/// <summary>
/// Creates a deep-copy clone of this order
/// </summary>
/// <returns>A copy of this order</returns>
public override Order Clone()
{
var order = new OptionExerciseOrder();
CopyTo(order);
return(order);
}
/// <summary>
/// Creates an order of the correct type
/// </summary>
private static Order CreateOrder(OrderType orderType, JObject jObject)
{
Order order;
switch (orderType)
{
case OrderType.Market:
order = new MarketOrder();
break;
case OrderType.Limit:
order = new LimitOrder {
LimitPrice = jObject["LimitPrice"] == null ? default(decimal) : jObject["LimitPrice"].Value <decimal>()
};
break;
case OrderType.StopMarket:
order = new StopMarketOrder
{
StopPrice = jObject["StopPrice"] == null ? default(decimal) : jObject["StopPrice"].Value <decimal>()
};
break;
case OrderType.StopLimit:
order = new StopLimitOrder
{
LimitPrice = jObject["LimitPrice"] == null ? default(decimal) : jObject["LimitPrice"].Value <decimal>(),
StopPrice = jObject["StopPrice"] == null ? default(decimal) : jObject["StopPrice"].Value <decimal>()
};
break;
case OrderType.LimitIfTouched:
order = new LimitIfTouchedOrder
{
LimitPrice = jObject["LimitPrice"] == null ? default(decimal) : jObject["LimitPrice"].Value <decimal>(),
TriggerPrice = jObject["TriggerPrice"] == null ? default(decimal) : jObject["TriggerPrice"].Value <decimal>()
};
break;
case OrderType.MarketOnOpen:
order = new MarketOnOpenOrder();
break;
case OrderType.MarketOnClose:
order = new MarketOnCloseOrder();
break;
case OrderType.OptionExercise:
order = new OptionExerciseOrder();
break;
default:
throw new ArgumentOutOfRangeException();
}
return(order);
}
private static Order CreateOrder(int orderId, OrderType type, Symbol symbol, decimal quantity, DateTime time,
string tag, IOrderProperties properties, decimal limitPrice, decimal stopPrice, decimal triggerPrice)
{
Order order;
switch (type)
{
case OrderType.Market:
order = new MarketOrder(symbol, quantity, time, tag, properties);
break;
case OrderType.Limit:
order = new LimitOrder(symbol, quantity, limitPrice, time, tag, properties);
break;
case OrderType.StopMarket:
order = new StopMarketOrder(symbol, quantity, stopPrice, time, tag, properties);
break;
case OrderType.StopLimit:
order = new StopLimitOrder(symbol, quantity, stopPrice, limitPrice, time, tag, properties);
break;
case OrderType.LimitIfTouched:
order = new LimitIfTouchedOrder(symbol, quantity, triggerPrice, limitPrice, time, tag, properties);
break;
case OrderType.MarketOnOpen:
order = new MarketOnOpenOrder(symbol, quantity, time, tag, properties);
break;
case OrderType.MarketOnClose:
order = new MarketOnCloseOrder(symbol, quantity, time, tag, properties);
break;
case OrderType.OptionExercise:
order = new OptionExerciseOrder(symbol, quantity, time, tag, properties);
break;
default:
throw new ArgumentOutOfRangeException();
}
order.Status = OrderStatus.New;
order.Id = orderId;
return(order);
}
/// <summary>
/// Creates an <see cref="Order"/> to match the specified <paramref name="request"/>
/// </summary>
/// <param name="request">The <see cref="SubmitOrderRequest"/> to create an order for</param>
/// <returns>The <see cref="Order"/> that matches the request</returns>
public static Order CreateOrder(SubmitOrderRequest request)
{
Order order;
switch (request.OrderType)
{
case OrderType.Market:
order = new MarketOrder(request.Symbol, request.Quantity, request.Time, request.Tag, request.OrderProperties);
break;
case OrderType.Limit:
order = new LimitOrder(request.Symbol, request.Quantity, request.LimitPrice, request.Time, request.Tag, request.OrderProperties);
break;
case OrderType.StopMarket:
order = new StopMarketOrder(request.Symbol, request.Quantity, request.StopPrice, request.Time, request.Tag, request.OrderProperties);
break;
case OrderType.StopLimit:
order = new StopLimitOrder(request.Symbol, request.Quantity, request.StopPrice, request.LimitPrice, request.Time, request.Tag, request.OrderProperties);
break;
case OrderType.MarketOnOpen:
order = new MarketOnOpenOrder(request.Symbol, request.Quantity, request.Time, request.Tag, request.OrderProperties);
break;
case OrderType.MarketOnClose:
order = new MarketOnCloseOrder(request.Symbol, request.Quantity, request.Time, request.Tag, request.OrderProperties);
break;
case OrderType.OptionExercise:
order = new OptionExerciseOrder(request.Symbol, request.Quantity, request.Time, request.Tag, request.OrderProperties);
break;
default:
throw new ArgumentOutOfRangeException();
}
order.Status = OrderStatus.New;
order.Id = request.OrderId;
if (request.Tag != null)
{
order.Tag = request.Tag;
}
return(order);
}