public static bool HasOrderExecuted(
IBroker broker,
string stockCode,
int quantity,
double price,
OrderPriceType orderType,
OrderDirection orderDirection,
InstrumentType instrumentType,
DateTime expiryDate,
out string orderReferenceNumber)
{
orderReferenceNumber = null;
string contract = String.Empty;
string strExpDate = expiryDate.ToString("dd-MMM-yyyy");
if (instrumentType == InstrumentType.FutureIndex || instrumentType == InstrumentType.FutureStock)
{
contract += "FUT-";
}
else
{
throw new NotSupportedException();
}
contract += (stockCode + "-" + strExpDate);
// this loop is there just for potential retry purpose
for (int count = 1; count <= 2; count++)
{
Dictionary <string, DerivativeTradeBookRecord> trades;
BrokerErrorCode errorCode = broker.GetDerivativesTradeBook(DateTime.Now,
DateTime.Now,
instrumentType,
true,
out trades);
if (!errorCode.Equals(BrokerErrorCode.Success))
{
return(false);
}
foreach (DerivativeTradeBookRecord singleTrade in trades.Values)
{
if (singleTrade.ContractName.ToUpperInvariant() != contract.ToUpperInvariant())
{
continue;
}
if (singleTrade.Quantity != quantity)
{
continue;
}
if (singleTrade.Direction != orderDirection)
{
continue;
}
orderReferenceNumber = singleTrade.OrderRefenceNumber;
return(true);
}
}
return(false);
}
