public override EFILLED_STATE reqOrder(string sSymbol, ETRADER_OP nCmd, ref double dLots, ref double dPrice,
EORDER_TYPE nOrderType, string sLogicID, string sComment = "",
double dLots_exc = 0, double dPrice_exc = 0, DateTime dtTime_exc = default(DateTime))
{
if (CFATManager.m_nRunMode == ERUN_MODE.SIMULATION)
{
return(base.reqOrder(sSymbol, nCmd, ref dLots, ref dPrice, nOrderType, sLogicID, sComment, dLots, dPrice, DateTime.Now));
}
bool bRet = true;
double dLots_req = dLots;
double dPrice_req = dPrice;
//Send Request newOrder or Close or
if (nCmd == ETRADER_OP.BUY)
{
bRet = m_mt5ApiDLL.mt4_reqNewOrder(sSymbol, "BUY", ref dLots, ref dPrice);
}
if (nCmd == ETRADER_OP.SELL)
{
bRet = m_mt5ApiDLL.mt4_reqNewOrder(sSymbol, "SELL", ref dLots, ref dPrice);
}
if (nCmd == ETRADER_OP.BUY_CLOSE || nCmd == ETRADER_OP.SELL_CLOSE)
{
bRet = closeOrder(sSymbol, nCmd, ref dLots, ref dPrice, nOrderType, sLogicID);
}
if (!bRet)
{
return(EFILLED_STATE.FAIL);
}
return(base.reqOrder(sSymbol, nCmd, ref dLots_req, ref dPrice_req, nOrderType, sLogicID, sComment, dLots, dPrice, DateTime.Now));
}
// ---
public int reqOrder_async(ETRADER_OP nCmd, double dLots, double dPrice, EORDER_TYPE nOrderType, int nPriority, string sComment = "")
{
m_reqOrder_async.m_bProcessed = false;
m_reqOrder_async.setProduct(m_sSymbol, m_site, m_sLogicID, m_dContractSize);
m_reqOrder_async.setVal(nCmd, dLots, dPrice, nOrderType, nPriority, m_sLogicID, sComment);
return(CSiteMng.registerOrder(m_reqOrder_async));
}
public void setVal(ETRADER_OP nCmd, double dLots_req, double dPrice_req, EORDER_TYPE nOrderType,
int nPriority, string sLogicID, string sComment)
{
m_nCmd = nCmd;
m_dLots_req = dLots_req;
m_dPrice_req = dPrice_req;
m_nOrderType = nOrderType;
m_nPriority = nPriority;
m_sLogicID = sLogicID;
m_sComment = sComment;
m_dLots_exc = 0;
m_nOrderResult = EFILLED_STATE.FAIL;
m_dPrice_exc = 0;
}
public override EFILLED_STATE reqOrder(string sSymbol, ETRADER_OP nCmd, ref double dLots, ref double dPrice, EORDER_TYPE nOrderType, string sLogicID, string sComment = "",
double dLots_exc = 0, double dPrice_exc = 0, DateTime dtTime_exc = default(DateTime))
{
if (CFATManager.m_nRunMode == ERUN_MODE.SIMULATION)
{
return(base.reqOrder(sSymbol, nCmd, ref dLots, ref dPrice, nOrderType, sLogicID, sComment, dLots, dPrice, DateTime.Now));
}
//Send Request newOrder or Close or
//MessageBox.Show("CSiteFixMt4::reqOrder !");
string sOrderID = "FAT" + DateTime.Now.ToString("yyyyMMddHHmmssfff");
double dAmount = 0;
string sCmd = "";
if (nCmd == ETRADER_OP.BUY || nCmd == ETRADER_OP.SELL_CLOSE)
{
sCmd = "BUY";
}
if (nCmd == ETRADER_OP.SELL || nCmd == ETRADER_OP.BUY_CLOSE)
{
sCmd = "SELL";
}
dAmount = dLots * getContractSize(sSymbol);
//MessageBox.Show("Before QueryEnterOrder!");
CFATLogger.output_proc(string.Format("Fix req : sym={0},price={1}, amount={2}, order id= {3}, acc = {4}, cmd = {5}", sSymbol, dPrice, dAmount, sOrderID, m_sFixAcc, sCmd));
double dPrice_req = dPrice;
double dLots_req = dLots;
int nRet = m_fixApi_trade.QueryEnterOrder(sSymbol, sCmd, ref dPrice, ref dAmount, sOrderID, m_sFixAcc);
dLots = dAmount / getContractSize(sSymbol);
CFATLogger.output_proc(string.Format("Fix response : result = {0}, sym={1},price={2}, amount={3}, ", nRet, sSymbol, dPrice, dAmount));
//if ( nRet == TORDER_RESULT.FILLED) //HSM_???
return(base.reqOrder(sSymbol, nCmd, ref dLots_req, ref dPrice_req, nOrderType, sLogicID, sComment, dLots, dPrice, DateTime.Now));
//return false;
}
private bool closeOrder(string sSymbol, ETRADER_OP nCmd, ref double dLots, ref double dPrice, EORDER_TYPE nOrderType, string sLogicID, string sComment = "")
{
CFATLogger.output_proc(string.Format("close order : site = {0}, sym= {1}, cmd = {2}, lots = {3}", m_sSiteName, sSymbol, nCmd, dLots));
double dRemainLots = dLots;
TPosItem posItem;
bool bRet = true;
for (int i = 0; i < m_lstPos_real.Count; i++)
{
posItem = m_lstPos_real[i];
if (posItem.m_sSymbol != sSymbol)
{
continue;
}
//if (posItem.m_nLogicID != nLogicID) continue;
if (!isValidCloseCommand(posItem.m_nCmd, nCmd))
{
continue;
}
if (dRemainLots >= posItem.m_dLots_exc)
{
CFATLogger.output_proc(string.Format("close item : ticket = {0}, lots = {1}", posItem.m_nTicket, posItem.m_dLots_exc));
bRet = m_mt4ApiDLL.mt4_reqCloseOrder(posItem.m_nTicket, ref posItem.m_dLots_exc, ref dPrice);
dRemainLots -= posItem.m_dLots_exc;
}
else
{
CFATLogger.output_proc(string.Format("close item : ticket = {0}, lots = {1}", posItem.m_nTicket, dRemainLots));
bRet = m_mt4ApiDLL.mt4_reqCloseOrder(posItem.m_nTicket, ref dRemainLots, ref dPrice);
dRemainLots = 0;
}
if (Math.Abs(dRemainLots) < CFATCommon.ESP)
{
break;
}
}
return(true);
}
private void closeOrder(string sSymbol, ETRADER_OP nCmd, double dLots, double dPrice, EORDER_TYPE nOrderType, string sLogicID, string sComment = "",
double dLots_exc = 0, double dPrice_exc = 0, DateTime dtTime_exc = default(DateTime))
{
if (sLogicID == "REQ_MERGE")
{
return;
}
double dRemainLots = dLots_exc;
TPosItem posItem;
for (int i = 0; i < m_lstPos_vt.Count; i++)
{
posItem = m_lstPos_vt[i];
if (posItem.m_sSymbol != sSymbol)
{
continue;
}
if (posItem.m_sLogicID != sLogicID)
{
continue;
}
if (!isValidCloseCommand(posItem.m_nCmd, nCmd))
{
continue;
}
if (dRemainLots >= posItem.m_dLots_exc - CFATCommon.ESP)
{
m_lstPos_vt.Remove(posItem);
i--;
posItem.m_sComment += "@";
posItem.m_sComment += sComment;
posItem.m_dClosePrice_exc = dPrice_exc;
posItem.m_dtCloseTime_req = m_rates[sSymbol].m_dtTime;
posItem.m_dtCloseTime_exc = dtTime_exc;
posItem.calcProfit();
addToHistoryItem(posItem);
dRemainLots -= posItem.m_dLots_exc;
}
else
{
posItem.m_dLots_exc -= dRemainLots;
posItem.calcProfit();
m_lstPos_vt[i] = posItem;
posItem.m_dLots_exc = dRemainLots;
posItem.m_sComment += "@";
posItem.m_sComment += sComment;
posItem.m_dClosePrice_exc = dPrice_exc;
posItem.m_dtCloseTime_req = m_rates[sSymbol].m_dtTime;
posItem.m_dtCloseTime_exc = dtTime_exc;
posItem.calcProfit();
addToHistoryItem(posItem);
dRemainLots = 0;
}
if (Math.Abs(dRemainLots) < CFATCommon.ESP)
{
break;
}
}
}
public virtual EFILLED_STATE reqOrder(string sSymbol, ETRADER_OP nCmd, ref double dLots, ref double dPrice, EORDER_TYPE nOrderType, string sLogicID, string sComment = "",
double dLots_exc = 0, double dPrice_exc = 0, DateTime dtTime_exc = default(DateTime))
{
return(register2Vt(sSymbol, nCmd, ref dLots, ref dPrice, nOrderType, sLogicID, sComment, dLots_exc, dPrice_exc, dtTime_exc));
}
private EFILLED_STATE register2Vt(string sSymbol, ETRADER_OP nCmd, ref double dLots, ref double dPrice, EORDER_TYPE nOrderType, string sLogicID, string sComment = "",
double dLots_exc = 0, double dPrice_exc = 0, DateTime dtTime_exc = default(DateTime))
{
if (dLots_exc == 0)
{
dLots_exc = dLots;
}
if (dPrice_exc == 0)
{
dPrice_exc = dPrice;
}
if (dtTime_exc == default(DateTime))
{
dtTime_exc = m_rates[sSymbol].m_dtTime;
}
if (nCmd == ETRADER_OP.BUY || nCmd == ETRADER_OP.SELL)
{//For new order
TPosItem posItem = new TPosItem();
posItem.m_dtOpenTime_req = m_rates[sSymbol].m_dtTime;
posItem.m_dtOpenTime_exc = dtTime_exc;
posItem.m_dOpenPrice_req = dPrice;
posItem.m_dOpenPrice_exc = dPrice_exc;
posItem.m_dLots_req = dLots;
posItem.m_dLots_exc = dLots_exc;
posItem.m_nCmd = nCmd;
posItem.m_sSymbol = sSymbol;
posItem.m_dProfit_vt = 0;
posItem.m_sLogicID = sLogicID;
posItem.m_sComment = sComment;
posItem.m_dContractSize = getContractSize(sSymbol);
posItem.m_dCommission_percent = getCommissionPercent(sSymbol);
if (sLogicID != "REQ_MERGE")
{
m_lstPos_vt.Add(posItem);
}
}
if (nCmd == ETRADER_OP.BUY_CLOSE || nCmd == ETRADER_OP.SELL_CLOSE)
{//For close order
closeOrder(sSymbol, nCmd, dLots, dPrice, nOrderType, sLogicID, sComment, dLots_exc, dPrice_exc, dtTime_exc);
}
EFILLED_STATE nRet = EFILLED_STATE.PARTIAL;
if (Math.Abs(dLots - dLots_exc) < CFATCommon.ESP)
{
nRet = EFILLED_STATE.FULL;
}
if (Math.Abs(dLots_exc) < CFATCommon.ESP)
{
nRet = EFILLED_STATE.FAIL;
}
return(nRet);// updateRealPositions();
}
// modified by cmh
public EFILLED_STATE reqOrder_withoutEXC(ETRADER_OP nCmd, ref double dLots, ref double dPrice, EORDER_TYPE nOrderType, string sLogicID, string sComment = "")
{
return(m_site.reqOrder_withoutEXC(m_sSymbol, nCmd, ref dLots, ref dPrice, nOrderType, sLogicID, sComment));
}
public override EFILLED_STATE reqOrder(string sSymbol, ETRADER_OP nCmd, ref double dLots, ref double dPrice, EORDER_TYPE nOrderType, string sLogicID, string sComment = "",
double dLots_exc = 0, double dPrice_exc = 0, DateTime dtTime_exc = default(DateTime))
{
if (CFATManager.m_nRunMode == ERUN_MODE.SIMULATION)
{
return(base.reqOrder(sSymbol, nCmd, ref dLots, ref dPrice, nOrderType, sLogicID, sComment, dLots, dPrice, DateTime.Now));
}
string sCmd = TRADER.cmd2String(nCmd);
double dLots_req = dLots;
double dPrice_req = dPrice;
bool bRet = CSHGoldAPI.sg_newOrder(sSymbol, sCmd, ref dPrice, ref dLots);
if (!bRet)
{
return(EFILLED_STATE.FAIL);
}
return(base.reqOrder(sSymbol, nCmd, ref dLots_req, ref dPrice_req, nOrderType, sLogicID, sComment, dLots, dPrice, DateTime.Now));
}
public override EFILLED_STATE reqOrder(string sSymbol, ETRADER_OP nCmd, ref double dLots, ref double dPrice, EORDER_TYPE nOrderType, string sLogicID, string sComment = "",
double dLots_exc = 0, double dPrice_exc = 0, DateTime dtTime_exc = default(DateTime))
{
if (CFATManager.m_nRunMode == ERUN_MODE.SIMULATION)
{
return(base.reqOrder(sSymbol, nCmd, ref dLots, ref dPrice, nOrderType, sLogicID, sComment, dLots, dPrice, DateTime.Now));
}
double dAmount = 0;
string sCmd = "";
if (nCmd == ETRADER_OP.BUY || nCmd == ETRADER_OP.SELL_CLOSE)
{
sCmd = "BUY";
}
if (nCmd == ETRADER_OP.SELL || nCmd == ETRADER_OP.BUY_CLOSE)
{
sCmd = "SELL";
}
dAmount = dLots * getContractSize(sSymbol);
CFATLogger.output_proc(string.Format("IB req : sym={0},price={1}, amount={2}, cmd = {3}", sSymbol, dPrice, dAmount, sCmd));
double dPrice_req = dPrice;
double dLots_req = dLots;
bool bRet = apiIB.reqOrder(sSymbol, sCmd, ref dAmount, ref dPrice);
dLots = dAmount / getContractSize(sSymbol);
CFATLogger.output_proc(string.Format("IB response : result = {0}, sym={1},price={2}, amount={3}, ", bRet, sSymbol, dPrice, dAmount));
//if ( nRet == TORDER_RESULT.FILLED) //HSM_???
if (!bRet)
{
return(EFILLED_STATE.FAIL);
}
return(base.reqOrder(sSymbol, nCmd, ref dLots_req, ref dPrice_req, nOrderType, sLogicID, sComment, dLots, dPrice, DateTime.Now));
//return false;
}
public override EFILLED_STATE reqOrder(string sSymbol, ETRADER_OP nCmd, ref double dLots, ref double dPrice, EORDER_TYPE nOrderType, string sLogicID, string sComment = "",
double dLots_exc = 0, double dPrice_exc = 0, DateTime dtTime_exc = default(DateTime))
{
EFILLED_STATE nRet = EFILLED_STATE.FULL;
ETRADER_OP nCmd_req = nCmd;
double dLots_req = dLots;
available_lots_cmd(sSymbol, ref nCmd_req, ref dLots_req);
if (Math.Abs(dLots_req - dLots) > CFATCommon.ESP)
{
nRet = EFILLED_STATE.PARTIAL;
dLots = dLots_req;
}
base.reqOrder(sSymbol, nCmd_req, ref dLots_req, ref dPrice, nOrderType, sLogicID, sComment, dLots_req, dPrice, CFATCommon.m_dtCurTime);
return(nRet);
}
