/*Entry Logic... COULD ALSO BE USED TO CALL RUN_TS_CS if needed (Called on Tick... so that works)
* private static void GFClient_OnPriceTick(GF.Api.IGFClient client, GF.Api.Contracts.PriceChangedEventArgs e)
* {
* //TRADING LOGIC !! REPLACE WITH SHIT YOU WANT.
* if (Math.Abs(e.Price.LastPrice - e.Price.BidPrice) < e.Contract.TickSize)
* PlaceOrder(client, e.Contract, OrderSide.Buy, e.Price.BidPrice, "By Bid");
* else if (Math.Abs(e.Price.LastPrice - e.Price.AskPrice) < e.Contract.TickSize)
* PlaceOrder(client, e.Contract, OrderSide.Sell, e.Price.AskPrice, "By Ask");
* }
*/
private static void PlaceOrder(GF.Api.IGFClient client, GF.Api.Contracts.IContract contract, GF.Api.Values.Orders.OrderSide orderSide, int qty, double limitPrice = 0.0, string comments = "")
{
//var qty = position.Net.Volume;
//TWEAK THIS SO THAT IF LIMITPRICE = 0.0, MARKET ORDER!!!!
if (client.Orders.Get().Count == 0 || client.Orders.Get().Last().IsFinalState)
{
OrderDraft orderDraft = new OrderDraftBuilder()
.WithAccountID(client.Accounts.Get().First().ID)
.WithContractID(contract.ID)
.WithSide(orderSide)
.WithOrderType(GF.Api.Values.Orders.OrderType.Market)
//.WithPrice(limitPrice)
.WithQuantity(1)
.WithEnd(DateTime.UtcNow.AddMinutes(1))
.WithComments(comments)
.Build();
IReadOnlyList <OrderDraftValidationError> validationErrors = client.Orders.Drafts.Validate(orderDraft);
if (validationErrors.Any())
{
Console.WriteLine($"ERROR. Order {orderSide} {orderDraft.Quantity} {contract.Symbol} @ {contract.PriceToString(limitPrice)} Limit is invalid:");
foreach (var error in validationErrors)
{
Console.WriteLine($"\t{error.Message}");
}
}
else
{
GF.Api.Orders.IOrder order = client.Orders.SendOrder(orderDraft);
Console.WriteLine($"Order {order} was sent");
}
}
}
private void PlaceExitOrder(GF.Api.Positions.IPosition avgPosition)
{
OrderDraft orderDraft = new OrderDraftBuilder()
.WithAccountID(avgPosition.Account.ID)
.WithContractID(avgPosition.Contract.ID)
.WithSide(avgPosition.Net.Volume > 0 ? OrderSide.Sell : OrderSide.Buy)
.WithOrderType(OrderType.Market)
.WithQuantity(Math.Abs(avgPosition.Net.Volume))
.WithComments("Exit")
.Build();
IReadOnlyList <OrderDraftValidationError> validationErrors = _client.Orders.Drafts.Validate(orderDraft);
if (validationErrors.Any())
{
throw new Exception($"Exit Order Draft validation error: {validationErrors.First()}");
}
_client.Orders.SendOrder(orderDraft);
}
