/// <summary>
/// Event handler for streaming events
/// </summary>
/// <param name="data">The event object</param>
private void OnEventReceived(Event data)
{
if (data.IsHeartbeat())
{
lock (LockerConnectionMonitor)
{
LastHeartbeatUtcTime = DateTime.UtcNow;
}
return;
}
if (data.transaction != null)
{
if (data.transaction.type == "ORDER_FILLED")
{
Order order;
lock (Locker)
{
order = OrderProvider.GetOrderByBrokerageId(data.transaction.orderId);
}
if (order != null)
{
OrderStatus status;
// Market orders are special: if the order was not in 'PartiallyFilledMarketOrders', means
// we already sent the fill event with OrderStatus.Filled, else it means we already informed the user
// of a partiall fill, or didn't inform the user, so we need to do it now
if (order.Type != OrderType.Market || PendingFilledMarketOrders.TryRemove(order.Id, out status))
{
order.PriceCurrency = SecurityProvider.GetSecurity(order.Symbol).SymbolProperties.QuoteCurrency;
const int orderFee = 0;
var fill = new OrderEvent(order, DateTime.UtcNow, orderFee, "Oanda Fill Event")
{
Status = OrderStatus.Filled,
FillPrice = (decimal)data.transaction.price,
FillQuantity = data.transaction.units
};
// flip the quantity on sell actions
if (order.Direction == OrderDirection.Sell)
{
fill.FillQuantity *= -1;
}
OnOrderEvent(fill);
}
}
else
{
Log.Error($"OandaBrokerage.OnEventReceived(): order id not found: {data.transaction.orderId}");
}
}
}
}
/// <summary>
/// Event handler for streaming events
/// </summary>
/// <param name="json">The event object</param>
private void OnTransactionDataReceived(string json)
{
var obj = (JObject)JsonConvert.DeserializeObject(json);
var type = obj["type"].ToString();
switch (type)
{
case "HEARTBEAT":
lock (LockerConnectionMonitor)
{
LastHeartbeatUtcTime = DateTime.UtcNow;
}
break;
case "ORDER_FILL":
var transaction = obj.ToObject <OrderFillTransaction>();
Order order;
lock (Locker)
{
order = OrderProvider.GetOrderByBrokerageId(transaction.OrderID);
}
if (order != null)
{
OrderStatus status;
// Market orders are special: if the order was not in 'PartiallyFilledMarketOrders', means
// we already sent the fill event with OrderStatus.Filled, else it means we already informed the user
// of a partiall fill, or didn't inform the user, so we need to do it now
if (order.Type != OrderType.Market || PendingFilledMarketOrders.TryRemove(order.Id, out status))
{
order.PriceCurrency = SecurityProvider.GetSecurity(order.Symbol).SymbolProperties.QuoteCurrency;
const int orderFee = 0;
OnOrderEvent(new OrderEvent(order, DateTime.UtcNow, orderFee, "Oanda Fill Event")
{
Status = OrderStatus.Filled,
FillPrice = transaction.Price.ToDecimal(),
FillQuantity = Convert.ToInt32(transaction.Units)
});
}
}
else
{
Log.Error($"OandaBrokerage.OnTransactionDataReceived(): order id not found: {transaction.OrderID}");
}
break;
}
}
/// <summary>
/// Event handler for streaming events
/// </summary>
/// <param name="json">The event object</param>
private void OnTransactionDataReceived(string json)
{
var obj = (JObject)JsonConvert.DeserializeObject(json);
var type = obj["type"].ToString();
switch (type)
{
case "HEARTBEAT":
TransactionsConnectionHandler.KeepAlive(DateTime.UtcNow);
break;
case "ORDER_FILL":
var transaction = obj.ToObject <OrderFillTransaction>();
Order order;
lock (Locker)
{
order = OrderProvider.GetOrderByBrokerageId(transaction.OrderID);
}
if (order != null)
{
OrderStatus status;
// Market orders are special: if the order was not in 'PartiallyFilledMarketOrders', means
// we already sent the fill event with OrderStatus.Filled, else it means we already informed the user
// of a partiall fill, or didn't inform the user, so we need to do it now
if (order.Type != OrderType.Market || PendingFilledMarketOrders.TryRemove(order.Id, out status))
{
OnOrderEvent(new OrderEvent(order, DateTime.UtcNow, OrderFee.Zero, "Oanda Fill Event")
{
Status = OrderStatus.Filled,
FillPrice = transaction.Price.ToDecimal(),
FillQuantity = transaction.Units.ConvertInvariant <decimal>()
});
}
}
else
{
Log.Error($"OandaBrokerage.OnTransactionDataReceived(): order id not found: {transaction.OrderID}");
}
break;
}
}
