public void ExecuteBuyBidInExitHalfOffer(string symbol, int shareSize, double halfTarget)
{
api.RegisterL1(symbol);
var l1 = ExecuteGetL1(symbol);
if (l1.Symbol == null)
{
log.AddFormLogMessage(String.Format("Cannot get Lv1 for {0}", symbol));
return;
}
var openPos = api.GetOpenPositionForSymbol(symbol);
if (openPos != null && openPos.Side != "B")
{
api.FlattenSymbol(symbol);
}
var remaining = GetRemainingShareFromOpenPos(openPos, shareSize);
if (remaining > 0)
{
api.CancelBuyOrdersForSymbol(symbol);
var buyPrice = l1.BidPrice;
// only try once
api.ExecuteOrder("Buy", symbol, buyPrice, shareSize);
FormHelper.FormSetText(String.Format("Bid In @{0}", buyPrice));
log.Updatelog(String.Format("Bid In @{0}", buyPrice));
}
const int oneMinute = 60000;
Thread.Sleep(1 * oneMinute);
api.CancelBuyOrdersForSymbol(symbol);
//check if the thing gets filled
openPos = api.GetOpenPositionForSymbol(symbol);
if (openPos != null && openPos.Side == "B")
{
var halfShare = openPos.Volume / 2;
halfShare = Math.Abs(halfShare);
halfTarget = Math.Round(halfTarget, 2);
if (symbol.ToLowerInvariant().Contains("mhi"))
{
halfTarget = Math.Round(halfTarget, 0);
}
if (halfShare > 0)
{
api.ExecuteOrder("Sell", symbol, halfTarget, halfShare);
log.AddFormLogMessage(String.Format("Offer half @{0}", halfTarget));
}
}
}
public IFSymbolExecute BidAtPrice(double price)
{
var curOpenPos = api.GetOpenPositionForSymbol(Symbol);
if (curOpenPos.Volume != 0 && curOpenPos.Side != "B")
{
api.FlattenSymbol(Symbol);
}
var remaining = GetRemainingShareFromOpenPos(curOpenPos);
api.CancelBuyOrdersForSymbol(Symbol);
api.ExecuteOrder("Buy", Symbol, price, remaining);
FLog.AddFormLogMessage(String.Format("Bid In @{0}", price));
return(this);
}