public ExecutionStatus GetExecutionStatus(string strategyName)
{
ExecutionStatus status = null;
if (strategyName != null && executionStatus.ContainsKey(strategyName))
{
status = executionStatus[strategyName];
}
return(status);
}
public void Sell(EZInstrument instrument, int quantity, string strategyName)
{
if (strategyName != null)
{
executionStatus[strategyName] = new ExecutionStatus(strategyName);
}
ezPrice bid = instrument.Bid;
EZOrder ezo = api.SellLimit(instrument, quantity, bid, strategyName);
StoreOrder(strategyName, ezo);
Spy.Print("SELL: {0} @ {1}", quantity, bid);
}
public void Buy(EZInstrument instrument, int quantity, string strategyName)
{
if (strategyName != null)
{
executionStatus[strategyName] = new ExecutionStatus(strategyName);
executionStatus[strategyName].quantitySubmitted = quantity;
}
ezPrice ask = instrument.Ask;
EZOrder ezo = api.BuyLimit(instrument, quantity, ask, strategyName);
StoreOrder(strategyName, ezo);
Spy.Print("BUY: {0} @ {1}", quantity, ask);
}