static void AddPendingOrder(LiveOpenPositionsEditor openPositionData, Symbol symbol, string orderId, long size, DateTime submittedTime,
OrderType orderType, TransactionType transactionType, double price, string customString)
{
if (openPositionData.PortfolioXml.PendingOrders.Any(o => o.OrderId == orderId))
{
// Order already tracked
return;
}
PositionType positionType = (transactionType == TransactionType.Buy || transactionType == TransactionType.Sell) ? PositionType.Long : PositionType.Short;
// This assumes there is just one position per symbol. If this isn't the case then you will need to find a way of figuring out which
// position a pending order corresponds to.
PositionDataXml position = openPositionData.PortfolioXml.Positions.FirstOrDefault(pos => pos.Symbol.Equals(symbol) && pos.PositionType == positionType);
if (position == null)
{
// No existing position, so create a new one
position = openPositionData.AddPosition(symbol, positionType);
position.CustomString = customString;
}
BrokerOrder brokerOrder = new BrokerOrder();
if (orderType == OrderType.Limit || orderType == OrderType.LimitOnClose)
{
brokerOrder.LimitPrice = price;
}
else if (orderType == OrderType.Stop || orderType == OrderType.TrailingStop)
{
brokerOrder.StopPrice = price;
}
brokerOrder.CustomString = customString;
TradeOrderXml tradeOrder = openPositionData.AddPendingOrder(position, brokerOrder, orderId, size, submittedTime, orderType, transactionType);
}
// Order ID
// Transaction type
static void AddFilledOrder(LiveOpenPositionsEditor openPositionData, string orderID, Symbol symbol, PositionType direction, TransactionType transactionType, double fillPrice, long fillSize, DateTime fillTime, string customString)
{
if (openPositionData.PortfolioXml.Positions.SelectMany(pos => pos.Trades).Any(trade => trade.OrderID == orderID))
{
// Trade already recorded
return;
}
PositionDataXml position;
BrokerOrder existingOrder = openPositionData.PortfolioXml.PendingOrders.FirstOrDefault(order => order.OrderId == orderID);
if (existingOrder != null)
{
// Order was pending, remove it
PositionDataXml existingPosition = openPositionData.PortfolioXml.Positions.Single(p => p.PosID == existingOrder.PositionID);
TradeOrderXml existingTradeOrder = existingPosition.PendingOrders.Single(to => to.OrderID == existingOrder.OrderId);
existingPosition.PendingOrders.Remove(existingTradeOrder);
openPositionData.PortfolioXml.PendingOrders.Remove(existingOrder);
position = existingPosition;
}
else
{
position = openPositionData.AddPosition(symbol, direction);
position.CustomString = customString;
}
openPositionData.AddCompletedTradeToPosition(position, fillTime, transactionType, new Price(fillPrice, fillPrice), fillSize, orderID);
}