public void DayClosing()
{
stopTrading = true;
var symbols = assetLoader.Elements.Select(e => e.Symbol);
foreach (var account in accountList)
{
foreach (var orderElement in account.Value.OrderContainer.Orders)
{
if (symbols.Contains(orderElement.Contract.Symbol) && orderTypes.Contains(orderElement.OrderState.Status))
{
clientSocket.cancelOrder(orderElement.Order.OrderId);
}
}
foreach (var positionElement in account.Value.PositionContainer.Positions)
{
if (symbols.Contains(positionElement.Contract.Symbol))
{
clientSocket.reqIds(-1);
var orderAction = positionElement.Position > 0 ? "SELL" : "BUY";
var order = OrderSamples.MarketOrder(orderAction, Math.Abs(positionElement.Position));
clientSocket.placeOrder(nextValidOrderId, positionElement.Contract, order);
}
}
}
Console.WriteLine("Day've been closed");
}
private static void ConditionSamples(EClientSocket client, int nextOrderId)
{
//! [order_conditioning_activate]
Order mkt = OrderSamples.MarketOrder("BUY", 100);
//Order will become active if conditioning criteria is met
mkt.ConditionsCancelOrder = true;
mkt.Conditions.Add(OrderSamples.PriceCondition(208813720, "SMART", 600, false, false));
mkt.Conditions.Add(OrderSamples.ExecutionCondition("EUR.USD", "CASH", "IDEALPRO", true));
mkt.Conditions.Add(OrderSamples.MarginCondition(30, true, false));
mkt.Conditions.Add(OrderSamples.PercentageChangeCondition(15.0, 208813720, "SMART", true, true));
mkt.Conditions.Add(OrderSamples.TimeCondition("20160118 23:59:59", true, false));
mkt.Conditions.Add(OrderSamples.VolumeCondition(208813720, "SMART", false, 100, true));
client.placeOrder(nextOrderId++, ContractSamples.EuropeanStock(), mkt);
//! [order_conditioning_activate]
//Conditions can make the order active or cancel it. Only LMT orders can be conditionally canceled.
//! [order_conditioning_cancel]
Order lmt = OrderSamples.LimitOrder("BUY", 100, 20);
//The active order will be cancelled if conditioning criteria is met
lmt.ConditionsCancelOrder = true;
lmt.Conditions.Add(OrderSamples.PriceCondition(208813720, "SMART", 600, false, false));
client.placeOrder(nextOrderId++, ContractSamples.EuropeanStock(), lmt);
//! [order_conditioning_cancel]
}