com.dukascopy.api

Interface IEngine

public interface IEngine

Interface to the main engine, that allows orders submission, merging etc

Author:

Denis Larka

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static class	IEngine.OrderCommand Specifies type of the order
static class	IEngine.RunMode Stands for strategy run mode - if it is ran locally or on remote server
static class	IEngine.StrategyMode Specifies strategy running mode.
static class	IEngine.Type Type of the engine

Method Summary

Methods

Modifier and Type	Method and Description
void	broadcast(String topic, String message) Broadcast message
void	closeOrders(Collection<IOrder> orders) Mass close.
void	closeOrders(IOrder... orders) Mass close.
String	getAccount() Deprecated. use IAccount.getUserName()
IOrder	getOrder(String label) Returns order by label, or null if no order was found
IOrder	getOrderById(String orderId) Returns order in IOrder.State.CREATED, IOrder.State.OPENED and IOrder.State.FILLED state by id, or null if no order was found
List<IOrder>	getOrders() Returns list of orders in IOrder.State.CREATED, IOrder.State.OPENED and IOrder.State.FILLED state
List<IOrder>	getOrders(Instrument instrument) Returns list of orders in IOrder.State.CREATED, IOrder.State.OPENED and IOrder.State.FILLED state for specified instrument
IEngine.RunMode	getRunMode() Returns strategy run mode - if it is ran locally or on remote server
IEngine.StrategyMode	getStrategyMode() Returns strategy running mode, one of the IEngine.StrategyMode.INDEPENDENT or IEngine.StrategyMode.SIGNALS.
IEngine.Type	getType() Returns type of the engine, one of the IEngine.Type.LIVE, IEngine.Type.DEMO or IEngine.Type.TEST for tester.
void	mergeOrders(IOrder... orders) Deprecated. use mergeOrders(String label, IOrder... orders)
IOrder	mergeOrders(String label, Collection<IOrder> orders) Merges positions.
IOrder	mergeOrders(String label, IOrder... orders) Merges positions.
IOrder	mergeOrders(String label, String comment, Collection<IOrder> orders) Merges positions.
IOrder	mergeOrders(String label, String comment, IOrder... orders) Merges positions.
IOrder	submitOrder(String label, Instrument instrument, IEngine.OrderCommand orderCommand, double amount) Submits new order.
IOrder	submitOrder(String label, Instrument instrument, IEngine.OrderCommand orderCommand, double amount, double price) Submits new order.
IOrder	submitOrder(String label, Instrument instrument, IEngine.OrderCommand orderCommand, double amount, double price, double slippage) Submits new order.
IOrder	submitOrder(String label, Instrument instrument, IEngine.OrderCommand orderCommand, double amount, double price, double slippage, double stopLossPrice, double takeProfitPrice) Submits new order.
IOrder	submitOrder(String label, Instrument instrument, IEngine.OrderCommand orderCommand, double amount, double price, double slippage, double stopLossPrice, double takeProfitPrice, long goodTillTime) Submits new order.
IOrder	submitOrder(String label, Instrument instrument, IEngine.OrderCommand orderCommand, double amount, double price, double slippage, double stopLossPrice, double takeProfitPrice, long goodTillTime, String comment) Submits new order.

Method Detail

submitOrder

IOrder submitOrder(String label,
                 Instrument instrument,
                 IEngine.OrderCommand orderCommand,
                 double amount,
                 double price,
                 double slippage,
                 double stopLossPrice,
                 double takeProfitPrice,
                 long goodTillTime,
                 String comment)
                   throws JFException

Submits new order. Returned order is in IOrder.State.CREATED status and will be updated to IOrder.State.OPENED status after server confirmation.

 public void onStart(IContext context) throws JFException {
     IEngine engine = context.getEngine();
     IHistory history = context.getHistory();
     Instrument instrument = Instrument.EURUSD;
     context.setSubscribedInstruments(java.util.Collections.singleton(instrument), true);
     
     ITick lastTick = history.getLastTick(instrument);
     double price = lastTick.getAsk() + instrument.getPipValue() * 5;
     double sl = lastTick.getAsk() - instrument.getPipValue() * 20;
     double tp = lastTick.getAsk() + instrument.getPipValue() * 10;
     long gtt = lastTick.getTime() + TimeUnit.SECONDS.toMillis(30); //withdraw after 30 secs
     IOrder order = engine.submitOrder("BuyStopOrder", instrument, OrderCommand.BUYSTOP, 0.1, price, 20, sl, tp, gtt, "My comment"); 
 }
 

Parameters:

label - user defined identifier for the order. Label must be unique for the given user account among the current orders. Allowed characters: letters, numbers and "_". Label must have at most 256 characters.

instrument - instrument

orderCommand - type of submitted order

amount - amount in millions for the order

price - preferred price for order. If zero, then last market price visible on the JForex will be used. Price should be divisible by 0.1 pips or order will be rejected. In case of market orders, incorrect price (worse than current market) will be changed to current price and slippage

slippage - slippage. The value of slippage means following:

• if negative then default value of 5 pips is used
• if Double.isNaN(slippage) == true then no slippage is used
• otherwise, slippage is set in pips, you should pass 1, not 0.0001

stopLossPrice - price of the stop loss. Price should be divisible by 0.1 pips or order will be rejected

takeProfitPrice - price of the take profit. Price should be divisible by 0.1 pips or order will be rejected

goodTillTime - how long order should live if not executed. Only if > 0, then orderCommand should NOT be neither IEngine.OrderCommand.BUY nor IEngine.OrderCommand.SELL market order.

comment - comment that will be saved in order

Returns:

new order instance in IOrder.State.CREATED state

Throws:

JFException - if label is not valid or already exists, if goodTillTime > 0 and orderCommand is not BID/OFFER, if amount is less than minimum allowed, if some of the required parameters is null

submitOrder

IOrder submitOrder(String label,
                 Instrument instrument,
                 IEngine.OrderCommand orderCommand,
                 double amount,
                 double price,
                 double slippage,
                 double stopLossPrice,
                 double takeProfitPrice,
                 long goodTillTime)
                   throws JFException

Submits new order. Returned order is in IOrder.State.CREATED status and will be updated to IOrder.State.OPENED status after server confirmation

 public void onStart(IContext context) throws JFException {
     IEngine engine = context.getEngine();
     IHistory history = context.getHistory();
     Instrument instrument = Instrument.EURUSD;
     context.setSubscribedInstruments(java.util.Collections.singleton(instrument), true);
     
     ITick lastTick = history.getLastTick(instrument);
     double price = lastTick.getAsk() + instrument.getPipValue() * 5;
     double sl = lastTick.getAsk() - instrument.getPipValue() * 20;
     double tp = lastTick.getAsk() + instrument.getPipValue() * 10;
     long gtt = lastTick.getTime() + TimeUnit.SECONDS.toMillis(30); //withdraw after 30 secs
     IOrder order = engine.submitOrder("BuyStopOrder", instrument, OrderCommand.BUYSTOP, 0.1, price, 20, sl, tp, gtt); 
 }
 

Parameters:

label - user defined identifier for the order. Label must be unique for the given user account among the current orders. Allowed characters: letters, numbers and "_". Label must have at most 256 characters.

instrument - instrument

orderCommand - type of submitted order

amount - amount in millions for the order

price - preferred price for order. If zero, then last market price visible on the JForex will be used. Price should be divisible by 0.1 pips or order will be rejected. In case of market orders, incorrect price (worse than current market) will be changed to current price and slippage

slippage - slippage. The value of slippage means following:

• if negative then default value of 5 pips is used
• if Double.isNaN(slippage) == true then no slippage is used
• otherwise, slippage is set in pips, you should pass 1, not 0.0001

stopLossPrice - price of the stop loss. Price should be divisible by 0.1 pips or order will be rejected

takeProfitPrice - price of the take profit. Price should be divisible by 0.1 pips or order will be rejected

goodTillTime - how long order should live if not executed. Only if > 0, then orderCommand should NOT be neither IEngine.OrderCommand.BUY nor IEngine.OrderCommand.SELL market order.

Returns:

new order instance in IOrder.State.CREATED state

Throws:

JFException - if label is not valid or already exists, if goodTillTime > 0 and orderCommand is not BID/OFFER, if amount is less than minimum allowed, if some of the required parameters is null

submitOrder

IOrder submitOrder(String label,
                 Instrument instrument,
                 IEngine.OrderCommand orderCommand,
                 double amount,
                 double price,
                 double slippage,
                 double stopLossPrice,
                 double takeProfitPrice)
                   throws JFException

Submits new order. Returned order is in IOrder.State.CREATED status and will be updated to IOrder.State.OPENED status after server confirmation

 public void onStart(IContext context) throws JFException {
     IEngine engine = context.getEngine();
     IHistory history = context.getHistory();
     Instrument instrument = Instrument.EURUSD;
     context.setSubscribedInstruments(java.util.Collections.singleton(instrument), true);
     
     ITick lastTick = history.getLastTick(instrument);
     double price = lastTick.getAsk() + instrument.getPipValue() * 5;
     double sl = lastTick.getAsk() - instrument.getPipValue() * 20;
     double tp = lastTick.getAsk() + instrument.getPipValue() * 10;
     IOrder order = engine.submitOrder("BuyStopOrder", instrument, OrderCommand.BUYSTOP, 0.1, price, 20, sl, tp); 
 }
 

Parameters:

label - user defined identifier for the order. Label must be unique for the given user account among the current orders. Allowed characters: letters, numbers and "_". Label must have at most 256 characters.

instrument - instrument

orderCommand - type of submitted order

amount - amount in millions for the order

price - preferred price for order. If zero, then last market price visible on the JForex will be used. Price should be divisible by 0.1 pips or order will be rejected. In case of market orders, incorrect price (worse than current market) will be changed to current price and slippage

slippage - slippage. The value of slippage means following:

• if negative then default value of 5 pips is used
• if Double.isNaN(slippage) == true then no slippage is used
• otherwise, slippage is set in pips, you should pass 1, not 0.0001

stopLossPrice - price of the stop loss. Price should be divisible by 0.1 pips or order will be rejected

takeProfitPrice - price of the take profit. Price should be divisible by 0.1 pips or order will be rejected

Returns:

new order instance in IOrder.State.CREATED state

Throws:

JFException - if label is not valid or already exists, if amount is less than minimum allowed, if some of the required parameters is null

submitOrder

IOrder submitOrder(String label,
                 Instrument instrument,
                 IEngine.OrderCommand orderCommand,
                 double amount,
                 double price,
                 double slippage)
                   throws JFException

Submits new order. Returned order is in IOrder.State.CREATED status and will be updated to IOrder.State.OPENED status after server confirmation

 public void onStart(IContext context) throws JFException {
     IEngine engine = context.getEngine();
     IHistory history = context.getHistory();
     Instrument instrument = Instrument.EURUSD;
     context.setSubscribedInstruments(java.util.Collections.singleton(instrument), true);
     
     ITick lastTick = history.getLastTick(instrument);
     double price = lastTick.getAsk() + instrument.getPipValue() * 5;
     IOrder order = engine.submitOrder("BuyStopOrder", instrument, OrderCommand.BUYSTOP, 0.1, price, 20); 
 }
 

Parameters:

label - user defined identifier for the order. Label must be unique for the given user account among the current orders. Allowed characters: letters, numbers and "_". Label must have at most 256 characters.

instrument - instrument

orderCommand - type of submitted order

amount - amount in millions for the order

price - preferred price for order. If zero, then last market price visible on the JForex will be used. Price should be divisible by 0.1 pips or order will be rejected. In case of market orders, incorrect price (worse than current market) will be changed to current price and slippage

slippage - slippage. The value of slippage means following:

• if negative then default value of 5 pips is used
• if Double.isNaN(slippage) == true then no slippage is used
• otherwise, slippage is set in pips, you should pass 1, not 0.0001

Returns:

new order instance in IOrder.State.CREATED state

Throws:

JFException - if label is not valid or already exists, if amount is less than minimum allowed, if some of the required parameters is null

submitOrder

IOrder submitOrder(String label,
                 Instrument instrument,
                 IEngine.OrderCommand orderCommand,
                 double amount,
                 double price)
                   throws JFException

Submits new order. Returned order is in IOrder.State.CREATED status and will be updated to IOrder.State.OPENED status after server confirmation.

 public void onStart(IContext context) throws JFException {
     IEngine engine = context.getEngine();
     IHistory history = context.getHistory();
     Instrument instrument = Instrument.EURUSD;
     context.setSubscribedInstruments(java.util.Collections.singleton(instrument), true);
     
     ITick lastTick = history.getLastTick(instrument);
     double price = lastTick.getAsk() + instrument.getPipValue() * 5;
     IOrder order = engine.submitOrder("BuyStopOrder", instrument, OrderCommand.BUYSTOP, 0.1, price); 
 }
 

Note: default value of 5 pips slippage is used. To specify custom slippage, or disable slippage at all, please use extended submitOrder(...) methods.

Parameters:

label - user defined identifier for the order. Label must be unique for the given user account among the current orders. Allowed characters: letters, numbers and "_". Label must have at most 256 characters.

instrument - instrument

orderCommand - type of submitted order

amount - amount in millions for the order

price - preferred price for order. If zero, then last market price visible on the JForex will be used. Price should be divisible by 0.1 pips or order will be rejected. In case of market orders, incorrect price (worse than current market) will be changed to current price and slippage

Returns:

new order instance in IOrder.State.CREATED state

Throws:

JFException - if label is not valid or already exists, if amount is less than minimum allowed, if some of the required parameters is null

See Also:

submitOrder(String, Instrument, OrderCommand, double, double, double), submitOrder(String, Instrument, OrderCommand, double, double, double, double, double), submitOrder(String, Instrument, OrderCommand, double, double, double, double, double, long), submitOrder(String, Instrument, OrderCommand, double, double, double, double, double, long, String)

submitOrder

IOrder submitOrder(String label,
                 Instrument instrument,
                 IEngine.OrderCommand orderCommand,
                 double amount)
                   throws JFException

Submits new order. Returned order is in IOrder.State.CREATED status and will be updated to IOrder.State.OPENED status after server confirmation.

 public void onStart(IContext context) throws JFException {
     IEngine engine = context.getEngine();
     context.setSubscribedInstruments(java.util.Collections.singleton(Instrument.EURUSD), true);
     
     IOrder order = engine.submitOrder("MarketOrder", Instrument.EURUSD, OrderCommand.BUY, 0.1);
 }
 

Note: default value of 5 pips slippage is used. To specify custom slippage, or disable slippage at all, please use extended submitOrder(...) methods.

Parameters:

label - user defined identifier for the order. Label must be unique for the given user account among the current orders. Allowed characters: letters, numbers and "_". Label must have at most 256 characters.

instrument - instrument

orderCommand - type of submitted order. Only IEngine.OrderCommand.BUY and IEngine.OrderCommand.SELL allowed in this method

amount - amount in millions for the order

Returns:

new order instance in IOrder.State.CREATED state

Throws:

JFException - if label is not valid or already exists, if amount is less than minimum allowed, if some of the required parameters is null or if orderCommand is not BUY or SELL

See Also:

submitOrder(String, Instrument, OrderCommand, double, double, double), submitOrder(String, Instrument, OrderCommand, double, double, double, double, double), submitOrder(String, Instrument, OrderCommand, double, double, double, double, double, long), submitOrder(String, Instrument, OrderCommand, double, double, double, double, double, long, String)

getOrder

IOrder getOrder(String label)
                throws JFException

Returns order by label, or null if no order was found

Parameters:

label - order's label

Returns:

order in IOrder.State.CREATED, IOrder.State.OPENED and IOrder.State.FILLED state or null

Throws:

JFException

getOrderById

IOrder getOrderById(String orderId)

Returns order in IOrder.State.CREATED, IOrder.State.OPENED and IOrder.State.FILLED state by id, or null if no order was found

Parameters:

orderId - order's id

Returns:

order or null.

getOrders

List<IOrder> getOrders(Instrument instrument)
                       throws JFException

Returns list of orders in IOrder.State.CREATED, IOrder.State.OPENED and IOrder.State.FILLED state for specified instrument

Parameters:

instrument - instrument

Returns:

list of orders

Throws:

JFException

getOrders

List<IOrder> getOrders()
                       throws JFException

Returns list of orders in IOrder.State.CREATED, IOrder.State.OPENED and IOrder.State.FILLED state

Returns:

list of orders

Throws:

JFException

mergeOrders

@Deprecated
void mergeOrders(IOrder... orders)
                 throws JFException

Deprecated. use mergeOrders(String label, IOrder... orders)

Merges positions. On successful merge the passed positions get closed (this entails sending the IMessage.Type.ORDER_CLOSE_OK message for each of the positions) and a new - resulting position gets created and the IMessage.Type.ORDERS_MERGE_OK message gets sent. There is no resulting position if the amount sum is 0 (short order amounts get negated).

For full merge workflow see Merge states diagram

There is no merging for global accounts as there is never more than one position per instrument.

Parameters:

orders - positions to merge

Throws:

JFException - if there are less than 2 positions passed; if any position:

• is not in IOrder.State.FILLED state
• has an attached stop loss or take profit order
• does not belong to the same instrument

mergeOrders

IOrder mergeOrders(String label,
                 IOrder... orders)
                   throws JFException

Merges positions. On successful merge the passed positions get closed (this entails sending the IMessage.Type.ORDER_CLOSE_OK message for each of the positions) and a new - resulting position gets created and the IMessage.Type.ORDERS_MERGE_OK message gets sent. There is no resulting position if the amount sum is 0 (short order amounts get negated).

For full merge workflow see Merge states diagram

There is no merging for global accounts as there is never more than one position per instrument.

    
 public void onStart(IContext context) throws JFException {
     IEngine engine = context.getEngine();
     IConsole console = context.getConsole();
     Instrument instrument = Instrument.EURUSD;
     context.setSubscribedInstruments(java.util.Collections.singleton(instrument), true);

     //0.01/BUY + 0.01/BUY + 0.01/BUY -> FILLED 0.03/BUY
     IOrder buy1 = engine.submitOrder("buy1", instrument, OrderCommand.BUY, 0.01);
     IOrder buy2 = engine.submitOrder("buy2", instrument, OrderCommand.BUY, 0.01);
     IOrder buy3 = engine.submitOrder("buy3", instrument, OrderCommand.BUY, 0.01);
     buy1.waitForUpdate(2000, IOrder.State.FILLED);
     buy2.waitForUpdate(2000, IOrder.State.FILLED);
     buy3.waitForUpdate(2000, IOrder.State.FILLED);
     IOrder buyMerge = engine.mergeOrders("mergedBuyPosition", buy1, buy2, buy3);
     buyMerge.waitForUpdate(2000, IOrder.State.FILLED);
     
     //0.03/BUY + 0.03/SELL -> Closed position with amount=0
     IOrder sell = engine.submitOrder("sell", instrument, OrderCommand.SELL, 0.03);
     sell.waitForUpdate(2000, IOrder.State.FILLED);
     IOrder mergedToZeroPos = engine.mergeOrders("mergedToZeroPosition", buyMerge, sell);
     mergedToZeroPos.waitForUpdate(2000, IOrder.State.CLOSED);     
     
     for (IOrder o : new IOrder[] {buy1, buy2, buy3, buyMerge, sell, mergedToZeroPos}) {
         console.getOut().format(
                 "%s cmd=%s created=%s closed=%s open price=%.5f close price=%.5f",
                 o,
                 o.getOrderCommand(),
                 DateUtils.format(o.getCreationTime()),
                 DateUtils.format(o.getCloseTime()),
                 o.getOpenPrice(),
                 o.getClosePrice()).println();
     }
 }      
 

Parameters:

label - user defined identifier for the resulting order. Label must be unique for the given user account among the current orders

orders - orders to merge

Returns:

resulting order in CREATED state

Throws:

JFException - if there are less than 2 positions passed; if any position:

• is not in IOrder.State.FILLED state
• has an attached stop loss or take profit order
• does not belong to the same instrument

mergeOrders

IOrder mergeOrders(String label,
                 String comment,
                 IOrder... orders)
                   throws JFException

Merges positions. On successful merge the passed positions get closed (this entails sending the IMessage.Type.ORDER_CLOSE_OK message for each of the positions) and a new - resulting position gets created and the IMessage.Type.ORDERS_MERGE_OK message gets sent. There is no resulting position if the amount sum is 0 (short order amounts get negated).

For full merge workflow see Merge states diagram

There is no merging for global accounts as there is never more than one position per instrument.

    
 public void onStart(IContext context) throws JFException {
     IEngine engine = context.getEngine();
     IConsole console = context.getConsole();
     Instrument instrument = Instrument.EURUSD;
     context.setSubscribedInstruments(java.util.Collections.singleton(instrument), true);

     //0.01/BUY + 0.01/BUY + 0.01/BUY -> FILLED 0.03/BUY
     IOrder buy1 = engine.submitOrder("buy1", instrument, OrderCommand.BUY, 0.01);
     IOrder buy2 = engine.submitOrder("buy2", instrument, OrderCommand.BUY, 0.01);
     IOrder buy3 = engine.submitOrder("buy3", instrument, OrderCommand.BUY, 0.01);
     buy1.waitForUpdate(2000, IOrder.State.FILLED);
     buy2.waitForUpdate(2000, IOrder.State.FILLED);
     buy3.waitForUpdate(2000, IOrder.State.FILLED);
     IOrder buyMerge = engine.mergeOrders("mergedBuyPosition", buy1, buy2, buy3);
     buyMerge.waitForUpdate(2000, IOrder.State.FILLED);
     
     //0.03/BUY + 0.03/SELL -> Closed position with amount=0
     IOrder sell = engine.submitOrder("sell", instrument, OrderCommand.SELL, 0.03);
     sell.waitForUpdate(2000, IOrder.State.FILLED);
     IOrder mergedToZeroPos = engine.mergeOrders("mergedToZeroPosition", buyMerge, sell);
     mergedToZeroPos.waitForUpdate(2000, IOrder.State.CLOSED);     
     
     for (IOrder o : new IOrder[] {buy1, buy2, buy3, buyMerge, sell, mergedToZeroPos}) {
         console.getOut().format(
                 "%s cmd=%s created=%s closed=%s open price=%.5f close price=%.5f",
                 o,
                 o.getOrderCommand(),
                 DateUtils.format(o.getCreationTime()),
                 DateUtils.format(o.getCloseTime()),
                 o.getOpenPrice(),
                 o.getClosePrice()).println();
     }
 }      
 

Parameters:

label - user defined identifier for the resulting order. Label must be unique for the given user account among the current orders

comment - comment that will be saved in merged order

orders - orders to merge

Returns:

resulting order in CREATED state

Throws:

JFException - if there are less than 2 positions passed; if any position:

• is not in IOrder.State.FILLED state
• has an attached stop loss or take profit order
• does not belong to the same instrument

mergeOrders

IOrder mergeOrders(String label,
                 Collection<IOrder> orders)
                   throws JFException

Merges positions. On successful merge the passed positions get closed (this entails sending the IMessage.Type.ORDER_CLOSE_OK message for each of the positions) and a new - resulting position gets created and the IMessage.Type.ORDERS_MERGE_OK message gets sent. There is no resulting position if the amount sum is 0 (short order amounts get negated).

For full merge workflow see Merge states diagram

There is no merging for global accounts as there is never more than one position per instrument.

    
 public void onStart(IContext context) throws JFException {
     IEngine engine = context.getEngine();
     IConsole console = context.getConsole();
     Instrument instrument = Instrument.EURUSD;
     context.setSubscribedInstruments(java.util.Collections.singleton(instrument), true);

     //0.01/BUY + 0.01/BUY + 0.01/BUY -> FILLED 0.03/BUY
     IOrder buy1 = engine.submitOrder("buy1", instrument, OrderCommand.BUY, 0.01);
     IOrder buy2 = engine.submitOrder("buy2", instrument, OrderCommand.BUY, 0.01);
     IOrder buy3 = engine.submitOrder("buy3", instrument, OrderCommand.BUY, 0.01);
     buy1.waitForUpdate(2000, IOrder.State.FILLED);
     buy2.waitForUpdate(2000, IOrder.State.FILLED);
     buy3.waitForUpdate(2000, IOrder.State.FILLED);
     IOrder buyMerge = engine.mergeOrders("mergedBuyPosition", buy1, buy2, buy3);
     buyMerge.waitForUpdate(2000, IOrder.State.FILLED);
     
     //0.03/BUY + 0.03/SELL -> Closed position with amount=0
     IOrder sell = engine.submitOrder("sell", instrument, OrderCommand.SELL, 0.03);
     sell.waitForUpdate(2000, IOrder.State.FILLED);
     IOrder mergedToZeroPos = engine.mergeOrders("mergedToZeroPosition", buyMerge, sell);
     mergedToZeroPos.waitForUpdate(2000, IOrder.State.CLOSED);     
     
     for (IOrder o : new IOrder[] {buy1, buy2, buy3, buyMerge, sell, mergedToZeroPos}) {
         console.getOut().format(
                 "%s cmd=%s created=%s closed=%s open price=%.5f close price=%.5f",
                 o,
                 o.getOrderCommand(),
                 DateUtils.format(o.getCreationTime()),
                 DateUtils.format(o.getCloseTime()),
                 o.getOpenPrice(),
                 o.getClosePrice()).println();
     }
 }      
 

Parameters:

label - user defined identifier for the resulting order. Label must be unique for the given user account among the current orders

orders - orders to merge

Returns:

resulting order in CREATED state

Throws:

JFException - if there are less than 2 positions passed; if any position:

• is not in IOrder.State.FILLED state
• has an attached stop loss or take profit order
• does not belong to the same instrument

mergeOrders

IOrder mergeOrders(String label,
                 String comment,
                 Collection<IOrder> orders)
                   throws JFException

Merges positions. On successful merge the passed positions get closed (this entails sending the IMessage.Type.ORDER_CLOSE_OK message for each of the positions) and a new - resulting position gets created and the IMessage.Type.ORDERS_MERGE_OK message gets sent. There is no resulting position if the amount sum is 0 (short order amounts get negated).

For full merge workflow see Merge states diagram

There is no merging for global accounts as there is never more than one position per instrument.

    
 public void onStart(IContext context) throws JFException {
     IEngine engine = context.getEngine();
     IConsole console = context.getConsole();
     Instrument instrument = Instrument.EURUSD;
     context.setSubscribedInstruments(java.util.Collections.singleton(instrument), true);

     //0.01/BUY + 0.01/BUY + 0.01/BUY -> FILLED 0.03/BUY
     IOrder buy1 = engine.submitOrder("buy1", instrument, OrderCommand.BUY, 0.01);
     IOrder buy2 = engine.submitOrder("buy2", instrument, OrderCommand.BUY, 0.01);
     IOrder buy3 = engine.submitOrder("buy3", instrument, OrderCommand.BUY, 0.01);
     buy1.waitForUpdate(2000, IOrder.State.FILLED);
     buy2.waitForUpdate(2000, IOrder.State.FILLED);
     buy3.waitForUpdate(2000, IOrder.State.FILLED);
     IOrder buyMerge = engine.mergeOrders("mergedBuyPosition", "my comment", buy1, buy2, buy3);
     buyMerge.waitForUpdate(2000, IOrder.State.FILLED);
     
     //0.03/BUY + 0.03/SELL -> Closed position with amount=0
     IOrder sell = engine.submitOrder("sell", instrument, OrderCommand.SELL, 0.03);
     sell.waitForUpdate(2000, IOrder.State.FILLED);
     IOrder mergedToZeroPos = engine.mergeOrders("mergedToZeroPosition", "my comment", buyMerge, sell);
     mergedToZeroPos.waitForUpdate(2000, IOrder.State.CLOSED);     
     
     for (IOrder o : new IOrder[] {buy1, buy2, buy3, buyMerge, sell, mergedToZeroPos}) {
         console.getOut().format(
                 "%s cmd=%s created=%s closed=%s open price=%.5f close price=%.5f",
                 o,
                 o.getOrderCommand(),
                 DateUtils.format(o.getCreationTime()),
                 DateUtils.format(o.getCloseTime()),
                 o.getOpenPrice(),
                 o.getClosePrice()).println();
     }
 }      
 

Parameters:

label - user defined identifier for the resulting order. Label must be unique for the given user account among the current orders

comment - comment that will be saved in merged order

orders - orders to merge

Returns:

resulting order in CREATED state

Throws:

JFException - if there are less than 2 positions passed; if any position:

• is not in IOrder.State.FILLED state
• has an attached stop loss or take profit order
• does not belong to the same instrument

closeOrders

void closeOrders(IOrder... orders)
                 throws JFException

Mass close. Closes all orders passed in parameter(s)

Not applicable for global accounts

Parameters:

orders - orders to close

Throws:

JFException - if orders not in IOrder.State.FILLED state.

closeOrders

void closeOrders(Collection<IOrder> orders)
                 throws JFException

Mass close. Closes all orders passed in parameter(s)

Not applicable for global accounts

Parameters:

orders - orders to close

Throws:

JFException - if orders not in IOrder.State.FILLED state.

getType

IEngine.Type getType()

Returns type of the engine, one of the IEngine.Type.LIVE, IEngine.Type.DEMO or IEngine.Type.TEST for tester.

Returns:

type of the engine

getAccount

@Deprecated
String getAccount()

Deprecated. use IAccount.getUserName()

Returns account name

Returns:

account name

broadcast

void broadcast(String topic,
             String message)
               throws JFException

Broadcast message

Throws:

JFException

getStrategyMode

IEngine.StrategyMode getStrategyMode()

Returns strategy running mode, one of the IEngine.StrategyMode.INDEPENDENT or IEngine.StrategyMode.SIGNALS.

Returns:

strategy running mode

getRunMode

IEngine.RunMode getRunMode()

Returns strategy run mode - if it is ran locally or on remote server

Returns:

strategy run mode - if it is ran locally or on remote server