private Order createLimitOrder(String buySell, double triggerPrice, int size)
{
Order order = AppObjectUtil.createLimitOrder(buySell, triggerPrice, appStgManager.UserAccount, size);
order.OrderId = appStgManager.ibClient.IncreaseOrderId();
return(order);
}
private Order createMktOrder(String buySell, int size)
{
Order order = AppObjectUtil.createMktOrder(buySell, appStgManager.UserAccount, size);
order.OrderId = appStgManager.ibClient.IncreaseOrderId();
return(order);
}
private AppOrder createAppOrder(String buySell, String triggerRule, double triggerPrice, String remark, Order order, DateTime currentTimeStamp)
{
AppOrder appOrder = AppObjectUtil.createAppOrder(stgName, order, stgIndex);
appOrder.IBOrder = order;
appOrder.TriggerRule = triggerRule;
appOrder.TriggerPrice = triggerPrice;
appOrder.TriggerTime = currentTimeStamp;
appOrder.Remark = remark;
return(appOrder);
}
public void cancelPendingTrades()
{
IAppOrder[] appOrders = execution.getPendingOrders();
for (int i = 0; i < appOrders.Length; i++)
{
if (appOrders[i] != null && !AppObjectUtil.isOrderClosed(appOrders[i]))
{
appStgManager.getOrderManager().CancelOrder(appOrders[i].IBOrder);
}
}
}
public String getCompleteSignalSide()
{
if (PendingOrder1 != null && AppObjectUtil.isOrderClosed(PendingOrder1))
{
return(PendingSignalSide1);
}
if (PendingOrder2 != null && AppObjectUtil.isOrderClosed(PendingOrder2))
{
return(PendingSignalSide2);
}
return(null);
}
public int getIndexClosedAppOrder()
{
if (PendingOrder1 != null && AppObjectUtil.isOrderClosed(PendingOrder1))
{
return(1);
}
if (PendingOrder2 != null && AppObjectUtil.isOrderClosed(PendingOrder2))
{
return(2);
}
return(0);
}
public IAppOrder getClosedAppOrder()
{
IAppOrder tempOrder = null;
if (PendingOrder1 != null && AppObjectUtil.isOrderClosed(PendingOrder1))
{
tempOrder = PendingOrder1;
}
if (PendingOrder2 != null && AppObjectUtil.isOrderClosed(PendingOrder2))
{
tempOrder = PendingOrder2;
}
return(tempOrder);
}
public void processExecution(ExecutionMessage message)
{
IAppOrderManager orderManager = appStgManager.getAppOrderManager();
String[] stgNames = appStgManager.getStgNames();
if (!appStgManager.getAppOrderManager().AppOrderStore.ContainsKey(message.Execution.OrderId))
{
return;
}
if (!orderManager.isExecutionProcessed(message.Execution.ExecId))
{
AppExecution execution = orderManager.updateAppOrderExecution(message);
IAppOrder order = orderManager.AppOrderStore[message.Execution.OrderId];
AppOrder cloneOrder = (AppOrder)order.Clone();
if (AppObjectUtil.isOrderClosed(cloneOrder))
{
orderManager.closeOpenAppOrder(order.StrategyIndex, order);
}
orderManager.updatePosition(order.StrategyIndex, execution);
String stgName = stgNames[order.StrategyIndex];
AppPosition stgPosition = orderManager.StoreStgPositions[stgName];
log.Info("Total PnL : " + stgPosition.TotalPnL);
orderManager.markExeProcessed(message.Execution.ExecId);
//***New for send order executed email***
IAppEventManager appEventManager = appStgManager.getAppEventManager();
appEventManager.putOrderExeEvents(message, stgName);
/*TSAppExecution execution = appForm.StrategyManager.updateAppOrderExecution(message);
* TSAppOrder order = appForm.StrategyManager.AppOrderStore[message.Execution.OrderId];
* TSAppOrder cloneOrder = (TSAppOrder)order.Clone();
* if (StrategyManager.isOrderClosed(cloneOrder))
* {
* appForm.StrategyManager.closeOpenAppOrder(order.StrategyIndex, order);
* //appForm.StrategyManager.removeOpenAppOrder(order.StrategyIndex, order);
* //appForm.StrategyManager.addClosedAppOrder(order.StrategyIndex, order);
* }
* appForm.StrategyManager.updatePosition(order.StrategyIndex, execution);
* String stgName = appForm.StrategyManager.StgNames[order.StrategyIndex];
* AppPosition stgPosition = appForm.StrategyManager.StoreStgPositions[stgName];
* log.Info("Total PnL : " + stgPosition.TotalPnL);
* //log.Info("Total PnL : " + appForm.StrategyManager.StgPositions[order.StrategyIndex].TotalPnL);
* appForm.StrategyManager.markExeProcessed(message.Execution.ExecId);*/
}
log.Info("Order Executed");
log.Info("*********************************************");
}
public void cancelPendingTrade(int index)
{
IAppOrder tempOrder = null;
if (index == 1)
{
tempOrder = execution.PendingOrder1;
}
else
{
tempOrder = execution.PendingOrder2;
}
if (tempOrder != null && !AppObjectUtil.isOrderClosed(tempOrder))
{
appStgManager.getOrderManager().CancelOrder(tempOrder.IBOrder);
}
}