public IOrder ExitPosition(IPosition position, OrdersProcessor orderProcessor)
{
var volume = GetPositionVolume(position);
return(orderProcessor.SendOrder(
volume > 0 ? OrderSide.Buy : OrderSide.Sell,
Math.Abs(volume),
position.Contract,
OrderType.Market));
}
//ExitPosition with no Position required... Does require contract and EventArgs...
public IOrder ExitPosition_Alt(GF.Api.Contracts.IContract contract, OrdersProcessor orderProcessor, EventArgs e)
{
//var vol = GetPositionVolume(position) //Requires position here too!
var vol = e.ContractPosition.Net.Volume;
var exit_qty = Math.Abs(qty);
//var contract = e.ContractPosition.Contract.ElectronicContract; //Might be able to drop IContract arg?
return(orderProcessor.SendOrder(
vol < 0 ? OrderSide.BuyToCover : OrderSide.Sell,
exit_qty,
contract,
OrderType.Market));
}
