private void ProcessOrderStatusMessage()
{
foreach (var accountId in _accountIds.CachedValues)
{
int?maxOrderId = null;
while (true)
{
var orders = _restClient.GetOrders(accountId, maxOrderId);
var count = 0;
foreach (var order in orders)
{
count++;
maxOrderId = order.Id - 1;
OandaOrderCondition condition = null;
OrderTypes orderType;
if (order.Type != "market" && order.Type != "limit")
{
orderType = OrderTypes.Conditional;
condition = new OandaOrderCondition
{
IsMarket = order.Type == _orderImit,
TakeProfitOffset = (decimal?)order.TakeProfit,
StopLossOffset = (decimal?)order.StopLoss,
UpperBound = (decimal?)order.UpperBound,
LowerBound = (decimal?)order.LowerBound,
TrailingStopLossOffset = order.TrailingStop,
};
}
else
{
orderType = order.Type == "market" ? OrderTypes.Market : OrderTypes.Limit;
}
SendOutMessage(new ExecutionMessage
{
OrderType = orderType,
ExecutionType = ExecutionTypes.Order,
OrderId = order.Id,
ServerTime = order.Time.FromOanda(),
OrderPrice = (decimal)order.Price,
Volume = order.Units,
Side = order.Side.To <Sides>(),
SecurityId = order.Instrument.ToSecurityId(),
ExpiryDate = order.Expiry == null ? (DateTimeOffset?)null : order.Expiry.Value.FromOanda(),
Condition = condition,
PortfolioName = GetPortfolioName(accountId),
});
}
if (count < 50)
{
break;
}
}
int?maxTradeId = null;
while (true)
{
var trades = _restClient.GetTrades(accountId, maxTradeId);
var count = 0;
foreach (var trade in trades)
{
count++;
maxTradeId = trade.Id - 1;
var takeProfit = Math.Abs(trade.TakeProfit) < 0.0000001 ? (decimal?)null : (decimal)trade.TakeProfit;
var stopLoss = Math.Abs(trade.StopLoss) < 0.0000001 ? (decimal?)null : (decimal)trade.StopLoss;
var tralingStop = trade.TrailingStop == 0 ? (int?)null : trade.TrailingStop;
var isConditional = takeProfit != null || stopLoss != null || tralingStop != null;
var transId = TransactionIdGenerator.GetNextId();
SendOutMessage(new ExecutionMessage
{
ExecutionType = ExecutionTypes.Order,
OrderType = isConditional ? OrderTypes.Conditional : OrderTypes.Limit,
OrderId = trade.Id,
OriginalTransactionId = transId,
ServerTime = trade.Time.FromOanda(),
OrderPrice = (decimal)trade.Price,
Volume = trade.Units,
Balance = 0,
Side = trade.Side.To <Sides>(),
SecurityId = trade.Instrument.ToSecurityId(),
OrderState = isConditional ? OrderStates.Active : OrderStates.Done,
PortfolioName = GetPortfolioName(accountId),
Condition = isConditional ? new OandaOrderCondition
{
TakeProfitOffset = takeProfit,
StopLossOffset = stopLoss,
TrailingStopLossOffset = tralingStop,
} : null,
});
if (!isConditional)
{
SendOutMessage(new ExecutionMessage
{
ExecutionType = ExecutionTypes.Trade,
OrderId = trade.Id,
OriginalTransactionId = transId,
TradeId = trade.Id,
TradePrice = (decimal)trade.Price,
Volume = trade.Units,
ServerTime = trade.Time.FromOanda(),
SecurityId = trade.Instrument.ToSecurityId(),
PortfolioName = GetPortfolioName(accountId),
});
}
}
if (count < 50)
{
break;
}
}
}
}
private void ProcessOrderStatusMessage()
{
foreach (var accountId in _accountIds.CachedValues)
{
int? maxOrderId = null;
while (true)
{
var orders = _restClient.GetOrders(accountId, maxOrderId);
var count = 0;
foreach (var order in orders)
{
count++;
maxOrderId = order.Id - 1;
OandaOrderCondition condition = null;
OrderTypes orderType;
if (order.Type != "market" && order.Type != "limit")
{
orderType = OrderTypes.Conditional;
condition = new OandaOrderCondition
{
IsMarket = order.Type == _orderImit,
TakeProfitOffset = (decimal?)order.TakeProfit,
StopLossOffset = (decimal?)order.StopLoss,
UpperBound = (decimal?)order.UpperBound,
LowerBound = (decimal?)order.LowerBound,
TrailingStopLossOffset = order.TrailingStop,
};
}
else
orderType = order.Type == "market" ? OrderTypes.Market : OrderTypes.Limit;
SendOutMessage(new ExecutionMessage
{
OrderType = orderType,
ExecutionType = ExecutionTypes.Order,
OrderId = order.Id,
ServerTime = order.Time.FromOanda(),
OrderPrice = (decimal)order.Price,
Volume = order.Units,
Side = order.Side.To<Sides>(),
SecurityId = order.Instrument.ToSecurityId(),
ExpiryDate = order.Expiry == null ? (DateTimeOffset?)null : order.Expiry.Value.FromOanda(),
Condition = condition,
PortfolioName = GetPortfolioName(accountId),
});
}
if (count < 50)
break;
}
int? maxTradeId = null;
while (true)
{
var trades = _restClient.GetTrades(accountId, maxTradeId);
var count = 0;
foreach (var trade in trades)
{
count++;
maxTradeId = trade.Id - 1;
var takeProfit = Math.Abs(trade.TakeProfit) < 0.0000001 ? (decimal?)null : (decimal)trade.TakeProfit;
var stopLoss = Math.Abs(trade.StopLoss) < 0.0000001 ? (decimal?)null : (decimal)trade.StopLoss;
var tralingStop = trade.TrailingStop == 0 ? (int?)null : trade.TrailingStop;
var isConditional = takeProfit != null || stopLoss != null || tralingStop != null;
var transId = TransactionIdGenerator.GetNextId();
SendOutMessage(new ExecutionMessage
{
ExecutionType = ExecutionTypes.Order,
OrderType = isConditional ? OrderTypes.Conditional : OrderTypes.Limit,
OrderId = trade.Id,
OriginalTransactionId = transId,
ServerTime = trade.Time.FromOanda(),
OrderPrice = (decimal)trade.Price,
Volume = trade.Units,
Balance = 0,
Side = trade.Side.To<Sides>(),
SecurityId = trade.Instrument.ToSecurityId(),
OrderState = isConditional ? OrderStates.Active : OrderStates.Done,
PortfolioName = GetPortfolioName(accountId),
Condition = isConditional ? new OandaOrderCondition
{
TakeProfitOffset = takeProfit,
StopLossOffset = stopLoss,
TrailingStopLossOffset = tralingStop,
} : null,
});
if (!isConditional)
{
SendOutMessage(new ExecutionMessage
{
ExecutionType = ExecutionTypes.Trade,
OrderId = trade.Id,
OriginalTransactionId = transId,
TradeId = trade.Id,
TradePrice = (decimal)trade.Price,
Volume = trade.Units,
ServerTime = trade.Time.FromOanda(),
SecurityId = trade.Instrument.ToSecurityId(),
PortfolioName = GetPortfolioName(accountId),
});
}
}
if (count < 50)
break;
}
}
}
