public int PlaceSimpleOrder(SimpleOrder simpleOrder)
{
try
{
IBUser user = _userManager.GetUser(simpleOrder.UserName);
if (user != null)
{
IBApi.Contract contract = IBContractSamples.GetContract(simpleOrder);
IBApi.Order order = IBOrderSamples.GetOrder(simpleOrder);
return(user.PlaceOrder(contract, order, simpleOrder.Fund, simpleOrder.Strategy, simpleOrder.Folder));
}
return(-1);
}
catch (Exception ex)
{
_Logger.Error(ex);
throw ex;
}
}
public OrderInfo(IBOrder order, Instrument instrument = null, string orderState = null)
{
// При создании OrderInfo из IBApi.Order у нас нет информации
// * о неисполненном объеме заявки. Есть надежда, что этот объем придет через orderState()
// * о времени постановки заявки. Тут ничего не поделаешь, проставляем текущую дату/время
Account = order.Account;
OrderId = order.OrderId;
Operation = IBUtils.ParseOrderOperation(order.Action);
Price = (decimal)order.LmtPrice;
OrderRef = order.OrderRef;
Type = IBUtils.ParseOrderType(order.OrderType) ?? OrderType.Limit;
PermId = order.PermId;
Quantity = order.TotalQuantity;
ActiveQuantity = order.TotalQuantity;
DateTime = DateTime.Now;
Instrument = instrument;
State = IBUtils.ParseOrderState(orderState) ?? OrderState.Active;
NewOrderTransactionId = Guid.NewGuid();
}
/// <summary>
/// Обработать транзакцию <see cref="NewOrderTransaction"/>
/// </summary>
/// <param name="transaction">
/// Транзакция для обработки
/// </param>
async void ITransactionVisitor.Visit(NewOrderTransaction transaction)
{
try
{
var order = new IBOrder
{
Account = transaction.Account,
ClientId = connector.ClientId,
Action = transaction.Operation == OrderOperation.Buy ? "BUY" : "SELL",
TotalQuantity = (int)transaction.Quantity,
OrderRef = !string.IsNullOrWhiteSpace(transaction.Comment)
? connector.IBOrderRouter.SessionUidInternal + transaction.Comment
: connector.IBOrderRouter.SessionUidInternal,
Transmit = true
};
switch (transaction.Type)
{
case OrderType.Limit:
order.OrderType = "LMT";
order.LmtPrice = (double)transaction.Price;
break;
case OrderType.Market:
order.OrderType = "MKT";
break;
default:
throw new ArgumentOutOfRangeException("transaction.Type");
}
switch (transaction.ExecutionCondition)
{
case OrderExecutionCondition.PutInQueue:
order.Tif = "GTC"; /* Good till cancelled */
break;
case OrderExecutionCondition.FillOrKill:
order.Tif = "FOC"; /* Fill or cancel */
break;
case OrderExecutionCondition.KillBalance:
order.Tif = "IOC"; /* Immediate or cancel */
break;
default:
throw new ArgumentOutOfRangeException("transaction.ExecutionCondition");
}
await connector.Adapter.PlaceOrderAsync(transaction, order);
}
catch (TransactionRejectedException exception)
{
Reject(transaction, exception.Message);
}
catch (Exception exception)
{
_Log.Error()
.Print(exception, "Unable to send transaction", LogFields.Transaction(transaction),
LogFields.Message(exception.Message));
Reject(transaction, "Transaction execution failed: {0}", exception.Message);
}
}
public ComSoftDollarTier(IBApi.Order order)
{
this.order = order;
}
public ComSoftDollarTier(IBApi.Order order)
{
this.data = order.Tier;
}
