public TradeQue(TradeQue arg0) : this(ContextModulePINVOKE.new_TradeQue__SWIG_3(TradeQue.getCPtr(arg0)), true)
{
if (ContextModulePINVOKE.SWIGPendingException.Pending)
{
throw ContextModulePINVOKE.SWIGPendingException.Retrieve();
}
}
public void swap(TradeQue x)
{
ContextModulePINVOKE.TradeQue_swap(swigCPtr, TradeQue.getCPtr(x));
if (ContextModulePINVOKE.SWIGPendingException.Pending)
{
throw ContextModulePINVOKE.SWIGPendingException.Retrieve();
}
}
public void setslice(int i, int j, TradeQue v)
{
ContextModulePINVOKE.TradeQue_setslice(swigCPtr, i, j, TradeQue.getCPtr(v));
if (ContextModulePINVOKE.SWIGPendingException.Pending)
{
throw ContextModulePINVOKE.SWIGPendingException.Retrieve();
}
}
public TradeQue getTradeQue(long clOrderId)
{
IntPtr cPtr = ContextModulePINVOKE.TradeBook_getTradeQue(swigCPtr, clOrderId);
TradeQue ret = (cPtr == IntPtr.Zero) ? null : new TradeQue(cPtr, false);
if (ContextModulePINVOKE.SWIGPendingException.Pending)
{
throw ContextModulePINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
internal static HandleRef getCPtr(TradeQue obj)
{
return((obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr);
}
public TradeQue getslice(int i, int j)
{
TradeQue ret = new TradeQue(ContextModulePINVOKE.TradeQue_getslice(swigCPtr, i, j), true);
return(ret);
}
public override void onExecutionReport(ExecutionReport report)
{
logInfo("onExecutionReport:-------------------->");
// report.dump();
try{
logInfo("Status:" + report.getOrderStatus().ToString());
logInfo("Instrument Name: " + report.getInstrumentName());
printOrder(
Portfolio.getInstance().getOrderBook().getOrder(
report.getClOrderId()
)
);
}
catch (Exception e)
{
logInfo(e.Message);
}
logInfo("Status:" + report.getOrderStatus().ToString());
logInfo("Instrument Name: " + report.getInstrumentName());
if (report.getInstrumentName() == (sd.firstLegSymbol))
{
logInfo("Here1");
if (report.getOrderStatus() == (OrderStatus.OrderStatus_CONFIRMED))
{
logInfo("Here2");
sd.firstLegOrder.setClOrdId(report.getClOrderId());
sd.firstLegOrder.setOrigClOrdId(report.getOriginalClOrderId());
sd.firstLegOrder.setOrderStatus(OrderStatus.OrderStatus_CONFIRMED);
sd.isOrderPending = false;
}
else if (report.getOrderStatus() == (OrderStatus.OrderStatus_REPLACED))
{
sd.firstLegOrder.setClOrdId(report.getClOrderId());
sd.firstLegOrder.setOrigClOrdId(report.getOriginalClOrderId());
sd.firstLegOrder.setOrderStatus(OrderStatus.OrderStatus_CONFIRMED);
sd.isOrderPending = false;
}
else if (report.getOrderStatus() == (OrderStatus.OrderStatus_FILLED))
{
try
{
TradeQue trades
= Portfolio.getInstance().getTradeBook().getTradeQue(report.getClOrderId());
logInfo("**************** Dumping Trades ***************** .\n");
long size = trades.size();
logInfo("size = ", size);
for (int i = 0; i < size; ++i)
{
printTrade(trades.getitem(i));
}
}
catch (Exception e)
{
logInfo(e.Message.ToString());
}
// Side side;
// if(report.getOrderMode().)
//
//
placeSecondLegMarket();
sd.isOrderPending = true;
// Position pos =Portfolio.getInstance().getNetPositions().getPosition(
// Context.getInstance().getInstrument(report.getInstrumentName()),
// report.getOrderMode());
// printPosition(pos);
printPortfolio(report.getInstrumentName(), report.getOrderMode());
// List trades = new ArrayList<Trade>();
// trades =ArrayList<Trade>Portfolio.getInstance().getTradeBook().getTrades(
// report.getClOrderId()
// );
// printTrade((Trade)trades.get(trades.size()-1));
}
}
else if (report.getInstrumentName() == (sd.secondLegSymbol))
{
if (report.getOrderStatus() == (OrderStatus.OrderStatus_CONFIRMED))
{
sd.secondLegOrder.setClOrdId(report.getClOrderId());
sd.secondLegOrder.setOrigClOrdId(report.getOriginalClOrderId());
sd.isOrderPending = false;
}
else if (report.getOrderStatus() == (OrderStatus.OrderStatus_FILLED))
{
logInfo("Strategy completed successfully.\n");
printPortfolio();
logInfo("Calling Logout.\n");
Context.getInstance().logout();
}
}
}
public TradeQue(TradeQue arg0)
: this(ContextModulePINVOKE.new_TradeQue__SWIG_3(TradeQue.getCPtr(arg0)), true)
{
if (ContextModulePINVOKE.SWIGPendingException.Pending) throw ContextModulePINVOKE.SWIGPendingException.Retrieve();
}
internal static HandleRef getCPtr(TradeQue obj)
{
return (obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr;
}
public void swap(TradeQue x)
{
ContextModulePINVOKE.TradeQue_swap(swigCPtr, TradeQue.getCPtr(x));
if (ContextModulePINVOKE.SWIGPendingException.Pending) throw ContextModulePINVOKE.SWIGPendingException.Retrieve();
}
public void setslice(int i, int j, TradeQue v)
{
ContextModulePINVOKE.TradeQue_setslice(swigCPtr, i, j, TradeQue.getCPtr(v));
if (ContextModulePINVOKE.SWIGPendingException.Pending) throw ContextModulePINVOKE.SWIGPendingException.Retrieve();
}
public TradeQue getslice(int i, int j)
{
TradeQue ret = new TradeQue(ContextModulePINVOKE.TradeQue_getslice(swigCPtr, i, j), true);
return ret;
}