Beispiel #1
0
        private void readOrderFromFiles()
        {
            IAppOrderManager   appOrderManager = appStrategyManager.getAppOrderManager();
            List <OrderRecord> orders          = OrderFileReader.getOrderRecorderFromFile(AppConstant.FILE_ORDER_REP);

            foreach (OrderRecord record in orders)
            {
                appOrderManager.OrderRepositry.AddOrUpdate(record.orderId.ToString(), record, (kye, oldValue) => oldValue);
            }
        }
Beispiel #2
0
        public void processExecution(ExecutionMessage message)
        {
            IAppOrderManager orderManager = appStgManager.getAppOrderManager();

            String[] stgNames = appStgManager.getStgNames();
            if (!appStgManager.getAppOrderManager().AppOrderStore.ContainsKey(message.Execution.OrderId))
            {
                return;
            }
            if (!orderManager.isExecutionProcessed(message.Execution.ExecId))
            {
                AppExecution execution  = orderManager.updateAppOrderExecution(message);
                IAppOrder    order      = orderManager.AppOrderStore[message.Execution.OrderId];
                AppOrder     cloneOrder = (AppOrder)order.Clone();
                if (AppObjectUtil.isOrderClosed(cloneOrder))
                {
                    orderManager.closeOpenAppOrder(order.StrategyIndex, order);
                }
                orderManager.updatePosition(order.StrategyIndex, execution);
                String      stgName     = stgNames[order.StrategyIndex];
                AppPosition stgPosition = orderManager.StoreStgPositions[stgName];
                log.Info("Total PnL : " + stgPosition.TotalPnL);
                orderManager.markExeProcessed(message.Execution.ExecId);

                //***New for send order executed email***
                IAppEventManager appEventManager = appStgManager.getAppEventManager();
                appEventManager.putOrderExeEvents(message, stgName);

                /*TSAppExecution execution = appForm.StrategyManager.updateAppOrderExecution(message);
                 * TSAppOrder order = appForm.StrategyManager.AppOrderStore[message.Execution.OrderId];
                 * TSAppOrder cloneOrder = (TSAppOrder)order.Clone();
                 * if (StrategyManager.isOrderClosed(cloneOrder))
                 * {
                 *  appForm.StrategyManager.closeOpenAppOrder(order.StrategyIndex, order);
                 *  //appForm.StrategyManager.removeOpenAppOrder(order.StrategyIndex, order);
                 *  //appForm.StrategyManager.addClosedAppOrder(order.StrategyIndex, order);
                 * }
                 * appForm.StrategyManager.updatePosition(order.StrategyIndex, execution);
                 * String stgName = appForm.StrategyManager.StgNames[order.StrategyIndex];
                 * AppPosition stgPosition = appForm.StrategyManager.StoreStgPositions[stgName];
                 * log.Info("Total PnL : " + stgPosition.TotalPnL);
                 * //log.Info("Total PnL : " + appForm.StrategyManager.StgPositions[order.StrategyIndex].TotalPnL);
                 * appForm.StrategyManager.markExeProcessed(message.Execution.ExecId);*/
            }
            log.Info("Order Executed");
            log.Info("*********************************************");
        }