//======================================================================
// From element of parent order
//
public DbChildOrder(BfParentOrderRequest req, BfParentOrderResponse resp, int childOrderIndex)
{
ProductCode = req.Parameters[childOrderIndex].ProductCode;
Side = req.Parameters[childOrderIndex].Side;
OrderType = req.Parameters[childOrderIndex].ConditionType;
OrderSize = req.Parameters[childOrderIndex].Size;
MinuteToExpire = req.MinuteToExpire;
TimeInForce = req.TimeInForce;
if (OrderType is BfOrderType.Limit or BfOrderType.StopLimit)
{
OrderPrice = req.Parameters[childOrderIndex].Price;
}
if (OrderType is BfOrderType.Stop or BfOrderType.StopLimit)
{
TriggerPrice = req.Parameters[childOrderIndex].TriggerPrice;
}
if (OrderType == BfOrderType.Trail)
{
Offset = req.Parameters[childOrderIndex].Offset;
}
ParentOrderAcceptanceId = resp.ParentOrderAcceptanceId;
ChildOrderIndex = childOrderIndex;
}
public override void OnParentOrderAccepted(BfParentOrderResponse response)
{
AcceptedTime = _market.ServerTime;
OrderingStatus = RequestingState.Accepted;
base.OnParentOrderAccepted(response);
NotifyStateChanged(BfxOrderTransactionEventKind.OrderAccepted, AcceptedTime);
}
public virtual void OnParentOrderAccepted(BfParentOrderResponse response)
{
_response = response;
AcceptanceId = response.ParentOrderAcceptanceId;
ParentOrderState = BfOrderState.Active;
NotifyOrderChanged();
}
// Parent orders
public void Insert(BfProductCode productCode, BfParentOrderRequest req, BfParentOrderResponse resp)
{
ParentOrders.Add(new DbParentOrder(productCode, req, resp));
for (int childOrderIndex = 0; childOrderIndex < req.Parameters.Count; childOrderIndex++)
{
ChildOrders.Add(new DbChildOrder(req, resp, childOrderIndex));
}
}
public DbParentOrder(BfProductCode productCode, BfParentOrderRequest req, BfParentOrderResponse resp)
{
ProductCode = productCode;
OrderType = req.OrderMethod;
TimeInForce = req.TimeInForce;
if (TimeInForce == BfTimeInForce.NotSpecified)
{
TimeInForce = BfTimeInForce.GTC;
}
AcceptanceId = resp.ParentOrderAcceptanceId;
}
public void Update(BfParentOrderResponse response)
{
AcceptanceId = response.ParentOrderAcceptanceId;
}
void IBfOrderSource.OpenParentOrder(BfParentOrderRequest req, BfParentOrderResponse resp)
{
}