/*Entry Logic... COULD ALSO BE USED TO CALL RUN_TS_CS if needed (Called on Tick... so that works)
* private static void GFClient_OnPriceTick(GF.Api.IGFClient client, GF.Api.Contracts.PriceChangedEventArgs e)
* {
* //TRADING LOGIC !! REPLACE WITH SHIT YOU WANT.
* if (Math.Abs(e.Price.LastPrice - e.Price.BidPrice) < e.Contract.TickSize)
* PlaceOrder(client, e.Contract, OrderSide.Buy, e.Price.BidPrice, "By Bid");
* else if (Math.Abs(e.Price.LastPrice - e.Price.AskPrice) < e.Contract.TickSize)
* PlaceOrder(client, e.Contract, OrderSide.Sell, e.Price.AskPrice, "By Ask");
* }
*/
private static void PlaceOrder(GF.Api.IGFClient client, GF.Api.Contracts.IContract contract, GF.Api.Values.Orders.OrderSide orderSide, int qty, double limitPrice = 0.0, string comments = "")
{
//var qty = position.Net.Volume;
//TWEAK THIS SO THAT IF LIMITPRICE = 0.0, MARKET ORDER!!!!
if (client.Orders.Get().Count == 0 || client.Orders.Get().Last().IsFinalState)
{
OrderDraft orderDraft = new OrderDraftBuilder()
.WithAccountID(client.Accounts.Get().First().ID)
.WithContractID(contract.ID)
.WithSide(orderSide)
.WithOrderType(GF.Api.Values.Orders.OrderType.Market)
//.WithPrice(limitPrice)
.WithQuantity(1)
.WithEnd(DateTime.UtcNow.AddMinutes(1))
.WithComments(comments)
.Build();
IReadOnlyList <OrderDraftValidationError> validationErrors = client.Orders.Drafts.Validate(orderDraft);
if (validationErrors.Any())
{
Console.WriteLine($"ERROR. Order {orderSide} {orderDraft.Quantity} {contract.Symbol} @ {contract.PriceToString(limitPrice)} Limit is invalid:");
foreach (var error in validationErrors)
{
Console.WriteLine($"\t{error.Message}");
}
}
else
{
GF.Api.Orders.IOrder order = client.Orders.SendOrder(orderDraft);
Console.WriteLine($"Order {order} was sent");
}
}
}
public void Fill_OHLC(GF.Api.Contracts.IContract contract, GF.Api.Subscriptions.Bars.Bar bar)
{
L.Add(bar.Low);
H.Add(bar.High);
O.Add(bar.Open);
C.Add(bar.Close);
Console.WriteLine("OHLC Lists Filled");
}
//ExitPosition with no Position required... Does require contract and EventArgs...
public IOrder ExitPosition_Alt(GF.Api.Contracts.IContract contract, OrdersProcessor orderProcessor, EventArgs e)
{
//var vol = GetPositionVolume(position) //Requires position here too!
var vol = e.ContractPosition.Net.Volume;
var exit_qty = Math.Abs(qty);
//var contract = e.ContractPosition.Contract.ElectronicContract; //Might be able to drop IContract arg?
return(orderProcessor.SendOrder(
vol < 0 ? OrderSide.BuyToCover : OrderSide.Sell,
exit_qty,
contract,
OrderType.Market));
}
private static void DisplayBar(GF.Api.Contracts.IContract contract, GF.Api.Subscriptions.Bars.Bar bar)
{
Console.WriteLine(
"{0} {1} O:{2} H:{3} L:{4} C:{5} Vol:{6} Ticks:{7} UpVol:{8} DownVol:{9}",
contract.Symbol,
bar.OpenTimestamp.ToLocalTime(),
contract.PriceToString(bar.Open),
contract.PriceToString(bar.High),
contract.PriceToString(bar.Low),
contract.PriceToString(bar.Close),
bar.Volume,
bar.Ticks,
bar.UpVolume,
bar.DownVolume);
}
public IEnumerable <GF.Api.Orders.IOrder> GetPositionOrders(GF.Api.Accounts.IAccount account, GF.Api.Contracts.IContract contract)
{
return(WorkingOrders.Where(order =>
order.Account.ID == account.ID &&
order.Contract.PositionContract.ID == contract.PositionContract.ID));
}
