Manual Order Execution Trigger
I'd like to inhibit the default order execution trigger, and replace it with my own routine giving the exact moment, price, accepted/rejected status, etc that i get from extrerna messaging sources. In spite of searching the documentation, including the description of the live trading stores (Oanda, IBrockers) , I still don't know how to go about this ...
I suspect that this should happen in the next() method of my Strategy after checking the order status in this external messaging queue, but not sure. Also should this trigger be a method call or simply assigning the desired values to the function ?
Any hint is much appreciated !
Sorry, instead of "function" I meant ... assigning desired status, price, etc to the order members.
How you could inhibit that is unclear, it doesn't seem to be posible. But there is a post on how to automatically trigger orders at a given price for historical performance evaluation.
It seems to only cover the Completed status.
Else, you seem to be bound to develop a broker.