public AppStrategyManager(IIBTradeAppBridge appForm)
{
appMDManager = new AppMDManager(appForm);
appEventManager = new AppEventManager(this);
appOrderManager = new AppOrderManager(this);
appMaintenanceManager = new AppMainteanceManager(this);
appMaintenanceManager.startManager();
ParentUI = appForm;
//OrderRepositry = new ConcurrentDictionary<string, OrderRecord>();
activeStgNamesMap = new ConcurrentDictionary <String, String>();
storeStg = new Dictionary <string, IStrategy>();
storeStg.Add(AppConstant.STG1_SHORT_NAME, new StrategyRandom1(AppConstant.STG1_SHORT_NAME, 0));
storeStg.Add(AppConstant.STG2_SHORT_NAME, new StrategyRBreakerReverse1(AppConstant.STG2_SHORT_NAME, 1));
storeStg.Add(AppConstant.STG3_SHORT_NAME, new StrategyRBreakerTrend1(AppConstant.STG3_SHORT_NAME, 2));
storeStg.Add(AppConstant.STG4_SHORT_NAME, new StrategyRandom4(AppConstant.STG4_SHORT_NAME, 3));
/*
* storeStg.Add(AppConstant.STG5_SHORT_NAME, new StrategyStastic1(AppConstant.STG5_SHORT_NAME, 4));
* storeStg.Add(AppConstant.STG6_SHORT_NAME, new StrategyRBreaker1(AppConstant.STG6_SHORT_NAME, 5));
* storeStg.Add(AppConstant.STG7_SHORT_NAME, new StrategyRBreakerTrend2(AppConstant.STG7_SHORT_NAME, 6));
*/
StoreCancelToken = new ConcurrentDictionary <string, CancellationTokenSource>();
TimeDiffServer = long.MaxValue;
appEventManager.startGenerateTimeEvents();
}
public void handleDailyReset(AppTimeEvent timeEvent)
{
ConcurrentDictionary <String, String> stgNamesMap = stgManager.getActiveStgNamesMap();
stgNamesMap.Keys.ToArray();
IAppEventManager eventManager = stgManager.getAppEventManager();
foreach (String name in stgNamesMap.Keys)
{
eventManager.storeEventQueue[name].Add(new AppDailyResetEvent());
}
stgManager.dailyReset();
}
public void processExecution(ExecutionMessage message)
{
IAppOrderManager orderManager = appStgManager.getAppOrderManager();
String[] stgNames = appStgManager.getStgNames();
if (!appStgManager.getAppOrderManager().AppOrderStore.ContainsKey(message.Execution.OrderId))
{
return;
}
if (!orderManager.isExecutionProcessed(message.Execution.ExecId))
{
AppExecution execution = orderManager.updateAppOrderExecution(message);
IAppOrder order = orderManager.AppOrderStore[message.Execution.OrderId];
AppOrder cloneOrder = (AppOrder)order.Clone();
if (AppObjectUtil.isOrderClosed(cloneOrder))
{
orderManager.closeOpenAppOrder(order.StrategyIndex, order);
}
orderManager.updatePosition(order.StrategyIndex, execution);
String stgName = stgNames[order.StrategyIndex];
AppPosition stgPosition = orderManager.StoreStgPositions[stgName];
log.Info("Total PnL : " + stgPosition.TotalPnL);
orderManager.markExeProcessed(message.Execution.ExecId);
//***New for send order executed email***
IAppEventManager appEventManager = appStgManager.getAppEventManager();
appEventManager.putOrderExeEvents(message, stgName);
/*TSAppExecution execution = appForm.StrategyManager.updateAppOrderExecution(message);
* TSAppOrder order = appForm.StrategyManager.AppOrderStore[message.Execution.OrderId];
* TSAppOrder cloneOrder = (TSAppOrder)order.Clone();
* if (StrategyManager.isOrderClosed(cloneOrder))
* {
* appForm.StrategyManager.closeOpenAppOrder(order.StrategyIndex, order);
* //appForm.StrategyManager.removeOpenAppOrder(order.StrategyIndex, order);
* //appForm.StrategyManager.addClosedAppOrder(order.StrategyIndex, order);
* }
* appForm.StrategyManager.updatePosition(order.StrategyIndex, execution);
* String stgName = appForm.StrategyManager.StgNames[order.StrategyIndex];
* AppPosition stgPosition = appForm.StrategyManager.StoreStgPositions[stgName];
* log.Info("Total PnL : " + stgPosition.TotalPnL);
* //log.Info("Total PnL : " + appForm.StrategyManager.StgPositions[order.StrategyIndex].TotalPnL);
* appForm.StrategyManager.markExeProcessed(message.Execution.ExecId);*/
}
log.Info("Order Executed");
log.Info("*********************************************");
}
public void injectAppEventManager(IAppEventManager eventManager)
{
this.appEventManager = eventManager;
}
public override void UpdateUI(IBMessage message)
{
IAppMDManager appMDMManager = appStrategyManager.getAppMDManager();
IAppEventManager appEventManager = appStrategyManager.getAppEventManager();
MarketDataMessage dataMessage = (MarketDataMessage)message;
checkToAddRow(dataMessage.RequestId);
DataGridView grid = (DataGridView)uiControl;
if (grid.Rows.Count >= dataMessage.RequestId - TICK_ID_BASE)
{
if (message is TickPriceMessage)
{
TickPriceMessage priceMessage = (TickPriceMessage)message;
switch (dataMessage.Field)
{
case 1:
{
//BID
appEventManager.putTickPriceEvents(priceMessage, dataMessage);
//stgManager.handleTickMessage(message);
grid[BID_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
case 2:
{
//ASK
appEventManager.putTickPriceEvents(priceMessage, dataMessage);
//stgManager.handleTickMessage(message);
grid[ASK_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
case 4:
{
//LAST
appEventManager.putTickPriceEvents(priceMessage, dataMessage);
//stgManager.handleTickMessage(message);
grid[LAST_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
case 6:
{
//HIGH
grid[HIGH_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
case 7:
{
//LOW
grid[LOW_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
case 9:
{
//CLOSE
grid[CLOSE_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
}
}
else if (dataMessage is TickSizeMessage)
{
TickSizeMessage sizeMessage = (TickSizeMessage)message;
switch (dataMessage.Field)
{
case 0:
{
//BID SIZE
grid[BID_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = sizeMessage.Size;
break;
}
case 3:
{
//ASK SIZE
grid[ASK_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = sizeMessage.Size;
break;
}
case 5:
{
//LAST SIZE
grid[LAST_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = sizeMessage.Size;
break;
}
case 8:
{
//VOLUME
//stgManager.handleTickMessage(message);
grid[VOLUME_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = sizeMessage.Size;
break;
}
}
}
}
}
