//Execute rule logic
//Place Sell Limit orders when notified by OnOpenForTrading rule
override protected bool ExcuteRuleLogic(Niffle message)
{
if (IsTickMessageEmpty(message))
{
return(false);
}
if (EntryPipsFromTradeOpenPrice == 0.0)
{
return(false); //trigger points should be set when initialised
}
if (OpenPrice == 0.0)
{
return(false); //Open price should be set once activated
}
double EntryPrice = TradeUtils.AddPipsToPrice(OpenPrice, EntryPipsFromTradeOpenPrice);
for (int orderNumber = 1; orderNumber <= NumberOfOrders; orderNumber++)
{
TradePublisher.PlaceSellLimit(SymbolCode,
StrategyId + "-" + orderNumber,
TradeUtils.CalculateNextOrderVolume(orderNumber),
TradeUtils.AddPipsToPrice(EntryPrice, TradeUtils.CalculateNextEntryPips(orderNumber)));
}
//Set inactive if only executing once
SetActiveState(false);
//return true to publish a success Service Notify message
return(true);
}
private bool IsActive = true; //Default state is active
public IRule(StrategyConfiguration strategyConfig, RuleConfiguration ruleConfig)
{
this.StrategyConfig = strategyConfig;
this.RuleConfig = ruleConfig;
StrategyId = StrategyConfig.StrategyId;
if (String.IsNullOrEmpty(StrategyId))
{
IsInitialised = false;
}
ExchangeName = StrategyConfig.Exchange;
if (String.IsNullOrEmpty(ExchangeName))
{
IsInitialised = false;
}
BrokerId = StrategyConfig.BrokerId;
if (String.IsNullOrEmpty(BrokerId))
{
IsInitialised = false;
}
//Initialise TradeUtils for broker specific config
TradeUtils = new TradeUtils(new BrokerConfiguration(BrokerId), ruleConfig);
//Initialise a TradesPublisher
TradePublisher = new TradePublisher(Publisher, TradeUtils, GetServiceName());
//Add Rule configuration to Firebase
StateManager = new StateManager(StrategyId);
if (StateManager == null)
{
IsInitialised = false;
}
StateManager.SetInitialStateAsync(RuleConfig.Params);
//Manage State updates if subscribed to by the derived rule
StateManager.StateUpdateReceived += OnStateEventUpdate;
StateManager.SetActivationRulesAsync(GetServiceName(), RuleConfig.ActivateRules);
StateManager.SetDeactivationRulesAsync(GetServiceName(), RuleConfig.DeactivateRules);
//If this rule has activation rules default state IsActive = false
if (RuleConfig.ActivateRules != null)
{
IsActive = false;
}
StateManager.UpdateRuleStatusAsync(GetServiceName(), RuleConfiguration.ISACTIVE, IsActive);
}
