/// <summary>Handle a request to place a market order</summary>
private void HandleMsg(OutMsg.PlaceMarketOrder req)
{
// Ignore invalid requests
if (req.Order.TradeType == ETradeType.None)
{
return;
}
// Get the symbol to be traded
var sym = GetSymbol(req.Order.SymbolCode);
// Place the immediate order
var result = (TradeResult)null;
if (req.Position != null)
{
// Note: CAlgo does not take an entry price for immediate orders. It must
// assume the price of the received message and only reject it if the order cannot
// be filled within 'MarketRangePips' of the price at the time the order is received.
var position = req.Position;
result = CAlgo.ExecuteMarketOrder(
position.TradeType.ToCAlgoTradeType(),
sym,
position.Volume,
position.Label,
position.StopLossRel > 0 ? sym.PriceToPips(position.StopLossRel) : (double?)null,
position.TakeProfitRel > 0 ? sym.PriceToPips(position.TakeProfitRel) : (double?)null,
req.MarketRangePips,
position.Comment);
}
// Place the limit order
else if (req.PendingLimit != null)
{
var pending = req.PendingLimit;
result = CAlgo.PlaceLimitOrder(
pending.TradeType.ToCAlgoTradeType(),
sym,
pending.Volume,
pending.EntryPrice,
pending.Label,
pending.StopLossRel > 0 ? sym.PriceToPips(pending.StopLossRel) : (double?)null,
pending.TakeProfitRel > 0 ? sym.PriceToPips(pending.TakeProfitRel) : (double?)null,
pending.ExpirationTime != 0 ? new DateTime(pending.ExpirationTime, DateTimeKind.Utc) : (DateTime?)null,
pending.Comment);
}
// Place the stop order
else if (req.PendingStop != null)
{
var pending = req.PendingStop;
result = CAlgo.PlaceStopOrder(
pending.TradeType.ToCAlgoTradeType(),
sym,
pending.Volume,
pending.EntryPrice,
pending.Label,
pending.StopLossRel > 0 ? sym.PriceToPips(pending.StopLossRel) : (double?)null,
pending.TakeProfitRel > 0 ? sym.PriceToPips(pending.TakeProfitRel) : (double?)null,
pending.ExpirationTime != 0 ? new DateTime(pending.ExpirationTime, DateTimeKind.Utc) : (DateTime?)null,
pending.Comment);
}
// Send the result
Post(new InMsg.MarketOrderChangeResult(result.IsSuccessful, result.Error != null ? result.Error.Value.ToTradeeErrorCode() : EErrorCode.NoError));
// Send an update of the current/pending positions
SendCurrentPositions();
SendPendingPositions();
}
/// <summary>Handle a request to place a market order</summary>
private void HandleMsg(OutMsg.PlaceMarketOrder msg)
{
var order = msg.Order;
// Find the transmitter of the instrument that the order is for
Transmitter trans;
if (!Transmitters.TryGetValue(order.SymbolCode, out trans))
{
Model.DispatchMsg(new InMsg.MarketOrderChangeResult(false, EErrorCode.Failed));
return;
}
// Check the volume is valid
if (order.Volume < trans.PriceData.VolumeMin ||
order.Volume > trans.PriceData.VolumeMax ||
order.Volume % trans.PriceData.VolumeStep != 0)
{
Model.DispatchMsg(new InMsg.MarketOrderChangeResult(false, EErrorCode.InvalidVolume));
return;
}
// Place an immediate order
if (msg.Position != null)
{
var res = ActionTrade(msg.Position);
if (res != EErrorCode.NoError)
{
Model.DispatchMsg(new InMsg.MarketOrderChangeResult(false, res));
return;
}
}
// Place a limit order
else if (msg.PendingLimit != null)
{
// Limit orders are rejected if the price is not on the profit side of the order
if (msg.PendingLimit.TradeType == ETradeType.Long && trans.PriceData.AskPrice < msg.PendingLimit.EntryPrice)
{
Model.DispatchMsg(new InMsg.MarketOrderChangeResult(false, EErrorCode.Failed));
return;
}
if (msg.PendingLimit.TradeType == ETradeType.Short && trans.PriceData.BidPrice > msg.PendingLimit.EntryPrice)
{
Model.DispatchMsg(new InMsg.MarketOrderChangeResult(false, EErrorCode.Failed));
return;
}
// Add the pending order
Pending.Add(msg.PendingLimit);
}
// Place a stop order
else if (msg.PendingStop != null)
{
// Stop orders are rejected if the price is not on the loss side of the order
if (msg.PendingStop.TradeType == ETradeType.Long && trans.PriceData.AskPrice > msg.PendingStop.EntryPrice)
{
Model.DispatchMsg(new InMsg.MarketOrderChangeResult(false, EErrorCode.Failed));
return;
}
if (msg.PendingStop.TradeType == ETradeType.Short && trans.PriceData.BidPrice < msg.PendingStop.EntryPrice)
{
Model.DispatchMsg(new InMsg.MarketOrderChangeResult(false, EErrorCode.Failed));
return;
}
// Add the pending order
Pending.Add(msg.PendingStop);
}
// Send an update of the current/pending positions
SendCurrentPositions();
SendPendingPositions();
}
