public static void SendLimitOrder(TradingTechnologies.TTAPI.Instrument instrument,
TradingTechnologies.TTAPI.Price price, int qty, Subscription ttapisubs, string orderTag="")
{
BuySell Direction = BuySell.Buy;
string AccountName = "H1KOC";
if (qty<0)
{
Direction = BuySell.Sell;
qty = -qty;
}
string tickerDB = TA.TickerConverters.ConvertFromTTAPIFields2DB(instrument.Product.ToString(), instrument.Name.ToString());
string[] TickerList = tickerDB.Split('-');
string TickerHead = ContractUtilities.ContractMetaInfo.GetContractSpecs(TickerList[0]).tickerHead;
string ExchangeName = ContractUtilities.ContractMetaInfo.GetExchange4Tickerhead(TickerHead);
AccountType AccType = AccountType.P2;
OrderProfile op = new OrderProfile(instrument.GetValidOrderFeeds()[0], instrument);
op.BuySell = Direction;
op.AccountName = AccountName;
if (ExchangeName == "ICE")
{
AccType = AccountType.G2;
op.GiveUp = "5283";
}
op.AccountType = AccType;
op.OrderQuantity = Quantity.FromInt(instrument, qty);
op.OrderType = OrderType.Limit;
if (orderTag.Count()>0)
{
op.OrderTag = orderTag;
}
op.LimitPrice = price;
InstrumentTradeSubscription TS = ttapisubs.TsDictionary[instrument.Key];
if (!TS.SendOrder(op))
{
Console.WriteLine("Send new order failed. {0}", op.RoutingStatus.Message);
ttapisubs.Dispose();
}
else
{
Console.WriteLine("Send new order succeeded.");
}
}
public static bool SendAutospreaderOrder(TradingTechnologies.TTAPI.Instrument instrument, InstrumentDetails instrumentDetails, ttapiUtils.AutoSpreader autoSpreader,
int qty, decimal price, string orderTag,Logger logger)
{
AutospreaderSyntheticOrderProfile op = new AutospreaderSyntheticOrderProfile(((AutospreaderInstrument)instrument).GetValidGateways()[autoSpreader.GateWay],
(AutospreaderInstrument)instrument);
BuySell Direction = BuySell.Buy;
Rounding Rounding = Rounding.Down;
if (qty < 0)
{
Direction = BuySell.Sell;
qty = -qty;
Rounding = Rounding.Up;
}
op.BuySell = Direction;
op.OrderQuantity = Quantity.FromInt(instrument, qty);
op.OrderType = OrderType.Limit;
op.OrderTag = orderTag;
op.LimitPrice = Price.FromDouble(instrumentDetails, Convert.ToDouble(price), Rounding);
if (!autoSpreader.ts.SendOrder(op))
{
logger.Log("Send new order failed: " + op.RoutingStatus.Message);
return false;
}
else
{
logger.Log("Send new order succeeded.");
return true;
}
}
