public void LoadActiveSet()
{
ClientAdapterResponse response = SendRpc(new GetActiveSet( ));
//
// Iterate through each overnight position
//
foreach (PositionOvernightData overnight_position in response.DealingResponse.PositionList)
{
positionManager.Add(new OvernightPosition(overnight_position));
}
//
// Iterate through each order message
//
foreach (OrderMessage order in response.DealingResponse.OrderList)
{
if (order.HasOrderData)
{
Order o = new Order(order.OrderData);
foreach (AllocationData data in order.AllocationDataList)
{
o.AddAllocation(new Allocation(data));
}
//
// Add the order to the active set
//
activeSet.Update(o);
}
//
// Get the releases...
//
foreach (ReleaseData data in order.ReleaseDataList)
{
activeSet.Update(new Release(data));
}
//
// Get the executions...
//
foreach (ExecutionData data in order.ExecutionDataList)
{
activeSet.Update(new Execution(data));
}
}
}
private void FireSendToFixChanged(object o, EventArgs e)
{
if (!sendToFix.Checked)
{
//
// Display 'are you sure' message box...
//
DialogResult result = MessageBox.Show(
"Are you sure you want to FLATTEN ALL OPEN POSITIONS and stop sending releases to the FIX Engine?",
"Stop Sending to FIX Confirmation",
MessageBoxButtons.YesNo,
MessageBoxIcon.Exclamation);
if (result == System.Windows.Forms.DialogResult.No)
{
//
// Cancel the event
//
sendToFix.Checked = true;
}
else
{
//
// Generate offsetting market orders for all accounts
// with open positions.
//
foreach (AccountPosition account_position in controller.Position.AccountPositions)
{
CloseAccountPosition(account_position);
}
}
ClientAdapterResponse response = controller.SendRpc(
new UpdateDealingStatus("send_to_fix", "0"));
}
else
{
ClientAdapterResponse response = controller.SendRpc(
new UpdateDealingStatus("send_to_fix", "1"));
}
splitButton.Enabled = sendToFix.Checked;
}
private void FireAccountSelected(object sender, StringEventArgs args)
{
data.BeginUpdate();
data.BeginNodeListChange();
data.Nodes.Clear();
//
// Load the selected account limits
//
Account account = controller.Cache.GetAccount(args.Data);
ClientAdapterResponse response = controller.SendRpc(
new GetAccountLimitsByAccountId(args.Data));
foreach (DatabaseEngineResponse.Types.ResultSet rs in response.DatabaseResponse.ResultSetList)
{
foreach (DatabaseEngineResponse.Types.ResultSet.Types.Row row in rs.RowList)
{
Hashtable fields = new Hashtable();
foreach (DatabaseEngineResponse.Types.ResultSet.Types.Row.Types.Column col in row.ColumnList)
{
fields.Add(col.Name, col.Value);
}
GTLTreeNode instrument_node = new GTLTreeNode( );
instrument_node.SubItems.AddRange(new GTLSubItem [] {
new GTLSubItem(account[DatabaseObject.ACCOUNT_ID]), // account_id
new GTLSubItem((string)fields[DatabaseObject.SYMBOL]), // symbol
new GTLSubItem((string)fields[DatabaseObject.SECURITY_EXCHANGE]), // security_exchange
new GTLSubItem((string)fields[DatabaseObject.SESSION_ID]), // session_id
new GTLSubItem((string)fields[DatabaseObject.MAX_OPEN_LONG_QTY]), // max_open_long_qty
new GTLSubItem((string)fields[DatabaseObject.MAX_OPEN_SHORT_QTY]), // max_open_short_qty
new GTLSubItem((string)fields[DatabaseObject.MAX_RELEASE_QTY])
}); // max_release_qty
data.Nodes.Add(instrument_node);
}
}
data.EndNodeListChange();
data.EndUpdate();
this.Enabled = true;
}
private void LoadDealingStatus()
{
ClientAdapterResponse response = controller.SendRpc(new GetDealingStatus( ));
//
// Find the send_to_fix parameter
//
DealingEngineResponse dealing_response = response.DealingResponse;
foreach (SystemParameterData system_parameter in dealing_response.SystemParameterList)
{
if ("send_to_fix".Equals(system_parameter.Name))
{
sendToFix.Checked = "1".Equals(system_parameter.Value);
splitButton.Enabled = sendToFix.Checked;
return;
}
}
}
public ClientAdapterResponse SendRpc(ClientMessage message, int timeout)
{
if (InvokeRequired)
{
log.Error("SendRpc must be called on client thread.");
return(null);
}
else
{
sendMutex.WaitOne();
//
// Set the RPC timer to fire in timeout seconds.
//
timer.Change(timeout, Timeout.Infinite);
//
// Do the rpc -- Send / Recv
//
if (log.IsDebugEnabled)
{
log.Debug(" <-s- " + message.ToMessage(session_id).ToString());
}
rpc.Send(message.ToMessage(session_id).ToByteArray());
ClientAdapterResponse response = ClientAdapterResponse.ParseFrom(rpc.Recv( ));
timer.Change(Timeout.Infinite, Timeout.Infinite);
sendMutex.ReleaseMutex();
if (log.IsDebugEnabled)
{
log.Debug(" -r-> " + response.ToString());
}
return(response);
}
}
private void FireUpdateButton(object sender, EventArgs args)
{
if (account != null)
{
ClientAdapterResponse response =
controller.SendRpc(new UpdateAccount(
account[DatabaseObject.ACCOUNT_ID],
account[DatabaseObject.NAME],
accountData.MarketAccountName,
accountData.AccountId,
accountData.GiveUpAccount,
accountData.GiveUpFirm,
account[DatabaseObject.NOTIONAL_VAL],
account[DatabaseObject.PROFIT_TARGET],
account[DatabaseObject.STOP_LOSS],
account[DatabaseObject.SIGNAL_WEIGHT],
account[DatabaseObject.IS_SUPPRESSED],
accountData.IsActive));
if (response.Type == ClientAdapterResponse.Types.ResponseType.ACKNOWLEDGEMENT)
{
account.SetAttribute(DatabaseObject.MARKET_ACCOUNT_ID, accountData.MarketAccountName);
account.SetAttribute(DatabaseObject.CUSTODY_ACCOUNT_ID, accountData.AccountId);
account.SetAttribute(DatabaseObject.GIVEUP_ACCOUNT_ID, accountData.GiveUpAccount);
account.SetAttribute(DatabaseObject.GIVEUP_FIRM_ID, accountData.GiveUpFirm);
account.SetAttribute(DatabaseObject.IS_ACTIVE, accountData.IsActive);
controller.Cache.Update(account);
//response = controller.SendRpc( new UpdateAccountLimitSessionIds(
// account[ DatabaseObject.ACCOUNT_ID ], fixSessionIdTextBox.Text ) );
response = controller.SendRpc(new ReloadStaticData( ));
MessageBox.Show("Account: " + account[DatabaseObject.NAME] + " updated successfully.");
}
}
}
private void CreateAccount(AccountDataPanel accountData)
{
//
// Create the account
//
ClientAdapterResponse response = controller.SendRpc(
new CreateAccount(
accountData.AccountName,
accountData.MarketAccountName,
accountData.AccountId,
"0",
"0",
"0",
"0",
accountData.IsActive));
if (response.Type == ClientAdapterResponse.Types.ResponseType.ACKNOWLEDGEMENT)
{
MessageBox.Show("Account: " + accountData.AccountName + " created successfully.");
}
}
private void FireLoginReady(object sender, System.EventArgs e)
{
LoginControl login = (LoginControl)sender;
//
// Create a new login client request
//
ClientAdapterResponse response = controller.SendRpc(
new Login(login.Username, login.Password));
if (response.Type != ClientAdapterResponse.Types.ResponseType.ACKNOWLEDGEMENT)
{
System.Windows.Forms.MessageBox.Show(
"Invalid username / password.",
"Login Error", MessageBoxButtons.OK,
MessageBoxIcon.Exclamation);
login.Reset();
login.Invalidate();
return;
}
if (!response.HasDatabaseResponse ||
response.DatabaseResponse.ResultSetCount != 1 ||
response.DatabaseResponse.GetResultSet(0).RowCount != 1)
{
System.Windows.Forms.MessageBox.Show(
"Invalid username / password.",
"Login Error", MessageBoxButtons.OK,
MessageBoxIcon.Exclamation);
login.Reset();
login.Invalidate();
return;
}
User userData = new User(
response.DatabaseResponse.
GetResultSet(0).GetRow(0));
//
// Get the user's applications
//
response = controller.SendRpc(
new GetUserApplications(userData.Id));
foreach (DatabaseEngineResponse.Types.ResultSet rs in response.DatabaseResponse.ResultSetList)
{
foreach (DatabaseEngineResponse.Types.ResultSet.Types.Row row in rs.RowList)
{
userData.AddApplication(row);
}
}
//
// Set the user
//
controller.ApplicationUser = userData;
//
// Load the active set data
//
login.labelHeader = "Loading Static Data...";
Application.DoEvents();
controller.LoadStaticData();
login.labelHeader = "Loading Dealing Collection...";
Application.DoEvents();
controller.LoadActiveSet();
//
// Create the main GUI
//
this.SuspendLayout();
//
// Menu
//
MainMenu menu = new MainMenu();
MenuItem file = new MenuItem("File");
MenuItem edit = new MenuItem("Edit");
MenuItem help = new MenuItem("Help");
menu.MenuItems.Add(file);
menu.MenuItems.Add(edit);
menu.MenuItems.Add(help);
file.MenuItems.Add(new MenuItem("Exit", new EventHandler(FireExit)));
//
// Status Strip
//
ToolStripStatusLabel toolStripStatusLabel = new ToolStripStatusLabel();
toolStripStatusLabel.Name = "toolStripStatusLabel";
toolStripStatusLabel.Size = new System.Drawing.Size(38, 17);
toolStripStatusLabel.Text =
(string)ConfigurationManager.AppSettings["fcm_id"] + " : " +
(string)ConfigurationManager.AppSettings["rpc"];
System.Windows.Forms.StatusStrip statusStrip = new System.Windows.Forms.StatusStrip();
statusStrip.Location = new System.Drawing.Point(0, 248);
statusStrip.Name = "statusStrip";
statusStrip.Size = new System.Drawing.Size(292, 25);
statusStrip.TabIndex = 0;
statusStrip.Text = "statusStrip";
statusStrip.Items.AddRange(new ToolStripItem[] { toolStripStatusLabel });
//
// Split Container
//
splitContainer.SuspendLayout();
splitContainer.BackColor = System.Drawing.Color.LightSteelBlue;
splitContainer.Dock = System.Windows.Forms.DockStyle.Fill;
splitContainer.Size = new System.Drawing.Size(550, 550);
splitContainer.Location = new System.Drawing.Point(0, 0);
splitContainer.Name = "splitContainer";
splitContainer.SplitterIncrement = 10;
splitContainer.SplitterWidth = 6;
splitContainer.SplitterDistance = 220;
splitContainer.Panel1MinSize = 200;
splitContainer.FixedPanel = System.Windows.Forms.FixedPanel.Panel1;
splitContainer.Panel1.Padding = new System.Windows.Forms.Padding(4, 4, 0, 4);
splitContainer.Panel2.Padding = new System.Windows.Forms.Padding(0, 4, 4, 4);
if (userData.IsComplianceUser)
{
splitContainer.Panel2.Controls.AddRange(new Control[]
{
new DealingViewer(controller),
new AccountComplianceViewer(controller)
});
splitContainer.Panel1.Controls.Add(new ClientNavigation(controller));
}
else if (userData.IsClientUser)
{
splitContainer.Panel2.Controls.AddRange(new Control[]
{
new DealingViewer(controller)
});
splitContainer.Panel1.Controls.Add(new ClientNavigation(controller));
}
//
// (this) Form variables
//
this.Menu = menu;
this.FormBorderStyle = System.Windows.Forms.FormBorderStyle.Sizable;
this.MaximizeBox = true;
this.MinimizeBox = true;
this.FormBorderStyle = FormBorderStyle.Sizable;
this.SizeGripStyle = SizeGripStyle.Show;
this.Size = new System.Drawing.Size(1200, 880);
this.CenterToScreen();
//this.WindowState = FormWindowState.Maximized;
this.Controls.Clear();
this.Controls.AddRange(new Control [] { splitContainer, statusStrip });
splitContainer.ResumeLayout(false);
this.ResumeLayout(true);
this.PerformLayout();
}
private void FireExecuteButton(object sender, EventArgs args)
{
int signal_qty = 0;
double limit_prc = 0.0, stop_prc = 0.0;
string side_code, order_type;
DraftOrderData.Types.SideCode side_code_type;
DraftOrderData.Types.OrderType draft_order_type;
if (sender == buyButton)
{
side_code = "BUY";
side_code_type = DraftOrderData.Types.SideCode.BUY;
}
else
{
side_code = "SELL";
side_code_type = DraftOrderData.Types.SideCode.SELL;
}
if (orderTypeComboBox.Text == "LIMIT")
{
order_type = "LIMIT";
draft_order_type = DraftOrderData.Types.OrderType.LIMIT;
if ("".Equals(limitPriceTextBox.Text))
{
MessageBox.Show("LIMIT order type requires limit price.");
return;
}
else
{
try
{
limit_prc = Convert.ToDouble(limitPriceTextBox.Text);
if (limit_prc <= 0.0)
{
MessageBox.Show("Invalid limit price: " + limitPriceTextBox.Text);
return;
}
}
catch (Exception limitError)
{
log.Error("Signal qty error.", limitError);
MessageBox.Show("Invalid limit price: " +
limitPriceTextBox.Text);
return;
}
}
}
else if (orderTypeComboBox.Text == "STOP")
{
order_type = "STOP";
draft_order_type = DraftOrderData.Types.OrderType.STOP;
if ("".Equals(stopPriceTextBox.Text))
{
MessageBox.Show("STOP order type requires stop price.");
return;
}
else
{
try
{
stop_prc = Convert.ToDouble(stopPriceTextBox.Text);
if (stop_prc <= 0.0)
{
MessageBox.Show("Invalid stop price: " + stopPriceTextBox.Text);
return;
}
}
catch (Exception stopError)
{
log.Error("Signal qty error.", stopError);
MessageBox.Show("Invalid stop price: '" +
stopPriceTextBox.Text + "'");
return;
}
}
}
else if (orderTypeComboBox.Text == "STOP LIMIT")
{
order_type = "STOP_LIMIT";
draft_order_type = DraftOrderData.Types.OrderType.STOP_LIMIT;
if ("".Equals(limitPriceTextBox.Text))
{
MessageBox.Show("STOP LIMIT order type requires limit price.");
return;
}
else
{
try
{
limit_prc = Convert.ToDouble(limitPriceTextBox.Text);
if (limit_prc <= 0.0)
{
MessageBox.Show("Invalid limit price: " + limitPriceTextBox.Text);
return;
}
}
catch (Exception limitError)
{
log.Error("Signal qty error.", limitError);
MessageBox.Show("Invalid limit price: " + limitPriceTextBox.Text);
return;
}
}
if ("".Equals(stopPriceTextBox.Text))
{
MessageBox.Show("STOP LIMIT order type requires stop price.");
return;
}
else
{
try
{
stop_prc = Convert.ToDouble(stopPriceTextBox.Text);
if (stop_prc <= 0.0)
{
MessageBox.Show("Invalid stop price: " + stopPriceTextBox.Text);
return;
}
}
catch (Exception stopError)
{
log.Error("Signal qty error.", stopError);
MessageBox.Show("Invalid stop price: '" +
stopPriceTextBox.Text + "'");
return;
}
}
}
else if (orderTypeComboBox.Text == "MKT ON CLOSE")
{
order_type = "MARKET_ON_CLOSE";
draft_order_type = DraftOrderData.Types.OrderType.MARKET_ON_CLOSE;
}
else
{
order_type = "MARKET";
draft_order_type = DraftOrderData.Types.OrderType.MARKET;
}
if (tabControl.SelectedIndex == 0)
{
//
// Validate all strategy quantities
//
foreach (GTLTreeNode strategy in strategies.Nodes)
{
try
{
signal_qty = Convert.ToInt32(strategy.SubItems[1].Text);
}
catch (Exception qtyError)
{
log.Error("Signal qty error.", qtyError);
MessageBox.Show("Invalid signal size: " +
strategy.SubItems[1].Text);
return;
}
if (signal_qty < 0)
{
MessageBox.Show(strategy.SubItems[0].Text +
" has invalid signal size: " +
strategy.SubItems[1].Text);
return;
}
}
//
// All imputs are ok, create the signals
//
foreach (GTLTreeNode strategy in strategies.Nodes)
{
signal_qty = Convert.ToInt32(strategy.SubItems[1].Text);
if (signal_qty > 0)
{
SignalData signalData = SignalData.CreateBuilder()
.SetInvestmentSystemId(selectedInvestmentSystem.Id)
.SetSignalId((string)strategy.Tag)
.SetInstrumentId(selectedInstrument.Id)
.SetSideCode(side_code)
.SetSignalQty(strategy.SubItems[1].Text)
.SetOrderType(order_type)
.SetLimitPrc(Convert.ToString(limit_prc))
.SetStopPrc(Convert.ToString(stop_prc))
.Build();
if (releaseToFixCheckBox.Checked)
{
ClientAdapterResponse response = controller.SendRpc(
new com.quantmodel.common.network.message.ExecuteSignal(signalData));
}
else
{
ClientAdapterResponse response = controller.SendRpc(
new com.quantmodel.common.network.message.CreateDraftOrder(signalData));
if (response.Type == ClientAdapterResponse.Types.ResponseType.ACKNOWLEDGEMENT)
{
DealingEngineResponse dealing_response = response.DealingResponse;
if (dealing_response.Type == DealingEngineResponse.Types.ResponseType.ACKNOWLEDGEMENT)
{
foreach (DraftOrderMessage draft_order_msg in dealing_response.DraftOrderList)
{
ClientAdapterResponse create_order_response = controller.SendRpc(
new com.quantmodel.common.network.message.CreateOrder(draft_order_msg));
}
}
}
}
}
}
}
else
{
//
// Validate all account quantities
//
foreach (GTLTreeNode account in accounts.Nodes)
{
try
{
signal_qty = Convert.ToInt32(account.SubItems[1].Text);
}
catch (Exception qtyError)
{
log.Error("Allocation qty error.", qtyError);
MessageBox.Show("Invalid allocation quantity: " +
account.SubItems[1].Text);
return;
}
if (signal_qty < 0)
{
MessageBox.Show(account.SubItems[0].Text +
" has invalid allocation quantity: " +
account.SubItems[1].Text);
return;
}
}
//
// All imputs are ok, create the draft orders
//
foreach (GTLTreeNode account in accounts.Nodes)
{
signal_qty = Convert.ToInt32(account.SubItems[1].Text);
if (signal_qty > 0)
{
DraftOrderData draftOrder = DraftOrderData.CreateBuilder()
.SetInvestmentSystemId("CLIENT")
.SetInstrumentId(selectedInstrument.Id)
.SetSideCode(side_code_type)
.SetTif(DraftOrderData.Types.TimeInForce.DAY)
.SetOrderType(draft_order_type)
.SetOrderQty(Convert.ToString(signal_qty))
.SetLimitPrc(Convert.ToString(limit_prc))
.SetStopPrc(Convert.ToString(stop_prc))
.Build();
DraftAllocationData draftAllocation = DraftAllocationData.CreateBuilder()
.SetAccountId((string)account.Tag)
.SetAllocationQty(Convert.ToString(signal_qty))
.Build();
ClientAdapterResponse create_order_response = controller.SendRpc(
new com.quantmodel.common.network.message.CreateOrder(draftOrder, draftAllocation));
if (create_order_response.Type == ClientAdapterResponse.Types.ResponseType.ACKNOWLEDGEMENT)
{
DealingEngineResponse dealing_order_response = create_order_response.DealingResponse;
if (dealing_order_response.Type == DealingEngineResponse.Types.ResponseType.ACKNOWLEDGEMENT &&
releaseToFixCheckBox.Checked)
{
//
// Release the order
//
foreach (OrderMessage order_msg in dealing_order_response.OrderList)
{
ClientAdapterResponse release_order_response = controller.SendRpc(
new com.quantmodel.common.network.message.ReleaseOrder(order_msg.OrderData.OrderId));
if (release_order_response.Type == ClientAdapterResponse.Types.ResponseType.ACKNOWLEDGEMENT)
{
DealingEngineResponse dealing_release_response = release_order_response.DealingResponse;
if (dealing_release_response.Type != DealingEngineResponse.Types.ResponseType.ACKNOWLEDGEMENT)
{
}
}
}
}
}
}
}
}
}
private void CloseAccountPosition(AccountPosition account_position)
{
foreach (InstrumentPosition instrument_position in account_position.InstrumentPositions)
{
DraftOrderData.Types.SideCode sideCode;
if (instrument_position.Exposure == InstrumentPosition.PositionExposure.LONG)
{
sideCode = DraftOrderData.Types.SideCode.SELL;
}
else if (instrument_position.Exposure == InstrumentPosition.PositionExposure.SHORT)
{
sideCode = DraftOrderData.Types.SideCode.BUY;
}
else
{
//
// No need to close a flat position.
//
continue;
}
DraftOrderData draftOrder = DraftOrderData.CreateBuilder()
.SetInvestmentSystemId(instrument_position.InvestmentSystemId)
.SetInstrumentId(instrument_position.InstrumentId)
.SetSideCode(sideCode)
.SetTif(DraftOrderData.Types.TimeInForce.DAY)
.SetOrderType(DraftOrderData.Types.OrderType.MARKET)
.SetOrderQty(Convert.ToString(instrument_position.OpenPosition))
.SetLimitPrc("0")
.SetStopPrc("0")
.Build();
DraftAllocationData draftAllocation = DraftAllocationData.CreateBuilder()
.SetAccountId(account_position.AccountId)
.SetAllocationQty(Convert.ToString(instrument_position.OpenPosition))
.Build();
ClientAdapterResponse create_order_response = controller.SendRpc(new CreateOrder(draftOrder, draftAllocation));
if (create_order_response.Type == ClientAdapterResponse.Types.ResponseType.ACKNOWLEDGEMENT)
{
DealingEngineResponse dealing_order_response = create_order_response.DealingResponse;
if (dealing_order_response.Type == DealingEngineResponse.Types.ResponseType.ACKNOWLEDGEMENT)
{
//
// Release the market order
//
foreach (OrderMessage order_msg in dealing_order_response.OrderList)
{
ClientAdapterResponse release_order_response = controller.SendRpc(new ReleaseOrder(order_msg.OrderData.OrderId));
if (release_order_response.Type == ClientAdapterResponse.Types.ResponseType.ACKNOWLEDGEMENT)
{
DealingEngineResponse dealing_release_response = release_order_response.DealingResponse;
if (dealing_release_response.Type != DealingEngineResponse.Types.ResponseType.ACKNOWLEDGEMENT)
{
}
}
}
}
}
}
}
private void FireCancelRelease(object o, EventArgs e)
{
string message = null;
if (data.SelectedNodes.Count > 1)
{
message = "Are you sure you want to CANCEL these releases?";
}
else
{
message = "Are you sure you want to CANCEL this release?";
}
DialogResult result = MessageBox.Show(
message,
"CANCEL Release Confirmation",
MessageBoxButtons.YesNo,
MessageBoxIcon.Exclamation);
if (result == System.Windows.Forms.DialogResult.Yes)
{
//
// Get the selected release(s)
//
foreach (GTLTreeNode releaseNode in data.SelectedNodes)
{
if (controller.Cache.HasRelease(releaseNode.Tag))
{
Release release = controller.Cache.GetRelease(releaseNode.Tag);
if ("NEW".Equals(release.ReleaseStatus()) ||
"PARTIALLY_FILLED".Equals(release.ReleaseStatus()) ||
"PENDING_REPLACE".Equals(release.ReleaseStatus()) ||
"REPLACED".Equals(release.ReleaseStatus()))
{
ClientAdapterResponse response =
controller.SendRpc(new CancelRelease(release.Id));
}
else
{
MessageBox.Show(
release.Id + " Invalid Release Status: " +
release.ReleaseStatus(),
"CANCEL Release Error",
MessageBoxButtons.OK,
MessageBoxIcon.Exclamation);
data.ClearSelection();
return;
}
}
else
{
MessageBox.Show(
" Unknown Release: '" + releaseNode.Tag + "'",
"CANCEL Release Error",
MessageBoxButtons.OK,
MessageBoxIcon.Exclamation);
data.ClearSelection();
return;
}
}
data.ClearSelection();
}
}
private void FireAfterCellEdit(object source, GTLEmbeddedControlEventArgs args)
{
args.Cancel = true;
ColorSubItem csi = null;
GTLTreeNode node = args.TreeNode;
GTLColumn col = data.Columns[args.Column];
GTLSubItem sub = node.SubItems[args.Column];
if (col.Name.Equals(DatabaseObject.MAX_OPEN_LONG_QTY) ||
col.Name.Equals(DatabaseObject.MAX_OPEN_SHORT_QTY) ||
col.Name.Equals(DatabaseObject.MAX_RELEASE_QTY))
{
TextBox tb = (TextBox)args.Control;
//
// Ensure that the text box value is an integer greater
// than or equal to zero.
//
try
{
int qty = Int32.Parse(tb.Text);
if (qty < 0)
{
MessageBox.Show(
" Invalid Quantity: " + tb.Text,
"UPDATE Account Limit Error",
MessageBoxButtons.OK,
MessageBoxIcon.Exclamation);
data.ClearSelection();
csi = new RedColorSubItem(Color.White,
node.SubItems[args.Column],
node.Tag + data.Columns[args.Column].Text);
colorNodes[csi.Tag] = csi;
return;
}
}
catch (Exception)
{
MessageBox.Show(
" Invalid Quantity: " + tb.Text,
"UPDATE Account Limit Error",
MessageBoxButtons.OK,
MessageBoxIcon.Exclamation);
data.ClearSelection();
csi = new RedColorSubItem(Color.White,
node.SubItems[args.Column],
node.Tag + data.Columns[args.Column].Text);
colorNodes[csi.Tag] = csi;
return;
}
//
// Update the account limit
//
string account_id,
symbol,
security_exchange,
fix_session_id,
max_open_long_qty,
max_open_short_qty,
max_release_qty;
account_id = node.SubItems[DatabaseObject.ACCOUNT_ID].Text;
symbol = node.SubItems[DatabaseObject.SYMBOL].Text;
security_exchange = node.SubItems[DatabaseObject.SECURITY_EXCHANGE].Text;
fix_session_id = node.SubItems[DatabaseObject.SESSION_ID].Text;
if (col.Name.Equals(DatabaseObject.MAX_OPEN_LONG_QTY))
{
max_open_long_qty = tb.Text;
max_open_short_qty = node.SubItems[DatabaseObject.MAX_OPEN_SHORT_QTY].Text;
max_release_qty = node.SubItems[DatabaseObject.MAX_RELEASE_QTY].Text;
}
else if (col.Name.Equals(DatabaseObject.MAX_OPEN_SHORT_QTY))
{
max_open_long_qty = node.SubItems[DatabaseObject.MAX_OPEN_LONG_QTY].Text;
max_open_short_qty = tb.Text;
max_release_qty = node.SubItems[DatabaseObject.MAX_RELEASE_QTY].Text;
}
else
{
max_open_long_qty = node.SubItems[DatabaseObject.MAX_OPEN_LONG_QTY].Text;
max_open_short_qty = node.SubItems[DatabaseObject.MAX_OPEN_SHORT_QTY].Text;
max_release_qty = tb.Text;
}
ClientAdapterResponse response =
controller.SendRpc(new UpdateAccountLimit(
account_id,
symbol,
security_exchange,
fix_session_id,
max_open_long_qty,
max_open_short_qty,
max_release_qty,
"1"));
response = controller.SendRpc(new ReloadStaticData( ));
csi = new BlueColorSubItem(Color.White, sub,
node.Tag + data.Columns[args.Column].Text);
colorNodes[csi.Tag] = csi;
args.Cancel = false;
data.ClearSelection();
}
if (col.Name.Equals(DatabaseObject.SESSION_ID))
{
TextBox tb = (TextBox)args.Control;
if ("".Equals(tb.Text))
{
MessageBox.Show(
" Invalid FIX Session ID",
"UPDATE Account Limit Error",
MessageBoxButtons.OK,
MessageBoxIcon.Exclamation);
data.ClearSelection();
csi = new RedColorSubItem(Color.White,
node.SubItems[args.Column],
node.Tag + data.Columns[args.Column].Text);
colorNodes[csi.Tag] = csi;
return;
}
//
// Update the account limit
//
ClientAdapterResponse response =
controller.SendRpc(new UpdateAccountLimit(
node.SubItems[DatabaseObject.ACCOUNT_ID].Text,
node.SubItems[DatabaseObject.SYMBOL].Text,
node.SubItems[DatabaseObject.SECURITY_EXCHANGE].Text,
tb.Text,
node.SubItems[DatabaseObject.MAX_OPEN_LONG_QTY].Text,
node.SubItems[DatabaseObject.MAX_OPEN_SHORT_QTY].Text,
node.SubItems[DatabaseObject.MAX_RELEASE_QTY].Text,
"1"));
response = controller.SendRpc(new ReloadStaticData( ));
csi = new BlueColorSubItem(Color.White, sub,
node.Tag + data.Columns[args.Column].Text);
colorNodes[csi.Tag] = csi;
args.Cancel = false;
data.ClearSelection();
}
}
private void FireExecuteButton(object sender, EventArgs args)
{
ArrayList rows = new ArrayList();
DateTime EPOCH = new DateTime(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc);
rows.Add("Record Type,Investment,Portfolio,Strategy,Client Executing Broker,Prime Broker A/c Number,Transaction Type,Client Transaction ID,Client Asset Type,Trade Date,Contractual Settlement Date,Trade Execution Date,Broker Clearing Date,Price,Settlement Currency,Quantity,Commission Amount,Trader,Manager");
ClientAdapterResponse response = controller.SendRpc(
new CreateTradeBlotter(dateTimePicker.Value));
foreach (DatabaseEngineResponse.Types.ResultSet rs in response.DatabaseResponse.ResultSetList)
{
foreach (DatabaseEngineResponse.Types.ResultSet.Types.Row row in rs.RowList)
{
if (controller.Cache.HasInstrument(row.ColumnList[1].Value) == false)
{
MessageBox.Show("Unknown instrument_id: " + row.ColumnList[1].Value);
return;
}
Instrument instrument = controller.Cache.GetInstrument(row.ColumnList[1].Value);
TimeSpan ts = TimeSpan.FromSeconds(Convert.ToDouble(row.ColumnList[6].Value));
DateTime executionDate = EPOCH + ts;
rows.Add("N," + instrument[DatabaseObject.NAME].Substring(10) +
" Index,GCCG5,CCK-FT-S1,DORM,2000CAS2," +
com.quantmodel.common.data.DatabaseObject.SideCode(row.ColumnList[3].Value) +
",CCKFT-" + row.ColumnList[0].Value +
",FUT," + dateTimePicker.Value.ToString("yyyyMMdd") +
"," + dateTimePicker.Value.ToString("yyyyMMdd") +
"," + executionDate.ToString("yyyy-MM-ddTHH:mm:ss") +
"," + dateTimePicker.Value.ToString("yyyyMMdd") +
"," + row.ColumnList[4].Value +
",USD," + row.ColumnList[5].Value +
",1,Mark,CCK");
}
}
if (rows.Count == 1)
{
MessageBox.Show("No records found for trade date: " + dateTimePicker.Value.ToShortDateString());
}
else
{
Stream myStream;
SaveFileDialog safeFileDialog = new SaveFileDialog();
safeFileDialog.Filter = "csv files (*.csv)|*.csv|All files (*.*)|*.*";
safeFileDialog.FilterIndex = 2;
safeFileDialog.RestoreDirectory = true;
if (safeFileDialog.ShowDialog() == DialogResult.OK)
{
if ((myStream = safeFileDialog.OpenFile()) != null)
{
StreamWriter writer = new StreamWriter(myStream);
foreach (string row in rows)
{
writer.Write(row + "\n");
}
writer.Close();
}
this.Hide();
MessageBox.Show("Blotter created for trade date: " + dateTimePicker.Value.ToShortDateString());
}
}
}
