public MarketOrder SendMarketOrder(Instrument instrument, Side side, double qty)
{
MarketOrder marketOrder = new MarketOrder(instrument, side, qty);
this.Strategy.EB2iXBUSFK((SingleOrder)marketOrder);
marketOrder.Send();
return marketOrder;
}
private void MakeOrder(Side side, OrdType ordType)
{
Instrument instrument = (this.dgvQuotes.SelectedRows[0] as QuoteViewRow).Instrument;
byte route = (byte)0;
if (this.executionProvider is IMultiRouteExecutionProvider)
route = this.SelectedRoute;
OrderMiniBlotterForm orderMiniBlotterForm = new OrderMiniBlotterForm();
orderMiniBlotterForm.Init(instrument, ordType, side, route);
if (orderMiniBlotterForm.ShowDialog((IWin32Window)this) == DialogResult.OK)
{
SingleOrder singleOrder = null;
switch (ordType)
{
case OrdType.Market:
singleOrder = new MarketOrder(this.executionProvider, this.portfolio, instrument, side, (double)orderMiniBlotterForm.Qty);
break;
case OrdType.Limit:
singleOrder = new LimitOrder(this.executionProvider, this.portfolio, instrument, side, (double)orderMiniBlotterForm.Qty, orderMiniBlotterForm.LimitPrice);
break;
case OrdType.Stop:
singleOrder = new StopOrder(this.executionProvider, this.portfolio, instrument, side, (double)orderMiniBlotterForm.Qty, orderMiniBlotterForm.StopPrice);
break;
case OrdType.StopLimit:
singleOrder = new StopLimitOrder(this.executionProvider, this.portfolio, instrument, side, (double)orderMiniBlotterForm.Qty, orderMiniBlotterForm.LimitPrice, orderMiniBlotterForm.StopPrice);
break;
}
((NewOrderSingle)singleOrder).TimeInForce = orderMiniBlotterForm.TimeInForce;
((FIXNewOrderSingle)singleOrder).Route = (int)orderMiniBlotterForm.Route;
singleOrder.Persistent = this.portfolio.Persistent;
if (!((IProvider)this.executionProvider).IsConnected)
{
bool flag = false;
if (MessageBox.Show(this, "Cannot send the order, because provider is not connected." + Environment.NewLine + "Do you want to connect to " + ((IProvider)this.executionProvider).Name + "?", "Error", MessageBoxButtons.YesNo, MessageBoxIcon.Exclamation) == DialogResult.Yes)
{
flag = true;
((IProvider)this.executionProvider).Connect(15000);
}
if (flag && !((IProvider)this.marketDataProvider).IsConnected)
{
MessageBox.Show(this, "Unable to connect to " + this.marketDataProvider.Name, "Error", MessageBoxButtons.OK, MessageBoxIcon.Hand);
}
}
if (((IProvider)this.executionProvider).IsConnected)
singleOrder.Send();
if ((int)orderMiniBlotterForm.Route > 0)
this.SelectedRoute = orderMiniBlotterForm.Route;
}
orderMiniBlotterForm.Dispose();
}
public MarketOrder MarketOrder(Instrument instrument, Side side, double qty, string text)
{
MarketOrder marketOrder = new MarketOrder(instrument, side, qty, text);
this.Strategy.EB2iXBUSFK((SingleOrder)marketOrder);
return marketOrder;
}