/// <summary>
/// Send an exercise order to the transaction handler
/// </summary>
/// <param name="optionSymbol">String symbol for the option position</param>
/// <param name="quantity">Quantity of options contracts</param>
/// <param name="asynchronous">Send the order asynchrously (false). Otherwise we'll block until it fills</param>
/// <param name="tag">String tag for the order (optional)</param>
public OrderTicket ExerciseOption(Symbol optionSymbol, int quantity, bool asynchronous = false, string tag = "")
{
var option = (Option)Securities[optionSymbol];
var request = CreateSubmitOrderRequest(OrderType.OptionExercise, option, quantity, tag, DefaultOrderProperties?.Clone());
// If warming up, do not submit
if (IsWarmingUp)
{
return OrderTicket.InvalidWarmingUp(Transactions, request);
}
//Initialize the exercise order parameters
var preOrderCheckResponse = PreOrderChecks(request);
if (preOrderCheckResponse.IsError)
{
return OrderTicket.InvalidSubmitRequest(Transactions, request, preOrderCheckResponse);
}
//Add the order and create a new order Id.
var ticket = Transactions.AddOrder(request);
// Wait for the order event to process, only if the exchange is open
if (!asynchronous)
{
Transactions.WaitForOrder(ticket.OrderId);
}
return ticket;
}
/// <summary>
/// Market on close order implementation: Send a market order when the exchange closes
/// </summary>
/// <param name="symbol">The symbol to be ordered</param>
/// <param name="quantity">The number of shares to required</param>
/// <param name="tag">Place a custom order property or tag (e.g. indicator data).</param>
/// <returns>The order ID</returns>
public OrderTicket MarketOnCloseOrder(Symbol symbol, decimal quantity, string tag = "")
{
var security = Securities[symbol];
var request = CreateSubmitOrderRequest(OrderType.MarketOnClose, security, quantity, tag, DefaultOrderProperties?.Clone());
var response = PreOrderChecks(request);
if (response.IsError)
{
return OrderTicket.InvalidSubmitRequest(Transactions, request, response);
}
return Transactions.AddOrder(request);
}
/// <summary>
/// Send a stop limit order to the transaction handler:
/// </summary>
/// <param name="symbol">String symbol for the asset</param>
/// <param name="quantity">Quantity of shares for limit order</param>
/// <param name="stopPrice">Stop price for this order</param>
/// <param name="limitPrice">Limit price to fill this order</param>
/// <param name="tag">String tag for the order (optional)</param>
/// <returns>Order id</returns>
public OrderTicket StopLimitOrder(Symbol symbol, decimal quantity, decimal stopPrice, decimal limitPrice, string tag = "")
{
var security = Securities[symbol];
var request = CreateSubmitOrderRequest(OrderType.StopLimit, security, quantity, tag, stopPrice: stopPrice, limitPrice: limitPrice, properties: DefaultOrderProperties?.Clone());
var response = PreOrderChecks(request);
if (response.IsError)
{
return OrderTicket.InvalidSubmitRequest(Transactions, request, response);
}
//Add the order and create a new order Id.
return Transactions.AddOrder(request);
}
/// <summary>
/// Market order implementation: Send a market order and wait for it to be filled.
/// </summary>
/// <param name="symbol">Symbol of the MarketType Required.</param>
/// <param name="quantity">Number of shares to request.</param>
/// <param name="asynchronous">Send the order asynchrously (false). Otherwise we'll block until it fills</param>
/// <param name="tag">Place a custom order property or tag (e.g. indicator data).</param>
/// <returns>int Order id</returns>
public OrderTicket MarketOrder(Symbol symbol, decimal quantity, bool asynchronous = false, string tag = "")
{
var security = Securities[symbol];
// check the exchange is open before sending a market order, if it's not open
// then convert it into a market on open order
if (!security.Exchange.ExchangeOpen)
{
var mooTicket = MarketOnOpenOrder(security.Symbol, quantity, tag);
if (!_isMarketOnOpenOrderWarningSent)
{
var anyNonDailySubscriptions = security.Subscriptions.Any(x => x.Resolution != Resolution.Daily);
if (mooTicket.SubmitRequest.Response.IsSuccess && !anyNonDailySubscriptions)
{
Debug("Warning: all market orders sent using daily data, or market orders sent after hours are automatically converted into MarketOnOpen orders.");
_isMarketOnOpenOrderWarningSent = true;
}
}
return mooTicket;
}
var request = CreateSubmitOrderRequest(OrderType.Market, security, quantity, tag, DefaultOrderProperties?.Clone());
// If warming up, do not submit
if (IsWarmingUp)
{
return OrderTicket.InvalidWarmingUp(Transactions, request);
}
//Initialize the Market order parameters:
var preOrderCheckResponse = PreOrderChecks(request);
if (preOrderCheckResponse.IsError)
{
return OrderTicket.InvalidSubmitRequest(Transactions, request, preOrderCheckResponse);
}
//Add the order and create a new order Id.
var ticket = Transactions.AddOrder(request);
// Wait for the order event to process, only if the exchange is open
if (!asynchronous)
{
Transactions.WaitForOrder(ticket.OrderId);
}
return ticket;
}
