// receive a signal from the Matcher (via the Simulation, via the Population) that an order has been filled
public void recvOrderNotification(IOrderbook_Agent ob, IOrderbookEvent evt)
{
// Fill order events
if (evt is IOrderbookEvent_FillOrder)
{
IOrderbookEvent_FillOrder fillEvent = (IOrderbookEvent_FillOrder)evt;
IOrder filledOrder = fillEvent.getOrder();
SingletonLogger.Instance().InfoLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + " Fill " + filledOrder + " @ " + Scheduler.GetTime());
if (filledOrder.isBid())
{
AccumulateHoldings(+1 * fillEvent.getVolume());
}
else
{
AccumulateHoldings(-1 * fillEvent.getVolume());
}
if (fillEvent.orderFilled())
{
RemoveFromOpenOrderList(filledOrder);
FilledOrderNotification(filledOrder, fillEvent.getExecutionPrice(), fillEvent.getVolume());
}
else
{
PartialFilledOrderNotification(filledOrder, fillEvent.getExecutionPrice(), fillEvent.getVolume());
}
}
// Add and Cancel events are not forwarded to agents by the Population class
}
public void recvSimulationNotification(ISimulationParameters sim, ISimulationEvent se)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractPassiveTrajectoryFactory), "AbstractPassiveTrajectoryFactory recvSimulationNotification");
// events received from ISimulation
if (se.OrderbookEvent == null)
{
if (se is ISimulationStart)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractPassiveTrajectoryFactory), "AbstractPassiveTrajectoryFactory SET Sim!");
_sim = sim;
reset();
SimulationStartNotification();
}
if (se is ISimulationEnd)
{
SimulationEndNotification();
SingletonLogger.Instance().DebugLog(typeof(AbstractPassiveTrajectoryFactory), "AbstractPassiveTrajectoryFactory CLEAR Sim!");
_sim = null;
}
}
else
{
if (_sim == null)
{
// too late
SingletonLogger.Instance().DebugLog(typeof(AbstractPassiveTrajectoryFactory), "AbstractPassiveTrajectoryFactory Too Late!");
return;
}
if (se.OrderbookEvent is IOrderbookEvent_FillOrder)
{
IOrderbookEvent_FillOrder fillEvent = (IOrderbookEvent_FillOrder)se.OrderbookEvent;
IOrder filledOrder = fillEvent.getOrder();
if (fillEvent.orderFilled())
{
FilledOrderNotification(filledOrder, fillEvent.getExecutionPrice(), fillEvent.getVolume());
}
else
{
PartialFilledOrderNotification(filledOrder, fillEvent.getExecutionPrice(), fillEvent.getVolume());
}
}
else if (se.OrderbookEvent is IOrderbookEvent_AddOrder)
{
IOrderbookEvent_AddOrder addEvent = (IOrderbookEvent_AddOrder)se.OrderbookEvent;
IOrder newOrder = addEvent.getOrder();
NewOrderNotification(newOrder);
}
else if (se.OrderbookEvent is IOrderbookEvent_CancelOrder)
{
IOrderbookEvent_CancelOrder cancelEvent = (IOrderbookEvent_CancelOrder)se.OrderbookEvent;
IOrder cancelledOrder = cancelEvent.getOrder();
CancelOrderNotification(cancelledOrder);
}
}
}
public void recvSimulationNotification(ISimulationParameters sim, ISimulationEvent se)
{
// events received from ISimulation
if (se.OrderbookEvent == null)
{
if (se is ISimulationStart)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgentEvaluationFactory), "*** AbstractAgentEvaluationFactory got ISimulationStart");
_sim = sim;
reset();
SimulationStartNotification();
}
if (se is ISimulationEnd)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgentEvaluationFactory), "*** AbstractAgentEvaluationFactory got ISimulationEnd");
SimulationEndNotification();
_sim = null;
}
}
else
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgentEvaluationFactory), "*** AbstractAgentEvaluationFactory got ISimulationEvent with non-null Orderbook");
if (se.OrderbookEvent is IOrderbookEvent_FillOrder)
{
IOrderbookEvent_FillOrder fillEvent = (IOrderbookEvent_FillOrder)se.OrderbookEvent;
IOrder filledOrder = fillEvent.getOrder();
if (fillEvent.orderFilled())
{
FilledOrderNotification(filledOrder, fillEvent.getExecutionPrice(), fillEvent.getVolume());
}
else
{
PartialFilledOrderNotification(filledOrder, fillEvent.getExecutionPrice(), fillEvent.getVolume());
}
}
else if (se.OrderbookEvent is IOrderbookEvent_AddOrder)
{
IOrderbookEvent_AddOrder addEvent = (IOrderbookEvent_AddOrder)se.OrderbookEvent;
IOrder newOrder = addEvent.getOrder();
NewOrderNotification(newOrder);
}
else if (se.OrderbookEvent is IOrderbookEvent_CancelOrder)
{
IOrderbookEvent_CancelOrder cancelEvent = (IOrderbookEvent_CancelOrder)se.OrderbookEvent;
IOrder cancelledOrder = cancelEvent.getOrder();
CancelOrderNotification(cancelledOrder);
}
}
}