public void Reset()
{
Way = WayEnum.NotSet;
Quantity = 0;
Symbol = string.Empty;
ClientId = 0;
}
public void Update(MarketOrderDto other)
{
Symbol = other.Symbol;
Quantity = other.Quantity;
Way = other.Way;
ClientId = other.ClientId;
}
public MarketOrder(string symbol, int quantity, WayEnum way, int clientId)
: base(symbol, quantity, 0, way, clientId)
{
if (way == WayEnum.Buy)
Price = double.MaxValue;
else if (way == WayEnum.Sell)
Price = double.MinValue;
}
public void Reeset()
{
Symbol = String.Empty;
Quantity = 0;
Price = 0;
Way = WayEnum.NotSet;
ExchangeOrderId = 0;
ClientId = 0;
}
private void SetFields(StopLimitOrderDto stopLimitOrder)
{
symbol = stopLimitOrder.Symbol;
quantity = stopLimitOrder.Quantity;
limitPrice = stopLimitOrder.LimitPrice;
triggerPrice = stopLimitOrder.TriggerPrice;
way = stopLimitOrder.Way;
exchangeOrderId = stopLimitOrder.ExchangeOrderId;
}
public void Reset()
{
ExchangeOrderId = 0;
Quantity = 0;
Symbol = string.Empty;
Price = 0;
ExecutionTime = DateTimeOffset.MinValue;
Way = WayEnum.NotSet;
}
public void Update(ExecutionDto other)
{
ExchangeOrderId = other.ExchangeOrderId;
Quantity = other.Quantity;
Symbol = other.Symbol;
Price = other.Price;
ExecutionTime = other.ExecutionTime;
Way = other.Way;
}
public void Update(LimitOrderDto other)
{
Symbol = other.Symbol;
Quantity = other.Quantity;
Price = other.Price;
Way = other.Way;
ExchangeOrderId = other.ExchangeOrderId;
ClientId = other.ClientId;
}
public NewLimitOrderViewModel(IClient exchangeApi)
{
this.exchangeApi = exchangeApi;
LimitOrderTypes = new List<string> {"Limit order", "Stop limit order"};
Ways = new List<WayEnum> { WayEnum.Buy, WayEnum.Sell };
selectedLimitOrderType = LimitOrderTypes[0];
selectedWay = WayEnum.Buy;
SetupCommandsAndBehaviour();
}
public void Update(StopLimitOrderDto other)
{
Symbol = other.Symbol;
Quantity = other.Quantity;
LimitPrice = other.LimitPrice;
TriggerPrice = other.TriggerPrice;
Way = other.Way;
ExchangeOrderId = other.ExchangeOrderId;
ClientId = other.ClientId;
}
public StopLimitOrder(string symbol, int quantity, double limitPrice, double triggerPrice, WayEnum way, int clientId, IBestPriceTrigger trigger)
{
this.way = way;
this.symbol = symbol;
this.exchangeOrderId = 0;
this.clientId = clientId;
this.triggerPrice = triggerPrice;
this.limitPrice = limitPrice;
this.quantity = quantity;
Trigger = trigger;
}
public MarketOrder(string symbol, int quantity, WayEnum way, int clientId) : base(symbol, quantity, 0, way, clientId)
{
if (way == WayEnum.Buy)
{
Price = double.MaxValue;
}
else if (way == WayEnum.Sell)
{
Price = double.MinValue;
}
}
public StopLimitOrder(string symbol, int quantity, double limitPrice, double triggerPrice, WayEnum way, int clientId, IBestPriceTrigger trigger)
{
this.way = way;
this.symbol = symbol;
this.exchangeOrderId = 0;
this.clientId = clientId;
this.triggerPrice = triggerPrice;
this.limitPrice = limitPrice;
this.quantity = quantity;
Trigger = trigger;
}
public LimitOrder(string symbol, int quantity, double price, WayEnum way, int clientId)
{
this.symbol = symbol;
this.quantity = quantity;
this.price = price;
this.way = way;
this.clientId = clientId;
this.exchangeOrderId = 0;
ModifiedHandlers = new List <Action <ILimitOrder, int, double> >();
DeletedHandlers = new List <Action <ILimitOrder> >();
FilledHandlers = new List <Action <ILimitOrder> >();
}
public LimitOrder(string symbol, int quantity, double price, WayEnum way, int clientId)
{
this.symbol = symbol;
this.quantity = quantity;
this.price = price;
this.way = way;
this.clientId = clientId;
this.exchangeOrderId = 0;
ModifiedHandlers = new List<Action<ILimitOrder, int, double>>();
DeletedHandlers = new List<Action<ILimitOrder>>();
FilledHandlers = new List<Action<ILimitOrder>>();
}
public NewLimitOrderViewModel(IClient exchangeApi)
{
this.exchangeApi = exchangeApi;
LimitOrderTypes = new List <string> {
"Limit order", "Stop limit order"
};
Ways = new List <WayEnum> {
WayEnum.Buy, WayEnum.Sell
};
selectedLimitOrderType = LimitOrderTypes[0];
selectedWay = WayEnum.Buy;
SetupCommandsAndBehaviour();
}
public ILimitOrder NewLimitOrder(string symbol, int clientId, double price, int quantity, WayEnum way)
{
if (!ClientOrders.ContainsKey(clientId))
ClientOrders.Add(clientId, new EditableList<ILimitOrder>());
ILimitOrder toReturn = new LimitOrder(symbol, quantity, price, way, clientId);
toReturn.SetExchangeOrderId(globalItemCounter);
LimitOrders.Add(toReturn.ExchangeOrderId, toReturn);
ClientOrders[clientId].Add(toReturn);
toReturn.RegisterDeleteNotificationHandler(HandleDeletedLimitOrder);
toReturn.RegisterFilledNotification(HandleDeletedLimitOrder);
globalItemCounter++;
return toReturn;
}
public void SubmitMarketOrder(string symbol, int quantity, WayEnum way)
{
if (!isStarted)
{
return;
}
messageConnection.SendMessage(new ClientToServerMessage
{
ClientId = clientId,
MarketOrder = new MarketOrderDto
{
Quantity = quantity,
Symbol = symbol,
Way = way
},
MessageType = ClientToServerMessageTypeEnum.PlaceMarketOrder
});
}
public void SubmitLimitOrder(string symbol, double price, int quantity, WayEnum way)
{
if (!isStarted)
{
return;
}
messageConnection.SendMessage(new ClientToServerMessage
{
ClientId = clientId,
LimitOrder = new LimitOrderDto
{
ClientId = clientId,
Price = price,
Quantity = quantity,
Symbol = symbol,
Way = way
},
MessageType = ClientToServerMessageTypeEnum.PlaceLimitOrder
});
}
public void SubmitLimitOrder(string symbol, double price, int quantity, WayEnum way)
{
if (!isStarted)
return;
messageConnection.SendMessage(new ClientToServerMessage
{
ClientId = clientId,
LimitOrder = new LimitOrderDto
{
ClientId = clientId,
Price = price,
Quantity = quantity,
Symbol = symbol,
Way = way
},
MessageType = ClientToServerMessageTypeEnum.PlaceLimitOrder
});
}
private void SetFields(LimitOrderDto limitOrder)
{
Symbol = limitOrder.Symbol;
Quantity = limitOrder.Quantity;
Price = limitOrder.Price;
Way = limitOrder.Way;
OrderType = "Limit order";
OrderId = limitOrder.ExchangeOrderId;
}
public void SubmitStopLimitOrder(string symbol, double triggerPrice, double limitPrice, int quantity, WayEnum way)
{
if (!isStarted)
{
return;
}
messageConnection.SendMessage(new ClientToServerMessage
{
ClientId = clientId,
StopLimitOrder = new StopLimitOrderDto
{
Symbol = symbol,
Quantity = quantity,
Way = way,
TriggerPrice = triggerPrice,
LimitPrice = limitPrice,
ClientId = clientId
},
MessageType = ClientToServerMessageTypeEnum.PlaceStopLimitOrder
});
}
public IStopLimitOrder NewStopLimitOrder(string symbol, int clientId, double triggerPrice, double limitPrice, int quantity, WayEnum way)
{
if (!ClientStopLimitOrders.ContainsKey(clientId))
ClientStopLimitOrders.Add(clientId, new EditableList<IStopLimitOrder>());
var trigger = new BestPriceTrigger(symbol, triggerPrice, way);
var toReturn = new StopLimitOrder(symbol, quantity, limitPrice, triggerPrice, way, clientId, trigger );
toReturn.SetExchangeOrderId(globalItemCounter);
StopLimitOrders.Add(globalItemCounter, toReturn);
ClientStopLimitOrders[clientId].Add(toReturn);
toReturn.RegisterOrderRepositoryDeleteHandler(HandleDeletedStopLimitOrder);
globalItemCounter++;
return toReturn;
}
public IMarketOrder NewMarketOrder(string symbol, int clientId, int quantity, WayEnum way)
{
IMarketOrder toReturn = new MarketOrder(symbol, quantity, way, clientId);
toReturn.SetExchangeOrderId(globalItemCounter);
globalItemCounter++;
return toReturn;
}
public BestPriceTrigger(string symbol, double triggerPrice, WayEnum way)
{
Symbol = symbol;
TriggerPrice = triggerPrice;
Way = way;
}
public IMarketOrder NewMarketOrder(string symbol, int clientId, int quantity, WayEnum way)
{
IMarketOrder toReturn = new MarketOrder(symbol, quantity, way, clientId);
toReturn.SetExchangeOrderId(globalItemCounter);
globalItemCounter++;
return(toReturn);
}
public IStopLimitOrder NewStopLimitOrder(string symbol, int clientId, double triggerPrice, double limitPrice, int quantity, WayEnum way)
{
if (!ClientStopLimitOrders.ContainsKey(clientId))
{
ClientStopLimitOrders.Add(clientId, new EditableList <IStopLimitOrder>());
}
var trigger = new BestPriceTrigger(symbol, triggerPrice, way);
var toReturn = new StopLimitOrder(symbol, quantity, limitPrice, triggerPrice, way, clientId, trigger);
toReturn.SetExchangeOrderId(globalItemCounter);
StopLimitOrders.Add(globalItemCounter, toReturn);
ClientStopLimitOrders[clientId].Add(toReturn);
toReturn.RegisterOrderRepositoryDeleteHandler(HandleDeletedStopLimitOrder);
globalItemCounter++;
return(toReturn);
}
public ILimitOrder NewLimitOrder(string symbol, int clientId, double price, int quantity, WayEnum way)
{
if (!ClientOrders.ContainsKey(clientId))
{
ClientOrders.Add(clientId, new EditableList <ILimitOrder>());
}
ILimitOrder toReturn = new LimitOrder(symbol, quantity, price, way, clientId);
toReturn.SetExchangeOrderId(globalItemCounter);
LimitOrders.Add(toReturn.ExchangeOrderId, toReturn);
ClientOrders[clientId].Add(toReturn);
toReturn.RegisterDeleteNotificationHandler(HandleDeletedLimitOrder);
toReturn.RegisterFilledNotification(HandleDeletedLimitOrder);
globalItemCounter++;
return(toReturn);
}
private void SetFields()
{
Symbol = limitOrder.Symbol;
Quantity = limitOrder.Quantity;
Price = limitOrder.Price;
Way = limitOrder.Way;
}
public BestPriceTrigger(string symbol, double triggerPrice, WayEnum way)
{
Symbol = symbol;
TriggerPrice = triggerPrice;
Way = way;
}
private void SetFields(StopLimitOrderDto stopLimitOrder)
{
symbol = stopLimitOrder.Symbol;
quantity = stopLimitOrder.Quantity;
limitPrice = stopLimitOrder.LimitPrice;
triggerPrice = stopLimitOrder.TriggerPrice;
way = stopLimitOrder.Way;
exchangeOrderId = stopLimitOrder.ExchangeOrderId;
}
public void SubmitMarketOrder(string symbol, int quantity, WayEnum way)
{
if (!isStarted)
return;
messageConnection.SendMessage(new ClientToServerMessage
{
ClientId = clientId,
MarketOrder = new MarketOrderDto
{
Quantity = quantity,
Symbol = symbol,
Way = way
},
MessageType = ClientToServerMessageTypeEnum.PlaceMarketOrder
});
}
public void SubmitStopLimitOrder(string symbol, double triggerPrice, double limitPrice, int quantity, WayEnum way)
{
if (!isStarted)
return;
messageConnection.SendMessage(new ClientToServerMessage
{
ClientId = clientId,
StopLimitOrder = new StopLimitOrderDto
{
Symbol = symbol,
Quantity = quantity,
Way = way,
TriggerPrice = triggerPrice,
LimitPrice = limitPrice,
ClientId = clientId
},
MessageType = ClientToServerMessageTypeEnum.PlaceStopLimitOrder
});
}
private void SetFields(StopLimitOrderDto stopLimitOrder)
{
Symbol = stopLimitOrder.Symbol;
Quantity = stopLimitOrder.Quantity;
TriggerPrice = stopLimitOrder.TriggerPrice;
LimitPrice = stopLimitOrder.LimitPrice;
OrderId = stopLimitOrder.ExchangeOrderId;
Way = stopLimitOrder.Way;
}