/// <summary>
/// OrderUpdated InstrumentTradeSubscription callback.
/// </summary>
/// <param name="sender">Sender (InstrumentTradeSubscription)</param>
/// <param name="e">OrderUpdatedEventArgs</param>
void m_instrumentTradeSubscription_OrderUpdated(object sender, OrderUpdatedEventArgs e)
{
if (e.NewOrder.SiteOrderKey == m_LastOrderSiteOrderKey)
{
m_lastOrder = e.NewOrder;
}
}
private void PositionManager_OrderUpdated(object sender, OrderUpdatedEventArgs e)
{
if (e.Order.OrderState == BrokerOrderState.Cancelled ||
e.Order.OrderState == BrokerOrderState.Rejected)
{
string message = "Order " + e.Order.OrderState.ToString() + ":" + e.Order.ToString();
if (!string.IsNullOrEmpty(e.Information))
{
message += " Additional information: " + e.Information;
}
OutputSeverityLevel severityLevel = e.Order.CancelPending ? OutputSeverityLevel.Informational : OutputSeverityLevel.Warning;
_systemLogger.Log(severityLevel, "ActivityLogger", e.Order.Symbol, message);
}
else
{
string message = "Order updated: " + e.Order.ToString();
if (!string.IsNullOrEmpty(e.Information))
{
message += " Additional information: " + e.Information;
}
_systemLogger.Log(OutputSeverityLevel.Informational, "ActivityLogger", e.Order.Symbol, message);
}
}
private void OnOrderUpdated(object sender, OrderUpdatedEventArgs e)
{
var row = GetContractRow(e.NewOrder.Instrument);
if (row != null)
{
row.ProcessMessage(e);
}
}
////////////////////////////////////////////////////////////////////////////////////////////////////
/// <summary> Event notification for order update. </summary>
////////////////////////////////////////////////////////////////////////////////////////////////////
void m_algoTradeSubscription_OrderUpdated(object sender, OrderUpdatedEventArgs e)
{
if (e.NewOrder.ExecutionType == ExecType.Restated)
{
Console.WriteLine("\n PARENT Algo Order Restated [{0}] for Algo : {1} with Synthetic Status : {2} ", e.NewOrder.SiteOrderKey, e.NewOrder.Algo.Alias, e.NewOrder.SyntheticStatus.ToString());
}
else
{
Console.WriteLine("\nOrderUpdated [{0}] {1}: {2}", e.NewOrder.SiteOrderKey, e.NewOrder.BuySell, e.NewOrder.ToString());
}
}
/// <summary>
/// Event notification for order update
/// </summary>
void m_ts_OrderUpdated(object sender, OrderUpdatedEventArgs e)
{
if (e.OldOrder.SiteOrderKey == m_orderKey)
{
// Our parent order has been updated
Console.WriteLine("Our parent order has been updated: {0}", e.Message);
}
else if (e.OldOrder.SyntheticOrderKey == m_orderKey)
{
// A child order of our parent order has been updated
Console.WriteLine("A child order of our parent order has been updated: {0}", e.Message);
}
}
/// <summary>
/// Triggered when a Order in this subscription is updated.
/// </summary>
void tradeSubscription_OrderUpdated(object sender, OrderUpdatedEventArgs e)
{
UpdateAuditLog("OrderUpdated", e.NewOrder);
}
/// <summary>
/// Event notification for order update
/// </summary>
void m_ts_OrderUpdated(object sender, OrderUpdatedEventArgs e)
{
Console.WriteLine("Order was updated with price of {0}.", e.NewOrder.LimitPrice);
}
private void PositionManager_SpecialOrderFailed(object sender, OrderUpdatedEventArgs e)
{
PositionManager_OrderUpdated(sender, e);
}
private void PositionManager_OrderSubmitted(object sender, OrderUpdatedEventArgs e)
{
string message = "Order Submitted: " + e.Order.ToString();
_systemLogger.Log(OutputSeverityLevel.Informational, "ActivityLogger", e.Order.Symbol, message);
}
/// <summary>
/// Event notification for order update
/// </summary>
void m_trd_OrderUpdated(object sender, OrderUpdatedEventArgs e)
{
Console.WriteLine("Order was updated with price of {0}.", e.NewOrder.LimitPrice);
}
public void ProcessMessage(OrderUpdatedEventArgs e)
{
NumModifications++;
}
void ts_OrderUpdated(object sender, OrderUpdatedEventArgs e)
{
//Console.WriteLine("OrderUpdated");
ManageHedgedOrders(e.NewOrder);
}
void ts_OrderUpdated(object sender, OrderUpdatedEventArgs e)
{
processOrder(TTOrderStatus.Updated, e.OldOrder, e.NewOrder);
}
/// <summary>
/// Triggered when a Order in this subscription is updated.
/// </summary>
void tradeSubscription_OrderUpdated(object sender, OrderUpdatedEventArgs e)
{
UpdateAuditLog("OrderUpdated", e.NewOrder);
}
/// <summary>
/// OrderUpdated InstrumentTradeSubscription callback.
/// </summary>
/// <param name="sender">Sender (InstrumentTradeSubscription)</param>
/// <param name="e">OrderUpdatedEventArgs</param>
void m_instrumentTradeSubscription_OrderUpdated(object sender, OrderUpdatedEventArgs e)
{
if (e.NewOrder.SiteOrderKey == m_LastOrderSiteOrderKey)
{
m_lastOrder = e.NewOrder;
}
}
/// <summary>
/// Event notification for order update
/// </summary>
void m_ts_OrderUpdated(object sender, OrderUpdatedEventArgs e)
{
if (e.OldOrder.SiteOrderKey == m_orderKey)
{
// Our parent order has been updated
Console.WriteLine("Our parent order has been updated: {0}", e.Message);
}
else if (e.OldOrder.SyntheticOrderKey == m_orderKey)
{
// A child order of our parent order has been updated
Console.WriteLine("A child order of our parent order has been updated: {0}", e.Message);
}
}
////////////////////////////////////////////////////////////////////////////////////////////////////
/// <summary> Event notification for order update. </summary>
////////////////////////////////////////////////////////////////////////////////////////////////////
void m_instrumentTradeSubscription_OrderUpdated(object sender, OrderUpdatedEventArgs e)
{
Console.WriteLine("\nOrderUpdated [{0}] with price={1}", e.NewOrder.SiteOrderKey, e.NewOrder.LimitPrice);
}
public void ts_OrderUpdated(object sender, OrderUpdatedEventArgs e)
{
if (e.OldOrder.SiteOrderKey == orderKey)
{
// Our order has been updated
Console.WriteLine("Our order has been updated: " + e.Message);
}
}
