Gateways

Author: artemiusgreat

Core/Core/Enums/InstrumentEnum.cs

@@ -2,7 +2,6 @@ namespace Core.Enums
 {
   public enum InstrumentEnum : byte
   {
-    Group,
     Bonds,
     Coins,
     Shares,

Core/Core/Enums/OrderTimeSpanEnum.cs

@@ -2,6 +2,8 @@ namespace Core.Enums
 {
   public enum OrderTimeSpanEnum : byte
   {
+    AM,
+    PM,
     DAY,
     FOK,
     GTC,

Gateways/Schwab/Libs/Grains/OptionsGrain.cs

@@ -129,7 +129,7 @@ public override async Task<InstrumentsResponse> Options(Criteria criteria)
         case "OPTION": return InstrumentEnum.Options;
       }
 
-      return InstrumentEnum.Group;
+      return null;
     }
 
     /// <summary>

Gateways/Schwab/Libs/Grains/OrdersGrain.cs

@@ -179,7 +179,7 @@ protected virtual Order MapOrder(OrderMessage message)
         case "OPTION": return InstrumentEnum.Options;
       }
 
-      return InstrumentEnum.Group;
+      return null;
     }
 
     /// <summary>

Gateways/Schwab/Libs/Grains/PositionsGrain.cs

@@ -133,7 +133,7 @@ protected virtual Order MapPosition(PositionMessage message)
         case "OPTION": return InstrumentEnum.Options;
       }
 
-      return InstrumentEnum.Group;
+      return null;
     }
 
     /// <summary>

Gateways/Tradier/Libs/Grains/OptionsGrain.cs

@@ -179,7 +179,7 @@ protected virtual Instrument MapOption(OptionMessage message)
         case "OPTION": return InstrumentEnum.Options;
       }
 
-      return InstrumentEnum.Group;
+      return null;
     }
   }
 }

Gateways/Tradier/Libs/Grains/OrderSenderGrain.cs

@@ -3,6 +3,9 @@
 using System.Linq;
 using System.Threading;
 using System.Threading.Tasks;
+using Tradier.Enums;
+using Tradier.Messages.Trading;
+using Tradier.Queries.Trading;
 
 namespace Tradier.Grains
 {
@@ -18,12 +21,130 @@ public class TradierOrderSenderGrain : TradierOrdersGrain, ITradierOrderSenderGr
     /// <param name="order"></param>
     public override async Task<OrderResponse> Send(Order order)
     {
-      //var message = MapOrder(order);
-      //var accountCode = order.Account.Descriptor;
-      //var messageResponse = await connector.SendOrder(message, accountCode, CancellationToken.None);
-      //var response = new OrderResponse { Data = new() { Id = messageResponse.OrderId } };
+      var message = MapOrder(order);
+      var response = null as OrderResponseMessage;
+      var cleaner = new CancellationTokenSource(state.Timeout);
+
+      if (order.Orders.Count is 0)
+      {
+        switch (order.Operation.Instrument.Type)
+        {
+          case InstrumentEnum.Shares: response = await connector.SendEquityOrder(message, cleaner.Token); break;
+          case InstrumentEnum.Options: response = await connector.SendOptionOrder(message, cleaner.Token); break;
+        }
+      }
+      else
+      {
+        var isBrace = order.Orders.Any(o => o.Instruction is InstructionEnum.Brace);
+        var isCombo = order
+          .Orders
+          .Append(order)
+          .Where(o => o?.Amount is not null)
+          .Any(o => o?.Operation?.Instrument?.Type is InstrumentEnum.Shares);
+
+        switch (true)
+        {
+          case true when isBrace: response = await connector.SendOtocoOrder(message, cleaner.Token); break;
+          case true when isCombo: response = await connector.SendComboOrder(message, cleaner.Token); break;
+          case true when isCombo is false: response = await connector.SendGroupOrder(message, cleaner.Token); break;
+        }
+      }
+
+      if (Equals(response?.Status?.ToUpper(), "OK"))
+      {
+        order = order with { Operation = order.Operation with { Id = $"{response?.Id}" } };
+      }
+
+      return new()
+      {
+        Data = order
+      };
+    }
+
+    /// <summary>
+    /// Map order
+    /// </summary>
+    /// <param name="order"></param>
+    protected virtual OpenOrderRequest MapOrder(Order order)
+    {
+      OpenOrderRequest map(Order o)
+      {
+        var response = new OpenOrderRequest();
+
+        response.Price = o.Price;
+        response.Quantity = o.Amount;
+        response.AccountNumber = o.Account.Descriptor;
+        response.Duration = MapTimeSpan(o);
+        response.Side = MapOrderSide(o);
+
+        if (o?.Operation?.Instrument?.Type is InstrumentEnum.Options)
+        {
+          response.OptionSymbol = o.Operation.Instrument.Name;
+        }
+
+        return response;
+      }
+
+      var response = new OpenOrderRequest();
+
+      if (order.Amount is not 0)
+      {
+        response = map(order);
+      }
+
+      foreach (var o in order.Orders)
+      {
+        response.Legs.Add(map(o));
+      }
+
+      return response;
+    }
+
+    /// <summary>
+    /// Order side
+    /// </summary>
+    /// <param name="order"></param>
+    protected virtual Tradier.Enums.OrderSideEnum? MapOrderSide(Order order)
+    {
+      switch (order.Side)
+      {
+        case Core.Enums.OrderSideEnum.Long: return Tradier.Enums.OrderSideEnum.BUY;
+        case Core.Enums.OrderSideEnum.Short: return Tradier.Enums.OrderSideEnum.SELL;
+      }
 
       return null;
     }
+
+    /// <summary>
+    /// Order type
+    /// </summary>
+    /// <param name="order"></param>
+    protected virtual string MapOrderType(Order order)
+    {
+      switch (order.Type)
+      {
+        case Core.Enums.OrderTypeEnum.Stop: return "stop";
+        case Core.Enums.OrderTypeEnum.Limit: return "limit";
+        case Core.Enums.OrderTypeEnum.StopLimit: return "stop_limit";
+      }
+
+      return "market";
+    }
+
+    /// <summary>
+    /// Convert local time in force to remote
+    /// </summary>
+    /// <param name="order"></param>
+    protected virtual OrderDurationEnum MapTimeSpan(Order order)
+    {
+      switch (order.TimeSpan)
+      {
+        case OrderTimeSpanEnum.AM: return OrderDurationEnum.PRE;
+        case OrderTimeSpanEnum.PM: return OrderDurationEnum.POST;
+        case OrderTimeSpanEnum.GTC: return OrderDurationEnum.GTC;
+      }
+
+      return OrderDurationEnum.DAY;
+    }
   }
 }

Gateways/Tradier/Libs/Grains/OrdersGrain.cs

@@ -179,7 +179,7 @@ protected virtual Order MapOrder(OrderMessage message)
         case "OPTION": return InstrumentEnum.Options;
       }
 
-      return InstrumentEnum.Group;
+      return null;
     }
   }
 }

Gateways/Tradier/Libs/Grains/PositionsGrain.cs

@@ -83,7 +83,7 @@ public static Order MapPosition(PositionMessage message)
         Name = message.Symbol
       };
 
-      if (instrument.Derivative is not null)
+      if (instrument.Name.Length > 10)
       {
         instrument = instrument with
         {

Gateways/Tradier/Libs/Tradier.csproj

@@ -8,7 +8,7 @@
   </PropertyGroup>
 
   <ItemGroup>
-    <PackageReference Include="TradierBroker" Version="0.0.1" />
+    <PackageReference Include="TradierBroker" Version="0.0.5" />
   </ItemGroup>
 
   <ItemGroup>