/// <summary>
/// Generates an Oanda order request
/// </summary>
/// <param name="order">The LEAN order</param>
/// <returns>The request in JSON format</returns>
private string GenerateOrderRequest(Order order)
{
var instrument = SymbolMapper.GetBrokerageSymbol(order.Symbol);
string request;
switch (order.Type)
{
case OrderType.Market:
var marketOrderRequest = new MarketOrderRequest
{
Type = MarketOrderRequest.TypeEnum.MARKET,
Instrument = instrument,
Units = order.Quantity.ToStringInvariant()
};
request = JsonConvert.SerializeObject(new { order = marketOrderRequest });
break;
case OrderType.Limit:
var limitOrderRequest = new LimitOrderRequest
{
Type = LimitOrderRequest.TypeEnum.LIMIT,
Instrument = instrument,
Units = order.Quantity.ToStringInvariant(),
Price = ((LimitOrder)order).LimitPrice.ToString(CultureInfo.InvariantCulture)
};
request = JsonConvert.SerializeObject(new { order = limitOrderRequest });
break;
case OrderType.StopMarket:
var marketIfTouchedOrderRequest = new MarketIfTouchedOrderRequest
{
Type = MarketIfTouchedOrderRequest.TypeEnum.MARKETIFTOUCHED,
Instrument = instrument,
Units = order.Quantity.ToStringInvariant(),
Price = ((StopMarketOrder)order).StopPrice.ToString(CultureInfo.InvariantCulture)
};
request = JsonConvert.SerializeObject(new { order = marketIfTouchedOrderRequest });
break;
case OrderType.StopLimit:
var stopOrderRequest = new StopOrderRequest
{
Type = StopOrderRequest.TypeEnum.STOP,
Instrument = instrument,
Units = order.Quantity.ToStringInvariant(),
Price = ((StopLimitOrder)order).StopPrice.ToString(CultureInfo.InvariantCulture),
PriceBound = ((StopLimitOrder)order).LimitPrice.ToString(CultureInfo.InvariantCulture)
};
request = JsonConvert.SerializeObject(new { order = stopOrderRequest });
break;
default:
throw new NotSupportedException("The order type " + order.Type + " is not supported.");
}
return(request);
}
public void SendPendingSellCommand(int p_Volume, double p_Price, double p_Stoploss, double p_TakeProfit)
{
Print("Pending Sell command");
PendingOrderRequest l_Request = null;
if (p_Price < Symbol.Bid)
l_Request = new StopOrderRequest(TradeType.Sell, p_Volume, p_Price);
else
l_Request = new LimitOrderRequest(TradeType.Sell, p_Volume, p_Price);
l_Request.StopLoss = p_Stoploss;
l_Request.TakeProfit = p_TakeProfit;
Trade.Send(l_Request);
}
private void openTrade()
{
TradeType tradeType = TradeType.Buy;
if (signal.direction == "SELL")
tradeType = TradeType.Sell;
var lot_size = (int)(signal.lot_size * 10);
var request = new StopOrderRequest(tradeType, lot_size * 10000, signal.entry)
{
Label = "signal_id=" + signal.signal_id,
StopLoss = signal.sl,
TakeProfit = signal.tp,
Expiration = signal.expiration
};
Trade.Send(request);
signal.signalStored();
}
