OnOrderUpdate - event handler to handle an order update events. This handler allows to catch changes in OrderState. From the moment a developer put Market order, it should have the following circle of life: New ->Submitted->Accepted->Working->Filled/Partial Filled.
After OrderState is Filled/Partial Filled the following 2 events will be called sequentially: OnExecutionUpdate, OnPositionUpdate;
protected override void OnOrderUpdate(TradeManagerClass tradeManager, Order order)
{
switch (order.OrderState)
{
case OrderState.New:
//Write your code here
break;
case OrderState.Submitted:
//Write your code here
break;
case OrderState.Accepted:
//Write your code here
break;
case OrderState.Rejected:
//Write your code here
break;
case OrderState.Working:
//Write your code here
break;
case OrderState.Cancelled:
//Write your code here
break;
case OrderState.PartiallyFilled:
//Write your code here
break;
case OrderState.Filled:
//Write your code here
break;
case OrderState.ChangeSubmitted:
//Write your code here
break;
case OrderState.ChangeAccepted:
//Write your code here
break;
case OrderState.CancelSubmitted:
//Write your code here
break;
case OrderState.CancelAccepted:
//Write your code here
break;
case OrderState.Unknown:
break;
default:
throw new ArgumentOutOfRangeException();
}
}
One of the parameter of OnOrderUpdate function is TradeManagerClass. This class is to manage all process of trading: put/change/cancel orders, get information about current account type, max and min quantity etc.