Dukascopy Support Board • View topic

rupalc

Hi All,

I am using JForex API to create our trading app. Currently using a demo account.
Now am facing a development issue. I am successfully submitting around 100 orders at a time.
Now I need a functionality to close all of them at a time. So I am using the below code,

for(int i=0; i<placedOrderList.size();i++){
try{
String labelName = placedOrderList.get(i);
if(labelName != null){
if (engine.getOrder(labelName) != null) {
engine.getOrder(labelName).close();
}
}
}catch(Exception e){
e.printStackTrace();
}
}

But its deleting a maximum of 42 records at a time and rest of the orders are opened on dukascopy. Please Help!!!

Thanks in advance

API Support

See:
https://www.dukascopy.com/wiki/#Order_Management/Print_and/or_close_orders_by_group
For subsequent requests please post full example strategy which replicates the case and the messages/exception that you receive. For getting the stack traces you need to enable the Java console, see:
viewtopic.php?f=81&t=39073

rupalc

Thanks for the quick reply.

The scenario is, I place 100 orders and I have stored labelname for all of them.
Now, suppose and 4:30 pm i want to delete all of them, I don't care about there current status just delete all of them.

Thats why i loop a list of 100 label names and trying to get IOrder by using,
IOrder order = engine.getOrder(labelName);
and close the same by,
order.close();

but this is not closing all of them. Sometime is close 40 orders and sometimes 10. Nothing consistent.
I can see the orders are present in the position structure (using JForex Demo App) but engine.getOrder(labelName) is not getting them to me all the time.

I know I am doing something wrong but unable to recognize

. Please help!!!

Regards
Rupal

API Support

Please provide full example strategy which replicates the case and the messages/exception that you receive. Also do describe what you expect the strategy to do and what it does instead.

rupalc

Hey,

Thanks a lot for the reply.

I am attaching my strategy java class (Sorry, it is very badly organized. Once I m done with the objective I will definitely organize the same). Please find the same.

Now what i am doing is,
- This java application runs every minute using windows scheduler.
- This checks the database for bid data for the current time. A bid data consists of every thing required to submit a bid. Along with that it has a "date_time" (on which the bid should be placed) and "close_date_time" (on which the bid should be closed)
- When it runs, first it looks for data with "date_time == currentDateTime" and then if found it submits the order in a loop.
- Next it looks for data with "close_date_time == currentDateTime" and if found it should close the orders. Here I am facing the problem.
- Generally i am not getting any exception but sometimes the process throws
Exception in thread "LocalCacheTimer" java.lang.ExceptionInInitializerError
at java.io.File.deleteOnExit(File.java:939)
at com.dukascopy.charts.data.datacache.by.m(Unknown Source)
at com.dukascopy.charts.data.datacache.by$f.run(Unknown Source)
at java.util.TimerThread.mainLoop(Timer.java:512)
at java.util.TimerThread.run(Timer.java:462)
Caused by: java.lang.IllegalStateException: Shutdown in progress
at java.lang.Shutdown.add(Shutdown.java:62)
at java.lang.System$2.registerShutdownHook(System.java:1146)
at java.io.DeleteOnExitHook.<clinit>(DeleteOnExitHook.java:20)
... 5 more

We have successfully placed bid / orders. The only issue is with closing orders.

Please Help !!!

API Support

It does not compile:

ApplicationGlobal cannot be resolved to a variable

Please provide an example strategy, which replicates the issue. The more concise, the more efficiently we will be able to support you.

rupalc

Hi,

Thanks for the quick response.

The strategy class is a part of a big application which is structured in packages and has inter related class.
It also fetch data from database.

Settings up the entire strategy is big task. If possible kindly go through the JForexScheduleOrder class to figure out the issue.

Please Help!!!

Thanks a lot

rupalc

Hi,

I have created a example scheduler strategy class. Please find the attached java file. Kindly check the same.

Before starting the strategy, make sure to subscribe to Instrument.EURUSD. E.g.
Set<Instrument> instruments = new HashSet<Instrument>();
instruments.add(Instrument.EURUSD);
client.setSubscribedInstruments(instruments);
client.startStrategy(new ExampleScheduler());

This strategy class should perform the following tasks,
- When we run the strategy, it first check for existing orders in the dukascopy.
- If it finds orders over there should close all the orders.
- If it doesn't finds any orders in the dukascopy, then it will place 100 random orders.
- We assume that when we run the strategy for the first time, dukascopy has no placed orders. So for the first time it will place 100 random orders.
- In the next run it should close all the orders. But this is not working. It is closing only around 10 orders (not every time though).

I know I am wrong somewhere but unable to recognize the issue. Please Help!!!

Thanks
Rupal

API Support

Your strategy does not check the order state, see the last paragraph of
https://www.dukascopy.com/wiki/#Close_Orders
Your strategy does not wait for the order to get closed, which may be crucial, if you are getting close to having 100 positions or your strategy depends on the fact that the order has been closed/cancelled, see:
https://www.dukascopy.com/wiki/#Close_Orders/Order_close_and_cancel_workflow

rupalc

Hi,

Thanks for your response.

As per your suggestion, I am now using the following code to close orders.

                List orders = engine.getOrders();
         System.out.println("#################### "+orders.size());
         if(orders != null && orders.size() > 0){
            for(int i=0; i<orders.size(); i++){
               IOrder order = (IOrder) orders.get(i);
               if(order.getState() == IOrder.State.FILLED || order.getState() == IOrder.State.OPENED){
                   order.close();
                   order.waitForUpdate(2000, IOrder.State.CLOSED);
               } else {
                   console.getOut().println("Unable to close order in state: " + order.getState());
               }               
            }
         }

But, it still not working. Still it is closing 30 / 40 orders at one go. But there is a strange thing that i noticed.
I have placed 100 orders and i can see all of them in the dukascopy application.

But while running the closing order code, List orders = engine.getOrders(); is not getting all of them at once. Some time it returns 30 orders, some time 10 orders.

Don't know where i am going wrong at this point. Kindly help!!!

Thanks
Rupal

rupalc

Hi,

Here is the ExampleStrategy class attached.

We are using List orders = engine.getOrders(); to get all the orders from dukascopy but this is not getting all of them at once. Some time it returns 30 orders, some time 10 orders.

This is the basic reason I found behind, all the orders not getting closed. Its simple, if it is not fetching all the orders then i can't close all of them.

Need a method which will basically bring all the available orders. Please Help!!!

Thanks
Rupal

API Support

This place in your code is not correct:

if(order.getState() == IOrder.State.FILLED || order.getState() == IOrder.State.OPENED){
    order.close();
    order.waitForUpdate(2000, IOrder.State.CLOSED);

Order closing (in platform - position close) and cancelling (in platform - order cancel) are two different things and they have different workflows, please have a look again at the example:
https://www.dukascopy.com/wiki/#Close_Orders/Order_close_and_cancel_workflow
and
https://www.dukascopy.com/wiki/#Order_state/Conditional_order_states_diagram

rupalc

Hi,

Thanks APISupport for your time and quick response.

Now in my code structure I am following the steps provided by you and for the last two tests it giving almost 99% success rate.

But, a few orders are still not closing, instead we are getting a response some thing like this,

Closing order BUY 1000 EUR/USD @ MKT is sent at 2013-04-26 09:45:20.561 GMT by the strategy "JForexScheduleOrder": from the local computer
Order ACCEPTED: #196216611 BUY 0.001 mil. EUR/USD @ MKT MAX SLIPPAGE 0.0005 - Position #50762938
Order ACCEPTED: #196216611 BUY 0.001 mil. EUR/USD @ MKT MAX SLIPPAGE 0.0005 - Position #50762938
Order 196216611 was REJECTED: no margin available.
Order 196216611 was REJECTED: no margin available.

This msg is coming after the executing of order.close(); method. Finally the order remains open.

Kindly Help!!!

Thanks
Rupal

API Support

This could have happened if the order close would have increased the exposure such that there would be no free margin available.
See more on following your account state:
https://www.dukascopy.com/wiki/#Account_Info

rupalc

Hi,

Thanks for your time and support.

Is there any way to avoid Order 196216611 was REJECTED: no margin available. error while closing order?

Thanks
Rupal

API Support

Make sure to have enough credit in your account for the given exposure levels.