private EFILLED_STATE register2Vt(string sSymbol, ETRADER_OP nCmd, ref double dLots, ref double dPrice, EORDER_TYPE nOrderType, string sLogicID, string sComment = "",
double dLots_exc = 0, double dPrice_exc = 0, DateTime dtTime_exc = default(DateTime))
{
if (dLots_exc == 0)
{
dLots_exc = dLots;
}
if (dPrice_exc == 0)
{
dPrice_exc = dPrice;
}
if (dtTime_exc == default(DateTime))
{
dtTime_exc = m_rates[sSymbol].m_dtTime;
}
if (nCmd == ETRADER_OP.BUY || nCmd == ETRADER_OP.SELL)
{//For new order
TPosItem posItem = new TPosItem();
posItem.m_dtOpenTime_req = m_rates[sSymbol].m_dtTime;
posItem.m_dtOpenTime_exc = dtTime_exc;
posItem.m_dOpenPrice_req = dPrice;
posItem.m_dOpenPrice_exc = dPrice_exc;
posItem.m_dLots_req = dLots;
posItem.m_dLots_exc = dLots_exc;
posItem.m_nCmd = nCmd;
posItem.m_sSymbol = sSymbol;
posItem.m_dProfit_vt = 0;
posItem.m_sLogicID = sLogicID;
posItem.m_sComment = sComment;
posItem.m_dContractSize = getContractSize(sSymbol);
posItem.m_dCommission_percent = getCommissionPercent(sSymbol);
if (sLogicID != "REQ_MERGE")
{
m_lstPos_vt.Add(posItem);
}
}
if (nCmd == ETRADER_OP.BUY_CLOSE || nCmd == ETRADER_OP.SELL_CLOSE)
{//For close order
closeOrder(sSymbol, nCmd, dLots, dPrice, nOrderType, sLogicID, sComment, dLots_exc, dPrice_exc, dtTime_exc);
}
EFILLED_STATE nRet = EFILLED_STATE.PARTIAL;
if (Math.Abs(dLots - dLots_exc) < CFATCommon.ESP)
{
nRet = EFILLED_STATE.FULL;
}
if (Math.Abs(dLots_exc) < CFATCommon.ESP)
{
nRet = EFILLED_STATE.FAIL;
}
return(nRet);// updateRealPositions();
}
public override bool updateRealPositions()
{
if (CFATManager.m_nRunMode != ERUN_MODE.REALTIME)
{
return(true);
}
List <TMT4PosItem> lstPosMT4 = m_mt4ApiDLL.mt4_getPositions();
TPosItem posItem;
m_lstPos_real.Clear();
//string sLog = string.Format("update position : {0}\r\n", m_sSiteName);
for (int i = 0; i < lstPosMT4.Count; i++)
{
if (isHedgePosition(lstPosMT4[i].m_sSymbol, lstPosMT4[i].m_dLots, (ETRADER_OP)lstPosMT4[i].m_nCmd))
{
continue;
}
posItem = new TPosItem();
posItem.m_nTicket = lstPosMT4[i].m_nTicket;
posItem.m_sSymbol = lstPosMT4[i].m_sSymbol;
posItem.m_dOpenPrice_exc = lstPosMT4[i].m_dOpenPrice;
posItem.m_dLots_exc = lstPosMT4[i].m_dLots;
posItem.m_dCommission = lstPosMT4[i].m_dCommission;
posItem.m_nCmd = (ETRADER_OP)lstPosMT4[i].m_nCmd;
m_lstPos_real.Add(posItem);
//sLog += string.Format("ticket={0}, symbol={1}, cmd = {2}, openPrice={3}, lots={4}, commission={5}\r\n",
// posItem.m_nTicket, posItem.m_sSymbol, posItem.m_nCmd, posItem.m_dOpenPrice, posItem.m_dLots, posItem.m_dCommission);
}
//CFATLogger.output_proc(sLog);
return(true);
}
public bool publishTradeHistory()
{
if (m_nPublishedPosCnt == m_lstPosHistory_vt.Count)
{
return(false);
}
string sMsg = "";
sMsg = m_sSiteName;
sMsg += "@";
sMsg += m_sID;
sMsg += "@";
sMsg += CFATCommon.m_dtCurTime.ToString("yyyy/MM/dd HH:mm:ss.fff");
sMsg += "@";
TPosItem posItem = null;
for (int i = m_nPublishedPosCnt; i < m_lstPosHistory_vt.Count; i++)
{
posItem = m_lstPosHistory_vt[i];
sMsg += posItem.getString();
sMsg += "@";
}
m_nPublishedPosCnt = m_lstPosHistory_vt.Count;
CMQClient.publish_msg(sMsg, CFATCommon.MQ_TOPIC_POSHISTORY);
return(true);
}
public override bool updateRealPositions()
{
if (CFATManager.m_nRunMode != ERUN_MODE.REALTIME)
{
return(true);
}
List <TMPPosItem> lstPosMT4 = m_mpApiDLL.MP_getPositions();
TPosItem posItem;
m_lstPos_real.Clear();
for (int i = 0; i < lstPosMT4.Count; i++)
{
posItem = new TPosItem();
posItem.m_sTicket = lstPosMT4[i].m_sTicket;
posItem.m_sSymbol = lstPosMT4[i].m_sSymbol;
posItem.m_dOpenPrice_exc = lstPosMT4[i].m_dOpenPrice;
posItem.m_dLots_exc = lstPosMT4[i].m_dLots;
posItem.m_dCommission = lstPosMT4[i].m_dCommission;
posItem.m_nCmd = (ETRADER_OP)lstPosMT4[i].m_nCmd;
m_lstPos_real.Add(posItem);
}
return(true);
}
public override bool updateRealPositions()
{
if (CFATManager.m_nRunMode != ERUN_MODE.REALTIME)
{
return(true);
}
TPosItem posItem;
m_lstPos_real.Clear();
string sSymbol = "";
double dPrice = 0;
int nLots = 0;
CSHGoldAPI.sg_getPositionList();
int nPosCnt = CSHGoldAPI.sg_getPositionCount();
string sMsg = string.Format("SHGold Position count = {0}\r\n", nPosCnt);
string sCmd = "";
for (int i = 0; i < nPosCnt; i++)
{
CSHGoldAPI.sg_getPositionInfo(i, ref sSymbol, ref dPrice, ref nLots, ref sCmd);
sMsg += string.Format("symbol = {0}, open price = {1}, lots = {2}\r\n", sSymbol, dPrice, nLots);
if (nLots == 0)
{
continue;
}
posItem = new TPosItem();
posItem.m_sSymbol = sSymbol;
posItem.m_dOpenPrice_exc = dPrice;
posItem.m_nCmd = TRADER.string2Cmd(sCmd);
if (sCmd == "BUY")
{//Buy
posItem.m_nCmd = ETRADER_OP.BUY;
posItem.m_dLots_exc = nLots;
}
else
{//Sell
posItem.m_nCmd = ETRADER_OP.SELL;
posItem.m_dLots_exc = nLots;
}
m_lstPos_real.Add(posItem);
}
//CFATLogger.output_proc(sMsg);
return(true);
}
public override bool updateRealPositions()
{
if (CFATManager.m_nRunMode != ERUN_MODE.REALTIME)
{
return(true);
}
apiIB.getPositons();
TPosItem posItem;
m_lstPos_real.Clear();
//string sLog = string.Format("update position : {0}\r\n", m_sSiteName);
foreach (TIBPositionItem ibPosItem in CIBApi.g_lstPositions)
{
if (Math.Abs(ibPosItem.dLots) < CFATCommon.ESP)
{
continue;
}
posItem = new TPosItem();
posItem.m_sSymbol = ibPosItem.sSymbol;
posItem.m_dOpenPrice_exc = ibPosItem.dOpenPrice;
if (ibPosItem.dLots > 0)
{
posItem.m_dLots_exc = ibPosItem.dLots / getContractSize(ibPosItem.sSymbol);
posItem.m_nCmd = ETRADER_OP.BUY;
}
else
{
posItem.m_dLots_exc = ibPosItem.dLots * (-1) / getContractSize(ibPosItem.sSymbol);
posItem.m_nCmd = ETRADER_OP.SELL;
}
m_lstPos_real.Add(posItem);
//sLog += string.Format("ticket={0}, symbol={1}, cmd = {2}, openPrice={3}, lots={4}, commission={5}\r\n",
// posItem.m_nTicket, posItem.m_sSymbol, posItem.m_nCmd, posItem.m_dOpenPrice, posItem.m_dLots, posItem.m_dCommission);
}
//CFATLogger.output_proc(sLog);
return(true);
}
private void addToHistoryItem(TPosItem posItem)
{
posItem.m_dtCloseTime_exc = m_rates[posItem.m_sSymbol].m_dtTime;
m_lstPosHistory_vt.Add(posItem);
m_report.m_dProfit += posItem.m_dProfit_real; //Update Profit
}
