/// <summary>
/// This allows a part of the order to be closed, or all.
/// </summary>
public bool DecreaseVolume(int volumeDecrease, decimal?allowedSlippage, decimal?desiredPrice,
out string operationResultMessage)
{
if (volumeDecrease == 0)
{
operationResultMessage = string.Empty;
return(true);
}
if (this.OpenPrice.HasValue == false)
{
operationResultMessage = "Invalid order open price.";
return(false);
}
if (State != OrderStateEnum.Executed && State != OrderStateEnum.Submitted)
{
operationResultMessage = "Close/Decrease volume can be done only to open/pending orders.";
return(false);
}
if (volumeDecrease < 0)
{
operationResultMessage = "Positive volume decrease required.";
return(false);
}
if (CurrentVolume < volumeDecrease)
{
operationResultMessage = "Misuse of the Order class [Can not close more volume than already open].";
return(false);
}
decimal operationPrice;
bool operationResult = false;
ISourceOrderExecution executionProvider = _executionProvider;
if (executionProvider == null)
{
operationResultMessage = "Execution provider not assigned.";
return(false);
}
DateTime closeTime = DateTime.MinValue;
string modifiedId;
if (_info.Volume == volumeDecrease)
{// Close/Cancel order.
if (State == OrderStateEnum.Executed)
{
operationResult = OrderExecutionProvider.CloseOrder(Account.Info, this, allowedSlippage, desiredPrice, out operationPrice, out closeTime, out modifiedId, out operationResultMessage);
}
else
{
operationPrice = decimal.MinValue;
operationResult = OrderExecutionProvider.CancelPendingOrder(Account.Info, this, out modifiedId, out operationResultMessage);
}
}
else
{// Decrease order closeVolume.
operationResult = OrderExecutionProvider.DecreaseOrderVolume(Account.Info, this, volumeDecrease, allowedSlippage, desiredPrice, out operationPrice, out modifiedId, out operationResultMessage);
}
if (operationResult == false)
{
SystemMonitor.Report("Order volume decrease has failed in executioner.");
return(false);
}
if (string.IsNullOrEmpty(modifiedId))
{// Since the original order has changed its ticket number; and we have failed to establish the new one - we can no longer track it so unregister.
SystemMonitor.OperationWarning("Failed to establish new modified order ticket; order will be re-aquired.", TracerItem.PriorityEnum.High);
Account.TradeEntities.RemoveOrder(this);
return(true);
}
if (State == OrderStateEnum.Executed)
{
if (modifiedId != this.Id)
{
Account.TradeEntities.RemoveOrder(this);
OrderInfo newUpdatedInfo = _info;
newUpdatedInfo.Id = modifiedId;
newUpdatedInfo.Volume = _info.Volume - volumeDecrease;
ActiveOrder updatedOrder = new ActiveOrder(_manager, _executionProvider, _quoteProvider, _dataSourceId, Symbol, true);
updatedOrder.AdoptInfo(newUpdatedInfo);
_executionProvider.TradeEntities.AddOrder(updatedOrder);
// Request updated order info for this and new one and remove current one.
if (_executionProvider != null && _executionProvider.DefaultAccount != null && string.IsNullOrEmpty(modifiedId) == false)
{
_executionProvider.BeginOrdersInformationUpdate(_executionProvider.DefaultAccount.Info, new string[] { this.Id, modifiedId }, out operationResultMessage);
}
}
else
{
_info.Volume = _info.Volume - volumeDecrease;
if (_info.Volume == 0)
{
State = OrderStateEnum.Closed;
_info.CloseTime = closeTime;
_info.ClosePrice = operationPrice;
}
}
}
else if (State == OrderStateEnum.Submitted)
{
lock (this)
{
_initialVolume -= volumeDecrease;
_info.Volume = _initialVolume;
if (_info.Volume == 0)
{
State = OrderStateEnum.Canceled;
}
}
}
if (State == OrderStateEnum.Closed)
{// Closed.
RaiseOrderUpdatedEvent(UpdateTypeEnum.Closed);
}
else
{// Still open.
RaiseOrderUpdatedEvent(UpdateTypeEnum.VolumeChanged);
}
return(true);
}
