private void btn_editTrademap_Click(object sender, RoutedEventArgs e)
{
try
{
ParentOrder po = (ParentOrder)dg_ParentOrders.SelectedItem;
if (po == null)
{
Dispatcher.InvokeAsync(() => MessageBox.Show("Please select parent order"));
}
else
{
ParentOrderManager.Instance.StopParentOrder(po.ID);
dg_ParentOrders.Items.Refresh();
EditTradeMap editTradeMap = new EditTradeMap(po);
editTradeMap.ShowDialog();
RollingAlgo algo = (RollingAlgo)po.Algo;
var list = algo.TradeMap.Values.OrderBy(o => o.Level).ToList();
dg_Trademap.ItemsSource = list;
}
}
catch (Exception ex)
{
Log.Error(ex.Message);
Log.Error(ex.StackTrace);
MessageBox.Show("Fail to edit trademap, error: " + ex.Message);
}
}
private void btn_getTrademap_Click(object sender, RoutedEventArgs e)
{
try
{
ParentOrder po = (ParentOrder)dg_ParentOrders.SelectedItem;
if (po == null)
{
Dispatcher.InvokeAsync(() => MessageBox.Show("Please select parent order"));
}
else
{
RollingAlgo algo = (RollingAlgo)po.Algo;
dg_Trademap.ItemsSource = null;
if (algo.TradeMap != null && algo.TradeMap.Count > 0)
{
var list = algo.TradeMap.Values.OrderBy(o => o.Level).ToList();
dg_Trademap.ItemsSource = list;
if (dg_ParentOrders.ItemsSource != null)
{
dg_ParentOrders.Items.Refresh();
}
if (dg_Details.ItemsSource != null)
{
dg_Details.Items.Refresh();
}
// if (dg_Trademap.ItemsSource != null) dg_Trademap.Items.Refresh();
}
}
}
catch (Exception ex)
{
Log.Error(ex.Message);
Log.Error(ex.StackTrace);
MessageBox.Show("Fail to retrieve parent order, error: " + ex.Message);
}
}
private void btn_submit_Click(object sender, RoutedEventArgs e)
{
if (!TradeManager.Instance.IsConnected || !ParentOrderManager.Instance.IsInit)
{
MessageBox.Show("IB is not connected, please reconnect first!");
Log.Error("IB is not connected, please reconnect first");
return;
}
List <ITradeRule> rules = new List <ITradeRule>()
{
new RollingAlgoBuyRule(), new RollingAlgoSellRule()
};
RollingAlgo algo = null;
string symbol;
double beginPrice;
double shareOrDollarAmt;
double scaleFactor;
int scaleLevel;
try
{
symbol = txt_symbol.Text.Trim().ToUpper();
beginPrice = Convert.ToDouble(txt_price.Text);
scaleFactor = Convert.ToDouble(txt_scaleFactor.Text);
scaleLevel = Convert.ToInt32(txt_scalelvl.Text) - 1;
shareOrDollarAmt = Convert.ToDouble(txt_shareAmt.Text);
bool isPctScaleFactor = comb_scale.SelectedIndex == 1;
bool buyBackLvlZero = chk_buyback.IsChecked.Value;
double adjQty = Convert.ToDouble(txt_adj.Text);
bool isAdjPct = comb_adj.SelectedIndex == 0;
bool isShare = comb_shareAmt.SelectedIndex == 0;
scaleFactor = isPctScaleFactor ? scaleFactor / 100 : scaleFactor;
if (beginPrice <= 0 || scaleLevel <= 0 || scaleFactor <= 0 || (isPctScaleFactor && scaleFactor >= 100) || (isAdjPct && Math.Abs(adjQty) >= 100))
{
MessageBox.Show("Invalid price, scale inputs. scale factor pct must be between 0% and 100%. adj Pct must between 0% and 100%");
return;
}
algo = new RollingAlgo(beginPrice, scaleLevel, scaleFactor, isPctScaleFactor, shareOrDollarAmt, isShare, buyBackLvlZero, adjQty, isAdjPct);
//Establish rules
double pctGain = Convert.ToDouble(txt_pricegain.Text) / 100;
double pctSell = Convert.ToDouble(txt_pctsell.Text) / 100;
RollingAlgoFirstLevelSellRule sellRule = new RollingAlgoFirstLevelSellRule(pctSell, pctGain);
rules.Add(sellRule);
if (chk_buyback.IsChecked.Value)
{
rules.Add(new RollingAlgoFirstLevelBuyRule());
}
algo.TradeRules = rules;
}
catch (Exception ex)
{
MessageBox.Show("Invalid input parameters, Error: " + ex.Message);
return;
}
var result = MessageBox.Show(string.Format(@"Please confirm to Place order:
Symbol: {0}
Begin Px: {1:0.00}
Share/Amt: {2}
Levels: {3}
Scale factor: {4:0.00}",
symbol, beginPrice, shareOrDollarAmt, scaleLevel + 1, scaleFactor), "Order Confirmation", MessageBoxButton.YesNo);
if (result == MessageBoxResult.No)
{
return;
}
ParentOrder order = ParentOrderManager.Instance.CreateParentOrder(symbol, 0, algo);
order.IsActive = true;
ParentOrderManager.Instance.AddParentOrder(order);
if (!ParentOrderManager.Instance.IsStarted)
{
ParentOrderManager.Instance.Start();
}
if (dg_ParentOrders.ItemsSource != null)
{
dg_ParentOrders.Items.Refresh();
}
if (dg_Details.ItemsSource != null)
{
dg_Details.Items.Refresh();
}
if (dg_Trademap.ItemsSource != null)
{
dg_Trademap.Items.Refresh();
}
Dispatcher.InvokeAsync(() =>
MessageBox.Show(string.Format("Parent order created. Symbol {0}, Begin price {1}, share/amt {2}", symbol, beginPrice, shareOrDollarAmt)));
}
