private void BuildRules()
{
log("Building rules...");
log("Creating RuleCondition condRouteFillOccurred");
RuleCondition condRouteFillOccurred = new RuleCondition("RouteFillOccurred", new RouteFillOccurred(this));
log("RuleCondition condRouteFillOccurred created.");
log("Creating Action actShowRouteFill");
Action actShowRouteFill = this.rmsx.CreateAction("ShowRouteFill", new ShowRouteFill(this));
log("Action actShowRouteFill created");
log("Creating RuleSet demoRouteRuleSet");
RuleSet demoRouteRuleSet = this.rmsx.CreateRuleSet("DemoRouteRuleSet");
log("RuleSet demoRouteRuleSet created");
log("Creating Rule ruleRouteFilled");
Rule ruleRouteFilled = demoRouteRuleSet.AddRule("RouteFilled");
log("Rule ruleRouteFilled created");
log("Assign RuleCondition condRouteFillOccurred to Rule ruleRouteFilled");
ruleRouteFilled.AddRuleCondition(condRouteFillOccurred);
log("Assign Action actShowRouteFill to Rule ruleRouteFilled");
ruleRouteFilled.AddAction(actShowRouteFill);
log("Rules built.");
}
private void BuildRules()
{
log("Building rules...");
log("Creating RuleSet rsAutoRouteFromIOI");
RuleSet rsAutoRouteFromIOI = this.rmsx.CreateRuleSet("AutoRouteFromIOI");
log("Creating rule for ValidIOI");
Rule ruleValidIOI = rsAutoRouteFromIOI.AddRule("ValidIOI");
/* ioi must be instrument type 'stock'
* ioi must not be expired */
ruleValidIOI.AddRuleCondition(new RuleCondition("IsStockInstrumentType", new GenericStringMatch("ioitype", "stock")));
ruleValidIOI.AddRuleCondition(new RuleCondition("IsNotExpired", new IsIOINotExpired()));
ruleValidIOI.AddAction(this.rmsx.CreateAction("MarkIOIValid", ActionType.ON_TRUE, new MarkIOIValid()));
Action purgeDataSet = this.rmsx.CreateAction("PurgeDataSet", ActionType.ON_FALSE, new PurgeDataSet(rsAutoRouteFromIOI));
ruleValidIOI.AddAction(purgeDataSet);
log("Creating rule for ValidOrder");
Rule ruleValidOrder = rsAutoRouteFromIOI.AddRule("ValidOrder");
/* Order must be for Equity */
ruleValidOrder.AddRuleCondition(new RuleCondition("IsEquity", new GenericStringMatch("orderAssetClass", "Equity")));
ruleValidOrder.AddAction(this.rmsx.CreateAction("MarkOrderValid", ActionType.ON_TRUE, new MarkOrderValid()));
ruleValidOrder.AddAction(purgeDataSet);
log("Creating rule for ValidPair");
Rule ruleValidPair = rsAutoRouteFromIOI.AddRule("ValidPair");
/* both order and ioi must be valid
* matching side
*/
ruleValidPair.AddRuleCondition(new RuleCondition("IOIAndOrderReady", new IOIAndOrderReady()));
ruleValidPair.AddRuleCondition(new RuleCondition("MatchingTicker", new MatchingTicker()));
ruleValidPair.AddRuleCondition(new RuleCondition("MatchingSide", new MatchingSideAndAmount()));
/* Create new route */
ruleValidPair.AddAction(this.rmsx.CreateAction("CreateRoute", ActionType.ON_TRUE, new CreateRoute(this)));
ruleValidOrder.AddAction(purgeDataSet);
}