public InvestorInstructionDto(InvestorInstructionIdentifierDto uniqueIdentifier, Way way, int quantity, decimal price, bool allowPartialExecution = false, DateTime? goodTill = null)
{
this.UniqueIdentifier = uniqueIdentifier;
this.Way = way;
this.Quantity = quantity;
this.Price = price;
this.AllowPartialExecution = allowPartialExecution;
this.GoodTill = goodTill;
}
public void Run()
{
// initialize the context
var sor = BuildSor();
var identifier = sor.RequestUniqueIdentifier();
// instantiate the service
var adapter = new SmartOrderRoutingRawInprocAdapter(sor);
// initialize our engine
adapter.InstructionUpdated += ServiceOnInstructionUpdated;
this.instructionIdentifier = adapter.RequestUniqueIdentifier();
// build demo order
this.investorInstructionDto = new InvestorInstructionDto(identifier, Way.Buy, 10, 100M, true, null);
var stopWatch = new Stopwatch();
// sends the instruction
stopWatch.Start();
// Subscribes to the instruction's events
OrderExecutedEventArgs orderExecutedEventArgs = null;
string failureReason = null;
sor.Subscribe(investorInstructionDto.UniqueIdentifier, (args) => { orderExecutedEventArgs = args; }, (args) => { failureReason = args; });
sor.Route(investorInstructionDto);
// wait for the exit condition
lock (this.synchro)
{
if (this.done == false)
{
Monitor.Wait(this.synchro, 500);
}
}
stopWatch.Stop();
if (this.done)
{
this.AverageLatency = stopWatch.ElapsedMilliseconds;
}
}
public InvestorInstruction(InvestorInstructionIdentifierDto identifierDto, Way way, int quantity, decimal price, bool allowPartialExecution, DateTime? goodTill)
: base(identifierDto, way, quantity, price, allowPartialExecution, goodTill)
{
this.IdentifierDto = identifierDto;
}
public InvestorInstructionUpdatedDto(InvestorInstructionIdentifierDto identifierDto, InvestorInstructionStatus status)
{
this.IdentifierDto = identifierDto;
this.Status = status;
}
protected bool Equals(InvestorInstructionIdentifierDto other)
{
return this.value == other.value;
}
public void Subscribe(InvestorInstructionIdentifierDto investorInstructionIdentifierDto, Action<OrderExecutedEventArgs> executedCallback, Action<string> failureCallback)
{
// TODO: thread-safe it
this.executionCallbacks[investorInstructionIdentifierDto] = executedCallback;
this.failureCallbacks[investorInstructionIdentifierDto] = failureCallback;
// TODO: regirst failure
}
private InvestorInstruction CreateInvestorInstruction(InvestorInstructionIdentifierDto instructionIdentifierDto, InstrumentIdentifier instrumentIdentifier, Way way, int quantity, decimal price, bool allowPartialExecution = false, DateTime? goodTill = null)
{
return new InvestorInstruction(instructionIdentifierDto, way, quantity, price, allowPartialExecution, goodTill);
}