I ran into a problem which seems to be a bug (or undocumented feature) in the API.

Please consider the following code snippet which runs in a separate thread to close an already submitted order.

console.getOut().println(mainCurrencyPair + ":ABOUT TO CLOSE POSITION: " + dateFormat.format(new Date(exitSignal.getTimeStamp())) + " expected profit: " + profit);
console.getOut().println(mainCurrencyPair + ":State just before closing: " + order.getState());

start = new Date();
// Close Order
Future<Object> exitFuture = context.executeTask(
   new Callable<Object>() {
      public Object call() {
         // Wait for correct state before closing
         int i = 0; int sleep = 1;
         IOrder.State state = order.getState();
         while(state == IOrder.State.CREATED){
            // Sleep
            order.waitForUpdate(sleep); // Thread.sleep(sleep);
            
            i++;
            // Increase sleep every 10 iterations
            if(i%10 == 0) sleep*=2;
            
            state = order.getState();
         }
         
         // Correct state reached, close order
         state = order.getState();
         if(state == IOrder.State.FILLED || state == IOrder.State.OPENED){
            try {
               console.getOut().println(mainCurrencyPair + ":Closing order after " + i + " iterations. state:" + state);
               order.close();
            } catch (JFException e) {
               e.printStackTrace(console.getOut());
            }
         }else{
            console.getOut().println(mainCurrencyPair + ":Order was already in closed/cancelled state. state:" + state);
         }
         return null;
      }
   });
// Wait till call() finishes
exitFuture.get();

stop = new Date();
console.getOut().println(mainCurrencyPair + ":Time to submit order.close() in milliseconds: " + (stop.getTime() - start.getTime()));

// Wait till order really reaches the closed or cancelled status
while(order.getState() != IOrder.State.CANCELED && order.getState() != IOrder.State.CLOSED){
   console.getOut().println(mainCurrencyPair + ":Wait for order to reach close/cancelled status: current state: " + order.getState());
   Thread.sleep(500);
}

While testing this code I noticed that sometimes the close() method is completely ignored when called on OPENED orders. I'm 100% sure the IOrder.close() method gets called and no errors occur since the output looks like this:

position id: 8187945

GBP/AUD:ABOUT TO PLACE ORDER!!!! BUY price: 1.7396 timeStamp: 2010-05-20 14:15:05:843
GBP/AUD:Time to get reference to Order in milliseconds: 1
GBP/AUD:ABOUT TO CLOSE POSITION: 2010-05-20 14:15:06:551 expected profit: 3.9999999999995595
GBP/AUD:State just before closing: OPENED
GBP/AUD:Closing order after 0 iterations. state:OPENED
GBP/AUD:Time to submit order.close() in milliseconds: 0
GBP/AUD:Wait for order to reach close/cancelled status: current state: OPENED
GBP/AUD:Wait for order to reach close/cancelled status: current state: FILLED
GBP/AUD:Wait for order to reach close/cancelled status: current state: FILLED
GBP/AUD:Wait for order to reach close/cancelled status: current state: FILLED
..... endless loop....

position id: 8193307

GBP/CHF:ABOUT TO PLACE ORDER!!!! SELL price: 1.6535 timeStamp: 2010-05-20 17:27:32:058
GBP/CHF:Time to get reference to Order in milliseconds: 1
GBP/CHF:ABOUT TO CLOSE POSITION: 2010-05-20 17:27:32:423 expected profit: -0.9999999999998899
GBP/CHF:State just before closing: OPENED
GBP/CHF:Closing order after 0 iterations. state:OPENED
GBP/CHF:Time to submit order.close() in milliseconds: 1
GBP/CHF:Wait for order to reach close/cancelled status: current state: OPENED
GBP/CHF:Wait for order to reach close/cancelled status: current state: FILLED
GBP/CHF:Wait for order to reach close/cancelled status: current state: FILLED
GBP/CHF:Wait for order to reach close/cancelled status: current state: FILLED
..... endless loop....

position id: 8236846

GBP/AUD:ABOUT TO PLACE ORDER!!!! SELL price: 1.74625 timeStamp: 2010-05-21 13:47:43:912
GBP/AUD:Time to get reference to Order in milliseconds: 0
GBP/AUD:ABOUT TO CLOSE POSITION: 2010-05-21 13:47:43:928 expected profit: -0.9999999999998899
GBP/AUD:State just before closing: CREATED
GBP/AUD:Closing order after 10 iterations. state:OPENED
close() called
GBP/AUD:Time to submit order.close() in milliseconds: 59
GBP/AUD:Wait for order to reach close/cancelled status: current state: OPENED
GBP/AUD:Wait for order to reach close/cancelled status: current state: FILLED
GBP/AUD:Wait for order to reach close/cancelled status: current state: FILLED
GBP/AUD:Wait for order to reach close/cancelled status: current state: FILLED
..... endless loop....

(I added a line 'console.getOut().println("close() called");' for the previous output directly after the order.close() to make sure the code actually reaches this line)

I would love to hear what I am doing wrong or how I can work around this bug/feature.

Thanks in advance,

Jan Snelders

1. after you send close command you should check if order was actually closed. There is possible a sittuation when order is not closed because of some reason. In this case, message will be sent in onMessage method with IMessage.getType() == IMessage.Type.ORDER_CLOSE_REJECTED. You can also get this message with IOrder.waitForUpdate function that takes two parameters
2. If you send buy order at current market price, then server first reply with the message that order is accepted and will start filling process that can take some time. At this point order will change its state to OPENED. If you try to close OPENED order that is currently filling on the server, then server will reject your close request because we can't cancel it once fill request is sent to our counterparties.
3. From your logs i see that you are calculating profit for OPENED order. It's mistake, because order wasn't filled yet

You also have an infinite loop waiting for the order state to change. What happens if it never changes? You now have a thread running in an infinite loop.