protected override void OnPlaceOrder(PlaceOrderRequestParameters placeOrderRequest)
{
// For trading logs
placeOrderRequest.SendingSource = this.Name;
for (int i = 0; i < this.RepeatCount; i++)
{
// Place order
this.Log($"Place order #{i + 1}");
var result = Core.Instance.PlaceOrder(placeOrderRequest);
if (result.Status == TradingOperationResultStatus.Failure)
{
throw new Exception(result.Message);
}
// Wait before placing next order
this.Log($"Wait {this.DelaySeconds} seconds...");
Task.Delay(TimeSpan.FromSeconds(this.DelaySeconds)).Wait();
// Strategy executing was cancelled
if (this.cancelled)
{
return;
}
}
}
public void Example()
{
// Get first available symbol
Symbol symbol = Core.Instance.Symbols.FirstOrDefault();
// Or you can find symbol by name
symbol = Core.Instance.Symbols.FirstOrDefault(s => s.Name == "EUR/USD");
// Get account by name
Account account = Core.Instance.Accounts.FirstOrDefault(a => a.Name == "<account-name>");
// Create request object
var request = new PlaceOrderRequestParameters
{
Symbol = symbol, // Mandatory
Account = account, // Mandatory
Side = Side.Buy, // Mandatory
OrderTypeId = OrderType.Market, // Mandatory. Variants: Market, Limit, Stop, StopLimit, TrailingStop
Quantity = 0.5, // Mandatory
Price = 1.52, // Optional. Required for limit and stop limit orders
TriggerPrice = 1.52, // Optional. Required for stop and stop limit orders
TrailOffset = 20, // Optional. Required for trailing stop order type
TimeInForce = TimeInForce.Day, // Optional. Variants: Day, GTC, GTD, GTT, FOK, IOC
ExpirationTime = Core.Instance.TimeUtils.DateTimeUtcNow.AddDays(1), // Optional
StopLoss = SlTpHolder.CreateSL(1.4), // Optional
TakeProfit = SlTpHolder.CreateTP(2.2) // Optional
};
// Send request
var result = Core.Instance.PlaceOrder(request);
// Or you can use simplified method
// Place market order with quantity = 1
result = Core.Instance.PlaceOrder(symbol, account, Side.Buy);
// Place limit order
result = Core.Instance.PlaceOrder(symbol, account, Side.Sell, price: 1.5);
// Place stop order
result = Core.Instance.PlaceOrder(symbol, account, Side.Buy, triggerPrice: 2.1);
// Place stop limit order
result = Core.Instance.PlaceOrder(symbol, account, Side.Sell, timeInForce: TimeInForce.GTC, quantity: 0.6, price: 2.2, triggerPrice: 2.1);
}
public override TradingOperationResult PlaceOrder(PlaceOrderRequestParameters parameters)
{
var result = new TradingOperationResult();
string symbol = parameters.Symbol.Id;
HitSide side = parameters.Side == Side.Buy ? HitSide.Buy : HitSide.Sell;
decimal quantity = (decimal)parameters.Quantity;
decimal price = -1;
decimal stopPrice = -1;
if (parameters.OrderTypeId == OrderType.Limit || parameters.OrderTypeId == OrderType.StopLimit)
{
price = (decimal)parameters.Price;
}
if (parameters.OrderTypeId == OrderType.Stop || parameters.OrderTypeId == OrderType.StopLimit)
{
stopPrice = (decimal)parameters.TriggerPrice;
}
HitTimeInForce timeInForce = this.ConvertTimeInForce(parameters.TimeInForce);
DateTime expireTime = default;
if (timeInForce == HitTimeInForce.GTD)
{
expireTime = parameters.ExpirationTime;
}
var response = this.CheckHitResponse(this.socketApi.PlaceNewOrderAsync(symbol, side, quantity, price, stopPrice, timeInForce, expireTime, cancellationToken: parameters.CancellationToken).Result, out var error, true);
if (response != null)
{
result.Status = TradingOperationResultStatus.Success;
result.OrderId = response.ClientOrderId;
}
else
{
result.Status = TradingOperationResultStatus.Failure;
result.Message = error?.ToString() ?? "Unknown error";
}
return(result);
}
public override TradingOperationResult PlaceOrder(PlaceOrderRequestParameters parameters) => this.vendor.PlaceOrder(parameters);
