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How to read the position opened and filled price? |
campione
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Post subject: How to read the position opened and filled price? |
Post rating: 0
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Posted: Mon 18 Sep, 2017, 02:14
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User rating: 0
Joined: Sun 16 Apr, 2017, 06:56 Posts: 11 Location: Cayman Islands, Grand Cayman
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Hi,
How can I read the position opened and position filled price? I need to read these after a position is filled. I tried to do with 'Last trade event. trade message position. open price' (while that is dynamic variable), but it never show me correct amount as its filled by 0.0 after position opened!
May please help me read position opened and filled price separately?
Thank you Best regards
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API Support
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Post subject: Re: How to read the position opened and filled price? |
Post rating: 1
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Posted: Mon 18 Sep, 2017, 08:59
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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IOrder.getOpenPrice()
Returns entry level price for conditional orders in IOrder.State.CREATED and IOrder.State.OPENED state
or price at which order was filled for orders in IOrder.State.FILLED or IOrder.State.CLOSED states
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campione
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Post subject: Re: How to read the position opened and filled price? |
Post rating: 0
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Posted: Tue 19 Sep, 2017, 01:17
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User rating: 0
Joined: Sun 16 Apr, 2017, 06:56 Posts: 11 Location: Cayman Islands, Grand Cayman
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hi,
thanks. but I did't fully understand this, is this IOrder.getOpenPrice() same as IOrder.State.OPENED() ? And price of filled order is IOrder.State.FILLED() ?
May please write me an example line of code that put a order opened and filled price separately in a variable?
Can I use IF lo compare the onTick price with order filled price ?
thank you best regards
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API Support
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Post subject: Re: How to read the position opened and filled price? |
Post rating: 0
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Posted: Tue 19 Sep, 2017, 07:56
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Here is an example
Attachments: |
Strategy2.java [1.59 KiB]
Downloaded 155 times
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campione
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Post subject: Re: How to read the position opened and filled price? |
Post rating: 0
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Posted: Sun 15 Oct, 2017, 07:07
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User rating: 0
Joined: Sun 16 Apr, 2017, 06:56 Posts: 11 Location: Cayman Islands, Grand Cayman
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Dear Madam/Sir,
Thanks for reply. But actually below in your code, we have fill price is open price, while we have slippage, I have doubt about this. Are you able to tell me, when there is slippage, as open price and filled price is different, how can I get the order filled price and show this in your code example? If you want, please attach a new code example while you believe slippage make these open and fill price different? -------- public void onMessage(IMessage message) throws JFException { if(message.getType().equals(IMessage.Type.ORDER_SUBMIT_OK)) { openPrice = message.getOrder().getOpenPrice(); console.getOut().println("requested open price "+ openPrice); } else if(message.getType().equals(IMessage.Type.ORDER_FILL_OK)) { filledPrice = message.getOrder().getOpenPrice(); console.getOut().println("filled price "+ openPrice); } } ---------
Thank you Best regards
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API Support
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Post subject: Re: How to read the position opened and filled price? |
Post rating: 0
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Posted: Mon 16 Oct, 2017, 08:41
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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