Orders

Core/Domains/Gateway.cs

@@ -1,6 +1,7 @@
 using System;
 using System.Collections;
 using System.Collections.Generic;
+using System.Linq;
 using System.Threading.Tasks;
 using Terminal.Core.Enums;
 using Terminal.Core.Models;
@@ -239,5 +240,49 @@ protected virtual IList<IAccount> SetupAccounts(params IAccount[] accounts)
 
       return accounts;
     }
+
+    /// <summary>
+    /// Create separate orders when combo-orders are not supported
+    /// </summary>
+    /// <param name="order"></param>
+    /// <returns></returns>
+    protected virtual IList<OrderModel> ComposeOrders(OrderModel order)
+    {
+      OrderModel merge(OrderModel subOrder, OrderModel group)
+      {
+        var nextOrder = subOrder.Clone() as OrderModel;
+        var groupOrders = group
+          ?.Orders
+          ?.Where(o => o.Instruction is InstructionEnum.Brace)
+          ?.Where(o => Equals(o.Name, nextOrder.Name)) ?? [];
+
+        nextOrder.Price ??= nextOrder.GetOpenEstimate();
+        nextOrder.Type ??= group.Type ?? OrderTypeEnum.Market;
+        nextOrder.TimeSpan ??= group.TimeSpan ?? OrderTimeSpanEnum.Gtc;
+        nextOrder.Instruction ??= InstructionEnum.Side;
+        nextOrder.Transaction.Price ??= nextOrder.Price;
+        nextOrder.Transaction.Time ??= DateTime.Now;
+        nextOrder.Transaction.CurrentVolume = nextOrder.Transaction.Volume;
+        nextOrder.Descriptor = group.Descriptor;
+        nextOrder.Orders = [.. nextOrder.Orders, .. groupOrders];
+
+        return nextOrder;
+      }
+
+      var nextOrders = order
+        .Orders
+        .Where(o => o.Instruction is InstructionEnum.Side)
+        .Select(o => merge(o, order))
+        .ToList();
+
+      if (order.Transaction is not null)
+      {
+        nextOrders.Add(merge(order, order));
+      }
+
+      order.Orders.Clear();
+
+      return nextOrders;
+    }
   }
 }

Core/Enums/ActionEnum.cs

@@ -2,11 +2,11 @@ namespace Terminal.Core.Enums
 {
   public enum ActionEnum : byte
   {
-    None = 0,
-    Create = 1,
-    Update = 2,
-    Delete = 3,
-    Connect = 4,
-    Disconnect = 5
+    None,
+    Create,
+    Update,
+    Delete,
+    Connect,
+    Disconnect
   }
 }

Core/Enums/CurrencyEnum.cs

@@ -1,8 +1,9 @@
-namespace Terminal.Core.Enums
+namespace Terminal.Core.Enums
 {
   public enum CurrencyEnum : byte
   {
-    USD = 1,
-    EUR = 2
+    None,
+    USD,
+    EUR
   }
 }

Core/Enums/InstrumentEnum.cs

@@ -2,14 +2,15 @@ namespace Terminal.Core.Enums
 {
   public enum InstrumentEnum : byte
   {
-    None = 0,
-    Bonds = 1,
-    Coins = 2,
-    Shares = 3,
-    Options = 4,
-    Futures = 5,
-    Contracts = 6,
-    Currencies = 7,
-    FuturesOptions = 8
+    None,
+    Bonds,
+    Coins,
+    Shares,
+    Indices,
+    Options,
+    Futures,
+    Contracts,
+    Currencies,
+    FuturesOptions
   }
 }

Core/Enums/OperationEnum.cs

@@ -2,8 +2,8 @@ namespace Terminal.Core.Enums
 {
   public enum OperationEnum : byte
   {
-    None = 0,
-    In = 1,
-    Out = 2
+    None,
+    In,
+    Out
   }
 }

Core/Enums/OptionSideEnum.cs

@@ -2,9 +2,9 @@ namespace Terminal.Core.Enums
 {
   public enum OptionSideEnum : byte
   {
-    None = 0,
-    Put = 1,
-    Call = 2,
-    Share = 3
+    None,
+    Put,
+    Call,
+    Share
   }
 }

Core/Enums/OrderInstructionEnum.cs

@@ -2,9 +2,9 @@ namespace Terminal.Core.Enums
 {
   public enum InstructionEnum : byte
   {
-    None = 0,
-    Side = 1,
-    Brace = 2,
-    Group = 3
+    None,
+    Side,
+    Brace,
+    Group
   }
 }

Core/Enums/OrderSideEnum.cs

@@ -2,8 +2,8 @@ namespace Terminal.Core.Enums
 {
   public enum OrderSideEnum : byte
   {
-    None = 0,
-    Buy = 1,
-    Sell = 2
+    None,
+    Buy,
+    Sell
   }
 }

Core/Enums/OrderStatusEnum.cs

@@ -2,10 +2,10 @@ namespace Terminal.Core.Enums
 {
   public enum OrderStatusEnum : byte
   {
-    None = 0,
-    Filled = 1,
-    Pending = 2,
-    Canceled = 3,
-    Partitioned = 4
+    None,
+    Filled,
+    Pending,
+    Canceled,
+    Partitioned
   }
 }

Core/Enums/OrderTimeSpanEnum.cs

@@ -2,12 +2,12 @@ namespace Terminal.Core.Enums
 {
   public enum OrderTimeSpanEnum : byte
   {
-    None = 0,
-    Day = 1,
-    Fok = 2,
-    Gtc = 3,
-    Ioc = 4,
-    Am = 5,
-    Pm = 6
+    None,
+    Day,
+    Fok,
+    Gtc,
+    Ioc,
+    Am,
+    Pm
   }
 }

Core/Enums/OrderTypeEnum.cs

@@ -2,10 +2,10 @@ namespace Terminal.Core.Enums
 {
   public enum OrderTypeEnum : byte
   {
-    None = 0,
-    Stop = 1,
-    Market = 2,
-    Limit = 3,
-    StopLimit = 4
+    None,
+    Stop,
+    Market,
+    Limit,
+    StopLimit
   }
 }

Core/Enums/StatusEnum.cs

@@ -2,9 +2,9 @@ namespace Terminal.Core.Enums
 {
   public enum StatusEnum : byte
   {
-    None = 0,
-    Error = 1,
-    Success = 2,
-    Progress = 3
+    None,
+    Error,
+    Success,
+    Progress
   }
 }

Core/Models/Transactions/OrderModel.cs

@@ -94,8 +94,8 @@ public OrderModel()
     {
       Orders = [];
       OrderStream = o => { };
-      Id = $"{Guid.NewGuid():N}".ToUpper();
-      Descriptor = $"{Guid.NewGuid():N}".ToUpper();
+      Id = $"{Guid.NewGuid()}";
+      Descriptor = $"{Guid.NewGuid()}";
     }
 
     /// <summary>

Gateway/Alpaca/Libs/Adapter.cs

@@ -116,6 +116,8 @@ public override async Task<ResponseModel<StatusEnum>> Subscribe(InstrumentModel
 
       async Task subscribe<T>() where T : class, IStreamingDataClient
       {
+        await Unsubscribe(instrument);
+
         var client = _streamingClients[instrument.Type.Value] as T;
         var onPointSub = client.GetQuoteSubscription(instrument.Name);
         var onTradeSub = client.GetTradeSubscription(instrument.Name);
@@ -131,8 +133,6 @@ async Task subscribe<T>() where T : class, IStreamingDataClient
 
       try
       {
-        await Unsubscribe(instrument);
-
         switch (instrument.Type)
         {
           case InstrumentEnum.Coins: await subscribe<IAlpacaCryptoStreamingClient>(); break;
@@ -448,30 +448,28 @@ public override async Task<ResponseModel<IList<PointModel>>> GetPoints(PointScre
     /// <param name="orders"></param>
     /// <returns></returns>
     public override async Task<ResponseModel<IList<OrderModel>>> CreateOrders(params OrderModel[] orders)
-
     {
       var response = new ResponseModel<IList<OrderModel>> { Data = [] };
 
       foreach (var order in orders)
       {
         try
         {
-          Account.Orders[order.Id] = order;
-
-          var exOrder = ExternalMap.GetOrder(order);
-          var exResponse = await _tradingClient.PostOrderAsync(exOrder);
+          var inOrders = ComposeOrders(order);
 
-          order.Transaction.Id = $"{exResponse.OrderId}";
-          order.Transaction.Status = InternalMap.GetStatus(exResponse.OrderStatus);
-
-          response.Data.Add(order);
+          foreach (var inOrder in inOrders)
+          {
+            response.Data.Add((await CreateOrder(inOrder)).Data);
+          }
         }
         catch (Exception e)
         {
           response.Errors.Add(new ErrorModel { ErrorMessage = $"{e}" });
         }
       }
 
+      await GetAccount([]);
+
       return response;
     }
 
@@ -492,6 +490,27 @@ public override async Task<ResponseModel<IList<OrderModel>>> DeleteOrders(params
       return response;
     }
 
+    /// <summary>
+    /// Send order
+    /// </summary>
+    /// <param name="order"></param>
+    /// <returns></returns>
+    protected virtual async Task<ResponseModel<OrderModel>> CreateOrder(OrderModel order)
+    {
+      Account.Orders[order.Id] = order;
+
+      await Subscribe(order.Transaction.Instrument);
+
+      var exOrder = ExternalMap.GetOrder(order);
+      var response = new ResponseModel<OrderModel>();
+      var exResponse = await _tradingClient.PostOrderAsync(exOrder);
+
+      order.Transaction.Id = $"{exResponse.OrderId}";
+      order.Transaction.Status = InternalMap.GetStatus(exResponse.OrderStatus);
+
+      return response;
+    }
+
     /// <summary>
     /// Process quote from the stream
     /// </summary>