/*
* Copyright (c) 2012 Jeremy Goetsch
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package com.jgoetsch.eventtrader.order;
import com.jgoetsch.eventtrader.TradeSignal;
import com.jgoetsch.eventtrader.order.price.OrderPrice;
import com.jgoetsch.tradeframework.Order;
import com.jgoetsch.tradeframework.PropertyNotSetException;
import com.jgoetsch.tradeframework.data.DataUnavailableException;
import com.jgoetsch.tradeframework.marketdata.MarketData;
import com.jgoetsch.tradeframework.order.OrderException;
/**
* Places a limit order with the limit offset from the bid/ask by the
* specified amount or percentage.
*
* @author jgoetsch
*
*/
public class LimitOrderExecutor extends MarketOrderExecutor {
private OrderPrice limitPrice;
private boolean allowOutsideRth;
@Override
protected void prepareOrder(Order order, TradeSignal trade, MarketData marketData) throws OrderException, DataUnavailableException
{
order.setType(Order.TYPE_LIMIT);
order.setLimitPrice(limitPrice.getValue(trade, marketData));
order.setAllowOutsideRth(allowOutsideRth);
}
public void initialize() {
if (getLimitPrice() == null)
throw new PropertyNotSetException("limitPrice");
}
@Override
protected double getIntendedPrice(TradeSignal trade, MarketData marketData) throws DataUnavailableException {
return limitPrice.getValue(trade, marketData);
}
public void setLimitPrice(OrderPrice limitPrice) {
this.limitPrice = limitPrice;
}
public OrderPrice getLimitPrice() {
return limitPrice;
}
public boolean isAllowOutsideRth() {
return allowOutsideRth;
}
public void setAllowOutsideRth(boolean allowOutsideRth) {
this.allowOutsideRth = allowOutsideRth;
}
}