static void UnexecutableOrders()
{
while (true)
{
Console.WriteLine("===================================================================");
Console.WriteLine("L)imit order");
Console.WriteLine("S)top Loss");
Console.WriteLine("I)FD");
Console.WriteLine("O)CO order");
Console.WriteLine("1) Stop limit");
Console.WriteLine("3) OCO market send");
Console.WriteLine("");
Console.WriteLine("C)ancel last order X) Close position");
Console.Write("Main>Unexecutable Orders>");
switch (GetCh())
{
case 'L':
PlaceOrder(BfxOrder.Limit(BfTradeSide.Buy, _market.BestBidPrice - UnexecutableGap, _orderSize));
break;
case 'S': // Stop sell
PlaceOrder(BfxOrder.Stop(BfTradeSide.Sell, _market.BestAskPrice - UnexecutableGap, _orderSize));
break;
case 'I':
PlaceOrder(BfxOrder.IFD(
BfxOrder.Limit(BfTradeSide.Buy, _market.BestBidPrice - UnexecutableGap, _orderSize),
BfxOrder.Limit(BfTradeSide.Sell, _market.BestAskPrice + UnexecutableGap, _orderSize)
));
break;
case 'O':
PlaceOrder(BfxOrder.OCO(
BfxOrder.StopLimit(BfTradeSide.Sell, _market.LastTradedPrice + UnexecutableGap, _market.BestAskPrice + UnexecutableGap, _orderSize),
BfxOrder.StopLimit(BfTradeSide.Buy, _market.LastTradedPrice - UnexecutableGap, _market.BestBidPrice - UnexecutableGap, _orderSize)
));
break;
case '3':
PlaceOrder(BfxOrder.OCO(
BfxOrder.Limit(BfTradeSide.Buy, _market.BestBidPrice - UnexecutableGap, _orderSize),
BfxOrder.Limit(BfTradeSide.Sell, _market.BestAskPrice + UnexecutableGap, _orderSize)));
break;
case '1':
PlaceOrder(BfxOrder.StopLimit(BfTradeSide.Sell, _market.BestAskPrice - UnexecutableGap, _market.BestAskPrice - UnexecutableGap, _orderSize));
break;
case 'C': CancelOrder(); break;
case 'X': ClosePositions(); break;
case ESCAPE: return;
}
}
}
static void ConditionalOrders()
{
while (true)
{
Console.WriteLine("I)FDOCO trailing");
Console.WriteLine("L)imit IFDOCO");
Console.WriteLine("T)railing IFDOCO");
Console.WriteLine("E)xpire test");
Console.WriteLine("F)OK test");
Console.WriteLine("C)ancel last order");
Console.WriteLine("X) Close position");
Console.WriteLine();
Console.Write("Main/Conditional Orders>");
switch (GetCh())
{
case 'I':
switch (SelectSide())
{
case BfTradeSide.Buy:
PlaceOrder(BfxOrder.IFDOCO(
BfxOrder.Limit(BfTradeSide.Buy, _market.BestBidPrice, _orderSize),
BfxOrder.Trailing(BfTradeSide.Sell, TrailingOffset, _orderSize),
BfxOrder.Stop(BfTradeSide.Sell, _market.BestAskPrice - PnLGap, _orderSize)
));
break;
case BfTradeSide.Sell:
PlaceOrder(BfxOrder.IFDOCO(
BfxOrder.Limit(BfTradeSide.Sell, _market.BestAskPrice, _orderSize),
BfxOrder.Trailing(BfTradeSide.Buy, TrailingOffset, _orderSize),
BfxOrder.Stop(BfTradeSide.Buy, _market.BestBidPrice + PnLGap, _orderSize)
));
break;
}
break;
case 'L':
switch (SelectSide())
{
case BfTradeSide.Buy:
{
var buyPrice = _market.BestBidPrice;
PlaceOrder(BfxOrder.IFDOCO(
BfxOrder.Limit(BfTradeSide.Buy, buyPrice, _orderSize),
BfxOrder.StopLimit(BfTradeSide.Sell, buyPrice - PnLGap, buyPrice - PnLGap, _orderSize),
BfxOrder.Limit(BfTradeSide.Sell, buyPrice + PnLGap * 2m, _orderSize)
));
}
break;
case BfTradeSide.Sell:
{
var sellPrice = _market.BestAskPrice;
PlaceOrder(BfxOrder.IFDOCO(
BfxOrder.Limit(BfTradeSide.Sell, sellPrice, _orderSize),
BfxOrder.StopLimit(BfTradeSide.Buy, sellPrice + PnLGap, sellPrice + PnLGap, _orderSize),
BfxOrder.Limit(BfTradeSide.Buy, sellPrice - PnLGap * 2m, _orderSize)
));
}
break;
}
break;
case 'T':
switch (SelectSide())
{
case BfTradeSide.Buy:
{
var buyPrice = _market.BestBidPrice;
PlaceOrder(BfxOrder.IFDOCO(
BfxOrder.Limit(BfTradeSide.Buy, buyPrice, _orderSize),
BfxOrder.Trailing(BfTradeSide.Sell, PnLGap, _orderSize),
BfxOrder.Limit(BfTradeSide.Sell, buyPrice + PnLGap * 2, _orderSize)
));
}
break;
case BfTradeSide.Sell:
{
var sellPrice = _market.BestAskPrice;
PlaceOrder(BfxOrder.IFDOCO(
BfxOrder.Limit(BfTradeSide.Sell, sellPrice, _orderSize),
BfxOrder.Trailing(BfTradeSide.Buy, PnLGap, _orderSize),
BfxOrder.Limit(BfTradeSide.Buy, sellPrice - PnLGap * 2, _orderSize)
));
}
break;
}
break;
case 'E':
PlaceOrder(BfxOrder.OCO(
BfxOrder.Limit(BfTradeSide.Sell, _market.BestAskPrice + UnexecutableGap, _orderSize),
BfxOrder.Limit(BfTradeSide.Buy, _market.BestBidPrice - UnexecutableGap, _orderSize)),
TimeSpan.FromMinutes(1),
BfTimeInForce.NotSpecified
);
break;
case 'F':
PlaceOrder(BfxOrder.OCO(
BfxOrder.Limit(BfTradeSide.Sell, _market.BestAskPrice + UnexecutableGap, _orderSize),
BfxOrder.Limit(BfTradeSide.Buy, _market.BestBidPrice - UnexecutableGap, _orderSize)),
TimeSpan.Zero,
BfTimeInForce.FOK
);
break;
case 'C':
CancelOrder();
break;
case 'X':
ClosePositions();
break;
case ESCAPE:
return;
}
}
}
static void SimpleOrders()
{
while (true)
{
Console.WriteLine("L)imit price order best ask/bid price");
Console.WriteLine("M)arket price order");
Console.WriteLine("T)railing");
Console.WriteLine("E)xpire test");
Console.WriteLine("F)OK");
Console.WriteLine("C)ancel last order");
Console.WriteLine("X) Close position");
Console.WriteLine();
Console.Write("Main/Simple Orders>");
switch (GetCh())
{
case 'L':
switch (SelectSide())
{
case BfTradeSide.Buy:
PlaceOrder(BfxOrder.Limit(BfTradeSide.Buy, _market.BestBidPrice, _orderSize));
break;
case BfTradeSide.Sell:
PlaceOrder(BfxOrder.Limit(BfTradeSide.Sell, _market.BestAskPrice, _orderSize));
break;
}
break;
case 'M':
switch (SelectSide())
{
case BfTradeSide.Buy:
PlaceOrder(BfxOrder.Market(BfTradeSide.Buy, _orderSize));
break;
case BfTradeSide.Sell:
PlaceOrder(BfxOrder.Market(BfTradeSide.Sell, _orderSize));
break;
}
break;
case 'T':
switch (SelectSide())
{
case BfTradeSide.Buy:
PlaceOrder(BfxOrder.Trailing(BfTradeSide.Buy, PnLGap * 2, _orderSize));
break;
case BfTradeSide.Sell:
PlaceOrder(BfxOrder.Trailing(BfTradeSide.Sell, PnLGap * 2, _orderSize));
break;
}
break;
case 'E':
PlaceOrder(BfxOrder.Limit(BfTradeSide.Buy, _market.BestBidPrice - UnexecutableGap, _orderSize), TimeSpan.FromMinutes(1), BfTimeInForce.NotSpecified);
break;
case 'F':
PlaceOrder(BfxOrder.Limit(BfTradeSide.Buy, _market.BestBidPrice - UnexecutableGap, _orderSize), TimeSpan.Zero, BfTimeInForce.FOK);
break;
case 'C':
CancelOrder();
break;
case 'X':
ClosePositions();
break;
case ESCAPE:
return;
}
}
}