Пример #1
0
        private OrderFeed GetOrderFeed()
        {
            OrderFeed feed = null;

            foreach (OrderFeed f in SpreadInstrument.GetValidOrderFeeds())
            {
                if (f.Name.Equals(ServerName) && f.IsTradingEnabled)
                {
                    feed = f;
                }
            }
            return(feed);
        }
Пример #2
0
        private void SendLimitOrder(BuySell buySell, int qty, double price)
        {
            OrderFeed        feed = GetOrderFeed();
            LaunchReturnCode lrc  = SpreadInstrument.LaunchToOrderFeed(feed);

            if (lrc == LaunchReturnCode.Success)
            {
                AutospreaderSyntheticOrderProfile prof = new AutospreaderSyntheticOrderProfile(feed, SpreadInstrument);
                prof.BuySell       = buySell;
                prof.OrderQuantity = Quantity.FromInt(SpreadInstrument, qty);
                prof.OrderType     = OrderType.Limit;
                prof.LimitPrice    = Price.FromDouble(SpreadInstrument, price);

                if (!SpreadInstrument.Session.SendOrder(prof))
                {
                    Console.WriteLine("send order failed: {0}", prof.RoutingStatus.Message);
                }
            }
        }