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fix: asset.IsInternalFeed() -> general includeInternalConfigs flag
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remove: extra login in algo
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Romazes committed Jan 11, 2024
1 parent 19d7cbc commit 7ffe331
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Showing 2 changed files with 1 addition and 6 deletions.
Original file line number Diff line number Diff line change
Expand Up @@ -61,11 +61,6 @@ public override void OnData(Slice slice)

var stopPrice = _ticket.Get(OrderField.StopPrice);
var bar = Securities[_ticket.Symbol].Cache.GetData<TradeBar>();

if (stopPrice > bar.Low)
{
Log($"{stopPrice} -> {bar.Low}");
}
}

/// <summary>
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2 changes: 1 addition & 1 deletion Common/Orders/Fills/FutureFillModel.cs
Original file line number Diff line number Diff line change
Expand Up @@ -107,7 +107,7 @@ public override OrderEvent StopMarketFill(Security asset, StopMarketOrder order)
if (order.Status == OrderStatus.Canceled) return fill;

// Fill only if open or extended
if (!IsExchangeOpen(asset, Parameters.ConfigProvider.GetSubscriptionDataConfigs(asset.Symbol, asset.IsInternalFeed()).IsExtendedMarketHours()))
if (!IsExchangeOpen(asset, Parameters.ConfigProvider.GetSubscriptionDataConfigs(asset.Symbol, includeInternalConfigs: true).IsExtendedMarketHours()))
{
return fill;
}
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