private bool PlaceOrder(LimeFIXProvider target, SymbolInfo symbol, OrderType type,
int size, double price, out LogicalOrder logicalOrder, out CreateOrChangeOrderDefault priceOrder)
{
logicalOrder = Factory.Engine.LogicalOrder(symbol);
logicalOrder.TradeDirection = TradeDirection.Entry;
logicalOrder.Type = type;
logicalOrder.Price = price;
logicalOrder.Position = size;
priceOrder = new CreateOrChangeOrderDefault(OrderAction.Create, symbol, logicalOrder, OrderSide.Buy, logicalOrder.Position, logicalOrder.Price);
return(target.OnCreateBrokerOrder(priceOrder));
}
public void Initialize(Task t)
{
Console.WriteLine("Initialize");
task = t;
var agentPerformaner = Factory.Parallel.SpawnPerformer(typeof(LimeFIXProvider), "ClientTest");
client = agentPerformaner as LimeFIXProvider;
agentPerformaner = Factory.Parallel.SpawnPerformer(typeof(LimeFIXProvider), "MarketTest");
market = agentPerformaner as LimeFIXProvider;
task.Start();
Console.WriteLine("Task started");
}