Exemplo n.º 1
0
        void bwOrder_BWOrderUpdateEvent(object sender, BWOrderStatus BWOrderStatus)
        {
            BWOrder bwo = (BWOrder)sender;
            long    id  = (long)bwo.CustomID;
            Order   o   = new OrderImpl(bwo.Symbol, (int)bwo.Size);

            o.id      = (long)bwo.CustomID;
            o.side    = (bwo.OrderSide == ORDER_SIDE.SIDE_BUY) || (bwo.OrderSide == ORDER_SIDE.SIDE_COVER);
            o.price   = (decimal)bwo.LimitPrice;
            o.stopp   = (decimal)bwo.StopPrice;
            o.Account = bwo.UserID.ToString();
            o.ex      = bwo.Venue.ToString();

            switch (BWOrderStatus)
            {
            case BWOrderStatus.ACCEPTED:
            {
                tl.newOrder(o);
                v(o.symbol + " sent order acknowledgement for: " + o.ToString());
                if (_bwOrdIds.ContainsKey(o.id))
                {
                    _bwOrdIds[o.id] = bwo.OrderID;
                }
            }
            break;

            case BWOrderStatus.CANCELED:
            {
                tl.newCancel(id);
                v("sent cancel notification for order: " + id);
            }
            break;

            case BWOrderStatus.REJECTED:
            {
                tl.newCancel(id);
                debug("Rejected: " + bwo.CustomID.ToString() + bwo.RejectReason);
            }
            break;
            }
        }
Exemplo n.º 2
0
        void bwOrder_BWOrderUpdateEvent(object sender, BWOrderStatus BWOrderStatus)
        {
            BWOrder bwo = (BWOrder)sender;
            long id = (long)bwo.CustomID;
            Order o = new OrderImpl(bwo.Symbol, (int)bwo.Size);
            o.id = (long)bwo.CustomID;
            o.side = (bwo.OrderSide == ORDER_SIDE.SIDE_BUY) || (bwo.OrderSide == ORDER_SIDE.SIDE_COVER);
            o.price = (decimal)bwo.LimitPrice;
            o.stopp = (decimal)bwo.StopPrice;
            o.Account = bwo.UserID.ToString();
            o.ex = bwo.Venue.ToString();
        
            switch (BWOrderStatus)
            {
                case BWOrderStatus.ACCEPTED:
                    {
 
                        tl.newOrder(o);
                        v(o.symbol + " sent order acknowledgement for: " + o.ToString());
                        if (_bwOrdIds.ContainsKey(o.id))
                            {
                                _bwOrdIds[o.id] = bwo.OrderID;
                            } 
                    }
                    break;
                case BWOrderStatus.CANCELED:
                    {
                        
                        tl.newCancel(id);
                        v("sent cancel notification for order: " + id);
                        
                    }
                    break;
                case BWOrderStatus.REJECTED:
                    {
                            tl.newCancel(id);
                        debug("Rejected: " + bwo.CustomID.ToString() + bwo.RejectReason);
                    }
                    break;
            }
        }