/// <summary>
///
/// </summary>
public OrderInfo?SubmitOrder(AccountInfo accountInfo, Symbol symbol, OrderTypeEnum orderType, int volume,
decimal?allowedSlippage, decimal?desiredPrice, decimal?takeProfit, decimal?stopLoss, out string operationResultMessage)
{
OrderInfo?order = null;
operationResultMessage = string.Empty;
string operationResultMessageCopy = string.Empty;
GeneralHelper.DefaultDelegate delegateInstance = delegate()
{
try
{
TradeDeskAut desk = _desk;
if (desk == null)
{
return;
}
bool isBuy = OrderInfo.TypeIsBuy(orderType);
double realValue = isBuy ? (double)GetInstrumentData(symbol.Name, "Ask") : (double)GetInstrumentData(symbol.Name, "Bid");
object orderId, psd;
object ocoStopOrderId = null, ocoProfitOrderId = null;
desk.CreateFixOrder(desk.FIX_OPENMARKET,
"",
realValue,
realValue,
(string)GetInstrumentData(symbol.Name, "QuoteID"),
accountInfo.Id,
symbol.Name,
isBuy,
volume,
"",
out orderId,
out psd);
order = new OrderInfo(orderId.ToString(), symbol, orderType,
OrderStateEnum.Executed, volume, new decimal(realValue), null,
null, null, null, null, null, null, null, null, null, "ok", "1");
//check bid value...
if (stopLoss.HasValue)
{
double dValue = Decimal.ToDouble(stopLoss.Value);
desk.CreateFixOrder(desk.FIX_ENTRYSTOP,
"",
dValue,
dValue,
(string)GetInstrumentData(symbol.Name, "QuoteID"),
accountInfo.Id,
symbol.Name,
!isBuy,
volume,
"",
out ocoStopOrderId,
out psd);
}
if (takeProfit.HasValue)
{
double dValue = Decimal.ToDouble(takeProfit.Value);
desk.CreateFixOrder(desk.FIX_ENTRYLIMIT,
"",
dValue,
dValue,
(string)GetInstrumentData(symbol.Name, "QuoteID"),
accountInfo.Id,
symbol.Name,
!isBuy,
volume,
"",
out ocoProfitOrderId,
out psd);
}
//Create OCO.
if (stopLoss.HasValue && takeProfit.HasValue)
{
bool creationOk = true;
FXCore.OrdersIDEnumAut group = new FXCore.OrdersIDEnumAut();
group.Add((string)ocoProfitOrderId);
group.Add((string)ocoStopOrderId);
object _result = null;
object ocoid = null;
desk.CreateOCO(group, out _result, out ocoid);
FXCore.OrdersBatchResultEnumAut result = (FXCore.OrdersBatchResultEnumAut)_result;
for (int i = 1; i <= result.Count; i++)
{
FXCore.OrderBatchResultAut res = (FXCore.OrderBatchResultAut)result.Item(i);
creationOk = creationOk && res.Success;
if (!creationOk)
{
//Ups throw an exception!!! But what about the current order.
}
}
}
}
catch (Exception ex)
{
operationResultMessageCopy = GeneralHelper.GetExceptionMessage(ex);
SystemMonitor.OperationError(operationResultMessageCopy);
}
};
BackgroundMessageLoopOperator messageOperator = _messageLoopOperator;
if (messageOperator != null)
{
messageOperator.Invoke(delegateInstance, TimeSpan.FromSeconds(120));
}
operationResultMessage = operationResultMessageCopy;
return(order);
}
/// <summary>
///
/// </summary>
public OrderInfo? SubmitOrder(AccountInfo accountInfo, Symbol symbol, OrderTypeEnum orderType, int volume,
decimal? allowedSlippage, decimal? desiredPrice, decimal? takeProfit, decimal? stopLoss, out string operationResultMessage)
{
OrderInfo? order = null;
operationResultMessage = string.Empty;
string operationResultMessageCopy = string.Empty;
GeneralHelper.DefaultDelegate delegateInstance = delegate()
{
try
{
TradeDeskAut desk = _desk;
if (desk == null)
{
return;
}
bool isBuy = OrderInfo.TypeIsBuy(orderType);
double realValue = isBuy ? (double)GetInstrumentData(symbol.Name, "Ask") : (double)GetInstrumentData(symbol.Name, "Bid");
object orderId, psd;
object ocoStopOrderId = null, ocoProfitOrderId = null;
desk.CreateFixOrder(desk.FIX_OPENMARKET,
"",
realValue,
realValue,
(string)GetInstrumentData(symbol.Name, "QuoteID"),
accountInfo.Id,
symbol.Name,
isBuy,
volume,
"",
out orderId,
out psd);
order = new OrderInfo(orderId.ToString(), symbol, orderType,
OrderStateEnum.Executed, volume, new decimal(realValue), null,
null, null, null, null, null, null, null, null, null, "ok", "1");
//check bid value...
if (stopLoss.HasValue)
{
double dValue = Decimal.ToDouble(stopLoss.Value);
desk.CreateFixOrder(desk.FIX_ENTRYSTOP,
"",
dValue,
dValue,
(string)GetInstrumentData(symbol.Name, "QuoteID"),
accountInfo.Id,
symbol.Name,
!isBuy,
volume,
"",
out ocoStopOrderId,
out psd);
}
if (takeProfit.HasValue)
{
double dValue = Decimal.ToDouble(takeProfit.Value);
desk.CreateFixOrder(desk.FIX_ENTRYLIMIT,
"",
dValue,
dValue,
(string)GetInstrumentData(symbol.Name, "QuoteID"),
accountInfo.Id,
symbol.Name,
!isBuy,
volume,
"",
out ocoProfitOrderId,
out psd);
}
//Create OCO.
if (stopLoss.HasValue && takeProfit.HasValue)
{
bool creationOk = true;
FXCore.OrdersIDEnumAut group = new FXCore.OrdersIDEnumAut();
group.Add((string)ocoProfitOrderId);
group.Add((string)ocoStopOrderId);
object _result = null;
object ocoid = null;
desk.CreateOCO(group, out _result, out ocoid);
FXCore.OrdersBatchResultEnumAut result = (FXCore.OrdersBatchResultEnumAut)_result;
for (int i = 1; i <= result.Count; i++)
{
FXCore.OrderBatchResultAut res = (FXCore.OrderBatchResultAut)result.Item(i);
creationOk = creationOk && res.Success;
if (!creationOk)
{
//Ups throw an exception!!! But what about the current order.
}
}
}
}
catch (Exception ex)
{
operationResultMessageCopy = GeneralHelper.GetExceptionMessage(ex);
SystemMonitor.OperationError(operationResultMessageCopy);
}
};
BackgroundMessageLoopOperator messageOperator = _messageLoopOperator;
if (messageOperator != null)
{
messageOperator.Invoke(delegateInstance, TimeSpan.FromSeconds(120));
}
operationResultMessage = operationResultMessageCopy;
return order;
}