/// <summary>
/// Called with every tick
/// </summary>
public override int OnTick()
{
if (CFATManager.isOnlineMode())
{
m_benchMarking.push_Ontick_start(DateTime.Now); //For bench marking
}
m_nTradeRet = ETRADE_RET.NONE;
updateState();
getRates();
if (m_stState.m_nState == ELOGIC_STATE.NORMAL)
{
checkForClose();
checkForOpen();
}
if (m_bIsOrderHappened && !m_bIsFirstThreadLive && !m_bIsSecondThreadLive)
{
setState(ELOGIC_STATE.NEED_CHECK_POSITION_MATCH);
m_bIsOrderHappened = false;
}
publishToMQ();//For Manager
if (CFATManager.isOnlineMode())
{
m_benchMarking.push_Ontick_end(DateTime.Now); //For bench marking
}
base.OnTick();
return((int)m_nTradeRet);
}
private void requestOrder(ETRADER_OP nCmd)
{
// modified by cmh
if (ex_bAsyncOrder)
{
m_nCmd4Thread = nCmd;
m_bIsFirstThreadLive = true;
m_bIsSecondThreadLive = true;
m_bIsOrderHappened = true;
m_products[_FIRST].m_site.setStatus(Site.CSite.SITE_STATUS.PROCESSING);
m_products[_SECOND].m_site.setStatus(Site.CSite.SITE_STATUS.PROCESSING);
Thread thFirstOrder = new Thread(requestFirstSiteOrder);
Thread thSecondOrder = new Thread(requestSecondSiteOrder);
thFirstOrder.Start();
thSecondOrder.Start();
return;
}
// ---
double dReqPrice_first = 0;
double dReqPrice_second = 0;
double dLots = ex_dLots;
if (ex_nUseRandomLots == 1)
{
dLots = getRandomLots(dLots);
}
dLots += ex_dAddLots;
int nProfit_calc_01 = 0;
int nProfit_calc_02 = 0;
EFILLED_STATE nRet;
if ((nCmd == ETRADER_OP.BUY || nCmd == ETRADER_OP.SELL) && m_products[_FIRST].getPosCount_vt() == 0)
{
setParam_newOrder(ex_nIsNewOrder - 1);
}
if (nCmd == ETRADER_OP.BUY_CLOSE || nCmd == ETRADER_OP.SELL_CLOSE)
{
dLots = Math.Abs(m_products[_FIRST].getPosLots_vt(0));
}
if (dLots < CFATCommon.ESP)
{
CFATLogger.output_proc("*** Invalid Lots !!!, pls check virtual postion!!!!");
dLots = ex_dLots;
}
if (nCmd == ETRADER_OP.BUY || nCmd == ETRADER_OP.SELL_CLOSE)
{
dReqPrice_first = m_products[_FIRST].m_dAsk;
dReqPrice_second = m_products[_SECOND].m_dBid;
//dReqPrice_self = m_dAsk_First_low;
nProfit_calc_01 = -1;
nProfit_calc_02 = 1;
}
if (nCmd == ETRADER_OP.SELL || nCmd == ETRADER_OP.BUY_CLOSE)
{
dReqPrice_first = m_products[_FIRST].m_dBid;
dReqPrice_second = m_products[_SECOND].m_dAsk;
//dReqPrice_self = m_dBid_First_high;
nProfit_calc_01 = 1;
nProfit_calc_02 = -1;
}
m_nTradeRet = ETRADE_RET.NEWORDER;
nRet = m_products[_FIRST].reqOrder(nCmd, ref dLots, ref dReqPrice_first, EORDER_TYPE.MARKET);//First Order
if (nRet == EFILLED_STATE.FULL)
{
m_tradeHistory.pushHistory(dReqPrice_first * nProfit_calc_01);
dLots = getSecondLots(dLots);
nRet = m_products[_SECOND].reqOrder(TRADER.cmdOpposite(nCmd), ref dLots, ref dReqPrice_second, EORDER_TYPE.MARKET);
if (nRet == EFILLED_STATE.FULL)
{
m_tradeHistory.pushHistory(dReqPrice_second * nProfit_calc_02);
if (nCmd == ETRADER_OP.SELL_CLOSE || nCmd == ETRADER_OP.BUY_CLOSE)
{
m_tradeHistory.settleHistory();
}
}
else
{
CFATLogger.output_proc("second order failed!");
m_tradeHistory.setProfitAsZero();
clearAllPositions();
setState(ELOGIC_STATE.WAITING_FORCE_CLOSE);
return;
}
}
else
{
CFATLogger.output_proc("first order failed!");
}
setState(ELOGIC_STATE.NEED_CHECK_POSITION_MATCH);
m_dtLastFilledTime = DateTime.Now;
}
