public void SplitCancelCopy()
{
lasto = new OrderImpl();
oc = 0;
cancels.Clear();
ost = new OversellTracker();
ost.SendOrderEvent += new OrderDelegate(ost_SendOrderEvent);
ost.SendDebugEvent += new DebugDelegate(rt.d);
ost.SendCancelEvent += new LongDelegate(ost_SendCancelEvent);
ost.Split = true;
// take a position
ost.GotPosition(new PositionImpl("TST", 100, 300));
// over sell
Order o = new SellMarket("TST", 500);
o.id = 5;
ost.sendorder(o);
// verify that only flat was sent
Assert.AreEqual(2, oc);
Assert.AreEqual(-200, lasto.size);
// make sure we've not canceled
Assert.AreEqual(0, cancels.Count);
// cancel original order
ost.sendcancel(5);
// ensure two cancels sent
Assert.AreEqual(2, cancels.Count);
// ensure different cancels
Assert.AreEqual(5, cancels[0]);
Assert.AreNotEqual(5, cancels[1]);
// do it again
// take a position
ost.GotPosition(new PositionImpl("TST", 100, 300));
// over sell
o = new SellMarket("TST", 500);
o.id = 10;
ost.sendorder(o);
// verify that only flat was sent
Assert.AreEqual(4, oc);
Assert.AreEqual(-200, lasto.size);
// make sure we've not canceled
Assert.AreEqual(2, cancels.Count);
// cancel original order
ost.sendcancel(10);
// ensure two cancels sent
Assert.AreEqual(4, cancels.Count);
// ensure different cancels
Assert.AreEqual(10, cancels[2]);
Assert.AreNotEqual(10, cancels[3]);
}
public void TestNormal()
{
lasto = new OrderImpl();
oc = 0;
ost = new OversellTracker();
ost.SendOrderEvent += new OrderDelegate(ost_SendOrderEvent);
ost.SendDebugEvent += new DebugDelegate(rt.d);
// take a position
ost.GotPosition(new PositionImpl("TST"));
// over sell
ost.sendorder(new SellMarket("TST", 500));
// verify that was sent
Assert.AreEqual(1, oc);
Assert.AreEqual(-500, lasto.size);
}
public void TestOverSellAdjust()
{
lasto = new OrderImpl();
oc = 0;
ost = new OversellTracker();
ost.SendOrderEvent += new OrderDelegate(ost_SendOrderEvent);
ost.SendDebugEvent += new DebugDelegate(rt.d);
ost.Split = true;
// take a position
ost.GotPosition(new PositionImpl("TST", 100, 300));
// over sell
ost.sendorder(new SellMarket("TST", 500));
// verify that only flat was sent
Assert.AreEqual(2, oc);
Assert.AreEqual(-200, lasto.size);
}
public void SplitWithPartialFillRoundMinsize100()
{
lasto = new OrderImpl();
oc = 0;
ost = new OversellTracker();
ost.SendOrderEvent += new OrderDelegate(ost_SendOrderEvent);
ost.SendDebugEvent += new DebugDelegate(rt.d);
ost.MinLotSize = 100;
ost.Split = true;
// take a position
ost.GotPosition(new PositionImpl("TST", 100, 58));
// over sell
Order o = new SellMarket("TST", 100);
o.id = 1;
ost.sendorder(o);
// verify that flat and adjustment were sent
Assert.AreEqual(1, oc);
Assert.AreEqual(-100, lasto.size);
}
public bool Start()
{
try
{
if (_connected) return true;
ost = new OversellTracker(pt);
ost.Split = OversellSplit;
ost.SendOrderEvent += new OrderDelegate(ost_SendOrderEvent);
ost.SendDebugEvent += new DebugDelegate(ost_SendDebugEvent);
debug(Util.TLSIdentity());
debug("Attempting to start: " + PROGRAM);
// basic structures needed for operation
stiEvents = new STIEvents();
stiOrder = new STIOrderMaint();
stiPos = new STIPosition();
stiQuote = new STIQuote();
stiBook = new STIBook();
stiApp = new STIApp();
_bw = new Thread(new ParameterizedThreadStart(background));
_runbg = true;
_bw.Start();
ptt.GotCancelEvent+=new LongDelegate(tl.newCancel);
ptt.GotFillEvent+=new FillDelegate(tl.newFill);
ptt.GotOrderEvent+=new OrderDelegate(tl.newOrder);
ptt.SendDebugEvent += new DebugDelegate(ptt_SendDebugEvent);
ptt.UseBidAskFills = isPaperTradeUsingBidAsk;
stiEvents.OnSTIShutdown += new _ISTIEventsEvents_OnSTIShutdownEventHandler(stiEvents_OnSTIShutdown);
stiEvents.SetOrderEventsAsStructs(true);
stiEvents.OnSTIOrderUpdate += new _ISTIEventsEvents_OnSTIOrderUpdateEventHandler(stiEvents_OnSTIOrderUpdate);
stiEvents.OnSTIOrderUpdateXML += new _ISTIEventsEvents_OnSTIOrderUpdateXMLEventHandler(stiEvents_OnSTIOrderUpdateXML);
stiEvents.OnSTITradeUpdate += new _ISTIEventsEvents_OnSTITradeUpdateEventHandler(stiEvents_OnSTITradeUpdate);
stiEvents.OnSTITradeUpdateXML += new _ISTIEventsEvents_OnSTITradeUpdateXMLEventHandler(stiEvents_OnSTITradeUpdateXML);
stiPos.OnSTIPositionUpdate += new _ISTIPositionEvents_OnSTIPositionUpdateEventHandler(stiPos_OnSTIPositionUpdate);
stiPos.OnSTIPositionUpdateXML += new _ISTIPositionEvents_OnSTIPositionUpdateXMLEventHandler(stiPos_OnSTIPositionUpdateXML);
stiQuote.OnSTIQuoteUpdate += new _ISTIQuoteEvents_OnSTIQuoteUpdateEventHandler(stiQuote_OnSTIQuoteUpdate);
stiQuote.OnSTIQuoteSnap += new _ISTIQuoteEvents_OnSTIQuoteSnapEventHandler(stiQuote_OnSTIQuoteSnap);
stiEvents.OnSTIOrderRejectMsg += new _ISTIEventsEvents_OnSTIOrderRejectMsgEventHandler(stiEvents_OnSTIOrderRejectMsg);
stiEvents.OnSTIOrderRejectXML += new _ISTIEventsEvents_OnSTIOrderRejectXMLEventHandler(stiEvents_OnSTIOrderRejectXML);
stiEvents.OnSTIOrderReject += new _ISTIEventsEvents_OnSTIOrderRejectEventHandler(stiEvents_OnSTIOrderReject);
stiQuote.OnSTIQuoteUpdateXML += new _ISTIQuoteEvents_OnSTIQuoteUpdateXMLEventHandler(stiQuote_OnSTIQuoteUpdateXML);
stiQuote.OnSTIQuoteSnapXML += new _ISTIQuoteEvents_OnSTIQuoteSnapXMLEventHandler(stiQuote_OnSTIQuoteSnapXML);
stiPos.GetCurrentPositions();
tl.newAcctRequest += new StringDelegate(tl_newAcctRequest);
tl.newProviderName = Providers.Sterling;
tl.newSendOrderRequest += new OrderDelegateStatus(tl_gotSrvFillRequest);
tl.newPosList += new PositionArrayDelegate(tl_gotSrvPosList);
tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
tl.newOrderCancelRequest += new LongDelegate(tl_OrderCancelRequest);
tl.newFeatureRequest += new MessageArrayDelegate(tl_newFeatureRequest);
tl.newUnknownRequest += new UnknownMessageDelegate(tl_newUnknownRequest);
tl.newImbalanceRequest += new VoidDelegate(tl_newImbalanceRequest);
tl.SendDebugEvent += new DebugDelegate(tl_SendDebugEvent);
stiApp.SetModeXML(UseXmlMode);
string trader = stiApp.GetTraderName().ToUpper();
debug("trader: " + trader);
if (!accts.Contains(trader))
{
accts.Add(trader);
debug("accounts: " + string.Join(",", Accounts));
}
if(VerboseDebugging)
debug("Verbose Mode On.");
if (isPaperTradeEnabled)
debug("Papertrading enabled.");
}
catch (Exception ex)
{
debug(ex.Message + ex.StackTrace);
_connected = false;
return false;
}
debug(PROGRAM + " started.");
_connected = true;
return _connected;
}
public bool Start()
{
try
{
if (_connected) return true;
ost = new OversellTracker(pt,_idt);
ost.MinLotSize = MinLotSize;
ost.Split = OversellSplit;
ost.SendOrderEvent += new OrderDelegate(ost_SendOrderEvent);
ost.SendDebugEvent += new DebugDelegate(ost_SendDebugEvent);
ost.SendCancelEvent += new LongDelegate(reqcancel);
ost.VerboseDebugging = VerboseDebugging;
sho.SendDebugEvent+=new DebugDelegate(v);
sho.DefaultAccount = Account;
sho.VerboseDebugging = VerboseDebugging;
debug(Util.TLSIdentity());
debug("Attempting to start: " + PROGRAM);
// basic structures needed for operation
stiEvents = new STIEvents();
stiOrder = new STIOrderMaint();
stiPos = new STIPosition();
stiQuote = new STIQuote();
stiBook = new STIBook();
stiApp = new STIApp();
stiMaint = new STIAcctMaint();
_bw = new Thread(new ParameterizedThreadStart(background));
_runbg = true;
_bw.Start();
ptt.GotCancelEvent+=new LongDelegate(newcancel);
ptt.GotFillEvent += new FillDelegate(tl.newFill);
ptt.GotOrderEvent+=new OrderDelegate(tl.newOrder);
ptt.SendDebugEvent += new DebugDelegate(ptt_SendDebugEvent);
ptt.UseBidAskFills = isPaperTradeUsingBidAsk;
stiEvents.OnSTIShutdown += new _ISTIEventsEvents_OnSTIShutdownEventHandler(stiEvents_OnSTIShutdown);
stiEvents.SetOrderEventsAsStructs(true);
stiApp.SetModeXML(UseXmlMode);
stiEvents.OnSTIOrderUpdate += new _ISTIEventsEvents_OnSTIOrderUpdateEventHandler(stiEvents_OnSTIOrderUpdate);
stiEvents.OnSTIOrderUpdateXML += new _ISTIEventsEvents_OnSTIOrderUpdateXMLEventHandler(stiEvents_OnSTIOrderUpdateXML);
stiEvents.OnSTITradeUpdate += new _ISTIEventsEvents_OnSTITradeUpdateEventHandler(stiEvents_OnSTITradeUpdate);
stiEvents.OnSTITradeUpdateXML += new _ISTIEventsEvents_OnSTITradeUpdateXMLEventHandler(stiEvents_OnSTITradeUpdateXML);
stiPos.OnSTIPositionUpdate += new _ISTIPositionEvents_OnSTIPositionUpdateEventHandler(stiPos_OnSTIPositionUpdate);
stiPos.OnSTIPositionUpdateXML += new _ISTIPositionEvents_OnSTIPositionUpdateXMLEventHandler(stiPos_OnSTIPositionUpdateXML);
stiQuote.OnSTIQuoteUpdate += new _ISTIQuoteEvents_OnSTIQuoteUpdateEventHandler(stiQuote_OnSTIQuoteUpdate);
stiQuote.OnSTIQuoteSnap += new _ISTIQuoteEvents_OnSTIQuoteSnapEventHandler(stiQuote_OnSTIQuoteSnap);
stiEvents.OnSTIOrderRejectMsg += new _ISTIEventsEvents_OnSTIOrderRejectMsgEventHandler(stiEvents_OnSTIOrderRejectMsg);
stiEvents.OnSTIOrderRejectXML += new _ISTIEventsEvents_OnSTIOrderRejectXMLEventHandler(stiEvents_OnSTIOrderRejectXML);
stiEvents.OnSTIOrderReject += new _ISTIEventsEvents_OnSTIOrderRejectEventHandler(stiEvents_OnSTIOrderReject);
stiQuote.OnSTIQuoteUpdateXML += new _ISTIQuoteEvents_OnSTIQuoteUpdateXMLEventHandler(stiQuote_OnSTIQuoteUpdateXML);
stiQuote.OnSTIQuoteSnapXML += new _ISTIQuoteEvents_OnSTIQuoteSnapXMLEventHandler(stiQuote_OnSTIQuoteSnapXML);
Array acctlist = new string[0];
stiMaint.GetAccountList(ref acctlist);
if (acctlist.Length > 0)
{
foreach (string au in acctlist)
Accounts = new string[] { au};
}
stiPos.GetCurrentPositions();
tl.newAcctRequest += new StringDelegate(tl_newAcctRequest);
tl.newProviderName = Providers.Sterling;
tl.newSendOrderRequest += new OrderDelegateStatus(tl_gotSrvFillRequest);
tl.newPosList += new PositionArrayDelegate(tl_gotSrvPosList);
tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
tl.newOrderCancelRequest += new LongDelegate(tl_OrderCancelRequest);
tl.newFeatureRequest += new MessageArrayDelegate(tl_newFeatureRequest);
tl.newUnknownRequest += new UnknownMessageDelegate(tl_newUnknownRequest);
tl.newImbalanceRequest += new VoidDelegate(tl_newImbalanceRequest);
tl.SendDebugEvent += new DebugDelegate(tl_SendDebugEvent);
string trader = stiApp.GetTraderName().ToUpper();
debug("trader: " + trader);
if (!accts.Contains(trader))
{
accts.Add(trader);
debug("accounts: " + string.Join(",", Accounts));
}
debug("VerboseDebugging: " + (VerboseDebugging ? "ON" : "disabled."));
debug("PaperTrade: " + (isPaperTradeEnabled ? "ON" : "disabled."));
debug("OversellSplit: " + (OversellSplit ? "ON" : "disabled."));
debug("CoverEnabled: " + (CoverEnabled? "ON" : "disabled."));
debug("RegSHOShorts: " + (RegSHOShorts ? "ON" : "disabled."));
debug("ServerStops: " + (UseServerStops ? "ON" : "disabled."));
debug("SendCancelOnRejects: "+(SendCancelOnReject ? "ON" : "disabled."));
debug("SendCancelOnError: " + (SendCancelOnError? "ON" : "disabled."));
debug("UseSubscribedSymbolForNotify: " + (UseSubscribedSymbolForNotify? "ON" : "disabled."));
}
catch (Exception ex)
{
debug(ex.Message + ex.StackTrace);
_connected = false;
return false;
}
debug(PROGRAM + " started.");
_connected = true;
return _connected;
}
public ASP()
{
TrackEnabled = Util.TrackUsage();
Program = PROGRAM;
// read designer options for gui
InitializeComponent();
// show status
status(Util.TLSIdentity());
debug(Util.TLSIdentity());
// count instances of program
_ASPINSTANCE = getprocesscount(PROGRAM)-1;
// ensure have not exceeded maximum
if ((_ASPINSTANCE + 1) > MAXASPINSTANCE)
{
MessageBox.Show("You have exceeded maximum # of running ASPs (" + MAXASPINSTANCE + ")." + Environment.NewLine + "Please close some.", "too many ASPs");
status("Too many ASPs. Disabled.");
debug("Too many ASPs. Disabled.");
return;
}
else
{
status("ASP " + (_ASPINSTANCE+1) + "/" + MAXASPINSTANCE);
debug("ASP " + (_ASPINSTANCE+1) + "/" + MAXASPINSTANCE);
}
// set next response id
_NEXTRESPONSEID = _ASPINSTANCE * MAXRESPONSEPERASP;
_INITIALRESPONSEID = _NEXTRESPONSEID;
_remskin.Click+=new EventHandler(_remskin_Click);
_saveskins.Click+=new EventHandler(_saveskins_Click);
_skins.SelectedIndexChanged+=new EventHandler(_skins_SelectedIndexChanged);
_dw.NewCreateTicketEvent += new DebugDelegate(_dw_NewCreateTicketEvent);
_ar.GotTick += new TickDelegate(tl_gotTick);
_ar.GotBadTick += new VoidDelegate(_ar_GotBadTick);
_ar.GotTickOverrun += new VoidDelegate(_ar_GotTickOverrun);
string[] servers = Properties.Settings.Default.ServerIpAddresses.Split(',');
_ost = new OversellTracker(_pt, _masteridt);
_ost.SendDebugEvent += new DebugDelegate(debug);
_ost.SendOrderEvent += new OrderDelegate(sendorder);
_ost.Split = Properties.Settings.Default.OversellSplit;
_bf = new BrokerFeed(Properties.Settings.Default.prefquote, Properties.Settings.Default.prefexecute,_ao._providerfallback.Checked,false,PROGRAM,servers,Properties.Settings.Default.ServerPort);
_bf.VerboseDebugging = Properties.Settings.Default.VerboseDebugging;
_bf.SendDebugEvent+=new DebugDelegate(debug);
_rt.PushTracksCloseMax = Properties.Settings.Default.TicketsOnCloseMaxAttempts;
_rt.PushTracksOnClose = Properties.Settings.Default.TicketsOnClose;
_rt.TrackEnabled = Properties.Settings.Default.TicketTracking;
_rt.SendDebug += new DebugDelegate(debug);
debug(RunTracker.CountNewGetPrettyRuns(PROGRAM,Util.PROGRAM));
// get providers
initfeeds();
// get asp option events
_ao.MktTimestampChange += new VoidDelegate(_ao_MktTimestampChange);
_ao.TimeoutChanged += new Int32Delegate(_ao_TimeoutChanged);
_ao._datasel.SelectionChangeCommitted+= new EventHandler(_prefquot_SelectedIndexChanged);
_ao._execsel.SelectionChangeCommitted+= new EventHandler(_prefexec_SelectedIndexChanged);
// setup right click menu
_resnames.ContextMenu= new ContextMenu();
_resnames.ContextMenu.Popup += new EventHandler(ContextMenu_Popup);
_resnames.ContextMenu.MenuItems.Add("remove response", new EventHandler(remresp));
_resnames.ContextMenu.MenuItems.Add("enabled", new EventHandler(toggleresponse));
_resnames.ContextMenu.MenuItems.Add("save to skin", new EventHandler(add2skin));
_resnames.ContextMenu.MenuItems.Add("edit symbols", new EventHandler(editsyms));
// make sure we exit properly
this.FormClosing += new FormClosingEventHandler(ASP_FormClosing);
bw.DoWork += new DoWorkEventHandler(bw_DoWork);
bw.RunWorkerAsync();
// handle capital connections on seperate thread
cc.DoWork += new DoWorkEventHandler(cc_DoWork);
// write indicator output
si.DoWork += new DoWorkEventHandler(si_DoWork);
si.RunWorkerAsync();
// get last loaded response library
LoadResponseDLL(Properties.Settings.Default.boxdll);
// load any skins we can find
findskins();
// process command line
processcommands();
}