public MarketOrder(Tick t, Position.PositionSide side, double orderSize)
{
Symbol = t.Symbol;
Side = side;
Price = (side.Equals(Position.PositionSide.Long)) ? t.AskClose : t.BidClose;
Size = orderSize;
OrderDate = t.Time;
}
public void PlaceMarketOrder(Symbol sym, int size, Position.PositionSide side, double stopPips = double.NaN, double LimitPips = double.NaN)
{
if (!currentOffers.ContainsKey(sym))
{
return;
}
double orderPrice = side.Equals(Position.PositionSide.Long)
? currentOffers[sym].AskClose
: currentOffers[sym].BidClose;
//------------------------------------
// Take the position.
//------------------------------------
_portfolio.TakePosition(sym, orderPrice, side, size, currentOffers[sym].Time);
//------------------------------------
// Place Stop/Limits if defined
//------------------------------------
if (!stopPips.Equals(double.NaN))
{
StopOrder stopOrder = new StopOrder(sym, side, ((side.Equals(Position.PositionSide.Long)) ? orderPrice - stopPips : orderPrice + stopPips));
PlaceStopOrder(stopOrder);
}
if (!LimitPips.Equals(double.NaN))
{
LimitOrder limitOrder = new LimitOrder(sym, side, ((side.Equals(Position.PositionSide.Long)) ? orderPrice + LimitPips : orderPrice - LimitPips));
PlaceLimitOrder(limitOrder);
}
//------------------------------------
// Flags for visualization purposes
//------------------------------------
_flags.Add(new HighstockFlag(
(side == Position.PositionSide.Long) ? "B" : "S",
((side == Position.PositionSide.Long) ? "Bought " : "Sold ") + size + " on " + side + " at " + orderPrice + " on " + currentOffers[sym].Time.ToString(),
currentOffers[sym].Time
));
//Console.WriteLine(order.OrderDate.ToString() + "ORDER--------");
}
public void PlaceMarketOrder(Symbol sym, int size, Position.PositionSide side, double stopPips, double LimitPips)
{
OrderPlacementEngine.OrderObject orderObject = _opEngine.prepareParamsFromLoginRules(sym.SymbolString);
_opEngine.CreateTrueMarketOrder(orderObject.AccountID, orderObject.OfferID, size,
(side.Equals(Position.PositionSide.Long)) ? "Buy" : "Sell");
}