public override void OnSendCommand(ExecutionCommand command)
{
// Logic for send command.
if (command.Type == ExecutionCommandType.Send)
{
Order order;
// Create and send order to current futures contract.
switch (command.Order.Type)
{
case OrderType.Market:
if (command.Side == OrderSide.Buy)
order = BuyOrder(currentFuturesContract, command.Qty, command.Text);
else
order = SellOrder(currentFuturesContract, command.Qty, command.Text);
orderTable[order] = command;
Send(order);
break;
case OrderType.Limit:
if (command.Side == OrderSide.Buy)
order = BuyLimitOrder(currentFuturesContract, command.Qty, command.Price, command.Text);
else
order = SellLimitOrder(currentFuturesContract, command.Qty, command.Price, command.Text);
orderTable[order] = command;
Send(order);
break;
default:
break;
}
}
}