public void Close(GF.Api.Positions.IPosition position, Action action)
{
if (_resultActions.ContainsKey(position))
{
return;
}
var orders = GetPositionOrders(position).ToList();
if (orders.Any())
{
CancelAll(orders);
}
else
{
if (position.Net.Volume == 0)
{
action();
return;
}
PlaceExitOrder(position);
}
_resultActions[position] = action;
}
public void ExitPosition(GF.Api.Positions.IPosition position, GF.Api.Positions.PositionChangedEventArgs e)
{
var volume = GetPositionVolume(position);
var side = volume > 0 ? OrderSide.Sell : OrderSide.BuyToCover;
Console.WriteLine("Initiating order...");
PlaceOrder(gfClient, e.ContractPosition.Contract.ElectronicContract, OrderSide.Sell, Math.Abs(volume));
}
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);
}
private int GetPositionVolume(GF.Api.Positions.IPosition position)
{
// return position.Net.Volume; //Does this not work??
return(position.Short.Volume - position.Long.Volume);
}
public IEnumerable <GF.Api.Orders.IOrder> GetPositionOrders(GF.Api.Positions.IPosition position)
{
return(GetPositionOrders(position.Account, position.Contract));
}
