/// <summary>
/// Will close open order (?!) or cancel pending one.
/// </summary>
/// <param name="desiredPrice"></param>
/// <param name="slippage"></param>
/// <param name="operationResultMessage"></param>
/// <returns></returns>
public bool CloseOrCancel(decimal?desiredPrice, decimal?slippage, out string operationResultMessage)
{
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);
}
decimal operationPrice;
bool operationResult = false;
ISourceOrderExecution executionProvider = _executionProvider;
if (executionProvider == null)
{
operationResultMessage = "Execution provider not assigned.";
return(false);
}
DateTime closeTime = DateTime.MinValue;
string modifiedId;
// Close/Cancel order.
if (State == OrderStateEnum.Executed)
{
operationResult = executionProvider.CloseOrder(_executionProvider.DefaultAccount.Info, this,
slippage, desiredPrice, out operationPrice, out closeTime, out modifiedId, out operationResultMessage);
}
else if (State == OrderStateEnum.Submitted)
{
operationPrice = decimal.MinValue;
operationResult = executionProvider.CancelPendingOrder(_executionProvider.DefaultAccount.Info, this, out modifiedId, out operationResultMessage);
}
else
{
operationResultMessage = "Order not in expected state.";
return(false);
}
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);
executionProvider.TradeEntities.RemoveOrder(this);
return(true);
}
if (State == OrderStateEnum.Executed)
{
if (modifiedId != this.Id)
{
operationResultMessage = "Failed to close order, id returned is different.";
return(false);
//executionProvider.TradeEntities.RemoveOrder(this);
//OrderInfo newUpdatedInfo = _info;
//newUpdatedInfo.Id = modifiedId;
//newUpdatedInfo.Volume = 0;
//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 = 0;
State = OrderStateEnum.Closed;
_info.CloseTime = closeTime;
_info.ClosePrice = operationPrice;
}
}
else if (State == OrderStateEnum.Submitted)
{
lock (this)
{
//_initialVolume -= volumeDecrease;
_info.Volume = 0;
State = OrderStateEnum.Canceled;
}
}
if (State == OrderStateEnum.Closed)
{// Closed.
RaiseOrderUpdatedEvent(UpdateTypeEnum.Closed);
}
else if (State == OrderStateEnum.Canceled)
{// Still open.
RaiseOrderUpdatedEvent(UpdateTypeEnum.Canceled);
}
return(true);
}
