Extended Order Conditions

When working with some exchanges or trading systems, standard fields for registering an order may not be enough. For example, when it is required:

When registering stop orders.
When it is necessary to specify additional properties to set custom order rules.

StockSharp provides a flexible system for working with such extended order conditions.

Base Class OrderCondition

OrderCondition is an abstract base class for all order conditions. It provides the basic functionality:

Parameters dictionary for storing additional order parameters
Clone() method for creating a copy of the condition
Overridden ToString() method for convenient output of information about the condition

public class MyOrderCondition : OrderCondition
{
    public decimal? SpecialPrice
    {
        get => (decimal?)Parameters[nameof(SpecialPrice)];
        set => Parameters[nameof(SpecialPrice)] = value;
    }
}

Specialized Interfaces

StockSharp defines several interfaces for specific types of order conditions:

ITakeProfitOrderCondition - for orders with Take-Profit condition
IStopLossOrderCondition - for orders with Stop-Loss condition
IWithdrawOrderCondition - for withdrawal orders
IRepoOrderCondition - for REPO orders
INtmOrderCondition - for orders of the negotiated deals mode (NDM)

BaseWithdrawOrderCondition

BaseWithdrawOrderCondition is a base class for order conditions that support funds withdrawal. It implements the IWithdrawOrderCondition interface and contains fields for the withdrawal transaction.

public class MyWithdrawCondition : BaseWithdrawOrderCondition
{
    public string DestinationAddress
    {
        get => (string)Parameters[nameof(DestinationAddress)];
        set => Parameters[nameof(DestinationAddress)] = value;
    }
}

CoinbaseOrderCondition

The CoinbaseOrderCondition class is inherited from BaseWithdrawOrderCondition, since Coinbase supports programmatic asset withdrawal. In addition, it implements the IStopLossOrderCondition interface, which allows it to be used for stop-loss orders.

[Serializable]
[DataContract]
[Display(ResourceType = typeof(LocalizedStrings), Name = LocalizedStrings.CoinbaseKey)]
public class CoinbaseOrderCondition : BaseWithdrawOrderCondition, IStopLossOrderCondition
{
	/// <summary>
	/// Initializes a new instance of the <see cref="CoinbaseOrderCondition"/>.
	/// </summary>
	public CoinbaseOrderCondition()
	{
	}

	/// <summary>
	/// Activation price, when reached an order will be placed.
	/// </summary>
	[DataMember]
	[Display(
		ResourceType = typeof(LocalizedStrings),
		Name = LocalizedStrings.StopPriceKey,
		Description = LocalizedStrings.StopPriceDescKey,
		GroupName = LocalizedStrings.StopLossKey,
		Order = 0)]
	public decimal? StopPrice
	{
		get => (decimal?)Parameters.TryGetValue(nameof(StopPrice));
		set => Parameters[nameof(StopPrice)] = value;
	}

	decimal? IStopLossOrderCondition.ClosePositionPrice { get; set; }

	decimal? IStopLossOrderCondition.ActivationPrice
	{
		get => StopPrice;
		set => StopPrice = value;
	}

	bool IStopLossOrderCondition.IsTrailing
	{
		get => false;
		set {  }
	}
}

Usage in the Adapter

When developing your own adapter, you can create your own class of order conditions by inheriting it from OrderCondition or one of its descendants and implementing the necessary interfaces. This will allow you to add support for parameters specific to your exchange.

To specify the type of order condition supported by the adapter, the OrderConditionAttribute attribute is used.

[OrderCondition(typeof(CoinbaseOrderCondition))]
public partial class CoinbaseMessageAdapter