示例#1
0
 public Task<int> PlaceOrder(OrderParams orderParams, CancellationToken cancellationToken)
 {
     Contract.Requires((orderParams.OrderType != OrderType.Limit && orderParams.OrderType != OrderType.Limit)
                       || (orderParams.OrderType == OrderType.Limit && orderParams.LimitPrice.HasValue)
                       || (orderParams.OrderType == OrderType.Stop && orderParams.StopPrice.HasValue));
     return null;
 }
示例#2
0
文件: Account.cs 项目: qadmium/ibapi
        public async Task<int> PlaceOrder(OrderParams orderParams, CancellationToken cancellationToken)
        {
            using (var cancellationTokenSource = CancellationTokenSource.CreateLinkedTokenSource(this.internalCancelationTokenSource.Token, cancellationToken))
            {
                var orderId = this.idsDispenser.NextOrderId();

                var request = RequestPlaceOrderMessage.Default;
                request.Account = this.AccountId;
                request.Action = orderParams.OrderAction.ToStringAction();
                request.TotalQuantity = orderParams.Quantity;
                request.ContractId = orderParams.Contract.ContractId;
                request.Symbol = orderParams.Contract.Symbol;
                request.SecType = orderParams.Contract.SecurityType.ToString();
                request.Expity = orderParams.Contract.Expiry;
                request.Strike = orderParams.Contract.Strike;
                request.Right = orderParams.Contract.RightString;
                request.Multiplier = orderParams.Contract.AdditionalContractInfo.Multiplier;
                request.Exchange = orderParams.Contract.AdditionalContractInfo.Exchange;
                request.PrimaryExchange = orderParams.Contract.AdditionalContractInfo.PrimaryExchange;
                request.Currency = orderParams.Contract.AdditionalContractInfo.Currency;
                request.LocalSymbol = orderParams.Contract.LocalSymbol;
                request.TradingClass = orderParams.Contract.AdditionalContractInfo.TradingClass;
                request.OrderType = orderParams.OrderType.ToOrderString();
                request.OrderId = orderId;
                request.Transmit = true;

                // ReSharper disable PossibleInvalidOperationException
                // Relations between order type and prices fields checked in contracts
                if (orderParams.OrderType == OrderType.Limit)
                {
                    
                    request.LimitPrice = (double)orderParams.LimitPrice.Value;
                }

                if (orderParams.OrderType == OrderType.Stop)
                {
                    request.AuxPrice = (double)orderParams.StopPrice.Value;
                }
                // ReSharper restore PossibleInvalidOperationException

                return await this.factory.CreatePlaceOrderOperation(request, this.ordersStorage, cancellationTokenSource.Token);
            }
        }
示例#3
0
 public Task<int> PlaceOrder(OrderParams orderParams, CancellationToken cancellationToken)
 {
     return this.dispatcher.Dispatch(
             () => this.internalAccount.PlaceOrder(orderParams, cancellationToken));
 }
示例#4
0
        private async void PlaceOrder(OrderAction action)
        {
            if (this.SelectedOrderType == OrderType.Limit && !this.LimitPrice.HasValue)
            {
                this.SetFieldError(true, "LimitPrice");
                return;
            }

            if (this.SelectedOrderType == OrderType.Stop && !this.StopPrice.HasValue)
            {
                this.SetFieldError(true, "StopPrice");
                return;
            }

            this.cancellationTokenSource = new CancellationTokenSource();

            var searchRequest = new SearchRequest{NumberOfResults = 1};

            if (this.Ticker.Length == 7 && this.Ticker[3] == '.')
            {
                searchRequest.LocalSymbol = this.Ticker;
                searchRequest.SecurityType = SecurityType.CASH;
            }
            else
            {
                searchRequest.Symbol = this.Ticker;
            }

            Contract contract;

            try
            {
                contract = (await this.client.FindContracts(searchRequest,
                    this.cancellationTokenSource.Token)).First();
            }
            catch (IbException)
            {
                this.SetFieldError(true, "Ticker");
                return;
            }

            try
            {
                var orderParams = new OrderParams
                {
                    Contract = contract,
                    LimitPrice = this.LimitPrice,
                    OrderAction = action,
                    OrderType = this.SelectedOrderType,
                    Quantity = this.Quantity,
                    StopPrice = this.StopPrice,
                };

                var account = this.client.Accounts.First(acc => acc.AccountId == this.SelectedAccount);

                await account.PlaceOrder(orderParams, this.cancellationTokenSource.Token);

            }
            catch (IbException)
            {
            }
        }