public static void Execute(List <TradeSignal> signals, SignalBase signalBase, ExecuteTradesParam execTradeParam)
{
decimal actualPrice = 0;
decimal priceOffset = 0;
var tradeSignals = signals;
var stopLoss = execTradeParam.SL;
var takeProfit = execTradeParam.TP;
foreach (var _account in signalBase.BrokerAccounts)
{
//check if the account can trade this symbol...
if (execTradeParam.DataFeed.AvailableDataFeeds.Contains(_account.DataFeedName))
{
foreach (var item in tradeSignals)
{ // trade only if the symbol has correct trade slot and it was not the first iteration (first iteration can)
if (execTradeParam.TradeableSymbols.Contains(item.Instrument.Symbol) && execTradeParam.EvalCount > 1)
{
if (execTradeParam.OrderType == TradeType.Limit || execTradeParam.OrderType == TradeType.Stop)
{
Tick tick = null;
try
{
tick = execTradeParam.DataFeed.GetLastTick(_account.DataFeedName, item.Instrument.Symbol);
}
catch (Exception e)
{
signalBase.Alert($"Failed to retrieve tick for {item.Instrument}: {e.Message}");
}
if (tick != null)
{
if (item.Side == Side.Buy && tick.Ask > 0)
{
actualPrice = tick.Ask;
if (execTradeParam.OrderType == TradeType.Limit)
{
priceOffset = execTradeParam.BuyPriceOffset / -100000;
}
if (execTradeParam.OrderType == TradeType.Stop)
{
priceOffset = execTradeParam.BuyPriceOffset / 100000;
}
}
else if (item.Side == Side.Sell && tick.Bid > 0)
{
actualPrice = tick.Bid;
if (execTradeParam.OrderType == TradeType.Limit)
{
priceOffset = execTradeParam.SellPriceOffset / 100000;
}
if (execTradeParam.OrderType == TradeType.Stop)
{
priceOffset = execTradeParam.SellPriceOffset / -100000;
}
}
}
}
if (execTradeParam.HideSL == true)
{
stopLoss = null;
}
if (execTradeParam.HideTP == true)
{
takeProfit = null;
}
signalBase.PlaceOrder(new OrderParams(DateTime.UtcNow.Ticks.ToString(), item.Instrument.Symbol)
{
TimeInForce = execTradeParam.TIF,
SLOffset = stopLoss,
TPOffset = takeProfit,
Quantity = execTradeParam.OrderQuantity,
OrderSide = item.Side,
OrderType = execTradeParam.OrderType,
DataServerSide = execTradeParam.HideOrder,
Price = actualPrice + priceOffset,
}, _account);
signalBase.Alert($"Trade: {execTradeParam.OrderType}, {item.Instrument.Symbol}, {item.Side}, {execTradeParam.OrderQuantity}, {execTradeParam.TP}, {execTradeParam.SL}");
}
}
}
}
}
