NinjaScript - Intercepting order submission

September 5th, 2020, 01:38 PM

Adfra

Hi there,
Looking for some pointers or a code snippet that would allow me to intercept (and cancel!) a users order submission. So to be precise: I'd like to:

a) intercepts the button clicks on the chart trader (buy market, sell market etc.)
b) evaluate certain conditions and
c) based on the result cancel the submission of the order under certain circumstances

Frank

My first thought would be to simply do your logic in the OnOrderUpdate. That would be, in my opinion, the best bulletproof way to catch any inner monkey order and cancel it immediately. You could then either log a message in the control center or even pop up a dialog to let you know you made an erroneous move.

Gotchas: This would require you to use a strategy and would work only on the chart you applied it to but I think it'd be foolproof.

You'd be able to check logic against any indicator value without intervention. It would definitely take some work to get it right but you'd only have to do it once then you'd have your desired protection.

September 5th, 2020, 10:51 PM

Jasonnator

My first thought would be to simply do your logic in the OnOrderUpdate. That would be, in my opinion, the best bulletproof way to catch any inner monkey order and cancel it immediately.

Yes I was looking at OnOrderUpdate for that reason, but still couldn't work out how to then cancel the incoming order. Do you have a code snippet that shows this?
I was thinking (sudo code):

OnOrderUpdate(order){

if(order.orderstatus == OrderStatus.Initialised){
if(!isAcceptableTradingContext())
order.orderstatus = OrderStatus.Cancelled;
}

}

...but not sure that's how this will work.

September 5th, 2020, 11:05 PM

userque

If this is the case, can a new function be to close the newly opened position (or cancel the newly placed order)?

Why would such a person click the button that might block what they want to do;

I trade from Australia, so trading the S&P500 is 11:30pm to 2:00am here, which as has the expected bad side effects you can imagine. It's really about putting a safety net in place to counteract being tired etc. and making mistakes thereof. So I view this as a safety feature rather than a restriction and am confident just implementing this as a strategy would do the job.

askerix

...finding a solution to hide the original charttrader entry-buttons...

Thanks Asterik, this is something that I would be keen todo, just to avoid the habitual mis-click on the standard buttons. Do you have a way on how this could be achieved. Doesn't need to be pretty, could be hiding the buttons or putting another GUI element in front of the buttons or similar.

September 6th, 2020, 11:13 AM

That is almost exactly what I had in mind. Make sure to look at the NT8 documentation about order states because there are some gotchas in there from what I remember. I don't memorize them but always remember to check when I'm doing something based on order states. I never store my order object until I'm in that override versus when you do your buy or sell. It's possible the buy or sell method return order object won't be as populated as the order parameter you get from the override method.

Any resting order where you go from historical to realtime, you need to convert that order to a realtime order in the OnStateChanged state transition. You'll get an error in the control center (or maybe a pop-up). It has to do with how NT8 tracks orders internally.

You will probably need a local bool flag like isCancelInProgress that you first check for and then set to true so you don't end up in a loop as well as you let legitimate orders through. Also, I would store the order object from that override and check in OnExecution against any executed order just in case. That way you could immediately close it and only be out the spread plus maybe a tick.

Adfra

Yes I was looking at OnOrderUpdate for that reason, but still couldn't work out how to then cancel the incoming order. Do you have a code snippet that shows this?
I was thinking (sudo code):

OnOrderUpdate(order){

if(order.orderstatus == OrderStatus.Initialised){
if(!isAcceptableTradingContext())
order.orderstatus = OrderStatus.Cancelled;
}

}

...but not sure that's how this will work.

September 6th, 2020, 12:08 PM

Adfra

Thanks Asterik, this is something that I would be keen todo, just to avoid the habitual mis-click on the standard buttons. Do you have a way on how this could be achieved. Doesn't need to be pretty, could be hiding the buttons or putting another GUI element in front of the buttons or similar.

Code

private System.Windows.Controls.Button	buttonBuyMarket;
private Gui.Chart.Chart				chartWindow;
private System.Windows.Controls.Grid			chartTraderGrid, chartTraderButtonsGrid;

protected void HideOrgButton()
{chartWindow	= Window.GetWindow(ChartControl.Parent) as Gui.Chart.Chart;

// if not added to a chart, do nothing
if (chartWindow == null)
	return;

// this is the entire chart trader area grid
chartTraderControl 		= chartWindow.FindFirst("ChartWindowChartTraderControl") as Gui.Chart.ChartTrader;
chartTraderGrid			= chartTraderControl.Content as System.Windows.Controls.Grid;

// this grid contains the existing chart trader buttons
chartTraderButtonsGrid	= chartTraderGrid.Children[0] as System.Windows.Controls.Grid;

buttonBuyMarket = chartTraderButtonsGrid.FindFirst("ChartTraderControlQuickBuyMarketButton") as System.Windows.Controls.Button;

// option 1
//buttonBuyMarket.IsEnabled = false;

// option 2
buttonBuyMarket.Visibility = Visibility.Hidden;
}

Option 1) disables the button
Option 2) hides the button

keep in mind to remove the change in the termination state of your indicator

Code

buttonBuyMarket.IsEnabled = true;
buttonBuyMarket.Visibility = Visibility.Visible;

this is the example for the upper left "Buy Mkt" button, the AutomationIDs of the other 5 buttons are:

ChartTraderControlQuickSellMarketButton
ChartTraderControlQuickBuyAskButton
ChartTraderControlQuickSellAskButton
ChartTraderControlQuickBuyBidButton
ChartTraderControlQuickSellBidButton

cheers,
askerix

September 6th, 2020, 02:27 PM

This is a much simpler (aka better) solution!

askerix

Code

private System.Windows.Controls.Button	buttonBuyMarket;
private Gui.Chart.Chart				chartWindow;
private System.Windows.Controls.Grid			chartTraderGrid, chartTraderButtonsGrid;

protected void HideOrgButton()
{chartWindow	= Window.GetWindow(ChartControl.Parent) as Gui.Chart.Chart;

// if not added to a chart, do nothing
if (chartWindow == null)
	return;

// this is the entire chart trader area grid
chartTraderControl 		= chartWindow.FindFirst("ChartWindowChartTraderControl") as Gui.Chart.ChartTrader;
chartTraderGrid			= chartTraderControl.Content as System.Windows.Controls.Grid;

// this grid contains the existing chart trader buttons
chartTraderButtonsGrid	= chartTraderGrid.Children[0] as System.Windows.Controls.Grid;

buttonBuyMarket = chartTraderButtonsGrid.FindFirst("ChartTraderControlQuickBuyMarketButton") as System.Windows.Controls.Button;

// option 1
//buttonBuyMarket.IsEnabled = false;

// option 2
buttonBuyMarket.Visibility = Visibility.Hidden;
}

Option 1) disables the button
Option 2) hides the button

keep in mind to remove the change in the termination state of your indicator

Code

buttonBuyMarket.IsEnabled = true;
buttonBuyMarket.Visibility = Visibility.Visible;

this is the example for the upper left "Buy Mkt" button, the AutomationIDs of the other 5 buttons are:

ChartTraderControlQuickSellMarketButton
ChartTraderControlQuickBuyAskButton
ChartTraderControlQuickSellAskButton
ChartTraderControlQuickBuyBidButton
ChartTraderControlQuickSellBidButton

cheers,
askerix

NinjaScript - Intercepting order submission

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NinjaScript - Intercepting order submission