/// <summary>
/// Default Constructor
/// </summary>
public Order()
{
openClose = "O";
origin = OrderOrigin.Customer;
transmit = true;
tif = TimeInForce.Day;
designatedLocation = "";
minQty = Int32.MaxValue;
percentOffset = Double.MaxValue;
nbboPriceCap = decimal.MaxValue;
startingPrice = decimal.MaxValue;
stockRefPrice = Double.MaxValue;
delta = Double.MaxValue;
stockRangeLower = Double.MaxValue;
stockRangeUpper = Double.MaxValue;
volatility = Double.MaxValue;
volatilityType = VolatilityType.Undefined;
deltaNeutralOrderType = OrderType.Empty;
deltaNeutralAuxPrice = Double.MaxValue;
referencePriceType = Int32.MaxValue;
trailStopPrice = decimal.MaxValue;
basisPoints = decimal.MaxValue;
basisPointsType = Int32.MaxValue;
scaleInitLevelSize = Int32.MaxValue;
scaleSubsLevelSize = Int32.MaxValue;
scalePriceIncrement = decimal.MaxValue;
faMethod = FinancialAdvisorAllocationMethod.None;
notHeld = false;
}
public void FAAllocationMethodTOIBFAMethodTest()
{
FinancialAdvisorAllocationMethod ibFaMethod = FinancialAdvisorAllocationMethod.NetLiquidity;
IBFaMethod oqFaMethod;
bool result = Helpers.FAAllocationMethodTOIBFAMethod(ibFaMethod, out oqFaMethod);
Assert.IsTrue(result);
Assert.AreEqual(IBFaMethod.NetLiq, oqFaMethod);
}
/// <summary>
/// Default Constructor
/// </summary>
public Order()
{
openClose = "O";
origin = OrderOrigin.Customer;
transmit = true;
tif = TimeInForce.Day;
designatedLocation = "";
minQty = Int32.MaxValue;
percentOffset = Double.MaxValue;
nbboPriceCap = decimal.MaxValue;
startingPrice = decimal.MaxValue;
stockRefPrice = Double.MaxValue;
delta = Double.MaxValue;
stockRangeLower = Double.MaxValue;
stockRangeUpper = Double.MaxValue;
volatility = Double.MaxValue;
volatilityType = VolatilityType.Undefined;
deltaNeutralOrderType = OrderType.Empty;
deltaNeutralAuxPrice = Double.MaxValue;
referencePriceType = Int32.MaxValue;
trailStopPrice = decimal.MaxValue;
basisPoints = decimal.MaxValue;
basisPointsType = Int32.MaxValue;
scaleInitLevelSize = Int32.MaxValue;
scaleSubsLevelSize = Int32.MaxValue;
scalePriceIncrement = decimal.MaxValue;
faMethod = FinancialAdvisorAllocationMethod.None;
notHeld = false;
exemptCode = -1;
optOutSmartRouting = false;
deltaNeutralConId = 0;
deltaNeutralOrderType = OrderType.Empty;
deltaNeutralSettlingFirm = string.Empty;
deltaNeutralClearingAccount = string.Empty;
deltaNeutralClearingIntent = string.Empty;
}
/// <summary>
/// Default Constructor
/// </summary>
public Order()
{
openClose = "O";
origin = OrderOrigin.Customer;
transmit = true;
tif = TimeInForce.Day;
designatedLocation = "";
minQty = int.MaxValue;
percentOffset = double.MaxValue;
nbboPriceCap = decimal.MaxValue;
startingPrice = decimal.MaxValue;
stockRefPrice = double.MaxValue;
delta = double.MaxValue;
stockRangeLower = double.MaxValue;
stockRangeUpper = double.MaxValue;
volatility = double.MaxValue;
volatilityType = VolatilityType.Undefined;
deltaNeutralOrderType = OrderType.Empty;
deltaNeutralAuxPrice = double.MaxValue;
referencePriceType = int.MaxValue;
trailStopPrice = decimal.MaxValue;
basisPoints = decimal.MaxValue;
basisPointsType = int.MaxValue;
scaleInitLevelSize = int.MaxValue;
scaleSubsLevelSize = int.MaxValue;
scalePriceIncrement = decimal.MaxValue;
faMethod = FinancialAdvisorAllocationMethod.None;
notHeld = false;
exemptCode = -1;
optOutSmartRouting = false;
deltaNeutralConId = 0;
deltaNeutralOrderType = OrderType.Empty;
deltaNeutralSettlingFirm = string.Empty;
deltaNeutralClearingAccount = string.Empty;
deltaNeutralClearingIntent = string.Empty;
DeltaNeutralOpenClose = "";
DeltaNeutralShortSale = false;
DeltaNeutralShortSaleSlot = 0;
DeltaNeutralDesignatedLocation = "";
referencePriceType = int.MaxValue;
trailStopPrice = decimal.MaxValue;
TrailingPercent = double.MaxValue;
BasisPoints = decimal.MaxValue;
basisPointsType = int.MaxValue;
scaleInitLevelSize = int.MaxValue;
scaleSubsLevelSize = int.MaxValue;
scalePriceIncrement = decimal.MaxValue;
ScalePriceAdjustValue = double.MaxValue;
ScalePriceAdjustInterval = int.MaxValue;
ScaleProfitOffset = double.MaxValue;
ScaleAutoReset = false;
ScaleInitPosition = int.MaxValue;
ScaleInitFillQty = int.MaxValue;
ScaleRandomPercent = false;
ScaleTable = "";
whatIf = false;
notHeld = false;
Conditions = new List<OrderCondition>();
TriggerPrice = double.MaxValue;
LmtPriceOffset = double.MaxValue;
AdjustedStopPrice = double.MaxValue;
AdjustedStopLimitPrice = double.MaxValue;
AdjustedTrailingAmount = double.MaxValue;
ExtOperator = "";
}
public bool Initialize(SerializableDictionary<string, string> settings)
{
string rth = "";
string ignorelast;
string clientIDBroker = "";
string clientIDLiveData = "";
string clientIDHist = "";
if (settings.TryGetValue("UseRTH", out rth))
{
_useRTH = Convert.ToBoolean(rth);
}
if (settings.TryGetValue("IgnoreLastHistBar", out ignorelast))
{
dropLastHistBar = Convert.ToBoolean(ignorelast);
}
if (settings.TryGetValue("ClientIDBroker", out clientIDBroker))
{
int.TryParse(clientIDBroker, out _clientIDBroker);
}
if (settings.TryGetValue("ClientIDLiveData", out clientIDLiveData))
{
int.TryParse(clientIDLiveData, out _clientIDLiveData);
}
if (settings.TryGetValue("ClientIDHist", out clientIDHist))
{
int.TryParse(clientIDHist, out _clientIDHist);
}
settings.TryGetValue("AccountCode", out accountCode);
string faMethod;
if (settings.TryGetValue("FAMethod", out faMethod))
{
_FAMethod = GetFAMethod(faMethod);
}
settings.TryGetValue("FAPercentage", out _FAPercentage);
settings.TryGetValue("FAProfile", out _FAProfile);
return true;
}
/// <summary>
/// Default Constructor
/// </summary>
public Order()
{
openClose = "O";
origin = OrderOrigin.Customer;
transmit = true;
tif = TimeInForce.Day;
designatedLocation = "";
minQty = int.MaxValue;
percentOffset = double.MaxValue;
nbboPriceCap = decimal.MaxValue;
startingPrice = decimal.MaxValue;
stockRefPrice = double.MaxValue;
delta = double.MaxValue;
stockRangeLower = double.MaxValue;
stockRangeUpper = double.MaxValue;
volatility = double.MaxValue;
volatilityType = VolatilityType.Undefined;
deltaNeutralOrderType = OrderType.Empty;
deltaNeutralAuxPrice = double.MaxValue;
referencePriceType = int.MaxValue;
trailStopPrice = decimal.MaxValue;
basisPoints = decimal.MaxValue;
basisPointsType = int.MaxValue;
scaleInitLevelSize = int.MaxValue;
scaleSubsLevelSize = int.MaxValue;
scalePriceIncrement = decimal.MaxValue;
faMethod = FinancialAdvisorAllocationMethod.None;
notHeld = false;
exemptCode = -1;
optOutSmartRouting = false;
deltaNeutralConId = 0;
deltaNeutralOrderType = OrderType.Empty;
deltaNeutralSettlingFirm = string.Empty;
deltaNeutralClearingAccount = string.Empty;
deltaNeutralClearingIntent = string.Empty;
DeltaNeutralOpenClose = "";
DeltaNeutralShortSale = false;
DeltaNeutralShortSaleSlot = 0;
DeltaNeutralDesignatedLocation = "";
referencePriceType = int.MaxValue;
trailStopPrice = decimal.MaxValue;
TrailingPercent = double.MaxValue;
BasisPoints = decimal.MaxValue;
basisPointsType = int.MaxValue;
scaleInitLevelSize = int.MaxValue;
scaleSubsLevelSize = int.MaxValue;
scalePriceIncrement = decimal.MaxValue;
ScalePriceAdjustValue = double.MaxValue;
ScalePriceAdjustInterval = int.MaxValue;
ScaleProfitOffset = double.MaxValue;
ScaleAutoReset = false;
ScaleInitPosition = int.MaxValue;
ScaleInitFillQty = int.MaxValue;
ScaleRandomPercent = false;
ScaleTable = "";
whatIf = false;
notHeld = false;
Conditions = new List <OrderCondition>();
TriggerPrice = double.MaxValue;
LmtPriceOffset = double.MaxValue;
AdjustedStopPrice = double.MaxValue;
AdjustedStopLimitPrice = double.MaxValue;
AdjustedTrailingAmount = double.MaxValue;
ExtOperator = "";
}
