public void PartialFill()
{
// reset everything
id = 1;
o = new OrderImpl();
ot = new OrderTracker();
ot.SendDebugEvent += new DebugDelegate(ot_SendDebugEvent);
ot.VerboseDebugging = true;
// verify no size/pending/cancel
Assert.AreEqual(0, ot.Sent(id), "sent but not sent");
Assert.IsFalse(ot.isCompleted(id), "completed but not sent");
Assert.IsFalse(ot.isCanceled(id), "wrongly canceled");
Assert.IsFalse(ot.isPending(id), "wrongly pending");
Assert.IsFalse(ot.isTracked(id), "wrongly tracked");
// send a buy order
o = new BuyLimit(sym, 200, 100, id++);
ot.GotOrder(o);
// fill it
Assert.IsTrue(o.Fill(TickImpl.NewTrade(sym, 100, 100)), "order did not fill");
ot.GotFill((Trade)o);
// verify order is there
Assert.IsTrue(ot.SentOrder(id - 1).isValid, "no valid order");
// verify size/pending/cancel
Assert.AreEqual(200, ot.Sent(id - 1), "not sent buy");
Assert.AreEqual(100, ot.Filled(id - 1), "incorrect fill size buy");
Assert.IsFalse(ot.isCompleted(id - 1), "wrongly completed");
Assert.IsFalse(ot.isCanceled(id - 1), "wrongly canceled");
Assert.IsTrue(ot.isPending(id - 1), "wrongly pending");
Assert.IsTrue(ot.isTracked(id - 1), "not tracked");
// do sell order
// verify no size/pending/cancel
Assert.AreEqual(0, ot.Sent(id), "sent but not sent");
Assert.IsFalse(ot.isCompleted(id), "completed but not sent");
Assert.IsFalse(ot.isCanceled(id), "wrongly canceled");
Assert.IsFalse(ot.isPending(id), "wrongly pending");
Assert.IsFalse(ot.isTracked(id), "wrongly tracked");
// send sell order
o = new SellLimit(sym, 200, 100, id++);
ot.GotOrder(o);
// fill it
Assert.IsTrue(o.Fill(TickImpl.NewTrade(sym, 100, 100)), "order did not fill");
ot.GotFill((Trade)o);
// verify order is there
Assert.IsTrue(ot.SentOrder(id - 1).isValid, "no valid order");
// verify size/pending/cancel
Assert.AreEqual(-100, ot.Filled(id - 1), "incorrect fill size sell");
Assert.AreEqual(-200, ot.Sent(id - 1), "not sent sell");
Assert.IsFalse(ot.isCompleted(id - 1), "wrongly completed");
Assert.IsFalse(ot.isCanceled(id - 1), "wrongly canceled");
Assert.IsTrue(ot.isPending(id - 1), "wrongly pending");
Assert.IsTrue(ot.isTracked(id - 1), "not tracked");
}
public void FixSentOnUnknown()
{
// reset everything
id = 1;
o = new OrderImpl();
ot = new OrderTracker();
ot.SendDebugEvent += new DebugDelegate(ot_SendDebugEvent);
ot.VerboseDebugging = true;
ot.FixSentSizeOnUnknown = true;
// verify no size/pending/cancel
Assert.AreEqual(0, ot.Sent(id), "sent but not sent");
Assert.IsFalse(ot.isCompleted(id), "completed but not sent");
Assert.IsFalse(ot.isCanceled(id), "wrongly canceled");
Assert.IsFalse(ot.isPending(id), "wrongly pending");
Assert.IsFalse(ot.isTracked(id), "wrongly tracked");
// prepare a buy order
o = new BuyLimit(sym, 100, 100, id++);
// fill it
Assert.IsTrue(o.Fill(TickImpl.NewTrade(sym, 100, 100)), "order did not fill");
ot.GotFill((Trade)o);
// order will be invalid since it was sent previously (or unknown)
Assert.False(ot.SentOrder(id - 1).isValid, "valid order was found, none was sent though");
// verify size/pending/cancel
Assert.AreEqual(100, ot.Sent(id - 1), "not sent buy");
Assert.AreEqual(100, ot.Filled(id - 1), "incorrect fill size buy");
Assert.IsTrue(ot.isCompleted(id - 1), "wrongly not filled");
Assert.IsFalse(ot.isCanceled(id - 1), "wrongly canceled");
Assert.IsFalse(ot.isPending(id - 1), "wrongly pending");
Assert.IsTrue(ot.isTracked(id - 1), "not tracked");
}
private void ClientGotOrderFilled(Trade k)
{
_tradelist.Add(k);
System.Windows.Application.Current.Dispatcher.Invoke(() =>
{
// order table
int pos = OrderTable.Select(row => row.OrderId).ToList().IndexOf(k.Id);
if (pos == -1)
{
OnDebug("Order id " + k.Id.ToString() + " is not found in order table; possibly new order.");
}
else
{
_ordertracker.GotFill(k);
if (_ordertracker[k.Id] == 0)
{
OrderStatus status = OrderStatus.Filled;
OrderTable[pos].Status = EnumDescConverter.GetEnumDescription(status);
}
else
{
OrderStatus status = OrderStatus.PartiallyFilled;
_ordertable[pos].Status = EnumDescConverter.GetEnumDescription(status);
}
}
// position table only handles one account
// but it is guarantteed by order id
_positiontracker.Adjust(k);
pos = PositionTable.Select(row => row.Symbol).ToList().IndexOf(k.FullSymbol);
if (pos == -1)
{
// add new position
int count = PositionTable.Count;
PositionTable.Add(new PositionEntry(count, k.FullSymbol, _positiontracker[k.FullSymbol].AvgPrice, _positiontracker[k.FullSymbol].Size,
_positiontracker[k.FullSymbol].ClosedPL, _positiontracker[k.FullSymbol].OpenPL));
}
else
{
// adjust position
PositionTable[pos].AvgPrice = _positiontracker[k.FullSymbol].AvgPrice;
PositionTable[pos].Size = _positiontracker[k.FullSymbol].Size;
PositionTable[pos].ClosePL = _positiontracker[k.FullSymbol].ClosedPL;
PositionTable[pos].OpenPL = _positiontracker[k.FullSymbol].OpenPL;
}
FillTable.Add(new FillEntry(k.Id, k.TradeTime, k.FullSymbol, k.TradeSize, k.TradePrice));
});
}
void tl_gotFill(Trade t)
{
ord.GotFill(t);
if (InvokeRequired)
{
Invoke(new FillDelegate(tl_gotFill), new object[] { t });
}
else
{
if (!t.isValid)
{
return;
}
int oidx = orderidx(t.id); // get order id for this order
if (oidx != -1)
{
int osign = (t.side ? 1 : -1);
int signedtsize = t.xsize * osign;
int signedosize = (int)ordergrid["osize", oidx].Value;
if (signedosize == signedtsize) // if sizes are same whole order was filled, remove
{
ordergrid.Rows.RemoveAt(oidx);
}
else // otherwise remove portion that was filled and leave rest on order
{
ordergrid["osize", oidx].Value = Math.Abs(signedosize - signedtsize) * osign;
}
}
pt.Adjust(t);
UpdateSymbolTrade(GetSymbolRows(t.Sec.FullName), t);
UpdateSymbolTrade(GetSymbolRows(t.Sec.Symbol), t);
TradesView.Rows.Add(t.xdate, t.xtime, t.symbol, (t.side ? "BUY" : "SELL"), t.xsize, t.xprice.ToString(_dispdecpointformat), t.comment, t.Account.ToString()); // if we accept trade, add it to list
}
}
public void GotFill(Trade t)
{
ord.GotFill(t);
pt.GotFill(t);
ShowItems(AccountActivity.NewTrade(t, pt[t.symbol]));
}