public void TrySubmitOrder(long size)
{
if (size == 0)
{
return;
}
orderLog.Notice("SubmitOrder(" + size + ")");
long lVol = Math.Abs(size);
int lBuySell = size > 0 ? MBConst.VALUE_BUY : MBConst.VALUE_SELL;
string sSym = symbol.Symbol;
double dPrice = size > 0 ? lastAsk : lastBid;
int lTIF = MBConst.VALUE_DAY;
int lOrdType = MBConst.VALUE_MARKET;
int lVolType = MBConst.VALUE_NORMAL;
string sRoute = "MBTX";
string bstrRetMsg = null;
System.DateTime dDte = new System.DateTime(0);
string sOrder = String.Format("{0} {1} {2} at {3:c} on {4}",
lBuySell == MBConst.VALUE_BUY ? "Buy" : "Sell",
lVol, sSym, dPrice, sRoute);
orderLog.Notice(sOrder);
bool bSubmit = m_OrderClient.Submit(lBuySell, (int)lVol, sSym, dPrice, 0.0, lTIF, 0, lOrdType, lVolType, 0, m_account, sRoute, "", 0, 0, dDte, dDte, 0, 0, 0, 0, 0, ref bstrRetMsg);
if (bSubmit)
{
orderLog.Notice(
String.Format("Order submission successful! bstrRetMsg = [{0}]", bstrRetMsg)); // wide string!
orderSubmitted = true;
}
else
{
orderLog.Notice(
String.Format("Order submission failed! bstrRetMsg = [{0}]", bstrRetMsg)); // wide string!
}
}
/// <summary>
/// Submits the order over to the orders interface, make sure to call in Invocation thread.
/// </summary>
string DoSubmitOrder(AccountInfo accountInfo, Symbol symbol, OrderTypeEnum orderType, int volume, Decimal?allowedSlippage, Decimal?desiredPrice,
Decimal?takeProfit, Decimal?stopLoss, string comment, out PlaceOrderOperation operation, out string operationResultMessage)
{
SystemMonitor.CheckError(_messageLoopOperator.InvokeRequred == false, "Invoke required.");
operationResultMessage = "Operation not supported.";
operation = null;
MbtAccount pAcct = GetAccountByInfo(accountInfo);
if (pAcct == null)
{
operationResultMessage = "Failed to retrieve account.";
SystemMonitor.OperationWarning(operationResultMessage);
return(null);
}
if (orderType != OrderTypeEnum.SELL_MARKET && orderType != OrderTypeEnum.BUY_MARKET)
{
operationResultMessage = "Order type [" + orderType.ToString() + "] not supported or tested by this provider.";
return(null);
//if (desiredPrice.HasValue)
//{
// dStopPrice = (double)desiredPrice.Value;
//}
//else
//{
// SystemMonitor.Error("Desired price not assigned, on placing order type [" + orderType.ToString() + " ], not submitted.");
// return null;
//}
}
// ---
int iVolume = volume;
int iOrdType, iBuySell;
double dPrice = desiredPrice.HasValue ? (double)desiredPrice.Value : 0;
double dPrice2 = 0;
int lTimeInForce = -1;
if (ConvertToMBTOrderType(orderType, desiredPrice, allowedSlippage, out iOrdType, out iBuySell, out lTimeInForce) == false)
{
operationResultMessage = "Failed to convert type of order.";
SystemMonitor.OperationWarning(operationResultMessage);
return(null);
}
if (allowedSlippage.HasValue && dPrice != 0)
{// Put the slippage in as a limit price.
// This forms the "limit" price we are willing to pay for this order.
if (OrderInfo.TypeIsBuy(orderType))
{
dPrice = dPrice + (double)allowedSlippage.Value;
}
else
{
dPrice = dPrice - (double)allowedSlippage.Value;
}
}
string message = string.Empty;
lock (this)
{// Make sure to keep the entire package here locked, since the order operation get placed after the submit
// so we need to make sure we shall catch the responce in OnSubmit() too.
//if (_orderClient.Submit(iBuySell, iVolume, symbol.Name, dPrice, dStopPrice, (int)TifEnum.VALUE_GTC, 10020, iOrdType,
// 10042, 0, pAcct, "MBTX", string.Empty, 0, 0, DateTime.FromBinary(0), DateTime.FromBinary(0), 0, 0, 0, 0, -1, ref message) == false)
//{// Error requestMessage.
// operationResultMessage = message;
// return null;
//}
// Instead of using Market Orders, we shall use Limit Orders, since they allow to set an execution limit price.
// The VALUE_IOC instructs to execute or cancel the order, instead of GTC (Good Till Cancel)
if (_orderClient.Submit(iBuySell, iVolume, symbol.Name, dPrice, dPrice2, lTimeInForce, 10020, iOrdType,
10042, 0, pAcct, "MBTX", string.Empty, 0, 0, DateTime.FromBinary(0), DateTime.FromBinary(0), 0, 0, 0, 0, -1, ref message) == false)
{// Error requestMessage.
operationResultMessage = message;
return(null);
}
operation = new PlaceOrderOperation()
{
Id = message
};
// The message, or operation Id is the order token (further stored in OrderInfo.id)
_operationStub.RegisterOperation(operation, false);
}
return(message);
}
