public override uint CreateOrder(uint iid, ZOrderSide side, int price, uint qty, ZOrderType type, ZOrderTimeInForce tif) { uint oid = GenerateOrderId(); var o = new ZOrder(oid, iid, side, price, qty, type, tif); orders[oid] = o; // Add this to the OrderMap which will allow us to convert to/from TTAPI orders var ttinstr = _instruments[iid]; OrderProfile op = new OrderProfile(ttinstr.DefaultOrderFeed, ttinstr.Instrument, this.DefaultCustomer); var tto = new TTOrder(op); _orders.Add(tto.Key, tto, oid); return(oid); }
public override uint CreateOrder(uint iid, ZOrderSide side, int price, uint qty, ZOrderType type, ZOrderTimeInForce tif) { uint oid = GenerateOrderId(); var o = new ZOrder(oid, iid, side, price, qty, type, tif); orders[oid] = o; //_orders[o.Oid] = new OME.EquityOrder(_instruments[o.Iid], OME.Order.OrderTypes.GoodUntilCancelled, GetSide(o), o.Price, o.Qty); return(oid); }
public abstract uint CreateOrder(uint iid, ZOrderSide side, int price, uint qty, ZOrderType type = ZOrderType.Limit, ZOrderTimeInForce tif = ZOrderTimeInForce.GoodTilDate);
public ZOrder(uint oid, uint iid, ZOrderSide side, int price, uint qty, ZOrderType type, ZOrderTimeInForce timeInForce, int?stopPrice = null) { this.Oid = oid; this.Iid = iid; this.Side = side; this.Price = price; this.Qty = qty; this.Type = type; this.TimeInForce = timeInForce; this.State = ZOrderState.New; this.StopPrice = stopPrice; //Id = Interlocked.Increment(ref GlobalOrderId); //CreationTime = DateTime.Now; }