/// <summary>
/// Submits a new request to cancel this order
/// </summary>
public OrderResponse Cancel(string tag = null)
{
var request = new CancelOrderRequest(_transactionManager.UtcTime, OrderId, tag);
lock (_cancelRequestLock)
{
// don't submit duplicate cancel requests
if (_cancelRequest != null)
{
return(OrderResponse.Error(request, OrderResponseErrorCode.RequestCanceled, $"Order {OrderId} has already received a cancellation request."));
}
}
_transactionManager.ProcessRequest(request);
lock (_cancelRequestLock)
{
if (_cancelRequest != null)
{
return(_cancelRequest.Response);
}
}
throw new ArgumentException("CancelRequest is null.");
}
/// <summary>
/// Submits a new request to cancel this order
/// </summary>
public OrderResponse Cancel(string tag = null)
{
var request = new CancelOrderRequest(_transactionManager.UtcTime, OrderId, tag);
_transactionManager.ProcessRequest(request);
return(CancelRequest.Response);
}
/// <summary>
/// Sets the <see cref="CancelOrderRequest"/> for this ticket. This can only be performed once.
/// </summary>
/// <param name="request">The <see cref="CancelOrderRequest"/> that canceled this ticket.</param>
public void SetCancelRequest(CancelOrderRequest request)
{
if (request.OrderId != OrderId)
{
throw new ArgumentException("Received CancelOrderRequest for incorrect order id.");
}
if (_cancelRequest != null)
{
throw new ArgumentException("This order ticket has already been canceled.");
}
_cancelRequest = request;
}
/// <summary>
/// Sets the <see cref="CancelOrderRequest"/> for this ticket. This can only be performed once.
/// </summary>
/// <remarks>
/// This method is thread safe.
/// </remarks>
/// <param name="request">The <see cref="CancelOrderRequest"/> that canceled this ticket.</param>
/// <returns>False if the the CancelRequest has already been set, true if this call set it</returns>
internal bool TrySetCancelRequest(CancelOrderRequest request)
{
if (request.OrderId != OrderId)
{
throw new ArgumentException("Received CancelOrderRequest for incorrect order id.");
}
lock (_setCancelRequestLock)
{
if (_cancelRequest != null)
{
return(false);
}
_cancelRequest = request;
}
return(true);
}
/// <summary>
/// Submits a new request to cancel this order
/// </summary>
public OrderResponse Cancel(string tag = null)
{
var request = new CancelOrderRequest(_transactionManager.UtcTime, OrderId, tag);
_transactionManager.ProcessRequest(request);
lock (_cancelRequestLock)
{
if (_cancelRequest != null)
{
return(_cancelRequest.Response);
}
}
throw new ArgumentException("CancelRequest is null.");
}
/// <summary>
/// Handles a request to cancel an order
/// </summary>
private OrderResponse HandleCancelOrderRequest(CancelOrderRequest request)
{
Order order;
OrderTicket ticket;
if (!_orders.TryGetValue(request.OrderId, out order) || !_orderTickets.TryGetValue(request.OrderId, out ticket))
{
Log.Error("BrokerageTransactionHandler.HandleCancelOrderRequest(): Unable to cancel order with ID " + request.OrderId + ".");
return OrderResponse.UnableToFindOrder(request);
}
if (order.Status.IsClosed())
{
return OrderResponse.InvalidStatus(request, order);
}
ticket.SetOrder(order);
bool orderCanceled;
try
{
orderCanceled = _brokerage.CancelOrder(order);
}
catch (Exception err)
{
Log.Error(err);
orderCanceled = false;
}
if (!orderCanceled)
{
// failed to cancel the order
var message = "Brokerage failed to cancel order with id " + order.Id;
_algorithm.Error(message);
HandleOrderEvent(new OrderEvent(order, _algorithm.UtcTime, 0m, "Brokerage failed to cancel order"));
return OrderResponse.Error(request, OrderResponseErrorCode.BrokerageFailedToCancelOrder, message);
}
// we succeeded to cancel the order
order.Status = OrderStatus.Canceled;
if (request.Tag != null)
{
// update the tag, useful for 'why' we canceled the order
order.Tag = request.Tag;
}
return OrderResponse.Success(request);
}
/// <summary>
/// Remove this order from outstanding queue: user is requesting a cancel.
/// </summary>
/// <param name="request">Request containing the specific order id to remove</param>
public OrderTicket CancelOrder(CancelOrderRequest request)
{
OrderTicket ticket;
if (!_orderTickets.TryGetValue(request.OrderId, out ticket))
{
Log.Error("BrokerageTransactionHandler.CancelOrder(): Unable to locate ticket for order.");
return OrderTicket.InvalidCancelOrderId(_algorithm.Transactions, request);
}
try
{
// if we couldn't set this request as the cancellation then another thread/someone
// else is already doing it or it in fact has already been cancelled
if (!ticket.TrySetCancelRequest(request))
{
// the ticket has already been cancelled
request.SetResponse(OrderResponse.Error(request, OrderResponseErrorCode.InvalidRequest, "Cancellation is already in progress."));
return ticket;
}
//Error check
var order = GetOrderByIdInternal(request.OrderId);
if (order != null && request.Tag != null)
{
order.Tag = request.Tag;
}
if (order == null)
{
Log.Error("BrokerageTransactionHandler.CancelOrder(): Cannot find this id.");
request.SetResponse(OrderResponse.UnableToFindOrder(request));
}
else if (order.Status.IsClosed())
{
Log.Error("BrokerageTransactionHandler.CancelOrder(): Order already " + order.Status);
request.SetResponse(OrderResponse.InvalidStatus(request, order));
}
else if (_algorithm.IsWarmingUp)
{
request.SetResponse(OrderResponse.WarmingUp(request));
}
else
{
// send the request to be processed
request.SetResponse(OrderResponse.Success(request), OrderRequestStatus.Processing);
_orderRequestQueue.Add(request);
}
}
catch (Exception err)
{
Log.Error(err);
request.SetResponse(OrderResponse.Error(request, OrderResponseErrorCode.ProcessingError, err.Message));
}
return ticket;
}
/// <summary>
/// Handles a request to cancel an order
/// </summary>
private OrderResponse HandleCancelOrderRequest(CancelOrderRequest request)
{
Order order;
OrderTicket ticket;
if (!_orders.TryGetValue(request.OrderId, out order) || !_orderTickets.TryGetValue(request.OrderId, out ticket))
{
Log.Error("BrokerageTransactionHandler.HandleCancelOrderRequest(): Unable to cancel order with ID " + request.OrderId + ".");
return OrderResponse.UnableToFindOrder(request);
}
if (order.Status.IsClosed())
{
return OrderResponse.InvalidStatus(request, order);
}
ticket.SetOrder(order);
bool orderCanceled;
try
{
orderCanceled = _brokerage.CancelOrder(order);
}
catch (Exception err)
{
Log.Error(err);
orderCanceled = false;
}
if (!orderCanceled)
{
// we failed to cancel the order for some reason
order.Status = OrderStatus.Invalid;
}
else
{
// we succeeded to cancel the order
order.Status = OrderStatus.Canceled;
}
if (request.Tag != null)
{
// update the tag, useful for 'why' we canceled the order
order.Tag = request.Tag;
}
return OrderResponse.Success(request);
}
/// <summary>
/// Creates a new <see cref="OrderTicket"/> that represents trying to cancel an order for which no ticket exists
/// </summary>
public static OrderTicket InvalidCancelOrderId(SecurityTransactionManager transactionManager, CancelOrderRequest request)
{
var submit = new SubmitOrderRequest(OrderType.Market, SecurityType.Base, Symbol.Empty, 0, 0, 0, DateTime.MaxValue, request.Tag);
submit.SetResponse(OrderResponse.UnableToFindOrder(request));
submit.SetOrderId(request.OrderId);
var ticket = new OrderTicket(transactionManager, submit);
request.SetResponse(OrderResponse.UnableToFindOrder(request));
ticket.TrySetCancelRequest(request);
ticket._orderStatusOverride = OrderStatus.Invalid;
return(ticket);
}
/// <summary>
/// Remove this order from outstanding queue: user is requesting a cancel.
/// </summary>
/// <param name="request">Request containing the specific order id to remove</param>
public OrderTicket CancelOrder(CancelOrderRequest request)
{
OrderTicket ticket;
if (!_orderTickets.TryGetValue(request.OrderId, out ticket))
{
Log.Error("BrokerageTransactionHandler.CancelOrder(): Unable to locate ticket for order.");
return OrderTicket.InvalidCancelOrderId(_algorithm.Transactions, request);
}
ticket.SetCancelRequest(request);
try
{
//Error check
var order = GetOrderById(request.OrderId);
if (order == null)
{
Log.Error("BrokerageTransactionHandler.CancelOrder(): Cannot find this id.");
request.SetResponse(OrderResponse.UnableToFindOrder(request));
}
else if (order.Status.IsClosed())
{
Log.Error("BrokerageTransactionHandler.CancelOrder(): Order already filled");
request.SetResponse(OrderResponse.InvalidStatus(request, order));
}
else
{
// send the request to be processed
request.SetResponse(OrderResponse.Success(request), OrderRequestStatus.Processing);
_orderRequestQueue.Enqueue(request);
}
}
catch (Exception err)
{
Log.Error("TransactionManager.RemoveOrder(): " + err.Message);
request.SetResponse(OrderResponse.Error(request, OrderResponseErrorCode.ProcessingError, err.Message));
}
return ticket;
}