// funkcja pomocnicza przygotowująca typ zlecenia FIXML
private static OrderType Order_GetType(OrderMainData data)
{
switch (data.PriceType)
{
case PriceType.Limit: return (data.ActivationPrice != null) ? OrderType.StopLimit : OrderType.Limit;
case PriceType.PKC: return (data.ActivationPrice != null) ? OrderType.StopLoss : OrderType.PKC;
default: return OrderType.PCR_PCRO;
}
}
// funkcja pomocnicza przygotowująca parametr FIXML TimeInForce
private static OrdTimeInForce Order_GetTimeInForce(OrderMainData data)
{
if (data.ImmediateOrCancel) return OrdTimeInForce.WiA;
if (data.MinimumQuantity == data.Quantity) return OrdTimeInForce.WuA;
if (data.PriceType == PriceType.PCRO)
return (DateTime.Now.Hour < 12) ? OrdTimeInForce.Opening : OrdTimeInForce.Closing;
if (data.ExpirationDate != null) return OrdTimeInForce.Date;
return OrdTimeInForce.Day;
}
// aktualizacja danych z sieci - podstawowe dane zlecenia
private void Update(OrderMainData data)
{
CreateTime = data.CreateTime;
Instrument = BosInstrument.Create(data.Instrument);
Side = data.Side;
Price = BosPrice.Create(data.PriceType, data.PriceLimit);
ActivationPrice = data.ActivationPrice;
Quantity = data.Quantity;
MinimumQuantity = data.MinimumQuantity;
VisibleQuantity = data.VisibleQuantity;
ImmediateOrCancel = data.ImmediateOrCancel;
ExpirationDate = data.ExpirationDate;
}
