static public ezPrice FromDouble(EZOrder order, double price)
{
var ezPrice = new ezPrice(price);
ezPrice.order = order;
return(ezPrice);
}
void StoreOrder(string strategyName, EZOrder order)
{
if (!orders.ContainsKey(strategyName) || orders[strategyName] == null)
{
orders[strategyName] = new List <EZOrder>();
}
orders[strategyName].Add(order);
}
void api_OnOrder(EZOrderStatus status, EZInstrument ttInstrument, EZOrder order, EZOrder newOrder)
{
//cross thread - so you don't get the cross theading exception
if (this.InvokeRequired)
{
this.BeginInvoke((MethodInvoker) delegate
{
api_OnOrder(status, ttInstrument, order, newOrder);
});
return;
}
}
public void Sell(EZInstrument instrument, int quantity, string strategyName)
{
if (strategyName != null)
{
executionStatus[strategyName] = new ExecutionStatus(strategyName);
}
ezPrice bid = instrument.Bid;
EZOrder ezo = api.SellLimit(instrument, quantity, bid, strategyName);
StoreOrder(strategyName, ezo);
Spy.Print("SELL: {0} @ {1}", quantity, bid);
}
public void Buy(EZInstrument instrument, int quantity, string strategyName)
{
if (strategyName != null)
{
executionStatus[strategyName] = new ExecutionStatus(strategyName);
executionStatus[strategyName].quantitySubmitted = quantity;
}
ezPrice ask = instrument.Ask;
EZOrder ezo = api.BuyLimit(instrument, quantity, ask, strategyName);
StoreOrder(strategyName, ezo);
Spy.Print("BUY: {0} @ {1}", quantity, ask);
}
