public override bool CanUpdateOrder(Security security, Order order, UpdateOrderRequest request, out BrokerageMessageEvent message)
{
message = null;
if (order.SecurityType == SecurityType.Forex && request.Quantity != null)
{
return(IsForexWithinOrderSizeLimits(order.Symbol.Value, request.Quantity.Value, out message));
}
return(true);
}
public override bool CanUpdateOrder(Security security, Order order, UpdateOrderRequest request, out BrokerageMessageEvent message)
{
message = null;
if (request.Quantity != null && request.Quantity % 1000 != 0)
{
message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported",
"The order quantity must be a multiple of 1000."
);
return(false);
}
var newQuantity = request.Quantity ?? order.Quantity;
var direction = newQuantity > 0 ? OrderDirection.Buy : OrderDirection.Sell;
var stopPrice = request.StopPrice ?? security.Price;
var limitPrice = request.LimitPrice ?? security.Price;
return(IsValidOrderPrices(security, order.Type, direction, stopPrice, limitPrice, ref message));
}
public virtual bool CanUpdateOrder(Security security, Order order, UpdateOrderRequest request, out BrokerageMessageEvent message)
{
message = null;
return(true);
}
private static bool IsValidOrderPrices(Security security, OrderType orderType, OrderDirection orderDirection, decimal stopPrice, decimal limitPrice, ref BrokerageMessageEvent message)
{
var invalidPrice = orderType == OrderType.Limit && orderDirection == OrderDirection.Buy && limitPrice > security.Price ||
orderType == OrderType.Limit && orderDirection == OrderDirection.Sell && limitPrice < security.Price ||
orderType == OrderType.StopMarket && orderDirection == OrderDirection.Buy && stopPrice <security.Price ||
orderType == OrderType.StopMarket && orderDirection == OrderDirection.Sell && stopPrice> security.Price;
if (invalidPrice)
{
message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported",
"Limit Buy orders and Stop Sell orders must be below market, Limit Sell orders and Stop Buy orders must be above market."
);
return(false);
}
return(true);
}
public virtual bool CanSubmitOrder(Security security, Order order, out BrokerageMessageEvent message)
{
message = null;
return(true);
}
