OrderUpdate

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OrderUpdate

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Definition

OrderUpdate can be used for subscribing to order update events.

 

Note: Remember to unsubscribe if you are no longer using the subscription.

 

Syntax

OrderUpdate

 

 

Examples

ns


/* Example of subscribing/unsubscribing to order update events from an Add On. The concept can be carried over

to any NinjaScript object you may be working on. */

public class MyAddOnTab : NTTabPage

{

    private Account account;

    private Order myEntryOrder;

    private Order profitTarget;

    private Order stopLoss;

 

    public MyAddOnTab()

    {

         // Find our Sim101 account

        lock (Account.All)

              account = Account.All.FirstOrDefault(a => a.Name == "Sim101");

 

         // Subscribe to order updates

        if (account != null)

              account.OrderUpdate += OnOrderUpdate;

    }

 

    // This method is fired as the status of an order changes

    private void OnOrderUpdate(object sender, OrderEventArgs e)

    {

         // Submit stop/target bracket orders

        if (myEntryOrder != null && myEntryOrder == e.Order)

         {

              if (e.OrderState == OrderState.Filled)

              {

                  string oco = Guid.NewGuid().ToString("N");

 

                   profitTarget = account.CreateOrder(e.Order.Instrument, OrderAction.Sell, OrderType.Limit, TimeInForce.Day,

                        e.Quantity, e.AverageFillPrice + 10 * e.Order.Instrument.MasterInstrument.TickSize, 0, oco, "Profit Target", null);

                   stopLoss     = account.CreateOrder(e.Order.Instrument, OrderAction.Sell, OrderType.StopMarket, TimeInForce.Day,

                        e.Quantity, 0, e.AverageFillPrice - 10 * e.Order.Instrument.MasterInstrument.TickSize, oco, "Stop Loss", null);

                   account.Submit(new[] { profitTarget, stopLoss });

              }

         }

    }

 

    // Called by TabControl when tab is being removed or window is closed

    public override void Cleanup()

    {

         // Make sure to unsubscribe to the orders subscription

        if (account != null)

            account.OrderUpdate -= OnOrderUpdate;

    }

 

    // Other required NTTabPage members left out for demonstration purposes. Be sure to add them in your own code.

}