private void InsertOrderHistoryEntry(
HiddenOrderEntry orderToClose, OrderStatus status, DateTime closeTime)
{
OrderHistory.InsertOne(
new OrderHistoryEntry
{
CreateTime = orderToClose.EntryTime,
CloseTime = closeTime,
User = orderToClose.User,
AccountId = orderToClose.AccountId,
Instrument = orderToClose.Instrument,
Qty = orderToClose.Qty,
Side = orderToClose.Side,
// Closed stop order
Type = OrderType.Stop,
// Stop order does not fill quantity, it only creates a limit order
FilledQty = 0,
LimitPrice = null,
StopPrice = orderToClose.StopPrice,
// TODO from stop loss and take profit
//ChildrenIds
DurationType = orderToClose.DurationType,
Duration = orderToClose.Duration,
Status = status,
}
);
}
internal void CreateOrder(CreateOrderEventEntry createOrder)
{
_logger.LogDebug("Called create order @ version number " + createOrder.VersionNumber);
switch (createOrder.Type)
{
case OrderType.Limit:
var limitOrder = new OrderBookEntry
{
EntryTime = createOrder.EntryTime,
CreatedOnVersionId = createOrder.VersionNumber,
User = createOrder.User,
AccountId = createOrder.AccountId,
Instrument = createOrder.Instrument,
Qty = createOrder.Qty,
Side = createOrder.Side,
FilledQty = 0m,
LimitPrice = createOrder.LimitPrice.Value,
// TODO from stop loss and take profit
//ChildrenIds
DurationType = createOrder.DurationType,
Duration = createOrder.Duration,
};
OrderBook.InsertOne(limitOrder);
break;
case OrderType.Stop:
var stopOrder = new HiddenOrderEntry
{
EntryTime = createOrder.EntryTime,
CreatedOnVersionId = createOrder.VersionNumber,
User = createOrder.User,
AccountId = createOrder.AccountId,
Instrument = createOrder.Instrument,
Qty = createOrder.Qty,
Side = createOrder.Side,
StopPrice = createOrder.StopPrice.Value,
// TODO from stop loss and take profit
//ChildrenIds
DurationType = createOrder.DurationType,
Duration = createOrder.Duration,
};
HiddenOrders.InsertOne(stopOrder);
break;
case OrderType.Market:
OrderHistory.InsertOne(
new OrderHistoryEntry
{
CreateTime = createOrder.EntryTime,
CloseTime = createOrder.EntryTime,
User = createOrder.User,
AccountId = createOrder.AccountId,
Instrument = createOrder.Instrument,
Qty = createOrder.Qty,
Side = createOrder.Side,
// Closed market order
Type = OrderType.Market,
// The market order will be filled by the following match orders
FilledQty = createOrder.FilledMarketOrderQty,
// The most expensive accepted limit price will be shown to the user
LimitPrice = createOrder.LimitPrice.Value,
StopPrice = null,
// TODO from stop loss and take profit
//ChildrenIds
DurationType = createOrder.DurationType,
Duration = createOrder.Duration,
Status = OrderStatus.Filled,
}
);
break;
default:
throw new ArgumentOutOfRangeException(nameof(createOrder.Type));
}
_logger.LogDebug("Persisted create order @ version number " + createOrder.VersionNumber);
}