Visual Programming: Cooking the Spaghetti - GOTO Conferences
Visual Programming: Cooking the Spaghetti - GOTO Conferences
Visual Programming: Cooking the Spaghetti - GOTO Conferences
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Modules made my life easier<br />
Syn<strong>the</strong>tic<br />
Stop<br />
int qty = currOrderQty - _officialQty;<br />
if (qty > 0)<br />
{<br />
OrderProfileBase orderProfile = null;<br />
AutospreaderSyn<strong>the</strong>ticOrderProfile aop = null;<br />
if (currInstrument.IsASEInstrument)<br />
{<br />
//aop = new AutospreaderSyn<strong>the</strong>ticOrderProfile(currInstrument.OrderFeed,<br />
aop = TopMostAlgorithm.CreateAutospreaderOrderProfile(currInstrument, r<br />
orderProfile = aop;<br />
}<br />
else<br />
{<br />
orderProfile = TopMostAlgorithm.CreateAlgoExchangeChildOrderProfile(cur<br />
}<br />
Order<br />
Quoter<br />
Timed<br />
Hedge<br />
2-Legged<br />
Spread<br />
//orderProfile = new AlgoExchangeChildOrderProfile(currInstrument.Order<br />
AlgoExchangeChildOrderProfile algoExchangeChildOrderProfile = (AlgoExch<br />
algoExchangeChildOrderProfile.LeaveWhenPaused = leaveOnPause;<br />
algoExchangeChildOrderProfile.LeaveWhenCanceled = leaveOnCancel;<br />
if (IsFlagColorSet)<br />
algoExchangeChildOrderProfile.Color = flagColor;<br />
Market<br />
Maker<br />
Arb<br />
Routine<br />
orderProfile.Action = OrderAction.Add;<br />
orderProfile.QuantityToWork = Quantity.FromInt(m_CurrInstrument.Instrument,<br />
orderProfile.BuySell = m_Buy ? BuySell.Buy : BuySell.Sell;<br />
orderProfile.OrderTag = m_Flag;<br />
orderProfile.OrderType = m_OrderType;
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