TickContext

TickContext

At a glance — Passed to onTick() for intrabar updates. It extends BarContext with the live bid and ask prices, so you keep full access to the series, position, account and order API while reacting to price movement before the bar closes.

Signature

export interface TickContext extends BarContext {
  readonly bid: number;
  readonly ask: number;
}

Example

hooks/lifecycle

import { defineStrategy } from '@nexpips/sdk-trading';

/**
 * Cycle de vie complet : tous les hooks optionnels et les contextes qu'ils
 * reçoivent — `InitContext` (init), `BarContext` (onBar), `TickContext`
 * (onTick), `EventContext` + `Fill` / `Rejection` / `ClosedPosition` (events).
 */
export default defineStrategy({
  symbol: 'EURUSD',
  timeframe: 'M5',
  risk: {
    maxRiskPercentPerTrade: 0.5,
    maxOpenPositions: 1,
    maxDailyLossPercent: 3,
    maxConsecutiveRejects: 5,
  },
  setup: () => ({
    init(ctx) {
      ctx.log.info('strategy started', { balance: ctx.account.balance, at: ctx.clock.now });
    },

    onBar(ctx) {
      if (ctx.position.isFlat && !ctx.position.hasPendingOrder) {
        ctx.order.marketBuy({
          riskPercent: 0.5,
          stopLoss: { type: 'pips', value: 20 },
          takeProfit: { type: 'rr', value: 2 },
        });
      }
    },

    onTick(ctx) {
      const spread = ctx.ask - ctx.bid;
      if (spread > 0.0005) ctx.log.debug('wide spread', { spread });
    },

    onOrderFilled(ctx, fill) {
      ctx.log.info('filled', { side: fill.side, price: fill.price, size: fill.size });
    },

    onOrderRejected(ctx, rejection) {
      // rejection.reason est un RejectReason (union fermée).
      ctx.log.warn('order rejected', { reason: rejection.reason, message: rejection.message });
    },

    onPositionClosed(ctx, closed) {
      ctx.log.info('position closed', { pnl: closed.realizedPnl });
    },
  }),
});

onTick() receives a TickContext with live bid/ask.

See also

• BarContext