OrderPipeline

OrderPipeline

public OrderPipeline(IStatisticManager stats)

orderPipeline = OrderPipeline(stats)

Order tracking and processing. Handles attach/process/cancel lifecycle.

stats

Statistic manager.

Commission

public decimal? Commission { get; private set; }

value = orderPipeline.Commission
orderPipeline.Commission = value

Total commission from registered orders.

Orders

public IEnumerable<Order> Orders { get; }

value = orderPipeline.Orders

Get all tracked orders.

AddReceivedVolume

public void AddReceivedVolume(Order order, decimal volume)

orderPipeline.AddReceivedVolume(order, volume)

Track received volume for WaitAllTrades logic.

AttachAndProcess

public void AttachAndProcess(Order order)

orderPipeline.AttachAndProcess(order)

Attach and immediately process an order (used for restored orders).

CancelAll

public void CancelAll()

orderPipeline.CancelAll()

Mark all active orders as canceled.

IsTracked

public bool IsTracked(Order order)

result = orderPipeline.IsTracked(order)

Check if an order is currently tracked.

ProcessOrder

public void ProcessOrder(Order order, bool isChanging)

orderPipeline.ProcessOrder(order, isChanging)

Process order state change. Detects registration (Pending->Active/Done) and fires appropriate events.

RemoveDoneBefore

public void RemoveDoneBefore(DateTime time)

orderPipeline.RemoveDoneBefore(time)

Remove old completed orders.

time

Minimum order time to keep.

RemoveDoneWithNonPositiveVolume

public void RemoveDoneWithNonPositiveVolume()

orderPipeline.RemoveDoneWithNonPositiveVolume()

Remove completed orders with non-positive volume.

Reset

public void Reset()

orderPipeline.Reset()

Clear all tracked orders.

TryAttach

public bool TryAttach(Order order)

result = orderPipeline.TryAttach(order)

Try to attach (track) an order. Returns false if already tracked.

TryGetTracked

public Order TryGetTracked(Order order)

result = orderPipeline.TryGetTracked(order)

Try to find the tracked order instance by reference or transaction id.

Changed

public event Action<Order> Changed

orderPipeline.Changed += handler

Fires on order state changes (non-registration).

NewOrder

public event Action<Order> NewOrder

orderPipeline.NewOrder += handler

Fires when a new order is added to tracking.

Registered

public event Action<Order> Registered

orderPipeline.Registered += handler

Fires when an order transitions from Pending to Active/Done.