/// <summary>
/// Open orders in position management
/// </summary>
public bool CancelPending(string openOrderId, out string operationResultMessage)
{
ISourceOrderExecution provider = _orderProvider;
if (provider == null || provider.DefaultAccount == null)
{
operationResultMessage = "Position not initialized.";
return(false);
}
Order order = provider.TradeEntities.GetOrderById(openOrderId);
if (order.State != OrderStateEnum.Submitted)
{
operationResultMessage = "Order state not 'submitted', so not able to cancel as a pending order";
return(false);
}
ActiveOrder activeOrder = order as ActiveOrder;
if (null != activeOrder)
{
return(activeOrder.Cancel(out operationResultMessage));
}
PassiveOrder passiveOrder = order as PassiveOrder;
if (null != passiveOrder)
{
return(passiveOrder.CloseOrCancel(null, null, out operationResultMessage));
}
operationResultMessage = "Not able to cancel order";
return(false);
}
/// <summary>
///
/// </summary>
protected override string OnExecuteMarket(ISourceOrderExecution provider, OrderTypeEnum orderType, int volume,
decimal?price, decimal?slippage, decimal?takeProfit, decimal?stopLoss, TimeSpan timeOut,
out PositionExecutionInfo executionInfo, out string operationResultMessage)
{
SystemMonitor.CheckError(provider.SupportsActiveOrderManagement == false, "Wrong position type for this provider.");
executionInfo = PositionExecutionInfo.Empty;
PassiveOrder order;
lock (this)
{
order = new PassiveOrder(_manager, _dataDelivery.SourceId, provider.SourceId);
}
OrderInfo?infoReference;
bool result = provider.SynchronousExecute(provider.DefaultAccount.Info, order, _info.Symbol,
orderType, volume, slippage, price, takeProfit, stopLoss, string.Empty, out infoReference, out operationResultMessage);
if (result && infoReference.HasValue)
{
OrderInfo infoAssign = infoReference.Value;
if (infoAssign.Type == OrderTypeEnum.UNKNOWN)
{
infoAssign.Type = orderType;
}
if (infoAssign.Volume == int.MinValue ||
infoAssign.Volume == int.MaxValue)
{// Volume was not retrieved by integration.
infoAssign.Volume = volume;
}
if (infoAssign.OpenPrice.HasValue)
{
executionInfo = new PositionExecutionInfo(infoReference.Value.Id, _dataDelivery.SourceId, provider.SourceId, Symbol,
infoAssign.Type, infoAssign.OpenPrice.Value, volume, volume,
infoAssign.OpenTime, PositionExecutionInfo.ExecutionResultEnum.Success);
}
else
{
SystemMonitor.Error("Received execution result, but price not assigned.");
}
order.AdoptInfo(infoAssign);
provider.TradeEntities.AddOrder(order);
return(infoReference.Value.Id);
}
return(string.Empty);
}
/// <summary>
///
/// </summary>
protected override string OnExecuteMarket(ISourceOrderExecution provider, OrderTypeEnum orderType, int volume,
decimal? price, decimal? slippage, decimal? takeProfit, decimal? stopLoss, TimeSpan timeOut,
out PositionExecutionInfo executionInfo, out string operationResultMessage)
{
SystemMonitor.CheckError(provider.SupportsActiveOrderManagement == false, "Wrong position type for this provider.");
executionInfo = PositionExecutionInfo.Empty;
PassiveOrder order;
lock (this)
{
order = new PassiveOrder(_manager, _dataDelivery.SourceId, provider.SourceId);
}
OrderInfo? infoReference;
bool result = provider.SynchronousExecute(provider.DefaultAccount.Info, order, _info.Symbol,
orderType, volume, slippage, price, takeProfit, stopLoss, string.Empty, out infoReference, out operationResultMessage);
if (result && infoReference.HasValue)
{
OrderInfo infoAssign = infoReference.Value;
if (infoAssign.Type == OrderTypeEnum.UNKNOWN)
{
infoAssign.Type = orderType;
}
if (infoAssign.Volume == int.MinValue
|| infoAssign.Volume == int.MaxValue)
{// Volume was not retrieved by integration.
infoAssign.Volume = volume;
}
if (infoAssign.OpenPrice.HasValue)
{
executionInfo = new PositionExecutionInfo(infoReference.Value.Id, _dataDelivery.SourceId, provider.SourceId, Symbol,
infoAssign.Type, infoAssign.OpenPrice.Value, volume, volume,
infoAssign.OpenTime, PositionExecutionInfo.ExecutionResultEnum.Success);
}
else
{
SystemMonitor.Error("Received execution result, but price not assigned.");
}
order.AdoptInfo(infoAssign);
provider.TradeEntities.AddOrder(order);
return infoReference.Value.Id;
}
return string.Empty;
}
/// <summary>
///
/// </summary>
protected override string OnSubmit(ISourceOrderExecution provider, OrderTypeEnum orderType, int volume,
decimal?price, decimal?slippage, decimal?takeProfit, decimal?stopLoss, out string operationResultMessage)
{
PassiveOrder order = new PassiveOrder(_manager, _dataDelivery.SourceId, provider.SourceId);
string id = provider.SubmitOrder(provider.DefaultAccount.Info, order, _info.Symbol,
orderType, volume, slippage, price, takeProfit, stopLoss, string.Empty, out operationResultMessage);
if (string.IsNullOrEmpty(id))
{
return(string.Empty);
}
if (order.Info.State != OrderStateEnum.Executed)
{// It is possible that the submit executes the order instantly, so make sure this is not the case.
OrderInfo info = new OrderInfo(id, Symbol, orderType, OrderStateEnum.Submitted, volume,
price, null, null, null, null, null, null, null, null, null, null, string.Empty, null);
order.AdoptInfo(info);
}
provider.TradeEntities.AddOrder(order);
return(id);
}
void _executor_OrderUpdatedEvent(IOrderSink providerSink, AccountInfo accountInfo, string[] previousOrdersIds,
OrderInfo[] ordersInfos, Order.UpdateTypeEnum[] updatesType)
{
ISourceOrderExecution provider = _provider;
if (providerSink != _provider)
{
SystemMonitor.Warning("Provider mismatch.");
return;
}
List<Order> updatedOrders = new List<Order>();
List<Order.UpdateTypeEnum> updatedOrdersUpdateTypes = new List<Order.UpdateTypeEnum>();
for (int i = 0; i < ordersInfos.Length; i++)
{
if (string.IsNullOrEmpty(ordersInfos[i].Id))
{
SystemMonitor.Warning("Order update of order with no ID.");
continue;
}
if (previousOrdersIds.Length > i && previousOrdersIds[i] != ordersInfos[i].Id
&& string.IsNullOrEmpty(previousOrdersIds[i]) == false)
{// Order Id has changed, remove old order.
Order superceededOrder = GetOrderById(previousOrdersIds[i]);
RemoveOrder(superceededOrder);
}
Order order = GetOrderById(ordersInfos[i].Id);
if (order == null)
{// Create new order based on incoming information.
if (provider.SupportsActiveOrderManagement)
{
order = new ActiveOrder(_manager, provider, _delivery.SourceId, true);
}
else
{
order = new PassiveOrder(_manager, _delivery.SourceId, provider.SourceId);
}
order.AdoptInfo(ordersInfos[i]);
if (AddOrder(order) == false)
{
SystemMonitor.OperationError("Failed to add order to keeper (id [" + order.Id + "] already used for another order).", TracerItem.PriorityEnum.Medium);
}
}
else
{// Existing order, to be updated.
OrderInfo info = ordersInfos[i];
// First, check for critical modifications (price changes).
if (order.Info.IsCriticalUpdate(info))
{
SystemMonitor.Report(string.Format("Order has received a critical data modication Id[{0}], Open[{1} / {2}], Close[{3} / {4}].", order.Id, order.OpenPrice.ToString(), info.OpenPrice.ToString(), order.ClosePrice.ToString(),
info.ClosePrice.ToString()), TracerItem.PriorityEnum.High);
if (OrdersCriticalInformationChangedEvent != null)
{
OrdersCriticalInformationChangedEvent(this, accountInfo, order, info);
}
}
if (order.UpdateInfo(info) == false)
{
SystemMonitor.OperationError("Failed to update order [" + order.Id + "].");
continue;
}
lock (this)
{
// Remove from any of the sub arrays it may be in.
foreach (OrderStateEnum state in Enum.GetValues(typeof(OrderStateEnum)))
{
if (_ordersByState.ContainsKey(state) && _ordersByState[state].Contains(order))
{
_ordersByState[state].Remove(order);
}
}
_ordersByState[info.State].Add(order);
}
updatedOrders.Add(order);
updatedOrdersUpdateTypes.Add(updatesType[i]);
}
}
if (updatedOrders.Count > 0 && OrdersUpdatedEvent != null)
{
OrdersUpdatedEvent(this, accountInfo, updatedOrders.ToArray(), updatedOrdersUpdateTypes.ToArray() );
}
}
void _executor_OrderUpdatedEvent(IOrderSink providerSink, AccountInfo accountInfo, string[] previousOrdersIds,
OrderInfo[] ordersInfos, Order.UpdateTypeEnum[] updatesType)
{
ISourceOrderExecution provider = _provider;
if (providerSink != _provider)
{
SystemMonitor.Warning("Provider mismatch.");
return;
}
List <Order> updatedOrders = new List <Order>();
List <Order.UpdateTypeEnum> updatedOrdersUpdateTypes = new List <Order.UpdateTypeEnum>();
for (int i = 0; i < ordersInfos.Length; i++)
{
if (string.IsNullOrEmpty(ordersInfos[i].Id))
{
SystemMonitor.Warning("Order update of order with no ID.");
continue;
}
if (previousOrdersIds.Length > i && previousOrdersIds[i] != ordersInfos[i].Id &&
string.IsNullOrEmpty(previousOrdersIds[i]) == false)
{// Order Id has changed, remove old order.
Order superceededOrder = GetOrderById(previousOrdersIds[i]);
RemoveOrder(superceededOrder);
}
Order order = GetOrderById(ordersInfos[i].Id);
if (order == null)
{// Create new order based on incoming information.
if (provider.SupportsActiveOrderManagement)
{
order = new ActiveOrder(_manager, provider, _delivery.SourceId, true);
}
else
{
order = new PassiveOrder(_manager, _delivery.SourceId, provider.SourceId);
}
order.AdoptInfo(ordersInfos[i]);
if (AddOrder(order) == false)
{
SystemMonitor.OperationError("Failed to add order to keeper (id [" + order.Id + "] already used for another order).", TracerItem.PriorityEnum.Medium);
}
}
else
{// Existing order, to be updated.
OrderInfo info = ordersInfos[i];
// First, check for critical modifications (price changes).
if (order.Info.IsCriticalUpdate(info))
{
SystemMonitor.Report(string.Format("Order has received a critical data modication Id[{0}], Open[{1} / {2}], Close[{3} / {4}].", order.Id, order.OpenPrice.ToString(), info.OpenPrice.ToString(), order.ClosePrice.ToString(),
info.ClosePrice.ToString()), TracerItem.PriorityEnum.High);
if (OrdersCriticalInformationChangedEvent != null)
{
OrdersCriticalInformationChangedEvent(this, accountInfo, order, info);
}
}
if (order.UpdateInfo(info) == false)
{
SystemMonitor.OperationError("Failed to update order [" + order.Id + "].");
continue;
}
lock (this)
{
// Remove from any of the sub arrays it may be in.
foreach (OrderStateEnum state in Enum.GetValues(typeof(OrderStateEnum)))
{
if (_ordersByState.ContainsKey(state) && _ordersByState[state].Contains(order))
{
_ordersByState[state].Remove(order);
}
}
_ordersByState[info.State].Add(order);
}
updatedOrders.Add(order);
updatedOrdersUpdateTypes.Add(updatesType[i]);
}
}
if (updatedOrders.Count > 0 && OrdersUpdatedEvent != null)
{
OrdersUpdatedEvent(this, accountInfo, updatedOrders.ToArray(), updatedOrdersUpdateTypes.ToArray());
}
}
/// <summary>
///
/// </summary>
protected override string OnSubmit(ISourceOrderExecution provider, OrderTypeEnum orderType, int volume,
decimal? price, decimal? slippage, decimal? takeProfit, decimal? stopLoss, out string operationResultMessage)
{
PassiveOrder order = new PassiveOrder(_manager, _dataDelivery.SourceId, provider.SourceId);
string id = provider.SubmitOrder(provider.DefaultAccount.Info, order, _info.Symbol,
orderType, volume, slippage, price, takeProfit, stopLoss, string.Empty, out operationResultMessage);
if (string.IsNullOrEmpty(id))
{
return string.Empty;
}
if (order.Info.State != OrderStateEnum.Executed)
{// It is possible that the submit executes the order instantly, so make sure this is not the case.
OrderInfo info = new OrderInfo(id, Symbol, orderType, OrderStateEnum.Submitted, volume,
price, null, null, null, null, null, null, null, null, null, null, string.Empty, null);
order.AdoptInfo(info);
}
provider.TradeEntities.AddOrder(order);
return id;
}
