Exemplo n.º 1
0
        static void PlaceUnexecutableChildOrder(bool fok = false, bool mte = false)
        {
            // Selling order too high price by best ask price. Order will be on order book but not execute.
            BfChildOrderRequest order = null;

            if (fok)
            {
                order = _orderFactory.CreateLimitPriceOrder(BfTradeSide.Sell, _market.MinimumOrderSize, _market.BestAskPrice + 50000.0m, timeInForce: BfTimeInForce.FOK);
            }
            else if (mte)
            {
                order = _orderFactory.CreateLimitPriceOrder(BfTradeSide.Sell, _market.MinimumOrderSize, _market.BestAskPrice + 50000.0m, minuteToExpire: TimeSpan.FromMinutes(1));
            }
            else
            {
                order = _orderFactory.CreateLimitPriceOrder(BfTradeSide.Sell, _market.MinimumOrderSize, _market.BestAskPrice + 50000.0m);
            }

            var transaction = _market.PlaceOrder(order).Result;

            if (transaction != null)
            {
                _childOrderTransaction = transaction;
                Console.WriteLine("Order accepted.");
            }
            else
            {
                Console.WriteLine("Order failed.");
            }
        }
Exemplo n.º 2
0
        static void SellBestAskPrice()
        {
            // Sell by best ask price within minimum size
            var order       = _orderFactory.CreateLimitPriceOrder(BfTradeSide.Sell, _market.MinimumOrderSize, _market.BestAskPrice);
            var transaction = _market.PlaceOrder(order).Result;

            if (transaction != null)
            {
                _childOrderTransaction = transaction;
                Console.WriteLine("Order accepted.");
            }
            else
            {
                Console.WriteLine("Order failed.");
            }
        }