private void FireBeforeCellEdit(object source, GTLEmbeddedControlEventArgs args)
{
args.Cancel = true;
GTLTreeNode node = args.TreeNode;
//
// You can cancel replace as long as it's
//
// 'NEW'
// 'PARTIALLY_FILLED'
// 'REPLACED'
//
string status = node.SubItems[DatabaseObject.RELEASE_STATUS].Text;
if (status.Equals("NEW") ||
status.Equals("PARTIALLY_FILLED") ||
status.Equals("REPLACED"))
{
GTLColumn col = data.Columns[args.Column];
if (col.Name.Equals(DatabaseObject.LIMIT_PRC) ||
col.Name.Equals(DatabaseObject.STOP_PRC))
{
args.Cancel = false;
}
}
}
protected void SortData(GTLColumn col)
{
GSortDirectionTypes sortdir = col.CurrentSortDirection;
data.BeginUpdate();
data.BeginNodeListChange();
col.Sort(data.Nodes);
data.EndNodeListChange();
data.EndUpdate();
col.CurrentSortDirection = sortdir;
}
private void InitializeComponents()
{
//
// Account List
//
accounts = ControlHelper.NewGlacialTreeList("AccountLimitPaneData");
accounts.SelectedIndexChanged +=
new GTSelectionChangedEventHandler(
FireSelectedIndexChanged);
//
// account list columns
//
GTLColumn account_name = new GTLColumn();
account_name.BackColor = Color.White;
account_name.CheckBoxes = false;
account_name.ImageIndex = -1;
account_name.Name = "account_name";
account_name.Text = "Account";
account_name.Width = 132;
account_name.SortType = SortTypes.InsertionSort;
accounts.Columns.AddRange(new GTLColumn [] { account_name });
//
// Context Menu
//
ContextMenu ctxMenu = new ContextMenu();
//
// First, build the actions that you can do
//
ctxMenu.MenuItems.AddRange(new MenuItem []
{
new MenuItem("CREATE ACCOUNT", new EventHandler(FireCreateAccount)),
new MenuItem("-"),
new MenuItem("CLONE ACCOUNT", new EventHandler(FireCloneAccount))
});
ctxMenu.MenuItems[0].Enabled = false;
ctxMenu.MenuItems[2].Enabled = false;
accounts.ContextMenu = ctxMenu;
this.Controls.AddRange(new Control[] { accounts });
}
private void InitializeComponents()
{
//
// Tree List
//
data = ControlHelper.NewGlacialTreeList("PositionIntradayListData");
data.ShowPlusMinus = true;
//
// Tree List columns
//
GTLColumn accountId = new GTLColumn();
accountId.CheckBoxes = false;
accountId.ImageIndex = -1;
accountId.Name = "accountId";
accountId.Text = "Account ID";
accountId.SortType = SortTypes.InsertionSort;
accountId.Visible = false;
GTLColumn investmentSystemId = new GTLColumn();
investmentSystemId.CheckBoxes = false;
investmentSystemId.ImageIndex = -1;
investmentSystemId.Name = "investmentSystemId";
investmentSystemId.Text = "Investment System ID";
investmentSystemId.SortType = SortTypes.InsertionSort;
investmentSystemId.Visible = false;
GTLColumn instrumentId = new GTLColumn();
instrumentId.CheckBoxes = false;
instrumentId.ImageIndex = -1;
instrumentId.Name = "instrumentId";
instrumentId.Text = "Instrument ID";
instrumentId.SortType = SortTypes.InsertionSort;
instrumentId.Visible = false;
GTLColumn accountName = new GTLColumn();
accountName.CheckBoxes = false;
accountName.ImageIndex = -1;
accountName.Name = "accountName";
accountName.Text = "Account Name --> Investment System";
accountName.SortType = SortTypes.InsertionSort;
accountName.Width = 240;
GTLColumn instrumentName = new GTLColumn();
instrumentName.CheckBoxes = false;
instrumentName.ImageIndex = -1;
instrumentName.Name = "instrumentName";
instrumentName.Text = "Instrument Name";
instrumentName.SortType = SortTypes.InsertionSort;
instrumentName.Width = 220;
GTLColumn totalPctPL = new GTLColumn();
totalPctPL.CheckBoxes = false;
totalPctPL.ImageIndex = -1;
totalPctPL.Name = "totalPctPL";
totalPctPL.Text = "Total Pct PL";
totalPctPL.TextAlignment = ContentAlignment.MiddleRight;
totalPctPL.SortType = SortTypes.InsertionSort;
totalPctPL.Visible = false;
GTLColumn totalPL = new GTLColumn();
totalPL.CheckBoxes = false;
totalPL.ImageIndex = -1;
totalPL.Name = "totalPL";
totalPL.Text = "Total PL";
totalPL.TextAlignment = ContentAlignment.MiddleRight;
totalPL.SortType = SortTypes.InsertionSort;
GTLColumn openPL = new GTLColumn();
openPL.CheckBoxes = false;
openPL.ImageIndex = -1;
openPL.Name = "openPL";
openPL.Text = "Open PL";
openPL.TextAlignment = ContentAlignment.MiddleRight;
openPL.SortType = SortTypes.InsertionSort;
GTLColumn closedPL = new GTLColumn();
closedPL.CheckBoxes = false;
closedPL.ImageIndex = -1;
closedPL.Name = "closedPL";
closedPL.Text = "Closed PL";
closedPL.TextAlignment = ContentAlignment.MiddleRight;
closedPL.SortType = SortTypes.InsertionSort;
GTLColumn longPos = new GTLColumn();
longPos.CheckBoxes = false;
longPos.ImageIndex = -1;
longPos.Name = "longPos";
longPos.Text = "Long Pos";
longPos.TextAlignment = ContentAlignment.MiddleRight;
longPos.SortType = SortTypes.InsertionSort;
GTLColumn shortPos = new GTLColumn();
shortPos.CheckBoxes = false;
shortPos.ImageIndex = -1;
shortPos.Name = "shortPos";
shortPos.Text = "Short Pos";
shortPos.TextAlignment = ContentAlignment.MiddleRight;
shortPos.SortType = SortTypes.InsertionSort;
GTLColumn closedPos = new GTLColumn();
closedPos.CheckBoxes = false;
closedPos.ImageIndex = -1;
closedPos.Name = "closedPos";
closedPos.Text = "Closed Pos";
closedPos.TextAlignment = ContentAlignment.MiddleRight;
closedPos.SortType = SortTypes.InsertionSort;
GTLColumn avgOpenPrc = new GTLColumn();
avgOpenPrc.CheckBoxes = false;
avgOpenPrc.ImageIndex = -1;
avgOpenPrc.Name = "avgOpenPrc";
avgOpenPrc.Text = "Open Prc";
avgOpenPrc.TextAlignment = ContentAlignment.MiddleRight;
avgOpenPrc.SortType = SortTypes.InsertionSort;
GTLColumn lastPrc = new GTLColumn();
lastPrc.CheckBoxes = false;
lastPrc.ImageIndex = -1;
lastPrc.Name = "lastPrc";
lastPrc.Text = "Last Prc";
lastPrc.TextAlignment = ContentAlignment.MiddleRight;
lastPrc.SortType = SortTypes.InsertionSort;
data.Columns.AddRange(
new GTLColumn [] {
accountName,
accountId,
investmentSystemId,
instrumentId,
instrumentName,
totalPctPL,
totalPL,
openPL,
closedPL,
longPos,
shortPos,
closedPos,
avgOpenPrc,
lastPrc
});
this.Controls.AddRange(new Control [] { data });
}
private void InitializeComponents()
{
Label headerLabel = new Label();
headerLabel.Location = new System.Drawing.Point(10, 10);
headerLabel.Name = "headerLabel";
headerLabel.Size = new System.Drawing.Size(360, 20);
headerLabel.TabIndex = 3;
headerLabel.Text = "Create Order:";
headerLabel.TextAlign = System.Drawing.ContentAlignment.MiddleLeft;
headerLabel.Font = new System.Drawing.Font(
"Tahoma", 10.25F, System.Drawing.FontStyle.Bold,
System.Drawing.GraphicsUnit.Point, ((System.Byte)(0)));
buyButton.Size = new System.Drawing.Size(84, 26);
buyButton.Text = "BUY";
buyButton.TabIndex = 1;
buyButton.TabStop = true;
buyButton.Location = new System.Drawing.Point(180, 10);
buyButton.Click += new EventHandler(FireExecuteButton);
buyButton.Anchor = AnchorStyles.Right;
buyButton.Enabled = false;
sellButton.Size = new System.Drawing.Size(84, 26);
sellButton.Text = "SELL";
sellButton.TabIndex = 1;
sellButton.TabStop = true;
sellButton.Location = new System.Drawing.Point(270, 10);
sellButton.Click += new EventHandler(FireExecuteButton);
sellButton.Anchor = AnchorStyles.Right;
sellButton.Enabled = false;
Button cancel = new Button();
cancel.Text = "Cancel";
cancel.Size = new System.Drawing.Size(84, 26);
cancel.Location = new System.Drawing.Point(360, 10);
cancel.Click += new EventHandler(FireCancelButton);
cancel.Anchor = AnchorStyles.Right;
//
// Release to FIX
//
releaseToFixCheckBox.Text = "Release to FIX";
releaseToFixCheckBox.AutoSize = true;
releaseToFixCheckBox.Location = new System.Drawing.Point(60, 16);
releaseToFixCheckBox.Name = "releaseToFix";
releaseToFixCheckBox.Anchor = AnchorStyles.Right;
releaseToFixCheckBox.Checked = false;
//
// Strategy List
//
strategies.BackColor = System.Drawing.SystemColors.Window;
strategies.BackgroundStretchToFit = true;
strategies.Dock = System.Windows.Forms.DockStyle.Fill;
strategies.ItemHeight = 19;
strategies.Location = new System.Drawing.Point(10, 80);
strategies.MultiSelect = true;
strategies.ShowPlusMinus = false;
strategies.HotColumnTracking = false;
strategies.HotNodeTracking = false;
strategies.SnapLastColumn = true;
strategies.AlternateBackground = Color.AliceBlue;
strategies.ShowRootLines = false;
strategies.ShowFocusRect = true;
strategies.FastFind = true;
strategies.AlternatingColors = false;
strategies.Name = "accounts";
strategies.OptimizeForHighNodeCount = false;
strategies.HotTrackingColor = SystemColors.HotTrack;
strategies.SelectedTextColor = SystemColors.HighlightText;
strategies.SelectionColor = SystemColors.Highlight;
strategies.UnfocusedSelectionColor = SystemColors.Highlight;
strategies.ControlStyle = GTLControlStyles.XP;
strategies.Font = new System.Drawing.Font("Tahoma", 9.25F);
GTLColumn strategy_name = new GTLColumn();
strategy_name.BackColor = Color.White;
strategy_name.CheckBoxes = false;
strategy_name.ImageIndex = -1;
strategy_name.Name = "strategy_name";
strategy_name.Text = "Strategy Name";
strategy_name.Width = 475;
strategy_name.SortType = SortTypes.None;
GTLColumn strategy_qty = new GTLColumn();
strategy_qty.BackColor = Color.White;
strategy_qty.CheckBoxes = false;
strategy_qty.ImageIndex = -1;
strategy_qty.Name = "strategy_qty";
strategy_qty.Text = "Signal Size";
strategy_qty.Width = 125;
strategy_qty.TextAlignment = ContentAlignment.MiddleRight;
strategy_qty.EmbeddedDisplayConditions = GEmbeddedDisplayConditions.SingleClick;
strategy_qty.EmbeddedControlType = GEmbeddedControlTypes.TextBox;
strategy_qty.SortType = SortTypes.None;
strategies.Columns.AddRange(
new GTLColumn [] {
strategy_name,
strategy_qty
});
//
// Account List
//
accounts.BackColor = System.Drawing.SystemColors.Window;
accounts.BackgroundStretchToFit = true;
accounts.Dock = System.Windows.Forms.DockStyle.Fill;
accounts.ItemHeight = 19;
accounts.Location = new System.Drawing.Point(10, 80);
accounts.MultiSelect = true;
accounts.ShowPlusMinus = false;
accounts.HotColumnTracking = false;
accounts.HotNodeTracking = false;
accounts.SnapLastColumn = true;
accounts.AlternateBackground = Color.AliceBlue;
accounts.ShowRootLines = false;
accounts.ShowFocusRect = true;
accounts.FastFind = true;
accounts.AlternatingColors = false;
accounts.Name = "accounts";
accounts.OptimizeForHighNodeCount = false;
accounts.HotTrackingColor = SystemColors.HotTrack;
accounts.SelectedTextColor = SystemColors.HighlightText;
accounts.SelectionColor = SystemColors.Highlight;
accounts.UnfocusedSelectionColor = SystemColors.Highlight;
accounts.ControlStyle = GTLControlStyles.XP;
accounts.Font = new System.Drawing.Font("Tahoma", 9.25F);
GTLColumn account_name = new GTLColumn();
account_name.BackColor = Color.White;
account_name.CheckBoxes = false;
account_name.ImageIndex = -1;
account_name.Name = "account_name";
account_name.Text = "Account Name";
account_name.Width = 475;
account_name.SortType = SortTypes.None;
GTLColumn allocation_qty = new GTLColumn();
allocation_qty.BackColor = Color.White;
allocation_qty.CheckBoxes = false;
allocation_qty.ImageIndex = -1;
allocation_qty.Name = "allocation_qty";
allocation_qty.Text = "Allocation Qty";
allocation_qty.Width = 125;
allocation_qty.TextAlignment = ContentAlignment.MiddleRight;
allocation_qty.EmbeddedDisplayConditions = GEmbeddedDisplayConditions.SingleClick;
allocation_qty.EmbeddedControlType = GEmbeddedControlTypes.TextBox;
allocation_qty.SortType = SortTypes.None;
accounts.Columns.AddRange(
new GTLColumn [] {
account_name,
allocation_qty
});
//
// Context Menu
//
strategies.ContextMenu = new ContextMenu();
strategies.ContextMenu.MenuItems.AddRange(new MenuItem []
{
new MenuItem("Clear...", new EventHandler(FireClear))
});
//
// Disable until instrument selected
//
accounts.Enabled = false;
strategies.Enabled = false;
//
// Tab Pages
//
TabPage strategyPage = new TabPage();
strategyPage.Text = "Strategies";
strategyPage.Dock = DockStyle.Fill;
strategyPage.Controls.Add(strategies);
TabPage accountPage = new TabPage();
accountPage.Text = "Accounts";
accountPage.Dock = DockStyle.Fill;
accountPage.Controls.Add(accounts);
tabControl.Dock = DockStyle.Fill;
tabControl.Size = new System.Drawing.Size(200, 40);
tabControl.Name = "tabControl";
tabControl.Controls.AddRange(new Control [] {
strategyPage,
accountPage
});
//
// Investment system button drop down
//
investmentSystemButtonDropDown = new ContextMenuStrip(new System.ComponentModel.Container());
investmentSystemButtonDropDown.Name = "investmentSystemButtonDropDown";
investmentSystemButtonDropDown.Size = new System.Drawing.Size(189, 76);
//
// Investment system button
//
investmentSystemButton = new SplitButton();
investmentSystemButton.AutoSize = true;
investmentSystemButton.AlwaysDropDown = true;
investmentSystemButton.Location = new System.Drawing.Point(10, 40);
investmentSystemButton.ClickedImage = "SplitButtonClickedImage.gif";
investmentSystemButton.ContextMenuStrip = investmentSystemButtonDropDown;
investmentSystemButton.DisabledImage = "SplitButtonDisabledImage.gif";
investmentSystemButton.HoverImage = "SplitButtonHoverImage.gif";
investmentSystemButton.ImageAlign = System.Drawing.ContentAlignment.MiddleRight;
investmentSystemButton.ImageKey = "SplitButtonImage.gif";
investmentSystemButton.Name = "investmentSystemButton";
investmentSystemButton.NormalImage = "SplitButtonImage.gif";
investmentSystemButton.Size = new System.Drawing.Size(250, 26);
investmentSystemButton.TabIndex = 0;
investmentSystemButton.Text = "Investment System...";
investmentSystemButton.TextAlign = System.Drawing.ContentAlignment.MiddleLeft;
investmentSystemButton.TextImageRelation = System.Windows.Forms.TextImageRelation.TextBeforeImage;
investmentSystemButton.UseVisualStyleBackColor = true;
//
// Symbol button drop down
//
symbolButtonDropDown = new ContextMenuStrip(new System.ComponentModel.Container());
symbolButtonDropDown.Name = "instrumentButtonDropDown";
symbolButtonDropDown.Size = new System.Drawing.Size(189, 76);
//
// Symbol button
//
symbolButton = new SplitButton();
symbolButton.AutoSize = true;
symbolButton.AlwaysDropDown = true;
symbolButton.Location = new System.Drawing.Point(10, 74);
symbolButton.ClickedImage = "SplitButtonClickedImage.gif";
symbolButton.ContextMenuStrip = symbolButtonDropDown;
symbolButton.DisabledImage = "SplitButtonDisabledImage.gif";
symbolButton.HoverImage = "SplitButtonHoverImage.gif";
symbolButton.ImageAlign = System.Drawing.ContentAlignment.MiddleRight;
symbolButton.ImageKey = "SplitButtonImage.gif";
symbolButton.Name = "symbolButton";
symbolButton.NormalImage = "SplitButtonImage.gif";
symbolButton.Size = new System.Drawing.Size(250, 26);
symbolButton.TabIndex = 0;
symbolButton.Text = "Symbol...";
symbolButton.TextAlign = System.Drawing.ContentAlignment.MiddleLeft;
symbolButton.TextImageRelation = System.Windows.Forms.TextImageRelation.TextBeforeImage;
symbolButton.UseVisualStyleBackColor = true;
//
// Instrument button drop down
//
instrumentButtonDropDown = new ContextMenuStrip(new System.ComponentModel.Container());
instrumentButtonDropDown.Name = "instrumentButtonDropDown";
instrumentButtonDropDown.Size = new System.Drawing.Size(189, 76);
//
// Instrument button
//
instrumentButton = new SplitButton();
instrumentButton.AutoSize = true;
instrumentButton.AlwaysDropDown = true;
instrumentButton.Location = new System.Drawing.Point(10, 108);
instrumentButton.ClickedImage = "SplitButtonClickedImage.gif";
instrumentButton.ContextMenuStrip = instrumentButtonDropDown;
instrumentButton.DisabledImage = "SplitButtonDisabledImage.gif";
instrumentButton.HoverImage = "SplitButtonHoverImage.gif";
instrumentButton.ImageAlign = System.Drawing.ContentAlignment.MiddleRight;
instrumentButton.ImageKey = "SplitButtonImage.gif";
instrumentButton.Name = "instrumentButton";
instrumentButton.NormalImage = "SplitButtonImage.gif";
instrumentButton.Size = new System.Drawing.Size(250, 26);
instrumentButton.TabIndex = 0;
instrumentButton.Text = "Instrument...";
instrumentButton.TextAlign = System.Drawing.ContentAlignment.MiddleLeft;
instrumentButton.TextImageRelation = System.Windows.Forms.TextImageRelation.TextBeforeImage;
instrumentButton.UseVisualStyleBackColor = true;
//
// Stop price
//
Label stopPriceLabel = new Label();
stopPriceLabel.AutoSize = true;
stopPriceLabel.Location = new System.Drawing.Point(280, 52);
stopPriceLabel.Name = "stopPriceLabel";
stopPriceLabel.Text = "Stop Price:";
stopPriceLabel.TextAlign = System.Drawing.ContentAlignment.MiddleRight;
stopPriceTextBox.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
stopPriceTextBox.Name = "stopPriceTextBox";
stopPriceTextBox.Size = new System.Drawing.Size(80, 22);
stopPriceTextBox.Location = new System.Drawing.Point(280, 76);
stopPriceTextBox.TextAlign = HorizontalAlignment.Right;
stopPriceTextBox.TabIndex = 6;
stopPriceTextBox.MaxLength = 8;
stopPriceTextBox.Text = "";
stopPriceTextBox.Enabled = false;
//
// Limit price
//
Label limitPriceLabel = new Label();
limitPriceLabel.AutoSize = true;
limitPriceLabel.Location = new System.Drawing.Point(370, 52);
limitPriceLabel.Name = "limitPriceLabel";
limitPriceLabel.Text = "Limit Price:";
limitPriceLabel.TextAlign = System.Drawing.ContentAlignment.MiddleRight;
limitPriceTextBox.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
limitPriceTextBox.Name = "limitPriceTextBox";
limitPriceTextBox.Size = new System.Drawing.Size(80, 22);
limitPriceTextBox.Location = new System.Drawing.Point(370, 76);
limitPriceTextBox.TextAlign = HorizontalAlignment.Right;
limitPriceTextBox.TabIndex = 6;
limitPriceTextBox.MaxLength = 8;
limitPriceTextBox.Text = "";
limitPriceTextBox.Enabled = false;
//
// TIF
//
Label tifLabel = new Label();
tifLabel.AutoSize = true;
tifLabel.Location = new System.Drawing.Point(460, 52);
tifLabel.Name = "tifLabel";
tifLabel.Text = "TIF:";
tifLabel.TextAlign = System.Drawing.ContentAlignment.MiddleRight;
tifComboBox.Name = "tifComboBox";
tifComboBox.DropDownStyle = ComboBoxStyle.DropDownList;
tifComboBox.Size = new System.Drawing.Size(60, 22);
tifComboBox.Location = new System.Drawing.Point(460, 76);
tifComboBox.Items.AddRange(new object [] { "DAY", "GTC" });
tifComboBox.SelectedIndex = 0;
//
// Order Type -- note that Globex doesn't support MOC orders, so
// until we have a way of differentiating order type by instrument,
// we're not going to include this order type in the dropdown.
//
Label orderTypeLabel = new Label();
orderTypeLabel.AutoSize = true;
orderTypeLabel.Location = new System.Drawing.Point(530, 52);
orderTypeLabel.Name = "orderTypeLabel";
orderTypeLabel.Text = "Order Type:";
orderTypeLabel.TextAlign = System.Drawing.ContentAlignment.MiddleRight;
orderTypeComboBox.Name = "orderTypeComboBox";
orderTypeComboBox.DropDownStyle = ComboBoxStyle.DropDownList;
orderTypeComboBox.Size = new System.Drawing.Size(90, 22);
orderTypeComboBox.Location = new System.Drawing.Point(530, 76);
//orderTypeComboBox.Items.AddRange( new object [] { "MARKET", "LIMIT", "STOP", "STOP LIMIT", "MKT ON CLOSE" } );
orderTypeComboBox.Items.AddRange(new object [] { "MARKET", "LIMIT", "STOP", "STOP LIMIT" });
orderTypeComboBox.SelectedIndex = 0;
//
// Form panels
//
mainPanel = new Panel();
mainPanel.BackColor = System.Drawing.SystemColors.Window;
mainPanel.Dock = System.Windows.Forms.DockStyle.Fill;
mainPanel.Name = "mainPanel";
mainPanel.Size = new System.Drawing.Size(460, 360);
mainPanel.Controls.AddRange(new Control [] { tabControl });
headerPanel = new Panel();
headerPanel.BackColor = System.Drawing.SystemColors.Window;
headerPanel.Dock = System.Windows.Forms.DockStyle.Top;
headerPanel.Name = "headerPanel";
headerPanel.Size = new System.Drawing.Size(460, 150);
headerPanel.TabIndex = 8;
headerPanel.Controls.AddRange(new Control[] {
headerLabel,
investmentSystemButton,
symbolButton,
instrumentButton,
stopPriceLabel,
stopPriceTextBox,
limitPriceLabel,
limitPriceTextBox,
tifLabel,
tifComboBox,
orderTypeLabel,
orderTypeComboBox
});
buttonPanel = new Panel();
buttonPanel.BackColor = System.Drawing.SystemColors.Control;
buttonPanel.Dock = System.Windows.Forms.DockStyle.Bottom;
buttonPanel.Name = "buttonPanel";
buttonPanel.Size = new System.Drawing.Size(460, 50);
buttonPanel.Controls.AddRange(new Control[] {
releaseToFixCheckBox,
buyButton,
sellButton,
cancel
});
this.Controls.AddRange(new Control [] {
mainPanel,
headerPanel,
buttonPanel
});
}
private void InitializeComponents()
{
//
// Account List
//
accounts = new GlacialTreeList("0DAA8D90BB9ACC06C6FDDF11F7DD73E8");
accounts.BackColor = System.Drawing.SystemColors.Window;
accounts.BackgroundStretchToFit = true;
accounts.Dock = System.Windows.Forms.DockStyle.Fill;
accounts.ItemHeight = 19;
accounts.Location = new System.Drawing.Point(10, 80);
accounts.MultiSelect = false;
accounts.ShowPlusMinus = false;
accounts.HotColumnTracking = false;
accounts.HotNodeTracking = false;
accounts.SnapLastColumn = true;
accounts.AlternateBackground = Color.AliceBlue;
accounts.ShowRootLines = false;
accounts.ShowFocusRect = true;
accounts.FastFind = true;
accounts.AlternatingColors = false;
accounts.Name = "accounts";
accounts.OptimizeForHighNodeCount = false;
accounts.HotTrackingColor = SystemColors.HotTrack;
accounts.SelectedTextColor = SystemColors.HighlightText;
accounts.SelectionColor = SystemColors.Highlight;
accounts.UnfocusedSelectionColor = SystemColors.Highlight;
accounts.ControlStyle = GTLControlStyles.XP;
accounts.Font = new System.Drawing.Font("Tahoma", 9.25F);
//
// account list columns
//
GTLColumn account_name = new GTLColumn();
account_name.BackColor = Color.White;
account_name.CheckBoxes = false;
account_name.ImageIndex = -1;
account_name.Name = "account_name";
account_name.Text = "Account";
account_name.Width = 132;
account_name.SortType = SortTypes.InsertionSort;
GTLColumn notional_pl = new GTLColumn();
notional_pl.BackColor = Color.White;
notional_pl.CheckBoxes = false;
notional_pl.ImageIndex = -1;
notional_pl.Name = "notional_pl";
notional_pl.Text = "PL";
notional_pl.Width = 100;
notional_pl.TextAlignment = ContentAlignment.MiddleRight;
notional_pl.SortType = SortTypes.InsertionSort;
accounts.Columns.AddRange(new GTLColumn [] { account_name, notional_pl });
//
// Send to FIX checkbox
//
sendToFix = new CheckBox();
sendToFix.AutoSize = true;
sendToFix.CausesValidation = false;
sendToFix.Checked = false;
sendToFix.Text = "Release to FIX Engine";
sendToFix.Location = new System.Drawing.Point(10, 24);
sendToFix.Click += new EventHandler(FireSendToFixChanged);
//
// flatten menu-items
//
toolStripMenuItem = new ToolStripMenuItem();
toolStripMenuItem.Name = "ALL";
toolStripMenuItem.Size = new System.Drawing.Size(188, 22);
toolStripMenuItem.Text = "Flatten ALL Open Positions";
//toolStripMenuItem.Click += new EventHandler( FireFlattenAccount );
//
// toolStripSeparator
//
toolStripSeparator = new ToolStripSeparator();
toolStripSeparator.Name = "toolStripSeparator";
toolStripSeparator.Size = new System.Drawing.Size(185, 6);
System.ComponentModel.IContainer components = new System.ComponentModel.Container();
splitButtonDropDown = new ContextMenuStrip(components);
splitButtonDropDown.Name = "splitButtonDropDown";
splitButtonDropDown.Size = new System.Drawing.Size(189, 76);
//
// Split button
//
splitButton = new SplitButton();
splitButton.Enabled = sendToFix.Checked;
splitButton.AutoSize = true;
splitButton.AlwaysDropDown = true;
splitButton.Location = new System.Drawing.Point(10, 52);
splitButton.ClickedImage = "SplitButtonClickedImage.gif";
splitButton.ContextMenuStrip = splitButtonDropDown;
splitButton.DisabledImage = "SplitButtonDisabledImage.gif";
splitButton.HoverImage = "SplitButtonHoverImage.gif";
splitButton.ImageAlign = System.Drawing.ContentAlignment.MiddleRight;
splitButton.ImageKey = "SplitButtonImage.gif";
splitButton.Name = "splitButton";
splitButton.NormalImage = "SplitButtonImage.gif";
splitButton.Size = new System.Drawing.Size(125, 26);
splitButton.TabIndex = 0;
splitButton.Text = "Flatten Positions";
splitButton.TextAlign = System.Drawing.ContentAlignment.MiddleLeft;
splitButton.TextImageRelation = System.Windows.Forms.TextImageRelation.TextBeforeImage;
splitButton.UseVisualStyleBackColor = true;
GroupBox statusGroupBox = new GroupBox();
statusGroupBox.Dock = DockStyle.Top;
statusGroupBox.AutoSize = true;
statusGroupBox.FlatStyle = FlatStyle.Standard;
statusGroupBox.Text = "Dealing Status";
statusGroupBox.Controls.AddRange(new Control [] {
sendToFix,
splitButton
});
Panel spacer1 = new Panel();
spacer1.Size = new System.Drawing.Size(125, 12);
spacer1.Dock = DockStyle.Top;
Panel spacer2 = new Panel();
spacer2.Size = new System.Drawing.Size(125, 12);
spacer2.Dock = DockStyle.Top;
this.Controls.AddRange(new Control[] {
accounts,
spacer1,
statusGroupBox
});
}
private void InitializeComponents()
{
//
// Tree List
//
data = ControlHelper.NewGlacialTreeList("ReleaseListData");
data.MultiSelect = true;
data.BeforeCellEdit += new GTLEmbeddedControlEventHandler(FireBeforeCellEdit);
data.AfterCellEdit += new GTLEmbeddedControlEventHandler(FireAfterCellEdit);
//
// Tree List columns
//
GTLColumn release_id = new GTLColumn();
release_id.BackColor = Color.White;
release_id.CheckBoxes = false;
release_id.ImageIndex = -1;
release_id.Name = DatabaseObject.RELEASE_ID;
release_id.Text = "Release ID";
release_id.SortType = SortTypes.InsertionSort;
release_id.ItemComparerType = ItemComparerTypes.Custom;
release_id.ComparerHelper = new CompareById("R");
release_id.SortDirection = GSortDirectionTypes.Descending;
GTLColumn order_id = new GTLColumn();
order_id.BackColor = Color.White;
order_id.CheckBoxes = false;
order_id.ImageIndex = -1;
order_id.Name = DatabaseObject.ORDER_ID;
order_id.Text = "Order ID";
order_id.SortType = SortTypes.InsertionSort;
GTLColumn investment_system_id = new GTLColumn();
investment_system_id.BackColor = Color.White;
investment_system_id.CheckBoxes = false;
investment_system_id.ImageIndex = -1;
investment_system_id.Name = DatabaseObject.INVESTMENT_SYSTEM_ID;
investment_system_id.Text = "InvSys ID";
investment_system_id.SortType = SortTypes.InsertionSort;
investment_system_id.Visible = false;
GTLColumn instrument_id = new GTLColumn();
instrument_id.BackColor = Color.White;
instrument_id.CheckBoxes = false;
instrument_id.ImageIndex = -1;
instrument_id.Name = DatabaseObject.INSTRUMENT_ID;
instrument_id.Text = "Instrument ID";
instrument_id.SortType = SortTypes.InsertionSort;
instrument_id.Visible = false;
GTLColumn account_name = new GTLColumn();
account_name.BackColor = Color.White;
account_name.CheckBoxes = false;
account_name.ImageIndex = -1;
account_name.Name = "account_name";
account_name.Text = "Account Name";
account_name.SortType = SortTypes.InsertionSort;
GTLColumn instrument_name = new GTLColumn();
instrument_name.BackColor = Color.White;
instrument_name.CheckBoxes = false;
instrument_name.ImageIndex = -1;
instrument_name.Name = "instrument_name";
instrument_name.Text = "Instrument Name";
instrument_name.SortType = SortTypes.InsertionSort;
instrument_name.Width = 220;
GTLColumn symbol = new GTLColumn();
symbol.BackColor = Color.White;
symbol.CheckBoxes = false;
symbol.ImageIndex = -1;
symbol.Name = DatabaseObject.SYMBOL;
symbol.Text = "Symbol";
symbol.SortType = SortTypes.InsertionSort;
GTLColumn client_order_id = new GTLColumn();
client_order_id.BackColor = Color.White;
client_order_id.CheckBoxes = false;
client_order_id.ImageIndex = -1;
client_order_id.Name = DatabaseObject.CLIENT_ORDER_ID;
client_order_id.Text = "Client Order ID";
client_order_id.SortType = SortTypes.InsertionSort;
GTLColumn session_id = new GTLColumn();
session_id.BackColor = Color.White;
session_id.CheckBoxes = false;
session_id.ImageIndex = -1;
session_id.Name = DatabaseObject.SESSION_ID;
session_id.Text = "Session ID";
session_id.SortType = SortTypes.InsertionSort;
GTLColumn counterparty_order_id = new GTLColumn();
counterparty_order_id.BackColor = Color.White;
counterparty_order_id.CheckBoxes = false;
counterparty_order_id.ImageIndex = -1;
counterparty_order_id.Name = DatabaseObject.COUNTERPARTY_ORDER_ID;
counterparty_order_id.Text = "Cpty Order ID";
counterparty_order_id.SortType = SortTypes.InsertionSort;
GTLColumn release_status = new GTLColumn();
release_status.BackColor = Color.White;
release_status.CheckBoxes = false;
release_status.ImageIndex = -1;
release_status.Name = DatabaseObject.RELEASE_STATUS;
release_status.Text = "Release Status";
release_status.SortType = SortTypes.InsertionSort;
GTLColumn release_type = new GTLColumn();
release_type.BackColor = Color.White;
release_type.CheckBoxes = false;
release_type.ImageIndex = -1;
release_type.Name = DatabaseObject.RELEASE_TYPE;
release_type.Text = "Release Type";
release_type.SortType = SortTypes.InsertionSort;
GTLColumn release_qty = new GTLColumn();
release_qty.CheckBoxes = false;
release_qty.ImageIndex = -1;
release_qty.Name = DatabaseObject.RELEASE_QTY;
release_qty.Text = "Release Qty";
release_qty.TextAlignment = ContentAlignment.MiddleRight;
release_qty.SortType = SortTypes.InsertionSort;
//release_qty.EmbeddedDisplayConditions = GEmbeddedDisplayConditions.DoubleClick;
//release_qty.EmbeddedControlType = GEmbeddedControlTypes.TextBox;
GTLColumn limit_prc = new GTLColumn();
limit_prc.CheckBoxes = false;
limit_prc.ImageIndex = -1;
limit_prc.Name = DatabaseObject.LIMIT_PRC;
limit_prc.Text = "Limit Prc";
limit_prc.TextAlignment = ContentAlignment.MiddleRight;
limit_prc.SortType = SortTypes.InsertionSort;
limit_prc.EmbeddedDisplayConditions = GEmbeddedDisplayConditions.DoubleClick;
limit_prc.EmbeddedControlType = GEmbeddedControlTypes.TextBox;
GTLColumn stop_prc = new GTLColumn();
stop_prc.CheckBoxes = false;
stop_prc.ImageIndex = -1;
stop_prc.Name = DatabaseObject.STOP_PRC;
stop_prc.Text = "Stop Prc";
stop_prc.TextAlignment = ContentAlignment.MiddleRight;
stop_prc.SortType = SortTypes.InsertionSort;
stop_prc.EmbeddedDisplayConditions = GEmbeddedDisplayConditions.DoubleClick;
stop_prc.EmbeddedControlType = GEmbeddedControlTypes.TextBox;
GTLColumn average_prc = new GTLColumn();
average_prc.CheckBoxes = false;
average_prc.ImageIndex = -1;
average_prc.Name = DatabaseObject.AVERAGE_PRC;
average_prc.Text = "Average Prc";
average_prc.TextAlignment = ContentAlignment.MiddleRight;
average_prc.SortType = SortTypes.InsertionSort;
GTLColumn executed_val = new GTLColumn();
executed_val.CheckBoxes = false;
executed_val.ImageIndex = -1;
executed_val.Name = DatabaseObject.EXECUTED_VAL;
executed_val.Text = "Executed Val";
executed_val.TextAlignment = ContentAlignment.MiddleRight;
executed_val.SortType = SortTypes.InsertionSort;
GTLColumn executed_qty = new GTLColumn();
executed_qty.CheckBoxes = false;
executed_qty.ImageIndex = -1;
executed_qty.Name = DatabaseObject.EXECUTED_QTY;
executed_qty.Text = "Executed Qty";
executed_qty.TextAlignment = ContentAlignment.MiddleRight;
executed_qty.SortType = SortTypes.InsertionSort;
GTLColumn added_datetime = new GTLColumn();
added_datetime.CheckBoxes = false;
added_datetime.ImageIndex = -1;
added_datetime.Name = DatabaseObject.ADDED_DATETIME;
added_datetime.Text = "Added Datetime";
added_datetime.TextAlignment = ContentAlignment.MiddleRight;
added_datetime.SortType = SortTypes.InsertionSort;
added_datetime.SortDirection = GSortDirectionTypes.Descending;
GTLColumn added_by = new GTLColumn();
added_by.CheckBoxes = false;
added_by.ImageIndex = -1;
added_by.Name = DatabaseObject.ADDED_BY;
added_by.Text = "Added By";
added_by.SortType = SortTypes.InsertionSort;
GTLColumn updated_datetime = new GTLColumn();
updated_datetime.CheckBoxes = false;
updated_datetime.ImageIndex = -1;
updated_datetime.Name = DatabaseObject.UPDATED_DATETIME;
updated_datetime.Text = "Updated Datetime";
updated_datetime.TextAlignment = ContentAlignment.MiddleRight;
updated_datetime.SortType = SortTypes.InsertionSort;
GTLColumn updated_by = new GTLColumn();
updated_by.CheckBoxes = false;
updated_by.ImageIndex = -1;
updated_by.Name = DatabaseObject.UPDATED_BY;
updated_by.Text = "Updated By";
updated_by.SortType = SortTypes.InsertionSort;
data.Columns.AddRange(
new GTLColumn [] {
release_id,
release_status,
release_type,
order_id,
investment_system_id,
instrument_id,
account_name,
instrument_name,
symbol,
client_order_id,
session_id,
counterparty_order_id,
release_qty,
executed_qty,
limit_prc,
stop_prc,
average_prc,
executed_val,
added_datetime,
added_by,
updated_datetime,
updated_by
});
//
// Context Menu
//
ContextMenu ctxMenu = new ContextMenu();
//
// First, build the actions that you can do
//
MenuItem cancel = new MenuItem("CANCEL RELEASE",
new EventHandler(FireCancelRelease));
//
// Now build the columns, skipping the first
//
MenuItem columnItems = new MenuItem("Show Column...");
for (int i = 1; i < data.Columns.Count; i++)
{
GTLColumn col = data.Columns[i];
MenuItem item = new MenuItem(col.Text,
new EventHandler(FireShowColumn));
item.Checked = col.Visible;
columnItems.MenuItems.Add(item);
}
ctxMenu.MenuItems.AddRange(new MenuItem []
{
cancel,
new MenuItem("-"),
columnItems
});
data.ContextMenu = ctxMenu;
this.Controls.AddRange(new Control [] { data });
}
private void FireAfterCellEdit(object source, GTLEmbeddedControlEventArgs args)
{
args.Cancel = true;
GTLTreeNode node = args.TreeNode;
GTLColumn col = data.Columns[args.Column];
if (!controller.Cache.HasRelease(node.Tag))
{
MessageBox.Show("Unknown release: " + node.Tag);
data.ClearSelection();
return;
}
string release_type = node.SubItems[DatabaseObject.RELEASE_TYPE].Text;
if (col.Name.Equals(DatabaseObject.LIMIT_PRC) &&
(release_type.Equals("LIMIT") || release_type.Equals("STOP_LIMIT")))
{
//
// Get the current release
//
Release release = controller.Cache.GetRelease(node.Tag);
TextBox tb = (TextBox)args.Control;
//
// Ensure something changed...
//
double old_limit_prc = release.ToDouble(DatabaseObject.LIMIT_PRC);
try
{
//
// Test for a valid number
//
double limit_prc = Double.Parse(tb.Text);
//
// Ensure new limit price is >= 0 and != old limit price
//
if (limit_prc >= 0 && limit_prc != old_limit_prc)
{
controller.SendRpc(
new CancelReplaceRelease(
release.Id,
release[DatabaseObject.STOP_PRC],
Convert.ToString(limit_prc)));
}
}
catch (Exception)
{
MessageBox.Show(
" Invalid Limit Price: " + tb.Text,
"REPLACE RELEASE Error",
MessageBoxButtons.OK,
MessageBoxIcon.Exclamation);
}
data.ClearSelection();
}
if (col.Name.Equals(DatabaseObject.STOP_PRC) &&
(release_type.Equals("STOP") || release_type.Equals("STOP_LIMIT")))
{
//
// Get the current release
//
Release release = controller.Cache.GetRelease(node.Tag);
TextBox tb = (TextBox)args.Control;
//
// Ensure something changed...
//
double old_stop_prc = release.ToDouble(DatabaseObject.STOP_PRC);
try
{
//
// Test for a valid number
//
double stop_prc = Double.Parse(tb.Text);
//
// Ensure new limit price is >= 0 and != old limit price
//
if (stop_prc >= 0 && stop_prc != old_stop_prc)
{
controller.SendRpc(
new CancelReplaceRelease(
release.Id,
Convert.ToString(stop_prc),
release[DatabaseObject.LIMIT_PRC]));
}
}
catch (Exception)
{
MessageBox.Show(
" Invalid Stop Price: " + tb.Text,
"REPLACE RELEASE Error",
MessageBoxButtons.OK,
MessageBoxIcon.Exclamation);
}
data.ClearSelection();
}
}
private void InitializeComponents()
{
//
// Tree List
//
data = ControlHelper.NewGlacialTreeList("ExecutionListData");
//
// Tree List columns
//
GTLColumn execution_id = new GTLColumn();
execution_id.BackColor = Color.White;
execution_id.CheckBoxes = false;
execution_id.ImageIndex = -1;
execution_id.Name = DatabaseObject.EXECUTION_ID;
execution_id.Text = "Execution ID";
execution_id.SortType = SortTypes.InsertionSort;
execution_id.ItemComparerType = ItemComparerTypes.Custom;
execution_id.ComparerHelper = new CompareById("E");
execution_id.SortDirection = GSortDirectionTypes.Descending;
GTLColumn order_id = new GTLColumn();
order_id.BackColor = Color.White;
order_id.CheckBoxes = false;
order_id.ImageIndex = -1;
order_id.Name = DatabaseObject.ORDER_ID;
order_id.Text = "Order ID";
order_id.SortType = SortTypes.InsertionSort;
GTLColumn release_id = new GTLColumn();
release_id.BackColor = Color.White;
release_id.CheckBoxes = false;
release_id.ImageIndex = -1;
release_id.Name = DatabaseObject.RELEASE_ID;
release_id.Text = "Release ID";
release_id.SortType = SortTypes.InsertionSort;
GTLColumn investment_system_id = new GTLColumn();
investment_system_id.BackColor = Color.White;
investment_system_id.CheckBoxes = false;
investment_system_id.ImageIndex = -1;
investment_system_id.Name = DatabaseObject.INVESTMENT_SYSTEM_ID;
investment_system_id.Text = "InvSys ID";
investment_system_id.SortType = SortTypes.InsertionSort;
GTLColumn instrument_id = new GTLColumn();
instrument_id.BackColor = Color.White;
instrument_id.CheckBoxes = false;
instrument_id.ImageIndex = -1;
instrument_id.Name = DatabaseObject.INSTRUMENT_ID;
instrument_id.Text = "Instrument ID";
instrument_id.SortType = SortTypes.InsertionSort;
GTLColumn account_name = new GTLColumn();
account_name.BackColor = Color.White;
account_name.CheckBoxes = false;
account_name.ImageIndex = -1;
account_name.Name = "account_name";
account_name.Text = "Account Name";
account_name.SortType = SortTypes.InsertionSort;
GTLColumn instrument_name = new GTLColumn();
instrument_name.BackColor = Color.White;
instrument_name.CheckBoxes = false;
instrument_name.ImageIndex = -1;
instrument_name.Name = "instrument_name";
instrument_name.Text = "Instrument Name";
instrument_name.SortType = SortTypes.InsertionSort;
GTLColumn symbol = new GTLColumn();
symbol.BackColor = Color.White;
symbol.CheckBoxes = false;
symbol.ImageIndex = -1;
symbol.Name = DatabaseObject.SYMBOL;
symbol.Text = "Symbol";
symbol.SortType = SortTypes.InsertionSort;
GTLColumn client_order_id = new GTLColumn();
client_order_id.BackColor = Color.White;
client_order_id.CheckBoxes = false;
client_order_id.ImageIndex = -1;
client_order_id.Name = DatabaseObject.CLIENT_ORDER_ID;
client_order_id.Text = "Client Order ID";
client_order_id.SortType = SortTypes.InsertionSort;
GTLColumn session_id = new GTLColumn();
session_id.BackColor = Color.White;
session_id.CheckBoxes = false;
session_id.ImageIndex = -1;
session_id.Name = DatabaseObject.COUNTERPARTY_ID;
session_id.Text = "Session ID";
session_id.SortType = SortTypes.InsertionSort;
GTLColumn counterparty_execution_id = new GTLColumn();
counterparty_execution_id.BackColor = Color.White;
counterparty_execution_id.CheckBoxes = false;
counterparty_execution_id.ImageIndex = -1;
counterparty_execution_id.Name = DatabaseObject.COUNTERPARTY_EXECUTION_ID;
counterparty_execution_id.Text = "Cpty Execution ID";
counterparty_execution_id.SortType = SortTypes.InsertionSort;
GTLColumn side_code = new GTLColumn();
side_code.BackColor = Color.White;
side_code.CheckBoxes = false;
side_code.ImageIndex = -1;
side_code.Name = DatabaseObject.SIDE_CODE;
side_code.Text = "Side Code";
side_code.SortType = SortTypes.InsertionSort;
GTLColumn execution_ccy = new GTLColumn();
execution_ccy.BackColor = Color.White;
execution_ccy.CheckBoxes = false;
execution_ccy.ImageIndex = -1;
execution_ccy.Name = DatabaseObject.EXECUTION_CCY;
execution_ccy.Text = "Execution Ccy";
execution_ccy.SortType = SortTypes.InsertionSort;
GTLColumn execution_status = new GTLColumn();
execution_status.BackColor = Color.White;
execution_status.CheckBoxes = false;
execution_status.ImageIndex = -1;
execution_status.Name = DatabaseObject.EXECUTION_STATUS;
execution_status.Text = "Execution Status";
execution_status.SortType = SortTypes.InsertionSort;
GTLColumn execution_prc = new GTLColumn();
execution_prc.CheckBoxes = false;
execution_prc.ImageIndex = -1;
execution_prc.Name = DatabaseObject.EXECUTION_PRC;
execution_prc.Text = "Execution Prc";
execution_prc.TextAlignment = ContentAlignment.MiddleRight;
execution_prc.SortType = SortTypes.InsertionSort;
GTLColumn execution_qty = new GTLColumn();
execution_qty.CheckBoxes = false;
execution_qty.ImageIndex = -1;
execution_qty.Name = DatabaseObject.EXECUTION_QTY;
execution_qty.Text = "Execution Qty";
execution_qty.TextAlignment = ContentAlignment.MiddleRight;
execution_qty.SortType = SortTypes.InsertionSort;
GTLColumn execution_val = new GTLColumn();
execution_val.CheckBoxes = false;
execution_val.ImageIndex = -1;
execution_val.Name = DatabaseObject.EXECUTION_VAL;
execution_val.Text = "Execution Val";
execution_val.TextAlignment = ContentAlignment.MiddleRight;
execution_val.SortType = SortTypes.InsertionSort;
GTLColumn leaves_qty = new GTLColumn();
leaves_qty.CheckBoxes = false;
leaves_qty.ImageIndex = -1;
leaves_qty.Name = DatabaseObject.LEAVES_QTY;
leaves_qty.Text = "Leaves Qty";
leaves_qty.TextAlignment = ContentAlignment.MiddleRight;
leaves_qty.SortType = SortTypes.InsertionSort;
GTLColumn average_prc = new GTLColumn();
average_prc.CheckBoxes = false;
average_prc.ImageIndex = -1;
average_prc.Name = DatabaseObject.AVERAGE_PRC;
average_prc.Text = "Average Prc";
average_prc.TextAlignment = ContentAlignment.MiddleRight;
average_prc.SortType = SortTypes.InsertionSort;
GTLColumn added_datetime = new GTLColumn();
added_datetime.CheckBoxes = false;
added_datetime.ImageIndex = -1;
added_datetime.Name = DatabaseObject.ADDED_DATETIME;
added_datetime.Text = "Added Datetime";
added_datetime.TextAlignment = ContentAlignment.MiddleRight;
added_datetime.SortType = SortTypes.InsertionSort;
added_datetime.SortDirection = GSortDirectionTypes.Descending;
GTLColumn added_by = new GTLColumn();
added_by.CheckBoxes = false;
added_by.ImageIndex = -1;
added_by.Name = DatabaseObject.ADDED_BY;
added_by.Text = "Added By";
added_by.TextAlignment = ContentAlignment.MiddleRight;
added_by.SortType = SortTypes.InsertionSort;
GTLColumn updated_datetime = new GTLColumn();
updated_datetime.CheckBoxes = false;
updated_datetime.ImageIndex = -1;
updated_datetime.Name = DatabaseObject.UPDATED_DATETIME;
updated_datetime.Text = "Updated Datetime";
updated_datetime.TextAlignment = ContentAlignment.MiddleRight;
updated_datetime.SortType = SortTypes.InsertionSort;
GTLColumn updated_by = new GTLColumn();
updated_by.CheckBoxes = false;
updated_by.ImageIndex = -1;
updated_by.Name = DatabaseObject.UPDATED_BY;
updated_by.Text = "Updated By";
updated_by.TextAlignment = ContentAlignment.MiddleRight;
updated_by.SortType = SortTypes.InsertionSort;
data.Columns.AddRange(
new GTLColumn [] {
execution_id,
execution_status,
order_id,
release_id,
investment_system_id,
instrument_id,
account_name,
instrument_name,
symbol,
client_order_id,
session_id,
counterparty_execution_id,
side_code,
execution_ccy,
execution_prc,
execution_qty,
execution_val,
leaves_qty,
average_prc,
added_datetime,
added_by,
updated_datetime,
updated_by
});
//
// Context Menu for blotter creation
//
ContextMenu ctxMenu = new ContextMenu();
MenuItem create = new MenuItem("CREATE BLOTTER",
new EventHandler(FireCreateBlotter));
ctxMenu.MenuItems.AddRange(new MenuItem []
{
create
});
data.ContextMenu = ctxMenu;
this.Controls.AddRange(new Control [] { data });
}
private void InitializeComponents()
{
//
// Tree List
//
data = ControlHelper.NewGlacialTreeList("AccountLimitListData");
data.AlternatingColors = true;
data.BeforeCellEdit += new GTLEmbeddedControlEventHandler(FireBeforeCellEdit);
data.AfterCellEdit += new GTLEmbeddedControlEventHandler(FireAfterCellEdit);
//
// Tree List columns
//
GTLColumn accountId = new GTLColumn();
accountId.CheckBoxes = false;
accountId.ImageIndex = -1;
accountId.Name = DatabaseObject.ACCOUNT_ID;
accountId.Text = "Account ID";
accountId.SortType = SortTypes.InsertionSort;
accountId.Visible = false;
GTLColumn symbol = new GTLColumn();
symbol.CheckBoxes = false;
symbol.ImageIndex = -1;
symbol.Name = DatabaseObject.SYMBOL;
symbol.Text = "Symbol";
symbol.SortType = SortTypes.InsertionSort;
symbol.Width = 150;
GTLColumn securityExchange = new GTLColumn();
securityExchange.CheckBoxes = false;
securityExchange.ImageIndex = -1;
securityExchange.Name = DatabaseObject.SECURITY_EXCHANGE;
securityExchange.Text = "Exchange";
securityExchange.SortType = SortTypes.InsertionSort;
securityExchange.Width = 150;
GTLColumn fixSessionId = new GTLColumn();
fixSessionId.CheckBoxes = false;
fixSessionId.ImageIndex = -1;
fixSessionId.Name = DatabaseObject.SESSION_ID;
fixSessionId.Text = "FIX Session ID";
fixSessionId.SortType = SortTypes.InsertionSort;
fixSessionId.Width = 150;
fixSessionId.EmbeddedDisplayConditions = GEmbeddedDisplayConditions.DoubleClick;
fixSessionId.EmbeddedControlType = GEmbeddedControlTypes.TextBox;
GTLColumn max_open_long_qty = new GTLColumn();
max_open_long_qty.CheckBoxes = false;
max_open_long_qty.ImageIndex = -1;
max_open_long_qty.Name = DatabaseObject.MAX_OPEN_LONG_QTY;
max_open_long_qty.Text = "Max Open Long Qty";
max_open_long_qty.TextAlignment = ContentAlignment.MiddleRight;
max_open_long_qty.SortType = SortTypes.InsertionSort;
max_open_long_qty.Width = 150;
max_open_long_qty.EmbeddedDisplayConditions = GEmbeddedDisplayConditions.DoubleClick;
max_open_long_qty.EmbeddedControlType = GEmbeddedControlTypes.TextBox;
GTLColumn max_open_short_qty = new GTLColumn();
max_open_short_qty.CheckBoxes = false;
max_open_short_qty.ImageIndex = -1;
max_open_short_qty.Name = DatabaseObject.MAX_OPEN_SHORT_QTY;
max_open_short_qty.Text = "Max Open Short Qty";
max_open_short_qty.TextAlignment = ContentAlignment.MiddleRight;
max_open_short_qty.SortType = SortTypes.InsertionSort;
max_open_short_qty.Width = 150;
max_open_short_qty.EmbeddedDisplayConditions = GEmbeddedDisplayConditions.DoubleClick;
max_open_short_qty.EmbeddedControlType = GEmbeddedControlTypes.TextBox;
GTLColumn max_release_qty = new GTLColumn();
max_release_qty.CheckBoxes = false;
max_release_qty.ImageIndex = -1;
max_release_qty.Name = DatabaseObject.MAX_RELEASE_QTY;
max_release_qty.Text = "Max Release Qty";
max_release_qty.TextAlignment = ContentAlignment.MiddleRight;
max_release_qty.SortType = SortTypes.InsertionSort;
max_release_qty.Width = 150;
max_release_qty.EmbeddedDisplayConditions = GEmbeddedDisplayConditions.DoubleClick;
max_release_qty.EmbeddedControlType = GEmbeddedControlTypes.TextBox;
data.Columns.AddRange(
new GTLColumn [] {
accountId,
symbol,
securityExchange,
fixSessionId,
max_open_long_qty,
max_open_short_qty,
max_release_qty
});
this.Controls.AddRange(new Control [] { data });
}
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 InitializeComponents()
{
data.Name = "data";
data.BackColor = System.Drawing.SystemColors.Window;
data.BackgroundStretchToFit = true;
data.Dock = System.Windows.Forms.DockStyle.Fill;
data.ItemHeight = 19;
data.Location = new System.Drawing.Point(0, 0);
data.MultiSelect = false;
data.ShowPlusMinus = false;
data.HotColumnTracking = false;
data.HotNodeTracking = false;
data.SnapLastColumn = true;
data.AlternateBackground = Color.AliceBlue;
data.UnfocusedSelectionColor = Color.LightGray;
data.ShowRootLines = false;
data.ShowFocusRect = true;
data.FastFind = false;
data.AlternatingColors = false;
data.OptimizeForHighNodeCount = false;
data.HotTrackingColor = SystemColors.HotTrack;
data.SelectedTextColor = SystemColors.HighlightText;
data.SelectionColor = SystemColors.Highlight;
data.ControlStyle = GTLControlStyles.XP;
data.Font = new System.Drawing.Font("Tahoma", 9.25F);
GTLColumn execution_timestamp = new GTLColumn();
execution_timestamp.BackColor = Color.White;
execution_timestamp.CheckBoxes = false;
execution_timestamp.ImageIndex = -1;
execution_timestamp.Name = "execution_timestamp";
execution_timestamp.Text = "TIMESTAMP";
execution_timestamp.SortType = SortTypes.InsertionSort;
execution_timestamp.Visible = true;
execution_timestamp.Width = 150;
execution_timestamp.TextAlignment = ContentAlignment.MiddleRight;
GTLColumn execution_timebar = new GTLColumn();
execution_timebar.BackColor = Color.White;
execution_timebar.CheckBoxes = false;
execution_timebar.ImageIndex = -1;
execution_timebar.Name = "execution_timebar";
execution_timebar.Text = "TIMEBAR";
execution_timebar.SortType = SortTypes.InsertionSort;
execution_timebar.Visible = true;
execution_timebar.Width = 150;
execution_timebar.TextAlignment = ContentAlignment.MiddleRight;
GTLColumn side_code = new GTLColumn();
side_code.BackColor = Color.White;
side_code.CheckBoxes = false;
side_code.ImageIndex = -1;
side_code.Name = "side_code";
side_code.Text = "SIDE";
side_code.SortType = SortTypes.InsertionSort;
side_code.Visible = true;
side_code.Width = 90;
side_code.TextAlignment = ContentAlignment.MiddleRight;
GTLColumn execution_quantity = new GTLColumn();
execution_quantity.BackColor = Color.White;
execution_quantity.CheckBoxes = false;
execution_quantity.ImageIndex = -1;
execution_quantity.Name = "execution_quantity";
execution_quantity.Text = "QUANTITY";
execution_quantity.SortType = SortTypes.InsertionSort;
execution_quantity.Visible = true;
execution_quantity.Width = 90;
execution_quantity.TextAlignment = ContentAlignment.MiddleRight;
GTLColumn execution_price = new GTLColumn();
execution_price.BackColor = Color.White;
execution_price.CheckBoxes = false;
execution_price.ImageIndex = -1;
execution_price.Name = "execution_price";
execution_price.Text = "PRICE";
execution_price.SortType = SortTypes.InsertionSort;
execution_price.Visible = true;
execution_price.Width = 90;
execution_price.TextAlignment = ContentAlignment.MiddleRight;
data.Columns.AddRange(
new GTLColumn [] {
execution_timestamp,
execution_timebar,
side_code,
execution_quantity,
execution_price
});
Label statusDesc = new Label();
statusDesc = new Label();
statusDesc.ForeColor = Color.Black;
statusDesc.TextAlign = System.Drawing.ContentAlignment.MiddleCenter;
statusDesc.Location = new System.Drawing.Point(0, 48);
statusDesc.Size = new Size(120, 20);
statusDesc.Text = "System Status";
statusLabel = new Label();
statusLabel.ForeColor = Color.Black;
statusLabel.TextAlign = System.Drawing.ContentAlignment.MiddleCenter;
statusLabel.Location = new System.Drawing.Point(0, 12);
statusLabel.Size = new Size(120, 40);
statusLabel.Text = "INIT";
statusLabel.Font = new System.Drawing.Font("Arial", 12.25F,
System.Drawing.FontStyle.Bold,
System.Drawing.GraphicsUnit.Point,
((System.Byte)(0)));
Label openPLDesc = new Label();
openPLDesc.ForeColor = Color.Black;
openPLDesc.TextAlign = System.Drawing.ContentAlignment.MiddleCenter;
openPLDesc.Location = new System.Drawing.Point(0, 48);
openPLDesc.Size = new Size(120, 20);
openPLDesc.Text = "Open PL";
openPLLabel = new Label();
openPLLabel.ForeColor = Color.Black;
openPLLabel.TextAlign = System.Drawing.ContentAlignment.MiddleCenter;
openPLLabel.Location = new System.Drawing.Point(0, 12);
openPLLabel.Size = new Size(120, 40);
openPLLabel.Text = "0.00";
openPLLabel.Font = new System.Drawing.Font("Arial", 12.25F,
System.Drawing.FontStyle.Bold,
System.Drawing.GraphicsUnit.Point,
((System.Byte)(0)));
Label closedPLDesc = new Label();
closedPLDesc.ForeColor = Color.Black;
closedPLDesc.TextAlign = System.Drawing.ContentAlignment.MiddleCenter;
closedPLDesc.Location = new System.Drawing.Point(0, 48);
closedPLDesc.Size = new Size(120, 20);
closedPLDesc.Text = "Closed PL";
closedPLLabel = new Label();
closedPLLabel.ForeColor = Color.Black;
closedPLLabel.TextAlign = System.Drawing.ContentAlignment.MiddleCenter;
closedPLLabel.Location = new System.Drawing.Point(0, 12);
closedPLLabel.Size = new Size(120, 40);
closedPLLabel.Text = "0.00";
closedPLLabel.Font = new System.Drawing.Font("Arial", 12.25F,
System.Drawing.FontStyle.Bold,
System.Drawing.GraphicsUnit.Point,
((System.Byte)(0)));
bidaskLabel = new Label();
bidaskLabel.BackColor = System.Drawing.Color.Transparent;
bidaskLabel.ForeColor = Color.DarkSlateBlue;
bidaskLabel.TextAlign = System.Drawing.ContentAlignment.MiddleLeft;
bidaskLabel.Anchor = AnchorStyles.Top | AnchorStyles.Right;
bidaskLabel.AutoSize = true;
bidaskLabel.Text = "[ ASK , BID ]";
bidaskLabel.Font = new System.Drawing.Font(
"Tahoma", 12.25F, System.Drawing.FontStyle.Bold,
System.Drawing.GraphicsUnit.Point, ((System.Byte)(0)));
bidaskPanel = new Panel();
bidaskPanel.BackColor = System.Drawing.SystemColors.Control;
bidaskPanel.Anchor = AnchorStyles.Top | AnchorStyles.Right;
bidaskPanel.Name = "bidaskPanel";
bidaskPanel.Size = new System.Drawing.Size(400, 30);
bidaskPanel.Controls.Add(bidaskLabel);
bidaskPanel.Padding = new Padding(0, 6, 2, 0);
//
// Chart
//
chartPanel = new ChartPanel();
//
// Buttons
//
pauseButton = new Button();
pauseButton.Size = new System.Drawing.Size(194, 26);
pauseButton.Text = "PAUSE INVESTMENT SYSTEM";
pauseButton.TabIndex = 1;
pauseButton.TabStop = true;
pauseButton.Location = new System.Drawing.Point(60, 24);
pauseButton.Click += new EventHandler(FirePauseButton);
pauseButton.Anchor = AnchorStyles.Right;
pauseButton.Enabled = false;
flattenButton = new Button();
flattenButton.Size = new System.Drawing.Size(184, 26);
flattenButton.Text = "FLATTEN OPEN POSITIONS";
flattenButton.TabIndex = 1;
flattenButton.TabStop = true;
flattenButton.Location = new System.Drawing.Point(260, 24);
flattenButton.Click += new EventHandler(FireFlattenButton);
flattenButton.Anchor = AnchorStyles.Right;
flattenButton.Enabled = false;
stopButton = new Button();
stopButton.Size = new System.Drawing.Size(184, 26);
stopButton.Text = "STOP INVESTMENT SYSTEM";
stopButton.TabIndex = 1;
stopButton.TabStop = true;
stopButton.Location = new System.Drawing.Point(450, 24);
stopButton.Click += new EventHandler(FireShutdownButton);
stopButton.Anchor = AnchorStyles.Right;
stopButton.Enabled = true;
//
// Info panels
//
statusPanel = new Panel();
statusPanel.BackColor = System.Drawing.SystemColors.Control;
statusPanel.Name = "statusPanel";
statusPanel.Dock = System.Windows.Forms.DockStyle.Left;
statusPanel.Size = new System.Drawing.Size(120, 74);
statusPanel.Controls.AddRange(new Control [] {
statusDesc, statusLabel
});
openPLPanel = new Panel();
openPLPanel.BackColor = System.Drawing.SystemColors.Control;
openPLPanel.Name = "openPLPanel";
openPLPanel.Dock = System.Windows.Forms.DockStyle.Left;
openPLPanel.Size = new System.Drawing.Size(120, 74);
openPLPanel.Controls.AddRange(new Control [] {
openPLDesc, openPLLabel
});
closedPLPanel = new Panel();
closedPLPanel.BackColor = System.Drawing.SystemColors.Control;
closedPLPanel.Name = "closedPLPanel";
closedPLPanel.Dock = System.Windows.Forms.DockStyle.Left;
closedPLPanel.Size = new System.Drawing.Size(120, 74);
closedPLPanel.Controls.AddRange(new Control [] {
closedPLDesc, closedPLLabel
});
bottomPanel = new Panel();
bottomPanel.BackColor = System.Drawing.SystemColors.Control;
bottomPanel.Dock = System.Windows.Forms.DockStyle.Bottom;
bottomPanel.Name = "bottomPanel";
bottomPanel.Size = new System.Drawing.Size(660, 74);
bottomPanel.Controls.AddRange(new Control [] {
closedPLPanel, openPLPanel, statusPanel,
stopButton
});
//
// TabControl
//
tabControl = new TabControl();
tabControl.Padding = new System.Drawing.Point(12, 6);
TabPage chartPage = new TabPage("TimeBar");
chartPage.BackColor = System.Drawing.Color.WhiteSmoke;
TabPage tradePage = new TabPage("Trades");
TabPage propsPage = new TabPage("Properties");
chartPage.Controls.Add(chartPanel);
tradePage.Controls.Add(data);
tabControl.Dock = System.Windows.Forms.DockStyle.Fill;
tabControl.Controls.AddRange(new Control [] { chartPage, tradePage, propsPage });
this.Controls.AddRange(new Control [] { bidaskPanel, tabControl, bottomPanel });
}