private static void BuildOrderMessage(Order orderToSend)
{
LegacyOrderReq orderReq = new LegacyOrderReq();//TODO: Map from orderToSend!!
orderReq.AccountId = orderToSend.Account;
orderReq.ClOrderId = orderToSend.ClOrdId;
orderReq.InstrumentId = orderToSend.Symbol;
orderReq.Msg = "LegacyOrderReq";
orderReq.cOrderType = orderToSend.OrdType == OrdType.Limit ? LegacyOrderReq._ORD_TYPE_LIMIT : LegacyOrderReq._ORD_TYPE_MARKET;
orderReq.Price = orderToSend.Price.HasValue ? (decimal?)Convert.ToDecimal(orderToSend.Price.Value) : null;
orderReq.Quantity = Convert.ToDecimal(orderToSend.OrderQty);
orderReq.cSide = orderToSend.Side == Side.Buy ? LegacyOrderReq._SIDE_BUY : LegacyOrderReq._SIDE_SELL;
orderReq.cTimeInForce = LegacyOrderReq._TIF_DAY;
orderReq.UserId = ClientLoginResponse.UserId;
orderReq.JsonWebToken = ClientLoginResponse.JsonWebToken;
string strLegacyOrderReq = JsonConvert.SerializeObject(orderReq, Newtonsoft.Json.Formatting.None,
new JsonSerializerSettings
{
NullValueHandling = NullValueHandling.Ignore
});
DoSend(strLegacyOrderReq);
}
private static void ProcessRouteOrder(string[] param)
{
if (JWTToken == null)
{
DoLog("Missing authentication token in memory!. User not logged");
return;
}
if (param.Length >= 1)
{
LegacyOrderReq legacyOrdReq = CreateNewOrder(param);
string strMsg = JsonConvert.SerializeObject(legacyOrdReq, Newtonsoft.Json.Formatting.None,
new JsonSerializerSettings
{
NullValueHandling = NullValueHandling.Ignore
});
DoSend(strMsg);
}
else
{
DoLog(string.Format("Missing mandatory parameters for LegacyOrderReq message"));
}
}
private static void ProcessRouteAndCancelOrder(string[] param)
{
if (JWTToken == null)
{
DoLog("Missing authentication token in memory!. User not logged");
return;
}
if (param.Length >= 1)
{
LegacyOrderReq legacyOrdReq = CreateNewOrder(param);
string strMsg = JsonConvert.SerializeObject(legacyOrdReq, Newtonsoft.Json.Formatting.None,
new JsonSerializerSettings
{
NullValueHandling = NullValueHandling.Ignore
});
DoSend(strMsg);
Thread.Sleep(5000);
LegacyOrderCancelReq legacyOrderCancelReq = new LegacyOrderCancelReq();
legacyOrderCancelReq.ClOrderId = BuildClOrdId();
legacyOrderCancelReq.OrigClOrderId = legacyOrdReq.ClOrderId;
//legacyOrderCancelReq.OrigClOrderId = "xxx";
legacyOrderCancelReq.Msg = "LegacyOrderCancelReq";
legacyOrderCancelReq.JsonWebToken = legacyOrdReq.JsonWebToken;
legacyOrderCancelReq.Sender = legacyOrdReq.Sender;
legacyOrderCancelReq.Side = legacyOrdReq.Side;
legacyOrderCancelReq.UserId = legacyOrdReq.UserId;
legacyOrderCancelReq.InstrumentId = legacyOrdReq.InstrumentId;
string strCancelMsg = JsonConvert.SerializeObject(legacyOrderCancelReq, Newtonsoft.Json.Formatting.None,
new JsonSerializerSettings
{
NullValueHandling = NullValueHandling.Ignore
});
DoSend(strCancelMsg);
}
else
{
DoLog(string.Format("Missing mandatory parameters for LegacyOrderReq message"));
}
}
private static LegacyOrderReq CreateNewOrder(string[] param)
{
LegacyOrderReq legacyOrdReq = new LegacyOrderReq()
{
Msg = "LegacyOrderReq",
Sender = 0,
JsonWebToken = JWTToken,
UserId = UserId,
ClOrderId = BuildClOrdId(),
AccountId = param.Length >= 2 && param[1].Trim() != "" ? param[1] : "VIRT_STD_ACCT1",
InstrumentId = ConfigurationManager.AppSettings["OrderSymbol"],
Price = Convert.ToDecimal(ConfigurationManager.AppSettings["OrderPrice"]),
cSide = ConfigurationManager.AppSettings["OrderSide"] == "B" ? 'B' : 'S', //Buy or sell
Quantity = Convert.ToDecimal(ConfigurationManager.AppSettings["OrderSize"]),
cTimeInForce = '0', //Day
cOrderType = LegacyOrderReq._ORD_TYPE_LIMIT, //Limit
};
return(legacyOrdReq);
}
public NewOrderSingleWrapper(LegacyOrderReq pLegactyOrderReq, string pOutgoingSymbol)
{
LegacyOrderReq = pLegactyOrderReq;
OutgoingSymbol = pOutgoingSymbol;
}