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Inconsistent behavior of IOrder.getCommission method
hebasto
 Post subject: Inconsistent behavior of IOrder.getCommission method Post rating: 0   New post Posted: Thu 07 Nov, 2013, 07:47 
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Joined: Mon 09 Sep, 2013, 07:09
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Location: Ukraine, SHostka
My strategy (code is attached) submit a market order and then close it. And the strategy repeats these actions three times.
The value returned by the IOrder.getCommission method for the 3rd order differs from the values for the 1st and 2nd orders.
06:32:06 The 3rd order: Commission after position CLOSING: 0.07 -- WRONG
06:32:05 The 3rd order: Commission before position CLOSING: 0.07
06:32:04 The 3rd order: Commission after position OPENING: 0.07
06:32:03 The 2nd order: Commission after position CLOSING: 0.14
06:32:02 The 2nd order: Commission after position OPENING: 0.07
06:32:01 The 1st order: Commission after position CLOSING: 0.14
06:32:00 The 1st order: Commission after position OPENING: 0.07


Attachments:
File comment: All of three orders are the same. But values of getCommission differs.
JFCommissions.java [3.41 KiB]
Downloaded 115 times
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API Support
 Post subject: Re: Inconsistent behavior of IOrder.getCommission method Post rating: 0   New post Posted: Tue 26 Nov, 2013, 10:37 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
This is because the strategy execution has been stopped at that moment. The strategy may call order change operations, but the order objects will no longer get updated, because, as we already mentioned, it has been stopped. If you added at the end of the onStop method the line out.println(orderC);, you would see that the order shows as FILLED, not CLOSED. In general the onStop method is meant for clean-up, disposal operations in case of intentional strategy stop or its stop because of some error.
 
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