In SampleOnOrderUpdate, Order is assigned like:
OnOrderUpdate if (order.Name == "MyEntry") { entryOrder = order; if (order.OrderState == OrderState.Cancelled && order.Filled == 0) entryOrder = null; } OnExecutionUpdate if (entryOrder != null && entryOrder == execution.Order) { if (execution.Order.OrderState == OrderState.Filled || execution.Order.OrderState == OrderState.PartFilled || (execution.Order.OrderState == OrderState.Cancelled && execution.Order.Filled > 0)) { if (execution.Order.OrderState != OrderState.PartFilled) entryOrder = null; } }
if (order.Name == "myEntryOrder" && orderState != OrderState.Filled) entryOrder = order; if (entryOrder != null && entryOrder == order) { if (order.OrderState == OrderState.Filled) entryOrder = null; }
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