private void buttonDeleteBook_Click(object sender, EventArgs e)
{
if (buttonDeleteBook.Text == ButtonDeleteBook_Normal)
{ // We are in the normal state.
buttonDeleteBook.Text = ButtonDeleteBook_Confirm;
}
else if (buttonDeleteBook.Text == ButtonDeleteBook_Confirm)
{ // User has just confirmed the delete request.
// Submit the delete request
if (Log != null)
{
if (m_FillHub == null)
{
Log.NewEntry(Misty.Lib.Hubs.LogLevel.Major, "FormAddFill.buttonDeleteBook_Click: FillHub is null!");
buttonDeleteBook.Text = ButtonDeleteBook_Normal;
return;
}
else if (m_CurrentInstrument == null || m_CurrentInstrument == m_EmptyInstrument)
{
Log.NewEntry(Misty.Lib.Hubs.LogLevel.Major, "FormAddFill.buttonDeleteBook_Click: CurrentInsrument is null!");
buttonDeleteBook.Text = ButtonDeleteBook_Normal;
return;
}
//else if (m_CurrentInstrument.ForeignKey == null)
//{
// Log.NewEntry(Misty.Lib.Hubs.LogLevel.Major,"FormAddFill.buttonDeleteBook_Click: CurrentInsrument.ForeignKey is null!");
// buttonDeleteBook.Text = ButtonDeleteBook_Normal;
// return;
//}
Log.NewEntry(Misty.Lib.Hubs.LogLevel.Major, "FormAddFill.buttonDeleteBook_Click: Request delete for {0} in FillHub {1}.", m_CurrentInstrument, m_FillHub.Name);
}
Misty.Lib.OrderHubs.OrderHubRequest request = new Misty.Lib.OrderHubs.OrderHubRequest(Misty.Lib.OrderHubs.OrderHubRequest.RequestType.RequestDeleteBook);
//TradingTechnologies.TTAPI.InstrumentKey instrKey = (TradingTechnologies.TTAPI.InstrumentKey)m_CurrentInstrument.ForeignKey;
//request.Data = new object[1] { instrKey };
request.Data = new object[1] {
m_CurrentInstrument
};
m_FillHub.Request(request);
buttonDeleteBook.Text = ButtonDeleteBook_Normal;
}
}//
private void buttonDeleteBook_Click(object sender, EventArgs e)
{
if (buttonDeleteBook.Text == ButtonDeleteBook_Normal)
{ // We are in the normal state.
buttonDeleteBook.Text = ButtonDeleteBook_Confirm;
}
else if (buttonDeleteBook.Text == ButtonDeleteBook_Confirm)
{ // User has just confirmed the delete request.
// Submit the delete request
if (Log != null)
{
if (m_FillHub == null)
{
Log.NewEntry(Misty.Lib.Hubs.LogLevel.Major, "FormAddFill.buttonDeleteBook_Click: FillHub is null!");
buttonDeleteBook.Text = ButtonDeleteBook_Normal;
return;
}
else if (m_CurrentInstrument == null || m_CurrentInstrument == m_EmptyInstrument)
{
Log.NewEntry(Misty.Lib.Hubs.LogLevel.Major, "FormAddFill.buttonDeleteBook_Click: CurrentInsrument is null!");
buttonDeleteBook.Text = ButtonDeleteBook_Normal;
return;
}
//else if (m_CurrentInstrument.ForeignKey == null)
//{
// Log.NewEntry(Misty.Lib.Hubs.LogLevel.Major,"FormAddFill.buttonDeleteBook_Click: CurrentInsrument.ForeignKey is null!");
// buttonDeleteBook.Text = ButtonDeleteBook_Normal;
// return;
//}
Log.NewEntry(Misty.Lib.Hubs.LogLevel.Major, "FormAddFill.buttonDeleteBook_Click: Request delete for {0} in FillHub {1}.", m_CurrentInstrument, m_FillHub.Name);
}
// Try to read the required values like realized PnL, average cost, net position.
IFillBook book;
if (m_FillHub.TryEnterReadBook(m_CurrentInstrument, out book))
{
Log.NewEntry(LogLevel.Major, "The deleted book contains net pos:{0}, real PnL:{1}, start real PnL:{2}, avg price:{3}, currency name:{4}, currency rate:{5}.",
book.NetPosition, book.RealizedDollarGains, book.RealizedStartingDollarGains, book.AveragePrice, book.CurrencyName, book.CurrencyRate);
double netPosition = book.NetPosition;
double realizedPnL = book.RealizedDollarGains;
double startRealizedPnL = book.RealizedStartingDollarGains;
double avgPrice = book.AveragePrice;
string currencyName = book.CurrencyName;
double currencyRate = book.CurrencyRate;
m_FillHub.ExitReadBook(m_CurrentInstrument);
double settlementValue = double.NaN;
// Find the instrument detail for this instrument and load the cash book accordingly.
//TradingTechnologies.TTAPI.InstrumentDetails instrDetail;
//if (!m_Market.TryLookupInstrumentDetails(m_CurrentInstrument, out instrDetail))
//{
// Log.NewEntry(LogLevel.Warning, "No instrument detail is found for {0}", m_CurrentInstrument);
// return;
//}
if (netPosition != 0)
{
// Request the user to input a settlement value to calculate the PnL.
string input = string.Empty;
while (!double.TryParse(input, out settlementValue) && settlementValue != double.NaN)
{
input = Microsoft.VisualBasic.Interaction.InputBox("Please input the settlement price. Input nothing to exit.",
"Request settlement price", avgPrice.ToString(), 450, 450);
if (string.IsNullOrEmpty(input))
{
return;
}
}
// Calculate the PnL by the settlement price.
realizedPnL += (settlementValue - avgPrice) * netPosition * book.DollarPerPoint;
}
// Ask the user whether he likes to transfer the PnL to the corresponding cash instrument.
DialogResult result = MessageBox.Show(string.Format("I am going to transfer {0} ammount of PnL in currency {1} to the cash instrument",
startRealizedPnL + realizedPnL, currencyName), "PnL transfer to cash instrument", MessageBoxButtons.YesNo);
if (result == System.Windows.Forms.DialogResult.Yes)
{
// Get the cash book according to the instrument detail.
Product product = new Product("Cash", currencyName, ProductTypes.Cash, "");
InstrumentName newCashInstr = new InstrumentName(product, "");
Log.NewEntry(LogLevel.Minor, "Send request to create/update cash book.");
Misty.Lib.OrderHubs.OrderHubRequest cashBookCreateRequest = new Misty.Lib.OrderHubs.OrderHubRequest(Misty.Lib.OrderHubs.OrderHubRequest.RequestType.RequestCreateUpdateCashBook);
cashBookCreateRequest.Data = new object[5] {
newCashInstr,
currencyName,
currencyRate,
realizedPnL,
startRealizedPnL
};
m_FillHub.Request(cashBookCreateRequest);
Misty.Lib.OrderHubs.OrderHubRequest instrumentDeleteRequest = new Misty.Lib.OrderHubs.OrderHubRequest(Misty.Lib.OrderHubs.OrderHubRequest.RequestType.RequestDeleteBook);
//TradingTechnologies.TTAPI.InstrumentKey instrKey = (TradingTechnologies.TTAPI.InstrumentKey)m_CurrentInstrument.ForeignKey;
//request.Data = new object[1] { instrKey };
Log.NewEntry(LogLevel.Minor, "Send request to delete fill book.");
instrumentDeleteRequest.Data = new object[1] {
m_CurrentInstrument
};
m_FillHub.Request(instrumentDeleteRequest);
buttonDeleteBook.Text = ButtonDeleteBook_Normal;
}
else
{
buttonDeleteBook.Text = ButtonDeleteBook_Normal;
}
}
else
{
Log.NewEntry(LogLevel.Warning, "FormAddFill.buttonDeleteBook_Click:No instrument key found for {0}", m_CurrentInstrument);
buttonDeleteBook.Text = ButtonDeleteBook_Normal;
}
//Misty.Lib.OrderHubs.OrderHubRequest request = new Misty.Lib.OrderHubs.OrderHubRequest(Misty.Lib.OrderHubs.OrderHubRequest.RequestType.RequestDeleteBook);
////TradingTechnologies.TTAPI.InstrumentKey instrKey = (TradingTechnologies.TTAPI.InstrumentKey)m_CurrentInstrument.ForeignKey;
////request.Data = new object[1] { instrKey };
//request.Data = new object[1] { m_CurrentInstrument };
//m_FillHub.Request(request);
//buttonDeleteBook.Text = ButtonDeleteBook_Normal;
}
}//