public override async Task <ExecutionReport> AddOrderAndWaitExecution(TradingSignal signal, TranslatedSignalTableEntity translatedSignal, TimeSpan timeout)
{
var newOrderSingle = new NewOrderSingle
{
HandlInst = new HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE),
Symbol = _modelConverter.ConvertLykkeSymbol(signal.Instrument.Name),
Side = _modelConverter.ConvertSide(signal.TradeType),
OrderQty = new OrderQty(signal.Volume),
OrdType = _modelConverter.ConverOrderType(signal.OrderType),
TimeInForce = new TimeInForce(TimeInForce.IMMEDIATE_OR_CANCEL),
TransactTime = new TransactTime(DateTime.UtcNow),
Price = new Price(signal.Price ?? 0m)
};
var cts = new CancellationTokenSource(timeout);
var report = await _connector.AddOrderAsync(newOrderSingle, cts.Token);
var trade = _modelConverter.ConvertExecutionReport(report);
try
{
var handlerTrade = _modelConverter.ConvertExecutionReport(report);
handlerTrade.ExecType = ExecType.Trade;
await _executionHandler.Handle(handlerTrade);
}
catch (Exception ex)
{
await _log.WriteErrorAsync(nameof(AddOrderAndWaitExecution), "Posting order to Jfd", ex);
}
return(trade);
}
private async Task SaveMessageAsync(Message message, FixMessageDirection direction)
{
try
{
var entity = new FixMessageTableEntity()
{
PartitionKey = "icm", // TODO
RowKey = (DateTime.MaxValue.Ticks - DateTime.UtcNow.Ticks).ToString(),
Type = message.GetType().Name,
Message = message.ToString().Replace("\u0001", "^"),
Direction = direction
};
await _tableStorage.InsertAsync(entity);
}
catch (Exception ex)
{
await _log.WriteErrorAsync(nameof(SaveMessageAsync), string.Empty, "Saving fix messages", ex);
}
}