public override bool Evaluate(DataSet dataSet)
{
this.parent.log("Evaluating RouteFillOccurred...");
EMSXFieldDataPointSource routeFilledSource = (EMSXFieldDataPointSource)dataSet.GetDataPoint("RouteFilled").GetSource();
EMSXFieldDataPointSource routeLastSharesSource = (EMSXFieldDataPointSource)dataSet.GetDataPoint("RouteLastShares").GetSource();
EMSXFieldDataPointSource routeStatusSource = (EMSXFieldDataPointSource)dataSet.GetDataPoint("RouteStatus").GetSource();
GenericIntegerDataPointSource lastfill = (GenericIntegerDataPointSource)dataSet.GetDataPoint("LastFillShown").GetSource();
int currentFilled = Convert.ToInt32(routeFilledSource.GetValue());
int previousFilled = Convert.ToInt32(routeFilledSource.GetPreviousValue());
int currentLastShares = Convert.ToInt32(routeLastSharesSource.GetValue());
int previousLastShares = Convert.ToInt32(routeLastSharesSource.GetPreviousValue());
String currentStatus = Convert.ToString(routeStatusSource.GetValue());
String previousStatus = Convert.ToString(routeStatusSource.GetPreviousValue());
int lastFillShown = Convert.ToInt32(dataSet.GetDataPoint("LastFillShown").GetValue());
this.parent.log("RouteFillOccurred DataSet values : currentFilled=" + currentFilled + "|previousFilled=" + previousFilled + "|currentLastShares=" + currentLastShares + "|previousLastShares=" + previousLastShares + "|currentStatus=" + currentStatus + "|previousStatus=" + previousStatus);
bool res = ((currentFilled != previousFilled) && previousStatus != null && currentFilled != lastFillShown);
this.parent.log("RouteFillOccurred returning value: " + res);
return(res);
}
public override bool Evaluate(DataSet dataSet)
{
EMSXFieldDataPointSource idleSource = (EMSXFieldDataPointSource)dataSet.GetDataPoint("OrderIdleAmount").GetSource();
int idleAmount = Convert.ToInt32(idleSource.GetValue());
bool res = (idleAmount > 0);
log("Evaluating HasIdleShares on DataSet: " + dataSet.GetName() + " result=" + res.ToString());
return(res);
}
public override bool Evaluate(DataSet dataSet)
{
IOIFieldDataPointSource ioiTickerSource = (IOIFieldDataPointSource)dataSet.GetDataPoint("ioiticker").GetSource();
EMSXFieldDataPointSource orderTickerSource = (EMSXFieldDataPointSource)dataSet.GetDataPoint("orderTicker").GetSource();
String ioiTicker = ioiTickerSource.GetValue().ToString() + " Equity";
String orderTicker = orderTickerSource.GetValue().ToString();
bool res = (ioiTicker == orderTicker);
log("Evaluating MatchingTicker for DataSet: " + dataSet.GetName() + " - IOITicker: " + ioiTicker + " - OrderTicker: " + orderTicker + " - result=" + res.ToString());
return(res);
}
public void Execute(DataSet dataSet)
{
IOIFieldDataPointSource offerQtySource = (IOIFieldDataPointSource)dataSet.GetDataPoint("ioiofferquantity").GetSource();
IOIFieldDataPointSource bidQtySource = (IOIFieldDataPointSource)dataSet.GetDataPoint("ioibidquantity").GetSource();
IOIFieldDataPointSource brokerSource = (IOIFieldDataPointSource)dataSet.GetDataPoint("ioibidquantity").GetSource();
IOIFieldDataPointSource ioiBrokerSource = (IOIFieldDataPointSource)dataSet.GetDataPoint("ioiroutingbroker").GetSource();
EMSXFieldDataPointSource orderNumberSource = (EMSXFieldDataPointSource)dataSet.GetDataPoint("orderNumber").GetSource();
EMSXFieldDataPointSource orderSideSource = (EMSXFieldDataPointSource)dataSet.GetDataPoint("orderSide").GetSource();
EMSXFieldDataPointSource orderIdleAmountSource = (EMSXFieldDataPointSource)dataSet.GetDataPoint("orderIdleAmount").GetSource();
EMSXFieldDataPointSource orderTickerSource = (EMSXFieldDataPointSource)dataSet.GetDataPoint("orderTicker").GetSource();
Request req = this.op.emsx.createRequest("RouteEx");
req.Set("EMSX_SEQUENCE", Convert.ToInt32(orderNumberSource.GetValue()));
String orderSide = orderSideSource.GetValue().ToString();
int qty;
if (orderSide == "BUY")
{
qty = Convert.ToInt32(offerQtySource.GetValue());
}
else
{
qty = Convert.ToInt32(bidQtySource.GetValue());
}
req.Set("EMSX_AMOUNT", qty);
//req.Set("EMSX_BROKER", ioiBrokerSource.GetValue().ToString());
req.Set("EMSX_BROKER", "BB");
req.Set("EMSX_HAND_INSTRUCTION", "ANY");
req.Set("EMSX_ORDER_TYPE", "MKT");
req.Set("EMSX_TICKER", orderTickerSource.GetValue().ToString());
req.Set("EMSX_TIF", "DAY");
log("Sending request: " + req.ToString());
this.op.emsx.sendRequest(req, this);
log("Purging all related conflict datasets.");
this.op.PurgeConflictDataSets(dataSet);
}
public override bool Evaluate(DataSet dataSet)
{
IOIFieldDataPointSource offerQtySource = (IOIFieldDataPointSource)dataSet.GetDataPoint("ioiofferquantity").GetSource();
IOIFieldDataPointSource bidQtySource = (IOIFieldDataPointSource)dataSet.GetDataPoint("ioibidquantity").GetSource();
EMSXFieldDataPointSource orderSideSource = (EMSXFieldDataPointSource)dataSet.GetDataPoint("orderSide").GetSource();
EMSXFieldDataPointSource orderIdleAmountSource = (EMSXFieldDataPointSource)dataSet.GetDataPoint("orderIdleAmount").GetSource();
String orderSide = orderSideSource.GetValue().ToString();
int orderIdleAmount = Convert.ToInt32(orderIdleAmountSource.GetValue());
int bidQty;
try
{
bidQty = Convert.ToInt32(bidQtySource.GetValue());
}
catch
{
bidQty = 0;
}
int offerQty;
try
{
offerQty = Convert.ToInt32(offerQtySource.GetValue());
}
catch
{
offerQty = 0;
}
bool res = ((bidQty > 0 && bidQty < orderIdleAmount && orderSide == "SELL") || (offerQty > 0 && offerQty < orderIdleAmount && orderSide == "BUY"));
log("Evaluating MatchingSideAndAmount for DataSet: " + dataSet.GetName() + " - orderSide=" + orderSide + " orderIdleAmount=" + orderIdleAmount + " bidQty=" + bidQty + " offerQty=" + offerQty + " - result=" + res.ToString());
return(res);
}
