Exemple #1
0
        public static bool GetRuleConfigOrderSpacing(RuleConfiguration ruleConfig, ref OrderSpacingConfiguration orderSpacingConfig)
        {
            if (ruleConfig.Params.TryGetValue(RuleConfiguration.ORDERSPACING, out object paramObj))
            {
                orderSpacingConfig = JsonConvert.DeserializeObject <OrderSpacingConfiguration>(paramObj.ToString());

                if (orderSpacingConfig == null)
                {
                    return(false);
                }
            }
            return(true);
        }
        private bool Initilise(RuleConfiguration ruleConfig)
        {
            OrderSpacingConfiguration OrderSpacingConfiguration = null;

            if (Utils.GetRuleConfigOrderSpacing(ruleConfig, ref OrderSpacingConfiguration))
            {
                return(false);
            }

            this.EnableDynamicOrderSpacing   = OrderSpacingConfiguration.EnableDynamicOrderSpacing;
            this.OrderSpacingBasePips        = OrderSpacingConfiguration.OrderSpacingBasePips;
            this.OrderSpacingMaxPips         = OrderSpacingConfiguration.OrderSpacingMaxPips;
            this.OrderSpacingIncrementPips   = OrderSpacingConfiguration.OrderSpacingIncrementPips;
            this.IncrementSpacingAfterOrders = OrderSpacingConfiguration.IncrementSpacingAfterOrders;
            if (Utils.GetRuleConfigIntegerParam(RuleConfiguration.NUMBEROFORDERS, ruleConfig, ref NumberOfOrders))
            {
                return(false);
            }
            return(true);
        }