///<summary>
///Add an order to the current position. Throw an Exception if the position and order not compatibles
///</summary>
///<param name="order"> an Order object </param>
///<returns>Order object if after adding, the position
///changes his direction. In this case the qty of position will be 0 (position closed),
///and the Order object represent the carry of position. Otherwise return null.</returns>
public Order addOrderUntilClose(Order order)
{
Order resultOrder = null;
if (!this.symbol.Equals(order.Symbol)) throw new Exception("The orders symbol and positions symbol not compatible");
if (this.direction == order.Direction)
{
this.qty += order.Lots;
}
else
{
if (this.qty > order.Lots)
{
this.qty -= order.Lots;
}
else
{
resultOrder = new Order();
resultOrder.Symbol = this.symbol;
resultOrder.Direction = order.Direction;
resultOrder.Lots = order.Lots - this.qty;
this.qty = 0.0;
}
}
return resultOrder;
}
// Return null if order filtered and cannot return
public Order FilterOrder(Order order)
{
for (int i = 0; i < cumulatedPositons.Count; ++i)
{
if (cumulatedPositons[i].symbol == order.Symbol)
{
Order resultOrder = cumulatedPositons[i].addOrderUntilClose(order);
if (resultOrder != null)
{
cumulatedPositons.RemoveAt(i);
}
return resultOrder;
}
}
return order;
}
///<summary>
///Add an order to current position
///throws Exception when the Order object symbol not compatible with current positions symbol
///</summary>
///<param name = "order"> order - an Order object</param>
public void addOrder(Order order)
{
if (!this.symbol.Equals(order.Symbol)) throw new Exception("The orders symbol and positions symbol not compatible");
if (this.direction == order.Direction)
{
this.qty += order.Lots;
}
else
{
this.qty -= order.Lots;
if (this.qty < 0.0)
{
this.direction = order.Direction;
this.qty *= -1.0;
}
}
}
/// <summary>
/// This constructor creates a position by order
/// </summary>
/// <param name="order"> order which open the position</param>
public Position(Order order)
{
this.symbol = order.Symbol;
this.qty = order.Lots;
this.direction = order.Direction;
}
/// <summary>
/// Convert current posiiton to order
/// </summary>
/// <returns>an order that represent tjis position</returns>
public Order ToOrder()
{
Order o = new Order();
o.Symbol = symbol;
o.Direction = this.direction;
o.Lots = this.qty;
return o;
}
/// <summary>
/// Compare two orders
/// </summary>
/// <param name="otherOrder">an other order to compare</param>
/// <returns>return "true" if this orders equal "else" otherwise</returns>
public bool compare(Order otherOrder)
{
return (otherOrder.symbol.Equals(this.symbol) &&
otherOrder.lots == this.Lots &&
otherOrder.direction == this.direction);
}
/// <summary>
/// Create an independent copy of this Order object
/// </summary>
/// <returns>An independent Order object</returns>
public Order Clone()
{
Order clonedOrder = new Order();
clonedOrder.Comment = (String)this.Comment.Clone();
clonedOrder.Direction = this.Direction;
clonedOrder.FromID = this.FromID;
clonedOrder.lOrderId = this.lOrderId;
clonedOrder.Lots = this.Lots;
clonedOrder.OrderID = this.OrderID;
clonedOrder.PrevScanTime = this.PrevScanTime;
clonedOrder.Price = this.Price;
clonedOrder.Symbol = (String)this.Symbol.Clone();
clonedOrder.Time = this.Time;
return clonedOrder;
}
/// <summary>
/// Insert an Order to a queue, that phisicaly stored in a database table
/// </summary>
/// <param name="order">an Order object to store</param>
/// <param name="userId">a user ID wich order will be stores</param>
public void InsertToQueue(Order order, String userId)
{
lock (_sqlLock)
{
order.Time = DateTime.Now;
StringBuilder sqlString = new StringBuilder();
sqlString.Append(
"Insert Into Orders(\"OrderId\",\"Direction\",\"Symbol\",\"Lots\",\"OrderTime\", \"Price\", \"FromID\", \"UserID\", \"PrevScanTime\")");
sqlString.Append("VALUES ('").Append(order.strOrderId).Append("', ").Append(order.Direction).Append(
", '");
sqlString.Append(order.Symbol).Append("',").Append(order.Lots.ToString("G", CultureInfo.InvariantCulture));
sqlString.Append(", '").Append(order.Time.ToString("yyyy-MM-dd HH:mm:ss")).Append("', ");
sqlString.Append(order.Price.ToString("G", CultureInfo.InvariantCulture)).Append(", ");
sqlString.Append(order.FromID).Append(", '").Append(userId).Append("', '").Append(
order.PrevScanTime.ToString("yyyy-MM-dd HH:mm:ss"));
sqlString.Append("')");
SqlCommand command = new SqlCommand(sqlString.ToString(), _connection);
command.ExecuteNonQuery();
command.Dispose();
}
}
/// <summary>
/// Convert datas from Reader to an Order object
/// </summary>
/// <param name="reader">a non empty reader</param>
/// <returns>na Order object instance</returns>
private Order ReaderToOrder(SqlDataReader reader)
{
Order order = new Order();
order.OrderID = Convert.ToInt64(reader["ORDERID"]);
order.Direction = Convert.ToInt32(reader["DIRECTION"]);
order.Symbol = reader["SYMBOL"].ToString();
order.Lots = Convert.ToDouble(reader["LOTS"]);
order.Time = Convert.ToDateTime(reader["OrderTime"]);
order.Price = Convert.ToDouble(reader["PRICE"]);
order.FromID = Convert.ToInt64(reader["FROMID"]);
order.PrevScanTime = Convert.ToDateTime(reader["PrevScanTime"]);
return order;
}
/// <summary>
/// This method write an order to History table
/// </summary>
/// <param name="userId">user ID</param>
/// <param name="order">anOrder object to write to database</param>
public void OrderToHistory(String userId, Order order)
{
lock (_sqlLock)
{
StringBuilder sqlString = new StringBuilder();
sqlString.Append("INSERT INTO HISTORY (\"USERID\", \"SYSTEMID\", \"DIRECTION\", \"SYMBOL\", \"VOLUME\", \"PRICE\")\n VALUES (");
sqlString.Append(" '").Append(userId).Append("', ").Append(order.FromID).Append(", ").Append(
order.Direction).Append(", '").Append(order.Symbol).Append("', ");
sqlString.Append(Convert.ToString(order.Lots, CultureInfo.InvariantCulture)).Append(", ");
sqlString.Append(Convert.ToString(order.Price, CultureInfo.InvariantCulture)).Append(");");
SqlCommand sqlCommads = new SqlCommand(sqlString.ToString(), _connection);
Console.WriteLine(sqlCommads.CommandText);
sqlCommads.ExecuteNonQuery();
sqlCommads.Dispose();
}
}
