public Order exit(string description, OrderDetails details, OrderDuration duration)
{
var order = new Order(description, symbol, details, -direction(), size, duration);
order.refersTo(this);
return(order);
}
public Order(String description, Symbol symbol, OrderDetails details, Direction direction, long size, OrderDuration duration)
{
this.description = description;
this.symbol = symbol;
this.details = details;
this.size = size;
this.duration = duration;
this.direction = direction;
stack = reDebug() ? Environment.StackTrace : "locked";
Bomb.when(size <= 0, () => "size must be > 0: " + this);
Bomb.when(size > MAX_TRADE_SIZE, () => "size must be < 1 trillion (for now - expand if this is not an error): " + this);
duration.requireSupported(details);
id = nextIdentifier++;
}
protected Order sell(string description, OrderDetails details, long size, OrderDuration duration)
{
return(symbol.sell(description, details, size, duration));
}
public Order sell(string description, OrderDetails details, long size, OrderDuration duration)
{
return(new Order(description, this, details, Direction.SHORT, size, duration));
}
public Order buy(string description, OrderDetails details, long size, OrderDuration duration)
{
return(new Order(description, this, details, Direction.LONG, size, duration));
}
public Order buySell(Direction direction, string description, OrderDetails details, long size, OrderDuration duration)
{
return(direction.order(description, this, details, size, duration));
}
public Order scaleUpShort(string description, OrderDetails details, long tradeSize, OrderDuration duration)
{
Bomb.when(direction().isLong(), () => "long position cannot be scaled up short!");
return(scaleUp(description, details, tradeSize, duration));
}
public virtual bool canSubmitToFerret(OrderDuration duration)
{
return(true);
}
public Order scaleUp(string description, OrderDetails details, long tradeSize, OrderDuration duration)
{
var order = new Order(description, symbol, details, direction(), tradeSize, duration);
order.refersTo(this);
return(order);
}
public Order scaleDown(string description, OrderDetails details, long tradeSize, OrderDuration duration)
{
Bomb.unless(
tradeSize < size,
() => "trade size must be less than total size in partial exit. trade size: " + tradeSize + ". total size: " + size
);
var order = new Order(description, symbol, details, -direction(), tradeSize, duration);
order.refersTo(this);
return(order);
}
public Order exitShort(string description, OrderDetails details, OrderDuration duration)
{
Bomb.when(direction().isLong(), () => "long position cannot be exited short!");
return(exit(description, details, duration));
}
public Order exitLong(string description, OrderDetails details, OrderDuration duration)
{
Bomb.unless(direction().isLong(), () => "short position cannot be exited long!");
return(exit(description, details, duration));
}
public Order order(String description, Symbol symbol, OrderDetails details, long size, OrderDuration duration)
{
return(new Order(description, symbol, details, this, size, duration));
}
public IEnumerable <Order> exits(PairSystem system, string description, OrderDetails leftDetails, OrderDetails rightDetails, OrderDuration duration)
{
return(list(system.position(left).exit(description, leftDetails, duration), system.position(right).exit(description, rightDetails, duration)));
}
public Order scaleUpLong(string description, OrderDetails details, long tradeSize, OrderDuration duration)
{
Bomb.unless(direction().isLong(), () => "short position cannot be scaled up long!");
return(scaleUp(description, details, tradeSize, duration));
}
public List <Order> sell(string description, OrderDetails detailsLeft, OrderDetails detailsRight, long size, OrderDuration duration)
{
return(list(
new Order(description, left, detailsLeft, Direction.SHORT, size, duration),
new Order(description, right, detailsRight, Direction.LONG, size, duration)
));
}
public override bool canSubmitToFerret(OrderDuration duration)
{
return(duration.isOnClose());
}