Problems with the OnAccountItemUpdate event

[Powerbucker]

HI,

I have an addon where I subscribe to account events to monitor the OnAccountItemUpdate event.
I create a position with an ATM strategy (with an SL and TP OCO order) and everything works OK, I see the OnAccountItemUpdate event being executed correctly.

The problem is when I cancel the SL or TP order. The system deletes the 2 orders and I see that the OnOrderUpdate event of the SL and TP orders is executed with the status "Cancelled".

From then on, the OnAccountItemUpdate event is never executed again.

Is this a platform error or am I doing something wrong?

NOTE: What I really need is to control that the SL orders are not deleted. So, is there any way to cancel deleting an order? Can I intercept a "beforedelete" type order event to not allow the user to delete it? What I'm trying to do is detect in the OnAccountItemUpdate event that there is an open item without SL and give an alert message.

This is the code I am using

//subscribe events

        protected override void OnStateChange()
        {
            israUtils.outputLog("OnStateChange -> " + State.ToString());
            
            if (State == State.SetDefaults)
            {
                Description                                    = @"TEST";
                Name                                        = "MyAddon";

                Account.AccountStatusUpdate += OnAccountStatusUpdate;
            }
            else if (State == State.Terminated)
            {
                // Unsubscribe to events
                Account.AccountStatusUpdate -= OnAccountStatusUpdate;

                // Iterar sobre todas las cuentas disponibles
                foreach (var account in Account.All)
                {
                    if (account != null)
                    {
                        // Suscribirse a los eventos específicos de cada cuenta
                        account.AccountItemUpdate -= OnAccountItemUpdate;
                        account.ExecutionUpdate -= OnExecutionUpdate;
                        account.OrderUpdate -= OnOrderUpdate;
                        account.PositionUpdate -= OnPositionUpdate;
                    }
                }


//events

       private void OnOrderUpdate(object sender, OrderEventArgs e)
        {
            Order order = e.Order;
            
            israUtils.outputLog($"Order {order.ToString()}");
        }
        
        private void OnAccountStatusUpdate(object sender, AccountStatusEventArgs e)
        {
            israUtils.outputLog(string.Format("OnAccountStatusUpdate, Account: {0} Status: {1}", e.Account.Name, e.Status));

            if (e.Status == ConnectionStatus.Connected)
            {
                e.Account.AccountItemUpdate += OnAccountItemUpdate;
                e.Account.ExecutionUpdate += OnExecutionUpdate;
                e.Account.OrderUpdate += OnOrderUpdate;
                e.Account.PositionUpdate += OnPositionUpdate;                }        
        }
        
        private void OnAccountItemUpdate(object sender, AccountItemEventArgs e)
        {
            // Do something with the account item update
             israUtils.outputLog(string.Format("OnAccountItemUpdate Account: {0} AccountItem: {1} Value: {2}",
                  e.Account.Name, e.AccountItem, e.Value));
            
            if (openPositions())
            {
                Order stopOrder = e.Account.Orders
                    .FirstOrDefault(o =>
                        o.OrderType == OrderType.StopMarket &&        
                        (o.OrderState == OrderState.Working ||                
                         o.OrderState == OrderState.Accepted) &&                  
                        o.Oco != "");    
            
                if (stopOrder == null)
                {
                    //alguien se ha cargado la orden SL
                    israUtils.outputLog("ALERT: order SL not found");
                }
            }
        }

​

Thanks

[Powerbucker]

HI,

I saw the problem was an indicator of mine is handling the OnAccountItemUpdate too.

Now the events are working OK, but

Is possible cancel the SL Order deletion? So I can avoid to have create them again.


Thanks

[NinjaTrader_Jesse]

Hello Powerbucker,

That would be expected. If you cancel an order, that event goes to OnOrderUpdate. There's no way to prevent a user from canceling an order. Once a cancel is submitted, the order will be canceled. In general, we cannot advise trying to interfere with order events as that may cause issues with a user trying to manage their account.