public override Order Clone()
{
var order = new StopLimitOrder {
StopPrice = StopPrice, LimitPrice = LimitPrice
};
CopyTo(order);
return(order);
}
private static Order CreateOrder(OrderType orderType, JObject jObject)
{
Order order;
switch (orderType)
{
case OrderType.Market:
order = new MarketOrder();
break;
case OrderType.Limit:
order = new LimitOrder {
LimitPrice = jObject["LimitPrice"].Value <decimal>()
};
break;
case OrderType.StopMarket:
order = new StopMarketOrder
{
StopPrice = jObject["StopPrice"].Value <decimal>()
};
break;
case OrderType.StopLimit:
order = new StopLimitOrder
{
LimitPrice = jObject["LimitPrice"].Value <decimal>(),
StopPrice = jObject["StopPrice"].Value <decimal>()
};
break;
case OrderType.MarketOnOpen:
order = new MarketOnOpenOrder();
break;
case OrderType.MarketOnClose:
order = new MarketOnCloseOrder();
break;
default:
throw new ArgumentOutOfRangeException();
}
return(order);
}
public static Order CreateOrder(SubmitOrderRequest request)
{
Order order;
switch (request.OrderType)
{
case OrderType.Market:
order = new MarketOrder(request.Symbol, request.Quantity, request.Time, request.Tag);
break;
case OrderType.Limit:
order = new LimitOrder(request.Symbol, request.Quantity, request.LimitPrice, request.Time, request.Tag);
break;
case OrderType.StopMarket:
order = new StopMarketOrder(request.Symbol, request.Quantity, request.StopPrice, request.Time, request.Tag);
break;
case OrderType.StopLimit:
order = new StopLimitOrder(request.Symbol, request.Quantity, request.StopPrice, request.LimitPrice, request.Time, request.Tag);
break;
case OrderType.MarketOnOpen:
order = new MarketOnOpenOrder(request.Symbol, request.Quantity, request.Time, request.Tag);
break;
case OrderType.MarketOnClose:
order = new MarketOnCloseOrder(request.Symbol, request.Quantity, request.Time, request.Tag);
break;
default:
throw new ArgumentOutOfRangeException();
}
order.Status = OrderStatus.New;
order.Id = request.OrderId;
if (request.Tag != null)
{
order.Tag = request.Tag;
}
return(order);
}