cancelall: cancelall

In chenhaotian/High-Frequency-Trading-Simulation-System: High-Frequency Trading Simulation System

Description

cancel all satisfied orders

Usage

cancelall(instrumentid = NULL, direction = NULL, action = NULL,
  pricemin = NULL, pricemax = NULL, orderid = NULL)

Arguments

instrumentid	character, specifying a filter for instrument identifiers.
direction	integer, specifying a filter for trading directions. 1 for long and -1 for short.
action	character, specifying a filter for actions, can take value from one of "open","close","closetoday","closepreday"
pricemin	numeric, specifying a filter for price lower limit.
pricemax	numeric, specifying a filter for price upper limit.
orderid	character, specifying the set of orderids to be canceled. NOTE: if orderid is not null, cancelall will disregard any other filters and cancel orders only by orderid.

Details

cancelall will cancel all orders satisfying user specified filter conditions, a fillter won't be considered when it is NULL.

Value

nothing

See Also

replaceall

Examples

## Not run: 
## cancel all orders satisfy direction==-1
cancelall(direction==-1)

## End(Not run)

chenhaotian/High-Frequency-Trading-Simulation-System documentation built on May 13, 2019, 3:52 p.m.