public void HandleOpenOrder(OpenOrderEventArgs e)
{
if (debug)
{
log.Debug("Broker Order: id " + e.Order.OrderId + " " + e.Contract.Symbol + " " + OrderToString(e.Order));
}
TickZoom.Api.OrderType type = TickZoom.Api.OrderType.BuyMarket;
double price = 0;
switch (e.Order.OrderType)
{
case Krs.Ats.IBNet.OrderType.Market:
if (e.Order.Action == ActionSide.Buy)
{
type = TickZoom.Api.OrderType.BuyMarket;
}
else
{
type = TickZoom.Api.OrderType.SellMarket;
}
price = 0;
break;
case Krs.Ats.IBNet.OrderType.Limit:
if (e.Order.Action == ActionSide.Buy)
{
type = TickZoom.Api.OrderType.BuyLimit;
}
else
{
type = TickZoom.Api.OrderType.SellLimit;
}
price = (double)e.Order.LimitPrice;
break;
case Krs.Ats.IBNet.OrderType.Stop:
if (e.Order.Action == ActionSide.Buy)
{
type = TickZoom.Api.OrderType.BuyStop;
}
else
{
type = TickZoom.Api.OrderType.SellStop;
}
price = (double)e.Order.AuxPrice;
break;
default:
log.Error("Unknown OrderType: " + e.Order.OrderType);
break;
}
SymbolInfo symbol = Factory.Symbol.LookupSymbol(e.Contract.Symbol);
SymbolHandler handler;
if (symbolHandlers.TryGetValue(symbol.BinaryIdentifier, out handler))
{
int logicalOrderId = GetLogicalOrderId(e.Order.OrderId);
handler.LogicalOrderHandler.AddPhysicalOrder(type, price, e.Order.TotalQuantity, logicalOrderId, e.Order);
}
}
private void eh_OpenOrder(object sender, OpenOrderEventArgs e)
{
System.Windows.Threading.Dispatcher.FromThread(OrderManager.UIThread).Invoke(() =>
{
DisplayedOrder dOrder = mainWin.Orders.FirstOrDefault <DisplayedOrder>(x => x.OrderId == e.OrderId);
if (dOrder == null)
{
dOrder = new DisplayedOrder()
{
OrderId = e.Order.OrderId,
Action = e.Order.Action,
Type = e.Order.OrderType,
Symbol = e.Contract.Symbol,
Currency = e.Contract.Currency,
Status = e.OrderState.Status,
Account = e.Order.Account,
Tif = e.Order.Tif,
GTD = e.Order.GoodTillDate,
GAT = e.Order.GoodAfterTime,
StopPrice = e.Order.TrailStopPrice,
LmtPrice = e.Order.LmtPrice,
Quantity = e.Order.TotalQuantity,
Exchange = e.Contract.Exchange,
ParentId = e.Order.ParentId,
OcaGroup = e.Order.OcaGroup,
OcaType = e.Order.OcaType,
Source = DisplayName,
Time = DateTime.Now
};
mainWin.Orders.Insert(0, dOrder);
}
});
}
private void client_OpenOrder(object sender, OpenOrderEventArgs e)
{
if (trace)
{
log.Trace("Open Order Id " + e.Order.OrderId + " " + e.Contract.Symbol + " " + OrderToString(e.Order));
}
openOrders[e.Order.OrderId] = e;
}
/// <inheritdoc/>
public void openOrder(int orderId, Contract contract, Order order, OrderState orderState)
{
var eventArgs = new OpenOrderEventArgs(orderId, contract, order, orderState);
this.OpenOrderEvent?.Invoke(this, eventArgs);
}
void ibclient_OpenOrder2(object sender0, OpenOrderEventArgs e)
{
SrBrokerOrder oqorder;
tStart("ibclient_OpenOrder");
logger.AddLog(LoggerLevel.Information,
"ibclient_OpenOrder(): "
+ "Order from TWS: id: " + e.OrderId
+ ", " + e.Contract.Symbol
+ ", Status: " + e.OrderState.Status.ToString()
+ ", Shares: " + e.Order.TotalQuantity.ToString());
// TODO: if order already there, just update status, qty, etc
oqorder = new SrBrokerOrder();
oqorder.Symbol = e.Contract.Symbol;
oqorder.Currency = e.Contract.Currency;
oqorder.Exchange = e.Contract.Exchange;
if (!Helpers.SecurityTypeToInstrumentType(e.Contract.SecurityType, out oqorder.InstrumentType))
{
error("unknown security type in Order " + oqorder.Symbol);
return;
}
oqorder.OrderId = e.OrderId.ToString();
oqorder.Price = (double) e.Order.LimitPrice;
oqorder.Qty = e.Order.TotalQuantity;
if (!Helpers.ActionSideToOrderSide(e.Order.Action, out oqorder.Side))
{
error("unknown action side in Order " + oqorder.Symbol);
}
if (!Helpers.OrderStateToOrderStatus(e.OrderState.Status, out oqorder.Status))
{
error("unknown status in Order " + oqorder.Symbol);
return;
}
oqorder.StopPrice = (double)e.Order.AuxPrice; // stop order only
if (!Helpers.OrderTypeToOrderType(e.Order.OrderType, out oqorder.Type))
{
error("bad order type in Order " + oqorder.Symbol);
}
oqorder.OrderId = e.OrderId.ToString();
// Fields
oqorder.AddCustomField("ContractId", e.Contract.ContractId.ToString());
oqorder.AddCustomField("Multiplier", e.Contract.Multiplier);
oqorder.AddCustomField("Account", e.Order.Account);
oqorder.AddCustomField("ClientId", e.Order.ClientId.ToString());
oqorder.AddCustomField("DiscretionaryAmt", e.Order.DiscretionaryAmt.ToString());
oqorder.AddCustomField("DisplaySize", e.Order.DisplaySize.ToString());
oqorder.AddCustomField("ETradeOnly", e.Order.ETradeOnly.ToString());
oqorder.AddCustomField("GoodAfterTime", e.Order.GoodAfterTime);
oqorder.AddCustomField("GoodTillDate", e.Order.GoodTillDate);
oqorder.AddCustomField("Hidden", e.Order.Hidden.ToString());
oqorder.AddCustomField("NbboPriceCap", e.Order.NbboPriceCap.ToString());
if (!string.IsNullOrWhiteSpace(e.Order.OcaGroup))
{
oqorder.AddCustomField("OcaGroup", e.Order.OcaGroup);
oqorder.AddCustomField("OcaType", e.Order.OcaType.ToString());
}
oqorder.AddCustomField("OrderRef", e.Order.OrderRef);
oqorder.AddCustomField("Origin", e.Order.Origin.ToString());
oqorder.AddCustomField("OutsideRth", e.Order.OutsideRth.ToString());
oqorder.AddCustomField("OverridePercentageConstraints", e.Order.OverridePercentageConstraints.ToString());
oqorder.AddCustomField("ParentId", e.Order.ParentId.ToString());
oqorder.AddCustomField("PercentOffset", e.Order.PercentOffset.ToString());
oqorder.AddCustomField("PermId", e.Order.PermId.ToString());
oqorder.AddCustomField("ReferencePriceType", e.Order.ReferencePriceType.ToString());
oqorder.AddCustomField("Rule80A", e.Order.Rule80A.ToString());
//oqorder.AddCustomField("ScaleInitLevelSize", e.Order.ScaleInitLevelSize.ToString());
//oqorder.AddCustomField("ScalePriceIncrement", e.Order.ScalePriceIncrement.ToString());
//oqorder.AddCustomField("ScaleSubsLevelSize", e.Order.ScaleSubsLevelSize.ToString());
oqorder.AddCustomField("SettlingFirm", e.Order.SettlingFirm);
oqorder.AddCustomField("StartingPrice", e.Order.StartingPrice.ToString());
oqorder.AddCustomField("StockRangeLower", e.Order.StockRangeLower.ToString());
oqorder.AddCustomField("StockRangeUpper", e.Order.StockRangeUpper.ToString());
oqorder.AddCustomField("StockRefPrice", e.Order.StockRefPrice.ToString());
oqorder.AddCustomField("SweepToFill", e.Order.SweepToFill.ToString());
oqorder.AddCustomField("Tif", e.Order.Tif.ToString());
oqorder.AddCustomField("TrailStopPrice", e.Order.TrailStopPrice.ToString());
oqorder.AddCustomField("TriggerMethod", e.Order.TriggerMethod.ToString());
oqorder.AddCustomField("WhatIf", e.Order.WhatIf.ToString());
string key = oqorder.OrderId;
lock (private_lock)
{
pendingOrders[key] = oqorder;
}
tEnd("ibclient_OpenOrder()");
}
void ibclient_OpenOrder(object sender, OpenOrderEventArgs e)
{
try
{
ibclient_OpenOrder2(sender, e);
}
catch (Exception ex)
{
error("ibclient_OpenOrder2: " + ex.Message);
return;
}
}
