// **********************************************************************
public void PutOwnTrade(OwnTrade trade)
{
// ------------------------------------------------------------
int nq = this.quantity + trade.Quantity;
if (Math.Sign(nq) != Math.Sign(this.quantity))
{
// ------------------------------------------------
if (this.quantity != 0)
{
// MktProvider.TradeLog.AddClose(trade.DateTime, -this.quantity,
// trade.Price, trade.Price * this.quantity - this.pricesum);
if (cfg.u.CancelOnClose)
{
tmgr.ExecAction(cancelDescr, new OwnAction(TradeOp.Cancel));
}
}
if (nq != 0)
{
// MktProvider.TradeLog.AddOpen(trade.DateTime, nq, trade.Price);
this.pricesum = trade.Price * nq;
}
// ------------------------------------------------
if (stopLoss != null)
{
tmgr.CancelAction(stopDescr, stopLoss);
stopLoss = null;
}
if (takeProfit != null)
{
tmgr.CancelAction(takeDescr, takeProfit);
takeProfit = null;
}
stopActivated = false;
stopDisposed = false;
takeActivated = false;
takeDisposed = false;
// ------------------------------------------------
}
else
{
if (Math.Sign(trade.Quantity) == Math.Sign(this.quantity))
{
String ddsd = "";
}
// MktProvider.TradeLog.AddOpen(trade.DateTime, trade.Quantity, trade.Price);
else
{ // MktProvider.TradeLog.AddClose(trade.DateTime, trade.Quantity, trade.Price);
}
this.pricesum += trade.Price * trade.Quantity;
}
this.quantity = nq;
// ------------------------------------------------------------
if (quantity == 0)
{
AvgPrice = 0;
}
else
{
// ------------------------------------------------
if (stopLoss != null)
{
if (stopLoss.State == Transaction.States.Disposed)
{
stopDisposed = true;
}
else
{
tmgr.CancelAction(stopDescr, stopLoss);
}
stopLoss = null;
}
if (takeProfit != null)
{
if (takeProfit.State == Transaction.States.Disposed)
{
takeDisposed = true;
takeProfit = null;
}
else if (takeProfit.OId == trade.OId)
{
takeActivated = true;
}
else if (!takeActivated)
{
tmgr.CancelAction(takeDescr, takeProfit);
takeProfit = null;
}
}
// ------------------------------------------------
AvgPrice = pricesum / quantity;
// ------------------------------------------------
if (cfg.u.AutoStopOffset != 0 && !(stopActivated || stopDisposed))
{
if (quantity > 0)
{
if (!takeActivated)
{
stopLossPrice = Price.Ceil(AvgPrice - cfg.u.AutoStopOffset);
}
stopLoss = tmgr.ExecAction(stopDescr, new OwnAction(
TradeOp.Sell, BaseQuote.Absolute, stopLossPrice,
QtyType.Absolute, quantity, true, cfg.u.AutoStopSlippage,
cfg.u.AutoStopTrailStart, cfg.u.AutoStopTrailOffset));
}
else
{
if (!takeActivated)
{
stopLossPrice = Price.Floor(AvgPrice + cfg.u.AutoStopOffset);
}
stopLoss = tmgr.ExecAction(stopDescr, new OwnAction(
TradeOp.Buy, BaseQuote.Absolute, stopLossPrice,
QtyType.Absolute, -quantity, true, cfg.u.AutoStopSlippage,
cfg.u.AutoStopTrailStart, cfg.u.AutoStopTrailOffset));
}
}
// ------------------------------------------------
if (cfg.u.AutoTakeOffset != 0 && !(takeActivated || takeDisposed || stopActivated))
{
if (quantity > 0)
{
takeProfit = tmgr.ExecAction(takeDescr, new OwnAction(
TradeOp.Sell, BaseQuote.Absolute,
Price.Ceil(AvgPrice + cfg.u.AutoTakeOffset),
QtyType.Absolute, quantity));
}
else
{
takeProfit = tmgr.ExecAction(takeDescr, new OwnAction(
TradeOp.Buy, BaseQuote.Absolute,
Price.Floor(AvgPrice - cfg.u.AutoTakeOffset),
QtyType.Absolute, -quantity));
}
}
// ------------------------------------------------
}
// ------------------------------------------------------------
MktProvider.Receiver.PutPosition(quantity, AvgPrice);
}
