public override void onExecutionReport(ExecutionReport report)
{
Console.WriteLine("Got on onExecutionReport Event.");
report.dump();
Console.WriteLine("Status = %d", OrderStatus.OrderStatus_CONFIRMED);
if (report.getInstrumentName() == (_data.firstLegSymbol))
{
if (report.getOrderStatus() == OrderStatus.OrderStatus_CONFIRMED ||
report.getOrderStatus() == OrderStatus.OrderStatus_REPLACED)
{
_data.firstLegOrder.setClOrdId(report.getClOrderId());
_data.firstLegOrder.setOrigClOrdId(report.getOriginalClOrderId());
_data.firstLegOrder.setOrderStatus(OrderStatus.OrderStatus_CONFIRMED);
_data.isOrderPending = false;
}
else if (report.getOrderStatus() == OrderStatus.OrderStatus_FILLED)
{
placeSecondLegMarket();
_data.isOrderPending = false;
}
}
else if (report.getInstrumentName() == (_data.secondLegSymbol))
{
if (report.getOrderStatus() == OrderStatus.OrderStatus_CONFIRMED)
{
_data.secondLegOrder.setClOrdId(report.getClOrderId());
_data.secondLegOrder.setOrigClOrdId(report.getOriginalClOrderId());
_data.isOrderPending = false;
}
else if (report.getOrderStatus() == OrderStatus.OrderStatus_FILLED)
{
Console.WriteLine("Strategy completed successfully.");
}
}
}
public override void onExecutionReport(ExecutionReport report)
{
logInfo("onExecutionReport:-------------------->");
// report.dump();
try{
logInfo("Status:" + report.getOrderStatus().ToString());
logInfo("Instrument Name: " + report.getInstrumentName());
printOrder(
Portfolio.getInstance().getOrderBook().getOrder(
report.getClOrderId()
)
);
}
catch (Exception e)
{
logInfo(e.Message);
}
logInfo("Status:" + report.getOrderStatus().ToString());
logInfo("Instrument Name: " + report.getInstrumentName());
if (report.getInstrumentName() == (sd.firstLegSymbol))
{
logInfo("Here1");
if (report.getOrderStatus() == (OrderStatus.OrderStatus_CONFIRMED))
{
logInfo("Here2");
sd.firstLegOrder.setClOrdId(report.getClOrderId());
sd.firstLegOrder.setOrigClOrdId(report.getOriginalClOrderId());
sd.firstLegOrder.setOrderStatus(OrderStatus.OrderStatus_CONFIRMED);
sd.isOrderPending = false;
}
else if (report.getOrderStatus() == (OrderStatus.OrderStatus_REPLACED))
{
sd.firstLegOrder.setClOrdId(report.getClOrderId());
sd.firstLegOrder.setOrigClOrdId(report.getOriginalClOrderId());
sd.firstLegOrder.setOrderStatus(OrderStatus.OrderStatus_CONFIRMED);
sd.isOrderPending = false;
}
else if (report.getOrderStatus() == (OrderStatus.OrderStatus_FILLED))
{
try
{
TradeQue trades
= Portfolio.getInstance().getTradeBook().getTradeQue(report.getClOrderId());
logInfo("**************** Dumping Trades ***************** .\n");
long size = trades.size();
logInfo("size = ", size);
for (int i = 0; i < size; ++i)
{
printTrade(trades.getitem(i));
}
}
catch (Exception e)
{
logInfo(e.Message.ToString());
}
// Side side;
// if(report.getOrderMode().)
//
//
placeSecondLegMarket();
sd.isOrderPending = true;
// Position pos =Portfolio.getInstance().getNetPositions().getPosition(
// Context.getInstance().getInstrument(report.getInstrumentName()),
// report.getOrderMode());
// printPosition(pos);
printPortfolio(report.getInstrumentName(), report.getOrderMode());
// List trades = new ArrayList<Trade>();
// trades =ArrayList<Trade>Portfolio.getInstance().getTradeBook().getTrades(
// report.getClOrderId()
// );
// printTrade((Trade)trades.get(trades.size()-1));
}
}
else if (report.getInstrumentName() == (sd.secondLegSymbol))
{
if (report.getOrderStatus() == (OrderStatus.OrderStatus_CONFIRMED))
{
sd.secondLegOrder.setClOrdId(report.getClOrderId());
sd.secondLegOrder.setOrigClOrdId(report.getOriginalClOrderId());
sd.isOrderPending = false;
}
else if (report.getOrderStatus() == (OrderStatus.OrderStatus_FILLED))
{
logInfo("Strategy completed successfully.\n");
printPortfolio();
logInfo("Calling Logout.\n");
Context.getInstance().logout();
}
}
}
public override void onExecutionReport(ExecutionReport report)
{
Console.WriteLine("Got on onExecutionReport Event.");
report.dump();
Console.WriteLine("Status = %d",OrderStatus.OrderStatus_CONFIRMED);
if(report.getInstrumentName() == (_data.firstLegSymbol))
{
if( report.getOrderStatus() == OrderStatus.OrderStatus_CONFIRMED ||
report.getOrderStatus() == OrderStatus.OrderStatus_REPLACED )
{
_data.firstLegOrder.setClOrdId(report.getClOrderId());
_data.firstLegOrder.setOrigClOrdId(report.getOriginalClOrderId());
_data.firstLegOrder.setOrderStatus(OrderStatus.OrderStatus_CONFIRMED);
_data.isOrderPending = false;
}
else if(report.getOrderStatus() == OrderStatus.OrderStatus_FILLED)
{
placeSecondLegMarket();
_data.isOrderPending = false;
}
}
else if(report.getInstrumentName() == (_data.secondLegSymbol))
{
if(report.getOrderStatus() == OrderStatus.OrderStatus_CONFIRMED)
{
_data.secondLegOrder.setClOrdId(report.getClOrderId());
_data.secondLegOrder.setOrigClOrdId(report.getOriginalClOrderId());
_data.isOrderPending = false;
}
else if(report.getOrderStatus() == OrderStatus.OrderStatus_FILLED)
{
Console.WriteLine("Strategy completed successfully.");
}
}
}