Woti.Orders Namespace

1. Woti.Orders.CWormsAllocator allocator = session_.GetAllocator()
2. allocator.AddOrderId("XX-XX")
       Add as many order ids as needed, using a loop such as a for or while loop.
       These are the orders that you intend to allocate.
       For example:
           Order AA-1 is BUY 100 GOOG @ 700.00.
           Order BB-2 is BUY 100 GOOG @ 701.00.

           To allocate both of these orders together, do

           allocator.AddOrderId("AA-1");
           allocator.AddOrderId("BB-2");

3. allocator.AddAllocation(...params...)
       Add as many allocations as needed. The total quantity of the allocations should add up to equal the total
       quantity of the orders that you added in step 2.
       For example you could allocate as follows:
           50 GOOG @ 700 to account 1
           50 GOOG @ 700 to account 2
           75 GOOG @ 701 to account 3
           25 GOOG @ 701 to account 4
4. allocator.ValidateAllocations()
       This will make sure that the quantity of all your allocations equals the total quantity of the orders you are
       allocating. Any fatal errors are thrown. Any non-fatal warnings are returned as strings. Warnings include:
       average price of allocations does not equal average price of original orders, commission is more than five
       cents per share.
5. allocator.SendAllocations()
       If this allocation batch passed validation then the allocations will be sent. If successful, the allocations
       are wiped out and the CWormsAllocator object can be reused for a new batch of allocations. If not successful,
       all the allocations are deleted but the original order data is still held.
6. allocator.Clear()
       Manually deletes all internal data from this allocator object, including original order data and allocation data.

// Create the historical order requestor and subscribe to events.
Woti.Orders.IWormsHistoricalOrderRequestor requestor_ = session_.GetHistoricalOrderRequestor();
requestor_.HistoricalOrderReceived += OnHistoricalOrderReceived;
requestor_.HistoricalRequestComplete += OnHistoricalRequestComplete;

// Make a new data request. This request will fetch all orders sent on Nov. 6th 2018, in the account named "ACCOUNT1".
requestor_.GetHistoricalOrders("2018-11-06", WOTI_PositionType.PT_Account, "ACCOUNT1");