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.

GetEnumerator

public IEnumerator<Order> GetEnumerator()

result = orderPipeline.GetEnumerator()

Returns an enumerator that iterates through the collection.

Returns: An enumerator for the collection.

IsTracked

public bool IsTracked(Order order)

result = orderPipeline.IsTracked(order)

Check if the exact order instance 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.

SetStatisticManager

public void SetStatisticManager(IStatisticManager stats)

orderPipeline.SetStatisticManager(stats)

Swap the statistic manager (used when StatisticManager is reassigned).

stats

The new statistic manager.

TryAttach

public bool TryAttach(Order order)

result = orderPipeline.TryAttach(order)

Try to attach (track) an order. Returns false if the same instance is already tracked.

TryMarkCanceled

public bool TryMarkCanceled(Order order)

result = orderPipeline.TryMarkCanceled(order)

Mark a single tracked order as canceled. Returns only on the transition (i.e. the order was tracked and had not been marked canceled yet), so the caller can issue the cancel exactly once.

order

The order to mark.

Returns: if the order was newly marked canceled.

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.