OrderSend() questions - page 4
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Thanks, I've got it roughly. It turns out, there's no way out of necessity to determine current execution policy before assigning particular value to request.type_filling field. I had hoped that the server would decide by itself how (for which mode) to execute the request :)
We are constantly working on it. The ultimate goal is to create a trading robot in source code with one big palm button (for tablet) - [Make Money].
It's not working out yet :)
We are constantly working on it. The ultimate goal is to create a trading robot in source code with one big palm button (for a tablet) - [Make Money].
It's not working out yet.
We are constantly working on it. The ultimate goal is to create a trading robot in source code with one big palm button (for tablet) - [Make Money].
It's not working out yet :)
I'm in line. I'll draw you the prettiest button with a plateau exit. )))
This is always the case with us, we have someone to draw buttons but no one to write bots :(
We are working on it around the clock. I'm not giving up.
The biggest challenge is just that it takes a lot of time.
What is the significant difference between these two return codes
10020
TRADE_RETCODE_PRICE_CHANGED
Prices have changed
10004
TRADE_RETCODE_REQUOTE
requote
They have to be processed somehow. Do both of these codes refer to market orders? When canTRADE_RETCODE_PRICE_CHANGED be returned instead of a requote?When should a requote be returned instead of TRADE_RETCODE_PRICE_CHANGED?
And it's not certain that it will work.
Rosh:
Since we can have two execution policies for a market order, ORDER_FILLING_FOK and ORDER_FILLING_IOC,
I am totally confused. It turned out that while forming my statement about market orders I was guided by the old version of Reference Manual where mode identifiers were directly associated with "execution policies", i.e. with SYMBOL_TRADE_EXECUTION_REQUEST, SYMBOL_TRADE_EXECUTION_INSTANT, SYMBOL_TRADE_EXECUTION_MARKET and SYMBOL_TRADE_EXECUTION_EXCHANGE.
Now everything has changed in the Handbook, and the information about such relationships has disappeared. So there is no unambiguous conclusion that ORDER_FILLING_FOK and ORDER_FILLING_IOC are related only with market orders .
ORDER_FILLING_FOK
This order filling policy means that the order can only be filled to the specified extent. If there is not enough volume of the financial instrument in the market at the moment, the order will not be executed. The required volume can be compiled from several offers currently available in the market.
ORDER_FILLING_IOC
Indicates agreement to execute a trade to the maximum volume available in the market within the volume specified in the order. If full execution is not possible, the order will be filled to the available volume, and the unfulfilled volume will be canceled.
ORDER_FILLING_RETURN
This mode is only used for ORDER_TYPE_BUY_LIMIT and ORDER_TYPE_SELL_LIMIT orders. In case of partial execution the limit order with the remaining volume is not deleted but remains in effect.
For the ORDER_TYPE_BUY_STOP_LIMIT and ORDER_TYPE_SELL_STOP_LIMIT orders the corresponding limit order ORDER_TYPE_BUY_LIMIT/ORDER_TYPE_SELL_LIMIT with the ORDER_FILLING_RETURN type of execution is created on activation.
Please tell me if I am interpreting the new rules correctly:
1. TheORDER_FILLING_RETURN modeis applied only to four order types: ORDER_TYPE_BUY_LIMIT, ORDER_TYPE_LIMIT, ORDER_TYPE_BUY_STOP_LIMIT and ORDER_TYPE_SELL_STOP_LIMIT?
2) Do the ORDER_FILLING_FOK and ORDER_FILLING_IOC modesapply to all orders (both market and pending) including the four order types specified above (ORDER_TYPE_BUY_LIMIT, ORDER_TYPE_SELL_LIMIT, ORDER_TYPE_BUY_STOP_LIMIT and ORDER_TYPE_SELL_STOP_LIMIT)?