Looks alright. Will be added later as well !
On Sun, Nov 1, 2009 at 11:26 PM, Dimitri Misev
<mikistip@...> wrote:
Hi
I was looking to add a STOP_LIMIT Order support in the
org.activequant.broker.PaperBroker class
Looks like I just need to add this one case to the switch statement in
the void checkOrder(Quote quote) method in the same class:
case STOP_LIMIT:
if(localOrder.getOrderSide() == OrderSide.BUY) {
if(price >= localOrder.getStopPrice()&&price <=
localOrder.getLimitPrice()) {
fireExecution(quantity, price);
}
} else {
if(price <= localOrder.getStopPrice()&&price >=
localOrder.getLimitPrice()) {
fireExecution(quantity, price);
}
}
break;
Does anyone see a problem with this?
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