/// <summary>
/// Send a pendingorder to a sepcific account
/// </summary>
/// <param name="order"></param>
/// <param name="account"></param>
public PendingOrderImpl(OrderImpl order, IAccount account)
{
_order = order;
Account = account;
}
public PendingOrder CreateOrder(string symbol, Direction direction, decimal quantity, decimal limitPrice, decimal stopPrice, string comment, int agentid)
{
//Order creation logic
ISecurity security = _portfolio.Securities[symbol];
//Pre-Check flatten order
//Create a market flat order
if (direction == Direction.Flat)
{
var position = _portfolio.Positions[security];
if (!position.IsFlat)
{
quantity = (decimal)position.FlatSize / (decimal)security.LotSize;
}
if (position.IsLong || _portfolio.TradingAgents.First(x => x.AgentId == agentid).CurrentState[symbol].TrueForAll(x => x == AgentState.EntryLong))
{
direction = Direction.Short;
}
else if (position.IsShort || _portfolio.TradingAgents.First(x => x.AgentId == agentid).CurrentState[symbol].TrueForAll(x => x == AgentState.EntryShort))
{
direction = Direction.Long;
}
}
//Set initial objects
OrderImpl norder = new OrderImpl(security, direction, quantity, limitPrice, stopPrice, comment)
{
AgentId = agentid,
ValidInstruct = OrderInstructionType.GTC
};
var toreturn = new PendingOrderImpl(norder, _portfolio.Account)
{
OrderStatus = security == null ? StatusType.SYMBOL_NOT_LOADED : StatusType.OK
};
//Check for security
//Check order action and sizing
norder.Quantity = quantity;
if (direction != Direction.Short && quantity < 0)
{
toreturn.OrderStatus = StatusType.ORDER_INVALID_VOLUME;
toreturn.Cancel();
}
//Check order size is positive
if (quantity == 0)
{
toreturn.OrderStatus = StatusType.ORDER_INVALID_VOLUME;
toreturn.Cancel();
}
//Check order quantity stepsize
if (norder.Quantity % norder.Security.OrderStepQuantity > 0)
{
toreturn.OrderStatus = StatusType.ORDER_INVALID_VOLUME;
toreturn.Cancel();
}
//Check order minimum size
if (norder.UnsignedSize < norder.Security.OrderMinSize)
{
toreturn.OrderStatus = StatusType.ORDER_INVALID_VOLUME;
toreturn.Cancel();
}
//Check order type
//Set Order Limit Price
if (limitPrice >= 0)
{
norder.LimitPrice = limitPrice;
}
else
{
toreturn.OrderStatus = StatusType.ORDER_INVALID_PRICE;
toreturn.Cancel();
}
//Create a stop order
if (stopPrice >= 0)
{
norder.StopPrice = stopPrice;
}
else
{
toreturn.OrderStatus = StatusType.ORDER_INVALID_STOP;
toreturn.Cancel();
}
//Return the newly created, pending state order
return(toreturn);
}
/// <summary>
/// Create a new pending order, based on the requested order object
/// </summary>
/// <param name="order"></param>
public PendingOrderImpl(OrderImpl order)
{
_order = order;
}