private void AlterShortLimit(KeyValuePair <Symbol, TradeBar> data, OrderTicket liveticket)
{
var limit = liveticket.Get(OrderField.LimitPrice);
decimal newLimit = limit;
//currentSignalInfo.TradeAttempts++;
if (newLimit < data.Value.Low)
{
newLimit = data.Value.Close - 0.01m;
}
OrderResponse response = liveticket.Update(new UpdateOrderFields
{
LimitPrice = newLimit,
Tag = "Update #" + (liveticket.UpdateRequests.Count + 1)
});
if (response.IsSuccess)
{
Log(string.Format("Long Order {0}. Status: {1} Updated {2} to new price {3}.", liveticket.OrderId, liveticket.Status, limit, newLimit));
}
else
{
if (!response.IsProcessed)
{
Log(string.Format("Order {0} not yet processed to new price {1}", liveticket.OrderId, limit));
}
if (response.IsError)
{
Log(response.ToString());
}
}
}
private static async Task DoSomething(IOrderServiceRpcClient client)
{
Random rnd = new Random();
List <String> tickers = new List <String> {
"ERX", "SPY", "DIA", "QQQ", "UPRO", "SPXU", "OILU", "OILD"
};
Display("Initializing service...");
try {
await client.InitializeServiceAsync(new Empty());
} catch (Exception e) {
Display("An error occurred: " + e.Message);
}
Display("Service initialized");
// Quote quote = await client.GetQuoteAsync(new StringMessage { Value = "ERX" });
// Display(quote.ToString());
int numThreads = 10;
int numTrades = 100;
ParallelOptions opt = new ParallelOptions()
{
MaxDegreeOfParallelism = numThreads
};
Parallel.For(0, numTrades, opt, async i => {
String ticker = tickers[rnd.Next(1, tickers.Count + 1) - 1];
Display("Submitting order...");
OrderResponse response = null;
try {
response = await client.SubmitOrderAsync(new OrderRequest {
AccountId = "gRPC-BUY",
Action = OrderAction.OrderBuy,
Ticker = ticker,
Type = OrderType.OrderMarket,
Quantity = 10,
OrderPrice = 0,
TimeInForce = OrderTimeInForce.OrderDay
});
} catch (Exception e) {
Display("An error occurred: " + e.Message);
}
Display("Order submitted: " + response.ToString());
});
}
