/// <summary>
/// Initializes a new instance of the TradingPosition class.
/// </summary>
/// <param name="status">Possible values include: 'Open',
/// 'Closed'</param>
/// <param name="direction">Possible values include: 'Buy',
/// 'Sell'</param>
/// <param name="closeReason">Possible values include: 'None', 'Close',
/// 'StopLoss', 'TakeProfit', 'StopOut', 'Canceled',
/// 'CanceledBySystem'</param>
/// <param name="fillType">Possible values include: 'FillOrKill',
/// 'PartialFill'</param>
public TradingPosition(PositionStatus status, TradingOrderDirection direction, double volume, double openPrice, OrderCloseReason closeReason, double openCommission, double closeCommission, double swapCommission, OrderFillType fillType, string id = default(string), string traderCounterPartyId = default(string), string traderAccountId = default(string), string symbol = default(string), double?matchedVolume = default(double?), double?requestedPrice = default(double?), string traderAccountAssetId = default(string), double?matchedCloseVolume = default(double?), double?closePrice = default(double?), System.DateTime?openDate = default(System.DateTime?), System.DateTime?closeDate = default(System.DateTime?), double?fpl = default(double?), double?pnL = default(double?), double?pnlInUsd = default(double?), double?volumeUsdAtOpen = default(double?), double?volumeUsdAtClose = default(double?))
{
Id = id;
TraderCounterPartyId = traderCounterPartyId;
TraderAccountId = traderAccountId;
Symbol = symbol;
MatchedVolume = matchedVolume;
Status = status;
Direction = direction;
RequestedPrice = requestedPrice;
TraderAccountAssetId = traderAccountAssetId;
Volume = volume;
MatchedCloseVolume = matchedCloseVolume;
OpenPrice = openPrice;
ClosePrice = closePrice;
OpenDate = openDate;
CloseDate = closeDate;
CloseReason = closeReason;
OpenCommission = openCommission;
CloseCommission = closeCommission;
SwapCommission = swapCommission;
FillType = fillType;
Fpl = fpl;
PnL = pnL;
PnlInUsd = pnlInUsd;
VolumeUsdAtOpen = volumeUsdAtOpen;
VolumeUsdAtClose = volumeUsdAtClose;
CustomInit();
}
internal static string ToSerializedValue(this OrderCloseReason value)
{
switch (value)
{
case OrderCloseReason.None:
return("None");
case OrderCloseReason.Close:
return("Close");
case OrderCloseReason.StopLoss:
return("StopLoss");
case OrderCloseReason.TakeProfit:
return("TakeProfit");
case OrderCloseReason.StopOut:
return("StopOut");
case OrderCloseReason.Canceled:
return("Canceled");
case OrderCloseReason.CanceledBySystem:
return("CanceledBySystem");
}
return(null);
}
public Task <Order> CloseActiveOrderAsync(string orderId, OrderCloseReason reason, string comment = null)
{
var order = GetActiveOrderForClose(orderId);
var me = _meRouter.GetMatchingEngineForClose(order);
return(CloseActiveOrderByMatchingEngineAsync(order, me, reason, comment));
}
public Order CancelPendingOrder(string orderId, OrderCloseReason reason, string comment = null)
{
using (_contextFactory.GetWriteSyncContext($"{nameof(TradingEngine)}.{nameof(CancelPendingOrder)}"))
{
var order = _ordersCache.WaitingForExecutionOrders.GetOrderById(orderId);
CancelWaitingForExecutionOrder(order, reason, comment);
return(order);
}
}
private void SetOrderToClosingState(Order order, OrderCloseReason reason)
{
order.Status = OrderStatus.Closing;
order.StartClosingDate = DateTime.UtcNow;
order.CloseReason = reason;
_ordersCache.ClosingOrders.Add(order);
_ordersCache.ActiveOrders.Remove(order);
}
private void CancelWaitingForExecutionOrder(Order order, OrderCloseReason reason)
{
order.Status = OrderStatus.Closed;
order.CloseDate = DateTime.UtcNow;
order.CloseReason = reason;
_ordersCache.WaitingForExecutionOrders.Remove(order);
_orderCancelledEventChannel.SendEvent(this, new OrderCancelledEventArgs(order));
}
public async Task <List <IOrder> > CloseAccountOrders(string accountId, OrderCloseReason reason)
{
var openedOrders = _ordersCache.ActiveOrders.GetOrdersByAccountIds(accountId).ToArray();
var closedOrders = new List <IOrder>();
foreach (var order in openedOrders)
{
try
{
var closedOrder = await _tradingEngine.CloseActiveOrderAsync(order.Id, reason);
closedOrders.Add(closedOrder);
}
catch (Exception e)
{
await _log.WriteWarningAsync(nameof(AccountManager), "CloseAccountActiveOrders",
$"AccountId: {accountId}, OrderId: {order.Id}", $"Error closing order: {e.Message}");
}
}
return(closedOrders);
}
private Task <Order> CloseActiveOrderByMatchingEngineAsync(Order order, OrderCloseReason reason, IMatchingEngineBase matchingEngine)
{
order.CloseOrderbookId = matchingEngine.Id;
order.StartClosingDate = DateTime.UtcNow;
order.CloseReason = reason;
matchingEngine.MatchMarketOrderForClose(order, matchedOrders =>
{
if (!matchedOrders.Any())
{
order.CloseRejectReasonText = "No orders to match";
return(false);
}
order.MatchedCloseOrders.AddRange(matchedOrders);
_equivalentPricesService.EnrichClosingOrder(order);
if (!order.GetIsCloseFullfilled())
{
order.Status = OrderStatus.Closing;
_ordersCache.ActiveOrders.Remove(order);
_ordersCache.ClosingOrders.Add(order);
_orderClosingEventChannel.SendEvent(this, new OrderClosingEventArgs(order));
}
else
{
order.Status = OrderStatus.Closed;
order.CloseDate = DateTime.UtcNow;
_ordersCache.ActiveOrders.Remove(order);
_orderClosedEventChannel.SendEvent(this, new OrderClosedEventArgs(order));
}
return(true);
});
return(Task.FromResult(order));
}