/// <summary>
/// Places a bracket order with a limit order entry and stop limit exit
/// </summary>
/// <param name="contract">The contract</param>
/// <param name="entryAction">Buy/sell/ssell</param>
/// <param name="quantity">The quantity</param>
/// <param name="entryOrderPrice">The limit order entry price</param>
/// <param name="takePrice">The take profit price</param>
/// <param name="stopActivationPrice">The stop loss price</param>
/// <param name="stopLimitPrice">The price to put the limit after the stop activation price is touched</param>
/// <returns>True if the orders are correctly placed</returns>
public async Task <bool> PlaceBracketOrder(Contract contract, string entryAction, double quantity, double entryOrderPrice, double takePrice, double stopActivationPrice, double stopLimitPrice)
{
await this.EnsureConnectedAsync();
// Generate the order IDs
int entryOrderId = await this.GetNextValidIdAsync();
var takeProfitOrderId = await this.GetNextValidIdAsync();
var stopOrderId = await this.GetNextValidIdAsync();
// Initialize the order
Order entryOrder = new Order()
{
Action = entryAction,
OrderType = TwsOrderType.Limit,
TotalQuantity = quantity,
LmtPrice = entryOrderPrice,
Tif = TwsTimeInForce.GoodTillClose,
Transmit = false,
};
Order takeProfit = new Order()
{
Action = TwsOrderActions.Reverse(entryAction),
OrderType = TwsOrderType.Limit,
TotalQuantity = quantity,
LmtPrice = takePrice,
ParentId = entryOrderId,
Tif = TwsTimeInForce.GoodTillClose,
Transmit = false,
};
Order stopLoss = new Order()
{
Action = TwsOrderActions.Reverse(entryAction),
OrderType = TwsOrderType.StopLimit,
TotalQuantity = quantity,
AuxPrice = stopActivationPrice,
LmtPrice = stopLimitPrice,
ParentId = entryOrderId,
Tif = TwsTimeInForce.GoodTillClose,
Transmit = true,
};
var entryOrderAckTask = this.PlaceOrderAsync(entryOrderId, contract, entryOrder);
var takeProfitOrderAckTask = this.PlaceOrderAsync(takeProfitOrderId, contract, takeProfit);
var stopOrderAckTask = this.PlaceOrderAsync(stopOrderId, contract, stopLoss);
Task.WaitAll(entryOrderAckTask, takeProfitOrderAckTask, stopOrderAckTask);
return(entryOrderAckTask.Result && takeProfitOrderAckTask.Result && stopOrderAckTask.Result);
}
public void Should_ReverseSignals()
{
TwsOrderActions.Reverse(TwsOrderActions.Buy).Should().Be(TwsOrderActions.Sell);
TwsOrderActions.Reverse(TwsOrderActions.Sell).Should().Be(TwsOrderActions.Buy);
TwsOrderActions.Reverse(TwsOrderActions.ShortSell).Should().Be(TwsOrderActions.Buy);
}