For closing an order on an NFA account, the fill price is passed in the BrokerBuy function. If the position is not yet closed, return zero. Zorro will then repeat the close order until the fill price is known.
The difference is not needed, since on NFA accounts it does not matter which order is closed. Only the close amount matters. When positions are not closed immediately, you need anyway a bookkeeping of the positions in your plugin. When a position closes, then return 1 and pass the fill price on the next close order of the same amount. If the close order has a different amount, just ignore it. Unlike open orders, close orders are repeated until the right amount is closed.
jcl, this is very useful information. Perhaps this should be added to the manual?
