public void addToFerret(Fields fields, OrderSubmitter submitter) { fields.put("SYMBOL", symbol.name); details.addToFerret(fields); duration.addToFerret(fields); ferretSubmission = new OrderSubmission(); ferretSubmission.addToFerretOrderSubmit(fields); fields.put("SIDE", direction.longShort("BUY", "SELL")); fields.put("QUANTITY", size); var config = configs.get(symbol.type()); fields.put("PLATFORM", config.platform()); fields.put("ROUTE", config.route()); fields.put("SECURITYTYPE", symbol.type().Equals("Future") ? "FUTURES" : "EQUITY"); fields.put("STATUS", "NEW"); fields.put("MESSAGETYPE", "NewOrder"); }
public LiveTradeMonitor(LiveSystem liveSystem, IEnumerable <Symbol> symbols, string topicPrefix) { positionMonitor = new PositionMonitor(liveSystem, symbols, topicPrefix); orderSubmitter = new OrderSubmitter(liveSystem, topicPrefix); systemHeartbeat = dictionary(symbols, symbol => new SystemHeartbeat(liveSystem, symbol, topicPrefix)); }