private void HandleSellExecution(ParentOrder parentOrder, TradeExecution execution)
{
TradeOrder order = parentOrder.GetChildOrderByID(execution.OrderID);
if (order == null)
{
Log.Error(string.Format("Cannot find trade order, orderID: {0}", execution.OrderID));
}
else
{
if (string.IsNullOrWhiteSpace(order.Notes))
{
Log.Warn("HandleSellExecution error. Cannot resolve execution level due to emtpy order notes");
}
else
{
int exeLevel = int.Parse(order.Notes);
TradeMap[exeLevel].CurrentQty -= execution.Shares;
if (TradeMap[exeLevel].CurrentQty < 0)
{
//should not hit here
Log.Error(string.Format("Negative CurrentQty detected. level: {0}, qty: {1}", exeLevel, TradeMap[exeLevel].CurrentQty));
}
if (TradeMap[exeLevel].CurrentQty <= 0)
{
if (TradeMap.ContainsKey(CurrentLevel))
{
TradeMap[CurrentLevel].WasFilledSellOnPartial = false;
TradeMap[CurrentLevel].LastBuyPrice = 0;
}
CurrentLevel--;
//TradeMap.Remove(CurrentLevel);
//for (int i = CurrentLevel + 1; i <= ScaleLevel; i++)
//{
// if (TradeMap.ContainsKey(i)) TradeMap.Remove(i);
//}
//if (CurrentLevel >= 0)
//{
// GenerateTradeMapNextLevel(TradeMap[CurrentLevel].LastBuyPrice);
//}
}
}
Log.Info("After sld execution." + Util.PrintTradeMapCurrLvl(this));
}
}
private void HandleBuyExecution(ParentOrder parentOrder, TradeExecution execution)
{
/*
* check if buy execution create new tradeMap entry
* 1.curr level =-1;
* 2. Curre level filled and next level exist
* 3. curr level partial filled but wasfilled and next level exist
* 4. curr level is zero and partial filled and buyback enabled
*
* */
TradeOrder order = parentOrder.GetChildOrderByID(execution.OrderID);
if (order == null)
{
Log.Error(string.Format("Cannot find trade order, orderID: {0}", execution.OrderID));
}
else
{
int exeLevel = int.Parse(order.Notes);
TradeMap[exeLevel].CurrentQty += execution.Shares;
if (TradeMap[exeLevel].CurrentQty > TradeMap[exeLevel].TargetQty)
{
//should not hit here
Log.Error(string.Format("Overbot Qty detected. level: {0}, qty: {1}, target qty: {2}",
exeLevel, TradeMap[exeLevel].CurrentQty, TradeMap[exeLevel].TargetQty));
}
TradeMap[exeLevel].LastBuyPrice = execution.Price;
//TradeMap[exeLevel].TargetSellPrice = (exeLevel == 0) ? int.MaxValue : TradeMap[exeLevel - 1].LastBuyPrice;
CurrentLevel = Math.Max(CurrentLevel, exeLevel);
if (TradeMap[CurrentLevel].Filled)
{
TradeMap[CurrentLevel].WasFilledSellOnPartial = true;
//GenerateTradeMapNextLevel(TradeMap[CurrentLevel].LastBuyPrice);
}
Log.Info("After bot execution." + Util.PrintTradeMapCurrLvl(this));
}
}
