public void CancelOrder(Order order, OrderOperationCallback callback = null)
{
OrderCancelCallback = callback;
var request = OKTradingRequest.CreateOrderCancelRequest(order);
CurrentSession.Send(request);
Log.Write($"Cancel order {order.Volume} at {order.Price.ToString("N3")}", 1);
}
public void CancelAllOrders()
{
CurrentSession.Send(OKTradingRequest.CreateOrderMassStatusRequest());
Thread.Sleep(500);
foreach (var order in CurrentOrders)
{
CancelOrder(order);
}
}
public Order SubmitOrder(double price, double volume, char side, char type, OrderOperationCallback callback = null)
{
OrderSubmitCallback = callback;
var request = OKTradingRequest.CreateNewOrderRequest(volume, price, side, type);
CurrentSession.Send(request);
var order = new Order()
{
Price = price,
Volume = volume,
Side = side,
OrderType = type,
ClientOrderID = request.GetInt(Tags.ClOrdID),
Time = request.GetDateTime(Tags.TransactTime)
};
Log.Write($"Submit {order}", 2);
return(order);
}
/// <summary>
/// CALLBACK: successful logon
/// </summary>
/// <param name="sessionID"></param>
public void OnLogon(SessionID sessionID)
{
Log.Write("===== Client logon =====", 3);
while (CurrentSession == null)
{
CurrentSession = Session.LookupSession(sessionID);
}
if (TrackOrderBook)
{
CurrentSession.Send(OKMarketDataRequest.CreateOrderBookRequest(10));
}
if (TrackLiveTrade)
{
CurrentSession.Send(OKMarketDataRequest.CreateLiveTradesRequest());
}
// Fetch user info
CurrentSession.Send(OKTradingRequest.CreateUserAccountRequest());
}
