/// <summary>
/// Triggers any orders in the queue. Any orders that were submitted previously
/// but not re-submitted since the last call of this method will be canceled.
/// </summary>
/// <param name="bar">The latest Bar instance. The price data from this Bar is
/// used to see if any orders have been triggered.</param>
public void TriggerOrders(Bar bar)
{
foreach (var order in untriggeredOrders)
{
if (order.Order is IOrderPriced)
{
var price = order.ConditionPrice;
if (price <= 0)
{
price = order.Price;
}
switch (order.OrderAction)
{
case EOrderAction.Buy:
case EOrderAction.BuyToCover:
if (price >= bar.Low)
{
OnOrderTriggered(order);
}
break;
case EOrderAction.Sell:
case EOrderAction.SellShort:
if (price <= bar.High)
{
OnOrderTriggered(order);
}
break;
default:
throw new ArgumentException("Unknown OrderAction");
}
}
else
{
throw new ArgumentException("Unknown order type");
}
}
// Any orders that are in previousSubmittedOrders but not in untriggeredOrders
// were not resubmitted, and so should be canceled
foreach (var order in previousSubmittedOrders)
{
if (!untriggeredOrders.Contains(order))
{
OrderCanceled.SafeTrigger(order);
}
}
previousSubmittedOrders = untriggeredOrders;
untriggeredOrders = untriggeredOrders.Clear();
}
private void OnOrderCanceled(OrderInfo order)
{
OrderCanceled.SafeTrigger(order);
}