdoc/>
public void ReceiveTick(string equityCode, decimal price)
{
if (IsInhibited())
{
return;
}
try
{
if (price < _thresholdLevel)
{
lock (_syncLock)
{
if (IsInhibited())
{
return;
}
_orderService.Buy(equityCode, 1, price);
_loggerService.Info($"Bought equityCode '{equityCode}' at price '{price}'");
InhibitFurtherTicks();
}
OrderPlaced?.Invoke(new OrderPlacedEventArgs(equityCode, price));
}
}
catch (Exception ex)
{
_loggerService.Error($"Error seen in ReceiveTick: {ex.Message}", ex);
InhibitFurtherTicks();
OrderErrored?.Invoke(new OrderErroredEventArgs(equityCode, price, ex));
}
}
public void ReceiveTick(string equityCode, decimal price)
{
if (Completed || price >= this.Price)
{
return;
}
lock (this._lock)
{
if (Completed)
{
return;
}
try
{
this._orderService.Buy(this.EquityCode, this.Quantity, price);
OrderPlaced?.Invoke(new OrderPlacedEventArgs(this.EquityCode, price));
}
catch (Exception ex)
{
OrderErrored?.Invoke(new OrderErroredEventArgs(this.EquityCode, price, ex));
}
finally
{
this.Completed = true;
}
}
}
public void ReceiveTick(string equityCode, decimal price)
{
using (this)
{
try
{
if (_validator.IsValid(equityCode, price))
{
if (price < _config.EquityOrderThreshold)
{
_orderService.Buy(equityCode, _config.EquityOrderQuantity, price);
OrderPlaced?.Invoke(new OrderPlacedEventArgs(equityCode, price));
}
}
else
{
OrderErrored?.Invoke(new OrderErroredEventArgs(equityCode, price,
new ArgumentException($"Equity code or price invalid; EquityCode: {equityCode}, Price: {price}")));
}
}
catch (Exception exception)
{
OrderErrored?.Invoke(new OrderErroredEventArgs(equityCode, price, exception));
}
}
}
public void ReceiveTick(string equityCode, decimal price)
{
logger.Log(LogLevel.Debug, $"{DateTime.Now} ReceiveTick for {equityCode} at {price}");
if (!orderPlaced && (orderEquity == equityCode) && CanExecute(price))
{
logger.Log(LogLevel.Information, $"{DateTime.Now} Order placed for {equityCode} at {price}");
orderPlaced = true;
try
{
Execute(price);
OrderPlaced?.Invoke(new OrderPlacedEventArgs(equityCode, price));
logger.Log(LogLevel.Information, $"{DateTime.Now} Order placed success.");
}
catch (Exception ex)
{
OrderErrored?.Invoke(new OrderErroredEventArgs(equityCode, price, ex));
logger.Log(LogLevel.Error, $"{DateTime.Now} Order placed errored: {ex.Message}");
}
}
}
public void ReceiveTick(string equityCode, decimal price)
{
if (CanReceiveTick(price))
{
lock (LockObject)
{
try
{
OrderService.Buy(equityCode, Parameters.Quantity, price);
OrderPlaced?.Invoke(new OrderPlacedEventArgs(equityCode, price));
}
catch (Exception ex)
{
OrderErrored?.Invoke(new OrderErroredEventArgs(equityCode, price, ex));
}
finally
{
ShutDown = true;
}
}
}
}
public void PlaceOrder(Order order)
{
//Check the security is already there in list otherwise add it.
Security security;
if (!Securities.TryGetValue(order.Symbol, out security))
{
security = AddSecurity(order.Symbol, 256.75, 2216278800000);
security.TradeCompleted += Security_TradeCompleted;
//foreach (var orderbook in security.OrderBook)
//{
// var ordBook = orderbook.Value;
// ordBook.TradeCompleted += OrderBook_TradeCompleted;
//}
}
if (security != null)
{
//Send the Order to Security
security.SubmitOrder(order);
OrderPlaced?.Invoke(this, new OrderPlacedEventArgs(order));
}
}
public void ReceiveTick(string equityCode, decimal price)
{
lock (_shutdownLock)
{
if (_shutdown || price >= ThresholdLevel)
{
return;
}
_shutdown = true;
}
try
{
OrderService.Buy(equityCode, 1, price);
OrderPlaced?.Invoke(new OrderPlacedEventArgs(equityCode, price));
}
catch (Exception ex)
{
OrderErrored?.Invoke(new OrderErroredEventArgs(equityCode, price, ex));
}
}
private void NotifyOrderPlaced(string equityCode, decimal price)
{
OrderPlaced?.Invoke(new OrderPlacedEventArgs(equityCode, price));
}
