/// <summary>
/// Initializes a new instance of the <see cref="MediaEngine" /> class.
/// </summary>
/// <param name="parent">The associated parent object.</param>
/// <param name="connector">The parent implementing connector methods.</param>
/// <exception cref="InvalidOperationException">Thrown when the static Initialize method has not been called.</exception>
public MediaEngine(object parent, IMediaConnector connector)
{
// Associate the parent as the media connector that implements the callbacks
Parent = parent;
Connector = connector;
Commands = new CommandManager(this);
State = new MediaEngineState(this);
Timing = new TimingController(this);
// Don't start up timers or any other stuff if we are in design-time
if (Platform.IsInDesignTime)
{
return;
}
// Check initialization has taken place
lock (InitLock)
{
if (IsInitialized == false)
{
throw new InvalidOperationException(
$"{nameof(MediaEngine)} not initialized. Call the static method {nameof(Initialize)}");
}
}
}
protected override void OnStarted()
{
List <Security> securitiesToReg = new List <Security>();
securitiesToReg.AddRange(_optionsPositions.Keys);
securitiesToReg.Add(Security);
DoStrategyPreparation(securitiesToReg.ToArray(), new Security[] { Security }, new Portfolio[] { Portfolio });
if (DeltaStep < 0)
{
throw new ArgumentException("DeltaStep cannot be below zero: " + DeltaStep);
}
md = GetMarketDepth(Security);
TimingController.SetTimingMethod(HedgingProcess);
Security.WhenMarketDepthChanged(Connector)
.Do(() =>
{
TimingController.TimingMethodHappened();
HedgingProcess();
})
.Apply(this);
base.OnStarted();
}
protected override void OnStarted()
{
DoStrategyPreparation(new Security[] { Security }, new Security[] { Security }, new Portfolio[] { Portfolio });
if (_spread <= 0)
{
throw new ArgumentException("Spread cannot be below zero: " + _spread);
}
if (_lot <= 0)
{
throw new ArgumentException("Lot cannot be below zero: " + _lot);
}
if (Security.PriceStep == null)
{
throw new ArgumentException("Cannot read security price set, probably data still loading... :" + Security.PriceStep);
}
if (LimitedFuturesValueAbs < 0)
{
throw new ArgumentException("limitation of futures positions is established by value >=0 : " + LimitedFuturesValueAbs);
}
if (_sideForEnterToPosition == Sides.Sell)
{
LimitedFuturesValueAbs = LimitedFuturesValueAbs != 0 ? LimitedFuturesValueAbs * -1 : decimal.MinValue;
}
else
{
LimitedFuturesValueAbs = LimitedFuturesValueAbs != 0 ? LimitedFuturesValueAbs : decimal.MaxValue;
}
md = GetMarketDepth(Security);
TimingController.SetTimingMethod(SpreadingProcess);
Security.WhenMarketDepthChanged(Connector)
.Do(() =>
{
TimingController.TimingMethodHappened();
SpreadingProcess();
})
.Apply(this);
this.WhenStopping()
.Do(() =>
{
ChildStrategies.Clear();
})
.Once()
.Apply(this);
base.OnStarted();
}
private void Start()
{
timingController = FindObjectOfType <TimingController>();
// We spawn the pattern instance right away but deactivate it. The pattern is responsible for setting it active
// again at its scheduled "spawn" time.
Transform spawner = GameController.EnemyManager.transform;
patternInstance = Instantiate(Config.Pattern, Vector2.zero, Quaternion.identity, spawner);
patternInstance.gameObject.SetActive(false);
SetStartMeasure(GameController.TimingController.NumberOfMeasuresToSkipOnStart);
configuredActions = ScheduleActions();
queuedActions = new List <SchedulableAction>(configuredActions);
}
protected PrimaryStrategy()
{
TimingController = new TimingController(700, 2000);
Timeout = 5000;
_isSetDone = false;
_isCorrectChild = false;
_isPrimaryStoppingStarted = false;
_closedChildCounter = 0;
CancelOrdersWhenStopping = false;
CommentOrders = true;
DisposeOnStop = true;
MaxErrorCount = 10;
OrdersKeepTime = TimeSpan.Zero;
Name += GlobalCounter++;
}
public void Awake()
{
Instance = this;
}
void Start()
{
timingController = FindObjectOfType <TimingController>();
}
protected override void OnStarted()
{
DoStrategyPreparation(new Security[] { }, new Security[] { Security }, new Portfolio[] { Portfolio });
if (Volume <= 0)
{
throw new ArgumentException("Volume cannot be below zero: " + Volume);
}
MarketDepth = GetMarketDepth(Security);
TimingController.SetTimingMethod(QuotingProcess);
if (IsTradingTime())
{
QuotingProcess();
}
else
{
OrderSynchronizer.CancelCurrentOrder();
}
Security.WhenMarketDepthChanged(Connector)
.Do(() =>
{
TimingController.TimingMethodHappened();
if (IsPrimaryStoppingStarted())
{
OrderSynchronizer.CancelCurrentOrder();
return;
}
if (!_isQuoting)
{
_isQuoting = true;
if (IsTradingTime())
{
QuotingProcess();
}
else
{
OrderSynchronizer.CancelCurrentOrder();
}
_isQuoting = false;
}
})
.Until(IsStrategyStopping)
.Apply(this);
this.WhenPositionChanged()
.Do(() =>
{
if (Math.Abs(Position) >= Volume)
{
PrimaryStopping();
}
})
.Until(IsStrategyStopping)
.Apply(this);
base.OnStarted();
}
protected override void OnStarted()
{
if (SecurityWithSignalToClose == null)
{
DoStrategyPreparation(new Security[] { }, new Security[] { Security }, new Portfolio[] { Portfolio });
}
else
{
DoStrategyPreparation(new Security[] { }, new Security[] { Security, SecurityWithSignalToClose }, new Portfolio[] { Portfolio });
}
if (Volume <= 0 || _priceToClose <= 0)
{
throw new ArgumentException(
$"Volume: {Volume} or price to close: {_priceToClose} cannot be below zero");
}
;
this.WhenPositionChanged()
.Do(() =>
{
if (Math.Abs(Position) >= Volume)
{
PrimaryStopping();
}
})
.Apply(this);
//не проверяем время, т.к. правило выполняется Once()
TimingController.SetTimingUnnecessary();
if (SecurityWithSignalToClose == null)
{
var md = GetMarketDepth(Security);
Security.WhenMarketDepthChanged(Connector)
.Do(() =>
{
var mqs = new MarketQuoterStrategy(_strategyOrderSide, Volume, _priceToClose);
mqs.WhenStopped()
.Do(this.Stop)
.Once()
.Apply(this);
MarkStrategyLikeChild(mqs);
ChildStrategies.Add(mqs);
})
.Once()
.Apply(this);
}
else
{
PrimaryStrategy mqs = null;
var md = GetMarketDepth(SecurityWithSignalToClose);
var mqsStartRule = SecurityWithSignalToClose
.WhenMarketDepthChanged(Connector)
.Do(() =>
{
if (!IsTradingTime())
{
return;
}
//котировки специально развернуты неверно - как только была сделка на графике (ударили в аск или налили в бид) - закрываемся
if (_securityDesirableDirection == PriceDirection.Up && md.BestAsk.Price >= _priceToClose ||
_securityDesirableDirection == PriceDirection.Down && md.BestBid.Price <= _priceToClose)
{
// пока делаем по любой цене, как только сработает условие
mqs = new MarketQuoterStrategy(_strategyOrderSide, Volume, Security.GetMarketPrice(_strategyOrderSide));
mqs.WhenStopped()
.Do(this.Stop)
.Once()
.Apply(this);
MarkStrategyLikeChild(mqs);
ChildStrategies.Add(mqs);
}
})
.Until(() => mqs != null)
.Apply(this);
this.WhenStopping()
.Do(() => { /*NOP*/ })
.Apply(this)
.Exclusive(mqsStartRule);
}
base.OnStarted();
}
