/// <summary>
/// Returns true if the specified order is within IB's order size limits
/// </summary>
private bool IsForexWithinOrderSizeLimits(Order order, out BrokerageMessageEvent message)
{
/* https://www.interactivebrokers.com/en/?f=%2Fen%2Ftrading%2FforexOrderSize.php
* Currency Currency Description Minimum Order Size Maximum Order Size
* USD US Dollar 25,000 7,000,000
* AUD Australian Dollar 25,000 6,000,000
* CAD Canadian Dollar 25,000 6,000,000
* CHF Swiss Franc 25,000 6,000,000
* CNH China Renminbi (offshore) 160,000 40,000,000
* CZK Czech Koruna USD 25,000(1) USD 7,000,000(1)
* DKK Danish Krone 150,000 35,000,000
* EUR Euro 20,000 5,000,000
* GBP British Pound Sterling 17,000 4,000,000
* HKD Hong Kong Dollar 200,000 50,000,000
* HUF Hungarian Forint USD 25,000(1) USD 7,000,000(1)
* ILS Israeli Shekel USD 25,000(1) USD 7,000,000(1)
* KRW Korean Won 50,000,000 750,000,000
* JPY Japanese Yen 2,500,000 550,000,000
* MXN Mexican Peso 300,000 70,000,000
* NOK Norwegian Krone 150,000 35,000,000
* NZD New Zealand Dollar 35,000 8,000,000
* RUB Russian Ruble 750,000 30,000,000
* SEK Swedish Krona 175,000 40,000,000
* SGD Singapore Dollar 35,000 8,000,000
*/
message = null;
// switch on the currency being bought
string baseCurrency, quoteCurrency;
Forex.DecomposeCurrencyPair(order.Symbol, out baseCurrency, out quoteCurrency);
decimal max;
ForexCurrencyLimits.TryGetValue(baseCurrency, out max);
var orderIsWithinForexSizeLimits = order.Quantity < max;
if (!orderIsWithinForexSizeLimits)
{
message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "OrderSizeLimit",
string.Format("The maximum allowable order size is {0}{1}.", max, baseCurrency)
);
}
return(orderIsWithinForexSizeLimits);
}
private bool IsForexWithinOrderSizeLimits(string currencyPair, int quantity, out BrokerageMessageEvent message)
{
message = null;
string baseCurrency, quoteCurrency;
Forex.DecomposeCurrencyPair(currencyPair, out baseCurrency, out quoteCurrency);
decimal max;
ForexCurrencyLimits.TryGetValue(baseCurrency, out max);
var orderIsWithinForexSizeLimits = quantity < max;
if (!orderIsWithinForexSizeLimits)
{
message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "OrderSizeLimit",
string.Format("The maximum allowable order size is {0}{1}.", max, baseCurrency)
);
}
return(orderIsWithinForexSizeLimits);
}
