public override void CancelOrderNotification(IOrder cancelledOrder)
{
if (cancelledOrder.getOwner() == _agent)
{
MyTrajectory.add(TimeNow, _agent.NumBids);
}
}
public override void PartialFilledOrderNotification(IOrder partialOrder, double price, int volume)
{
if (partialOrder.getOwner() == _agent)
{
MyTrajectory.add(TimeNow, _agent.NumBids);
}
}
public override void NewOrderNotification(IOrder newOrder)
{
if (newOrder.getOwner() == _agent)
{
MyTrajectory.add(TimeNow, _agent.NumBids);
}
}
public override void NewOrderNotification(IOrder newOrder)
{
if (Orderbook.isNonDegenerate())
{
MyTrajectory.add(TimeNow, Orderbook.getNumBids() + Orderbook.getNumAsks());
}
}
public override void FilledOrderNotification(IOrder filledOrder, double price, int volume)
{
if (filledOrder.getOwner() == _agent)
{
MyTrajectory.add(TimeNow, _agent.GetMetricValue(_metricName));
}
}
public override void CancelOrderNotification(IOrder cancelledOrder)
{
if (cancelledOrder.getOwner() == _agent)
{
MyTrajectory.add(TimeNow, _agent.GetMetricValue(_metricName));
}
}
public override void SimulationEndNotification()
{
// Console.WriteLine("XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX "+this+"; time now is: "+TimeNow);
SingletonLogger.Instance().DebugLog(typeof(TrajectoryFactory_Price), "SimulationEndNotification");
MyTrajectory.add(TimeNow, Orderbook.getNumBids());
}
public override void FilledOrderNotification(IOrder filledOrder, double price, int volume)
{
if (Orderbook.isNonDegenerate())
{
MyTrajectory.add(TimeNow, Orderbook.getNumBids() + Orderbook.getNumAsks());
}
}
public override void CancelOrderNotification(IOrder cancelledOrder)
{
SingletonLogger.Instance().DebugLog(typeof(TrajectoryFactory_Price), "CancelOrderNotification");
if (Orderbook.isNonDegenerate())
{
MyTrajectory.add(TimeNow, Orderbook.getNumBids());
}
}
public override void PartialFilledOrderNotification(IOrder partialOrder, double price, int volume)
{
SingletonLogger.Instance().DebugLog(typeof(TrajectoryFactory_Price), "PartialFilledOrderNotification");
if (Orderbook.isNonDegenerate())
{
MyTrajectory.add(TimeNow, Orderbook.getNumBids());
}
}
public override void CancelOrderNotification(IOrder cancelledOrder)
{
if (Orderbook.isNonDegenerate())
{
if (Orderbook.getSpread() >= 0.0)
{
MyTrajectory.add(TimeNow, Orderbook.getSpread());
}
}
}
public override void FilledOrderNotification(IOrder filledOrder, double price, int volume)
{
if (Orderbook.isNonDegenerate())
{
if (Orderbook.getSpread() >= 0.0)
{
MyTrajectory.add(TimeNow, Orderbook.getSpread());
}
}
}
public override void FilledOrderNotification(IOrder filledOrder, double price, int volume)
{
if (Orderbook.getSpread() <= 0.0)
{
return;
}
SingletonLogger.Instance().DebugLog(typeof(TrajectoryFactory_Price), "FilledOrderNotification");
if (Orderbook.isNonDegenerate() && MyTrajectory.ThresholdTimePassed(TimeNow))
{
MyTrajectory.add(TimeNow, GetPriceNormalizedAlphaSpread());
}
}
public override void SimulationEndNotification()
{
SingletonLogger.Instance().DebugLog(typeof(TrajectoryFactory_Price), "SimulationEndNotification");
MyTrajectory.add(TimeNow, GetPriceNormalizedAlphaSpread());
}
public override void SimulationEndNotification()
{
MyTrajectory.add(TimeNow, Orderbook.getSpread());
}
public override void SimulationEndNotification()
{
MyTrajectory.add(TimeNow, Orderbook.getNumBids() + Orderbook.getNumAsks());
}
public override void SimulationEndNotification()
{
MyTrajectory.add(TimeNow, (Orderbook.getMatcher().NumFillsSent + Orderbook.getMatcher().NumPartialFillsSent) / 2.0);
}
public override void PartialFilledOrderNotification(IOrder partialOrder, double price, int volume)
{
MyTrajectory.add(TimeNow, (Orderbook.getMatcher().NumFillsSent + Orderbook.getMatcher().NumPartialFillsSent) / 2.0);
}
public override void SimulationEndNotification()
{
MyTrajectory.add(TimeNow, _agent.NumAsks);
}
public override void SimulationEndNotification()
{
MyTrajectory.add(TimeNow, _agent.GetMetricValue(_metricName));
}