public void AddStateChangedHook(OrderPostProcessorStateHook orderWithState) {
			lock (this.hooksLock) {
				if (hooks.Contains(orderWithState)) {
					string msg = "TRIGGER_ALREADY_ADDED: " + orderWithState;
					throw new Exception(msg);
				}
				hooks.Add(orderWithState);
			}
		}
コード例 #2
0
        public override bool Equals(Object o)
        {
            OrderPostProcessorStateHook anotherTriggerCondition = (OrderPostProcessorStateHook)o;
            bool ret =
                this.Order == anotherTriggerCondition.Order &&
                this.OrderState == anotherTriggerCondition.OrderState;

            return(ret);
        }
コード例 #3
0
 public void AddStateChangedHook(OrderPostProcessorStateHook orderWithState)
 {
     lock (this.hooksLock) {
         if (hooks.Contains(orderWithState))
         {
             string msg = "TRIGGER_ALREADY_ADDED: " + orderWithState;
             throw new Exception(msg);
         }
         hooks.Add(orderWithState);
     }
 }
コード例 #4
0
		public void MoveTakeProfit(PositionPrototype proto, double newTakeProfitPositiveOffset) {
			if (proto.TakeProfitAlertForAnnihilation == null) {
				string msg = "I refuse to move TakeProfit order because proto.TakeProfitAlertForAnnihilation=null";
				throw new Exception(msg);
			}
			if (proto.TakeProfitAlertForAnnihilation.OrderFollowed == null) {
				string msg = "I refuse to move TakeProfit order because proto.TakeProfitAlertForAnnihilation.OrderFollowed=null";
				throw new Exception(msg);
			}

			Order order2killAndReplace = proto.TakeProfitAlertForAnnihilation.OrderFollowed;

			OrderState stateBeforeActiveAssummingSubmitting = order2killAndReplace.State;
			OrderState stateBeforeKilledAssumingActive = OrderState.Unknown;

			string msig = "MoveTakeProfit(" + proto.TakeProfitPositiveOffset + "=>" + newTakeProfitPositiveOffset + "): ";

			// 1. hook onKilled=>submitNew
			OrderPostProcessorStateHook takeProfitGotKilledHook = new OrderPostProcessorStateHook("TakeProfitGotKilledHook",
				order2killAndReplace, OrderState.Killed,
				delegate(Order takeProfitKilled, ReporterPokeUnit pokeUnit) {
					string msg = msig + "takeProfitGotKilledHook(): invoking OnTakeProfitKilledCreateNewTakeProfitAndAddToPokeUnit() "
						+ " [" + stateBeforeKilledAssumingActive + "] => "
						+ "[" + takeProfitKilled.State + "]";
					takeProfitKilled.AppendMessage(msg);
					this.OnTakeProfitKilledCreateNewTakeProfitAndAddToPokeUnit(takeProfitKilled, newTakeProfitPositiveOffset, pokeUnit);
				}
			);

			// 2. hook onActive=>kill
			OrderPostProcessorStateHook takeProfitReceivedActiveCallback = new OrderPostProcessorStateHook("TakeProfitReceivedActiveCallback",
				order2killAndReplace, OrderState.Active,
				delegate(Order takeProfitToBeKilled, ReporterPokeUnit pokeUnit) {
					string msg = msig + "takeProfitReceivedActiveCallback(): invoking KillOrderUsingKillerOrder() "
						+ " [" + stateBeforeActiveAssummingSubmitting + "] => "
						+ "[" + takeProfitToBeKilled.State + "]";
					takeProfitToBeKilled.AppendMessage(msg);
					stateBeforeKilledAssumingActive = takeProfitToBeKilled.State;
					this.KillOrderUsingKillerOrder(order2killAndReplace);
				}
			);

			this.OPPstatusCallbacks.AddStateChangedHook(takeProfitReceivedActiveCallback);
			this.OPPstatusCallbacks.AddStateChangedHook(takeProfitGotKilledHook);

			this.AppendOrderMessageAndPropagateCheckThrowOrderNull(proto.TakeProfitAlertForAnnihilation.OrderFollowed, msig + ": hooked takeProfitReceivedActiveCallback() and takeProfitGotKilledHook()");
		}