// ----------------------------------------------------------------------
void ExecuteSell(Transaction t)
{
t.Processed();
t.Operation = TradeOp.Sell;
switch (t.Source.Quote)
{
case BaseQuote.Absolute:
t.Price = t.Source.Value;
break;
case BaseQuote.Counter:
if (MktProvider.BidPrice == 0)
{
PutExecutionResult(t, false, strBidError);
return;
}
t.Price = Price.Ceil(MktProvider.BidPrice - t.Source.Value);
break;
case BaseQuote.Similar:
if (MktProvider.AskPrice == 0)
{
PutExecutionResult(t, false, strAskError);
return;
}
t.Price = Price.Ceil(MktProvider.AskPrice - t.Source.Value);
break;
case BaseQuote.Position:
if (Position.AvgPrice == 0)
{
PutExecutionResult(t, false, strPosError);
return;
}
t.Price = Price.Floor(Position.AvgPrice - t.Source.Value);
break;
default:
return;
}
if (t.Source.IsStop)
{
AddStopOrder(t);
PutExecutionResult(t, false, null);
}
else
{
switch (t.Source.QtyType)
{
case QtyType.Absolute:
t.Volume = t.Source.Quantity;
break;
case QtyType.WorkSize:
t.Volume = cfg.u.WorkSize * t.Source.Quantity / 100;
break;
case QtyType.Position:
t.Volume = Math.Abs(FilledBalance) * t.Source.Quantity / 100;
break;
}
if (t.Volume == 0)
{
PutExecutionResult(t, false, strVolError);
return;
}
PutExecutionResult(t, true, trader.SendSellOrder(
t.Price, t.Volume, out t.TId));
}
}
// **********************************************************************
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);
}
// **********************************************************************
void LastPriceHandler(int price)
{
if (stopOrders.Count > 0)
{
lock (tlist)
{
int i = 0;
while (i < stopOrders.Count)
{
Transaction t = stopOrders[i];
OwnAction a = t.Source;
switch (t.Operation)
{
case TradeOp.Buy:
if (price >= t.Price)
{
ActivateStopOrder(t, new OwnAction(a.Operation, BaseQuote.Absolute,
Price.Floor(t.Price + a.Slippage), a.QtyType, a.Quantity));
stopOrders.RemoveAt(i);
}
else
{
if (a.TrailStart > 0)
{
TryTrail(t, price, 1);
}
i++;
}
break;
case TradeOp.Sell:
if (price <= t.Price)
{
ActivateStopOrder(t, new OwnAction(a.Operation, BaseQuote.Absolute,
Price.Ceil(t.Price - a.Slippage), a.QtyType, a.Quantity));
stopOrders.RemoveAt(i);
}
else
{
if (a.TrailStart > 0)
{
TryTrail(t, price, -1);
}
i++;
}
break;
default:
stopOrders.RemoveAt(i);
MktProvider.Receiver.PutOwnOrder(new OwnOrder(t.TId, t.Price));
break;
}
}
}
}
}
