public override void OnOrderEvent(OrderEvent orderEvent)
{
if (_immediateCancellations.Contains(orderEvent.OrderId))
{
_immediateCancellations.Remove(orderEvent.OrderId);
Transactions.CancelOrder(orderEvent.OrderId);
}
if (orderEvent.Status == OrderStatus.Filled)
{
Log("FILLED:: " + Transactions.GetOrderById(orderEvent.OrderId) + " FILL PRICE:: " + orderEvent.FillPrice.SmartRounding());
}
else
{
Log(orderEvent.ToString());
}
}
void Consolidator_DataConsolidated(object sender, Data.Market.QuoteBar e)
{
Console.WriteLine("PRICE=" + e.Price);
if (Portfolio.GetHoldingsQuantity(_Symbol) == 0)
{
if (_pendingEntry != null)
{
Transactions.CancelOrder(_pendingEntry.OrderId);
_pendingEntry = null;
}
Console.WriteLine("dev=" + _devIndicator.Current.Value);
if (_devIndicator.Current.Value < 10)
{
this.SetupOrder(e);
}
}
}
