public double SendLimitSellOrder(string ticker, double price, int size)
{
string derivativeClass = GetActualClassToTicker(ticker);
string inputParams = GetTransactionsInputParams(new string[]
{
"ACCOUNT=" + account,
"TRANS_ID=" + GetNewTransactionId(),
"CLASSCODE=" + derivativeClass,
"SECCODE=" + ticker,
"TYPE=" + T2QParametres.TYPE_DEAL_LIMIT,
"OPERATION=" + T2QParametres.OPERATION_SELL,
"ACTION=" + T2QParametres.ACTION_NEW_ORDER,
"PRICE=" + Convert.ToString(price),
"QUANTITY=" + Convert.ToString(size)
});
double result = SendSyncTransactionToQuik(inputParams);
TerminalOrder tempOrder = new TerminalOrder(result, ticker, TerminalOrderType.LIMIT, TerminalOrderOperation.SELL,
price, size, TerminalOrderStatus.ACTIVE);
tempOrder.CreationTime = DateTime.Now;
OrderMap.Add(result, tempOrder);
return(result);
}
public double SendMarketBuyOrder(string ticker, int size)
{
string derivativeClass = GetActualClassToTicker(ticker);
string inputParams = GetTransactionsInputParams(new string[]
{
"ACCOUNT=" + account,
"TRANS_ID=" + GetNewTransactionId(),
"CLASSCODE=" + derivativeClass,
"SECCODE=" + ticker,
"TYPE=" + T2QParametres.TYPE_DEAL_MARKET,
"OPERATION=" + T2QParametres.OPERATION_BUY,
"ACTION=" + T2QParametres.ACTION_NEW_ORDER,
"PRICE=" + Convert.ToString(0.0),
"QUANTITY=" + Convert.ToString(size)
});
double result = SendSyncTransactionToQuik(inputParams);
TerminalOrder tempOrder = new TerminalOrder(result, ticker, TerminalOrderType.MARKET, TerminalOrderOperation.BUY,
0.0, size, TerminalOrderStatus.EXECUTED);
tempOrder.CreationTime = DateTime.Now;
tempOrder.LastTime = DateTime.Now;
OrderMap.Add(result, tempOrder);
return(result);
}
private void UpdateOrderMap(TerminalOrder order)
{
if (OrderMap.ContainsKey(order.Id))
{
OrderMap[order.Id] = order;
}
else
{
OrderMap.Add(order.Id, order);
}
}
public double RollLimitOrder(double id, double price, int size)
{
TerminalOrder existingOrder;
if (!OrderMap.TryGetValue(id, out existingOrder))
{
throw new NotImplementedException();
}
string derivativeClass = GetActualClassToTicker(existingOrder.Ticker);
string inputParams = GetTransactionsInputParams(new string[]
{
"TRANS_ID=" + GetNewTransactionId(),
"CLASSCODE=" + derivativeClass,
"SECCODE=" + existingOrder.Ticker,
"MODE=" + T2QParametres.MODE,
"ACTION=" + T2QParametres.ACTION_MOVE_ORDER,
"FIRST_ORDER_NUMBER=" + (int)id,
"FIRST_ORDER_NEW_PRICE=" + Convert.ToString(price),
"FIRST_ORDER_NEW_QUANTITY=" + Convert.ToString(size)
});
double result = SendSyncTransactionToQuik(inputParams);
existingOrder.LastTime = DateTime.Now;
existingOrder.OrderStatus = TerminalOrderStatus.CANCELED;
//AND IF IT WAS EXECUTED?
TerminalOrder tempOrder = new TerminalOrder(result, existingOrder.Ticker, TerminalOrderType.LIMIT, TerminalOrderOperation.SELL,
price, size, TerminalOrderStatus.ACTIVE);
tempOrder.CreationTime = DateTime.Now;
OrderMap.Add(result, tempOrder);
return(result);
}
