/// <summary>
/// Places a new order and assigns a new broker ID to the order
/// </summary>
/// <param name="order">The order to be placed</param>
/// <returns>True if the request for a new order has been placed, false otherwise</returns>
public override bool PlaceOrder(Order order)
{
var requestParams = new Dictionary <string, string>
{
{ "instrument", SymbolMapper.GetBrokerageSymbol(order.Symbol) },
{ "units", Convert.ToInt32(order.AbsoluteQuantity).ToString() }
};
const int orderFee = 0;
var marketOrderFillQuantity = 0;
var marketOrderRemainingQuantity = 0;
decimal marketOrderFillPrice;
var marketOrderStatus = OrderStatus.Filled;
order.PriceCurrency = SecurityProvider.GetSecurity(order.Symbol).SymbolProperties.QuoteCurrency;
PopulateOrderRequestParameters(order, requestParams);
lock (Locker)
{
var postOrderResponse = PostOrderAsync(requestParams);
if (postOrderResponse == null)
{
return(false);
}
// Market orders are special, due to the callback not being triggered always, if the order was filled,
// find fill quantity and price and inform the user
if (postOrderResponse.tradeOpened != null && postOrderResponse.tradeOpened.id > 0)
{
if (order.Type == OrderType.Market)
{
marketOrderFillQuantity = postOrderResponse.tradeOpened.units;
}
else
{
order.BrokerId.Add(postOrderResponse.tradeOpened.id.ToString());
}
}
if (postOrderResponse.tradeReduced != null && postOrderResponse.tradeReduced.id > 0)
{
if (order.Type == OrderType.Market)
{
marketOrderFillQuantity = postOrderResponse.tradeReduced.units;
}
else
{
order.BrokerId.Add(postOrderResponse.tradeReduced.id.ToString());
}
}
if (postOrderResponse.orderOpened != null && postOrderResponse.orderOpened.id > 0)
{
if (order.Type != OrderType.Market)
{
order.BrokerId.Add(postOrderResponse.orderOpened.id.ToString());
}
}
if (postOrderResponse.tradesClosed != null && postOrderResponse.tradesClosed.Count > 0)
{
marketOrderFillQuantity += postOrderResponse.tradesClosed
.Where(trade => order.Type == OrderType.Market)
.Sum(trade => trade.units);
}
marketOrderFillPrice = Convert.ToDecimal(postOrderResponse.price);
marketOrderRemainingQuantity = Convert.ToInt32(order.AbsoluteQuantity - Math.Abs(marketOrderFillQuantity));
if (marketOrderRemainingQuantity > 0)
{
marketOrderStatus = OrderStatus.PartiallyFilled;
// The order was not fully filled lets save it so the callback can inform the user
PendingFilledMarketOrders[order.Id] = marketOrderStatus;
}
}
OnOrderEvent(new OrderEvent(order, DateTime.UtcNow, orderFee)
{
Status = OrderStatus.Submitted
});
// If 'marketOrderRemainingQuantity < order.AbsoluteQuantity' is false it means the order was not even PartiallyFilled, wait for callback
if (order.Type == OrderType.Market && marketOrderRemainingQuantity < order.AbsoluteQuantity)
{
OnOrderEvent(new OrderEvent(order, DateTime.UtcNow, orderFee)
{
Status = marketOrderStatus,
FillPrice = marketOrderFillPrice,
FillQuantity = marketOrderFillQuantity * Math.Sign(order.Quantity)
});
}
return(true);
}
/// <summary>
/// Places a new order and assigns a new broker ID to the order
/// </summary>
/// <param name="order">The order to be placed</param>
/// <returns>True if the request for a new order has been placed, false otherwise</returns>
public override bool PlaceOrder(Order order)
{
var requestParams = new Dictionary <string, string>
{
{ "instrument", SymbolMapper.GetBrokerageSymbol(order.Symbol) },
{ "units", Convert.ToInt32(order.AbsoluteQuantity).ToString() }
};
PopulateOrderRequestParameters(order, requestParams);
var postOrderResponse = PostOrderAsync(requestParams);
if (postOrderResponse == null)
{
return(false);
}
// if market order, find fill quantity and price
var marketOrderFillPrice = 0m;
if (order.Type == OrderType.Market)
{
marketOrderFillPrice = Convert.ToDecimal(postOrderResponse.price);
}
var marketOrderFillQuantity = 0;
if (postOrderResponse.tradeOpened != null && postOrderResponse.tradeOpened.id > 0)
{
if (order.Type == OrderType.Market)
{
marketOrderFillQuantity = postOrderResponse.tradeOpened.units;
}
else
{
order.BrokerId.Add(postOrderResponse.tradeOpened.id.ToString());
}
}
if (postOrderResponse.tradeReduced != null && postOrderResponse.tradeReduced.id > 0)
{
if (order.Type == OrderType.Market)
{
marketOrderFillQuantity = postOrderResponse.tradeReduced.units;
}
else
{
order.BrokerId.Add(postOrderResponse.tradeReduced.id.ToString());
}
}
if (postOrderResponse.orderOpened != null && postOrderResponse.orderOpened.id > 0)
{
if (order.Type != OrderType.Market)
{
order.BrokerId.Add(postOrderResponse.orderOpened.id.ToString());
}
}
if (postOrderResponse.tradesClosed != null && postOrderResponse.tradesClosed.Count > 0)
{
marketOrderFillQuantity += postOrderResponse.tradesClosed
.Where(trade => order.Type == OrderType.Market)
.Sum(trade => trade.units);
}
// send Submitted order event
const int orderFee = 0;
order.PriceCurrency = SecurityProvider.GetSecurity(order.Symbol).SymbolProperties.QuoteCurrency;
OnOrderEvent(new OrderEvent(order, DateTime.UtcNow, orderFee)
{
Status = OrderStatus.Submitted
});
if (order.Type == OrderType.Market)
{
// if market order, also send Filled order event
OnOrderEvent(new OrderEvent(order, DateTime.UtcNow, orderFee)
{
Status = OrderStatus.Filled,
FillPrice = marketOrderFillPrice,
FillQuantity = marketOrderFillQuantity * Math.Sign(order.Quantity)
});
}
return(true);
}
/// <summary>
/// Places a new order and assigns a new broker ID to the order
/// </summary>
/// <param name="order">The order to be placed</param>
/// <returns>True if the request for a new order has been placed, false otherwise</returns>
public override bool PlaceOrder(Order order)
{
var orderFee = OrderFee.Zero;
var marketOrderFillQuantity = 0;
var marketOrderFillPrice = 0m;
var marketOrderRemainingQuantity = 0;
var marketOrderStatus = OrderStatus.Filled;
var request = GenerateOrderRequest(order);
order.PriceCurrency = SecurityProvider.GetSecurity(order.Symbol).SymbolProperties.QuoteCurrency;
lock (Locker)
{
var response = _apiRest.CreateOrder(Authorization, AccountId, request);
order.BrokerId.Add(response.Data.OrderCreateTransaction.Id);
// Market orders are special, due to the callback not being triggered always,
// if the order was Filled/PartiallyFilled, find fill quantity and price and inform the user
if (order.Type == OrderType.Market)
{
var fill = response.Data.OrderFillTransaction;
marketOrderFillPrice = fill.Price.ConvertInvariant <decimal>();
if (fill.TradeOpened != null && fill.TradeOpened.TradeID.Length > 0)
{
marketOrderFillQuantity = fill.TradeOpened.Units.ConvertInvariant <int>();
}
if (fill.TradeReduced != null && fill.TradeReduced.TradeID.Length > 0)
{
marketOrderFillQuantity = fill.TradeReduced.Units.ConvertInvariant <int>();
}
if (fill.TradesClosed != null && fill.TradesClosed.Count > 0)
{
marketOrderFillQuantity += fill.TradesClosed.Sum(trade => trade.Units.ConvertInvariant <int>());
}
marketOrderRemainingQuantity = Convert.ToInt32(order.AbsoluteQuantity - Math.Abs(marketOrderFillQuantity));
if (marketOrderRemainingQuantity > 0)
{
marketOrderStatus = OrderStatus.PartiallyFilled;
// The order was not fully filled lets save it so the callback can inform the user
PendingFilledMarketOrders[order.Id] = marketOrderStatus;
}
}
}
OnOrderEvent(new OrderEvent(order, DateTime.UtcNow, orderFee)
{
Status = OrderStatus.Submitted
});
// If 'marketOrderRemainingQuantity < order.AbsoluteQuantity' is false it means the order was not even PartiallyFilled, wait for callback
if (order.Type == OrderType.Market && marketOrderRemainingQuantity < order.AbsoluteQuantity)
{
OnOrderEvent(new OrderEvent(order, DateTime.UtcNow, orderFee, "Oanda Fill Event")
{
Status = marketOrderStatus,
FillPrice = marketOrderFillPrice,
FillQuantity = marketOrderFillQuantity
});
}
return(true);
}
