public void UpdateStrategy(StrategyVM sVM, bool resetCounter = false)
{
var strategy = new PBStrategy();
strategy.Exchange = sVM.Exchange;
strategy.Contract = sVM.Contract;
strategy.Symbol = sVM.StrategySym;
strategy.Depth = sVM.Depth;
strategy.BidQV = sVM.BidQV;
strategy.AskQV = sVM.AskQV;
strategy.Hedging = sVM.Hedging;
strategy.AskEnabled = sVM.AskEnabled;
strategy.BidEnabled = sVM.BidEnabled;
strategy.MaxAutoTrade = sVM.MaxAutoTrade;
strategy.BidNotCross = sVM.BidNotCross;
strategy.CloseMode = sVM.CloseMode;
strategy.Tif = (int)sVM.TIF;
strategy.VolCond = (int)sVM.VolCondition;
strategy.TickSizeMult = sVM.TickSize;
if (resetCounter)
{
strategy.BidCounter = -1;
strategy.AskCounter = -1;
}
MessageWrapper.SendMessage((uint)BusinessMessageID.MSG_ID_MODIFY_STRATEGY, strategy);
}
public void UpdateStrategyModel(StrategyVM sVM, StrategyVM.Model model)
{
var strategy = new PBStrategy();
strategy.Exchange = sVM.Exchange;
strategy.Contract = sVM.Contract;
strategy.Symbol = sVM.StrategySym;
strategy.BaseContract = sVM.BaseContract;
if (model == StrategyVM.Model.PM)
{
strategy.PricingModel = sVM.PricingModel;
}
if (model == StrategyVM.Model.IVM)
{
strategy.IvModel = sVM.IVModel;
}
if (model == StrategyVM.Model.VM)
{
strategy.VolModel = sVM.VolModel;
}
MessageWrapper.SendMessage((uint)BusinessMessageID.MSG_ID_MODIFY_PRICING_CONTRACT, strategy);
}
protected void OnUpdateStrategySuccessAction(PBStrategy strategy)
{
var strategyVM = StrategyVMCollection.FindContract(strategy.Exchange, strategy.Contract);
if (strategyVM != null)
{
strategyVM.Hedging = strategy.Hedging;
strategyVM.Depth = strategy.Depth;
strategyVM.BidEnabled = strategy.BidEnabled;
strategyVM.AskEnabled = strategy.AskEnabled;
strategyVM.BidQV = strategy.BidQV;
strategyVM.AskQV = strategy.AskQV;
strategyVM.MaxAutoTrade = strategy.MaxAutoTrade;
strategyVM.BidNotCross = strategy.BidNotCross;
strategyVM.BidCounter = strategy.BidCounter;
strategyVM.AskCounter = strategy.AskCounter;
strategyVM.OrderCounter = strategy.LimitOrderCounter;
strategyVM.CloseMode = strategy.CloseMode;
strategyVM.TickSize = strategy.TickSizeMult;
if (strategyVM.AskCounter >= strategyVM.MaxAutoTrade)
{
strategyVM.CounterAskDirection = 1;
}
else
{
strategyVM.CounterAskDirection = -1;
}
if (strategyVM.BidCounter >= strategyVM.MaxAutoTrade)
{
strategyVM.CounterBidDirection = 1;
}
else
{
strategyVM.CounterBidDirection = -1;
}
if (strategyVM.OrderCounter >= StrategyVM.MaxLimitOrder && strategyVM.TIF == OrderTIFType.GFD && strategy.VolCond == (int)OrderVolType.ANYVOLUME)
{
strategyVM.OrderCounterDirection = 1;
}
else
{
strategyVM.OrderCounterDirection = -1;
}
OnStrategyUpdated?.Invoke(strategyVM);
}
}
public void UpdateStrategyPricingContracts(StrategyVM sVM, StrategyVM.Model model)
{
var strategy = new PBStrategy();
strategy.Exchange = sVM.Exchange;
strategy.Contract = sVM.Contract;
strategy.Symbol = sVM.StrategySym;
if (model == StrategyVM.Model.PM)
{
foreach (var pc in sVM.PricingContractParams)
{
strategy.PricingContracts.Add(new PBPricingContract()
{
Exchange = pc.Exchange, Contract = pc.Contract, Adjust = pc.Adjust, Weight = pc.Weight
});
}
}
if (model == StrategyVM.Model.IVM)
{
foreach (var pc in sVM.IVMContractParams)
{
strategy.IvmContracts.Add(new PBPricingContract()
{
Exchange = pc.Exchange, Contract = pc.Contract, Adjust = pc.Adjust, Weight = pc.Weight
});
}
}
if (model == StrategyVM.Model.VM)
{
foreach (var pc in sVM.VMContractParams)
{
strategy.VolContracts.Add(new PBPricingContract()
{
Exchange = pc.Exchange, Contract = pc.Contract, Adjust = pc.Adjust, Weight = pc.Weight
});
}
}
MessageWrapper.SendMessage((uint)BusinessMessageID.MSG_ID_MODIFY_PRICING_CONTRACT, strategy);
}
