/* * 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; } }