On Order Executed - Wealth Lab Forum

On Order Executed

Author: yzolotarev

Creation Date: 3/23/2018 7:48 AM

Wealth Lab » WealthScript (.NET) » On Order Executed

yzolotarev

3/23/2018 7:48 AM

Hello,

couldn't find anyhting about this in the forum. Does any body know if there is anything like On Order Executed in Wealth Lab? For instance when an order is filled or activated or status changed, is it possible to get some callback at this point by an existing API? Thank you.

Eugene

3/23/2018 8:11 AM

Hello,

There's no supported callback or event in the API. A Strategy always runs in theoretical mode and as described in this FAQ: Is it necessary to have access to intra-bar tick data to daytrade with Wealth-Lab? It has no idea whether or not the order has been filled in your account.

Cone

3/23/2018 2:08 PM

A broker adapter (API not published) can get order status in realtime from a broker and can therefore be updated in the Orders tool. But as Eugene pointed out, live order information is not available to strategies.

That said, the Orders tool runs a thread that saves those operations periodically (I think every 5 seconds), but it would probably be better for a custom broker adapter to save order status separately to a file that could be retrieved by a strategy.