public TrailingStopOrder TrailingStopOrder(Instrument instrument, Side side, double qty, double delta)
{
TrailingStopOrder trailingStopOrder = new TrailingStopOrder(instrument, side, qty, delta);
base.Strategy.RegisterOrder(trailingStopOrder);
return(trailingStopOrder);
}
public TrailingStopOrder TrailingStopOrder(Side side, double qty, double delta)
{
TrailingStopOrder trailingStopOrder = new TrailingStopOrder(this.instrument, side, qty, delta);
this.Strategy.EB2iXBUSFK((SingleOrder)trailingStopOrder);
return(trailingStopOrder);
}
// Submit a market order if quantity is not zero.
public async Task <Guid> SubmitMarketOrder(int quantity, OrderSide side, string clientId = "", decimal stopDollars = 0)
{
//if (quantity == 0)
if (quantity == 0)
{
return(Guid.Empty);
}
//Console.WriteLine($"Submitting {side} order for {quantity} shares.");
try
{
IOrder order;
if (clientId.Length > 0)
{
order = await client.PostOrderAsync(side.Market(symbol, quantity).WithClientOrderId(clientId));
}
else
{
order = await client.PostOrderAsync(side.Market(symbol, quantity));
}
lastTradeId = order.OrderId;
if (stopDollars > 0)
{
// Submit a trailing stop order to sell / buy quantitu of symbol at market - stoploss
// trailing stop of
if (side == OrderSide.Buy)
{
order = await client.PostOrderAsync(
TrailingStopOrder.Sell(symbol, quantity, TrailOffset.InDollars(stopDollars))); // stop price will be hwm - stopDollars$ (326.44 - 0.05 = 326.39)
}
else
{
order = await client.PostOrderAsync(
TrailingStopOrder.Buy(symbol, quantity, TrailOffset.InDollars(stopDollars))); // stop price will be hwm + stopDollars$
}
}
}
catch (Exception ex)
{
// jsruntime.alert(ex.Message);
}
if (clientId.Length > 0)
{
await GetOrders(clientId);
}
return(lastTradeId);
}
private void OnPlaceOrder(object obj)
{
Order _workingorder = null;
switch (_selectedordertype)
{
case 0:
_workingorder = new MarketOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _globalIdService.GetNextOrderId());
//_workingorder.StopPrice = 0;
//_workingorder.LimitPrice = 0;
break;
case 1:
_workingorder = new LimitOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _price, _globalIdService.GetNextOrderId());
//_workingorder.StopPrice = 0;
//_workingorder.LimitPrice = _price;
break;
case 2:
_workingorder = new StopOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _price, _globalIdService.GetNextOrderId());
//_workingorder.StopPrice = _price;
//_workingorder.LimitPrice = 0;
break;
case 3:
_workingorder = new StopLimitOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _price, _auxprice, _globalIdService.GetNextOrderId());
break;
case 4:
_workingorder = new TrailingStopOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _auxprice, _globalIdService.GetNextOrderId());
break;
case 5:
_workingorder = new TrailingStopLimitOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _price, _auxprice, _globalIdService.GetNextOrderId());
break;
}
_workingorder.OrderStatus = OrderStatus.PendingSubmit;
_eventaggregator.GetEvent <SendOrderEvent>().Publish(_workingorder);
}
