Support Board
Date/Time: Sat, 18 May 2024 12:03:05 +0000
Post From: ACSIL - Find order fills until flat / reversed
[2018-10-29 07:39:27] |
User19165 - Posts: 346 |
This is the best I have managed to come up with regarding post #3. - Once position is active, record the timestamp of the fill. - Each successive tick, compare the recorded timestamp of the last fill for equality with the fill from the last entry in GetOrderFillEntry() - When the last fill from GetOrderFillEntry() is > than the recorded last fill timestamp, then update the locally recorded fill timestamp, do trade mgmt indicator processing - Else do nothing Is there anything better than this that I have not yet learned about? I am new to the ACSIL API and this seems quite tedious of a solution. Maybe better comparing InternalOrderID? or FillExecutionServiceID? I need to be able to check for partial fills and update this tool on each partial fill, should they occur. Date Time Of Last Edit: 2018-10-29 07:45:01
|