public CapitalRequest(string email, TradeLink.AppKit.Results rs)
: this(email, rs.ToString())
{
SubmittedResults = rs;
usingresults = true;
result_symbols = rs.Symbols;
result = System.Text.RegularExpressions.Regex.Replace(result, "Symbols:.*\n", string.Empty);
Source = CapitalRequestSource.TradeLink;
}
public override void GotFill(TradeLink.API.Trade fill)
{
// keep track of position
D(fill.symbol + " fill: " + fill.ToString());
_pt.Adjust(fill);
// ensure fill comes from this response
int idx = _entrysignal.getindex(fill.symbol);
if (idx < 0) return;
// reset signals if we're flat (allows re-entry)
if (_pt[fill.symbol].isFlat)
{
_entrysignal[fill.symbol] = false;
_exitsignal[fill.symbol] = false;
}
}
public void Subscribe(TradeLink.API.Basket mb)
{
// save last basket
_b = mb;
TLSend(MessageTypes.REGISTERSTOCK, Name + "+" + mb.ToString());
}
public void Subscribe(TradeLink.API.Basket mb)
{
TLSend(MessageTypes.REGISTERSTOCK, Text + "+" + mb.ToString());
}
public override void GotPosition(TradeLink.API.Position p)
{
// keep track of position
D(p.Symbol + " pos: " + p.ToString());
_pt.Adjust(p);
}
public override void GotPosition(TradeLink.API.Position pos)
{
// keep track of position
D(pos.symbol + " pos: " + pos.ToString());
track_positions.Adjust(pos);
}
public override void GotFill(TradeLink.API.Trade fill)
{
// keep track of position
D(fill.symbol + " fill: " + fill.ToString());
track_positions.Adjust(fill);
// ensure fill comes from this response
int idx = track_symbols.getindex(fill.symbol); // dimon: imho this is ugly (error prone) method. What if 2 strategies working with same symbol simultaneously? it all will go to hell..
if (idx < 0) return;
// reset signals if we're flat (allows re-entry)
if (track_positions[fill.symbol].isFlat)
{
track_symbols[fill.symbol] = false;
track_exitsignals[fill.symbol] = false;
}
}