private void notifyAllAgentEvaluationFactories(ISimulationEvent se)
{
foreach (IAgentEvaluationFactory af in _aflist)
{
af.recvSimulationNotification(this, se);
}
}
public void recvSimulationNotification(ISimulationParameters sim, ISimulationEvent se)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractPassiveTrajectoryFactory), "AbstractPassiveTrajectoryFactory recvSimulationNotification");
// events received from ISimulation
if (se.OrderbookEvent == null)
{
if (se is ISimulationStart)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractPassiveTrajectoryFactory), "AbstractPassiveTrajectoryFactory SET Sim!");
_sim = sim;
reset();
SimulationStartNotification();
}
if (se is ISimulationEnd)
{
SimulationEndNotification();
SingletonLogger.Instance().DebugLog(typeof(AbstractPassiveTrajectoryFactory), "AbstractPassiveTrajectoryFactory CLEAR Sim!");
_sim = null;
}
}
else
{
if (_sim == null)
{
// too late
SingletonLogger.Instance().DebugLog(typeof(AbstractPassiveTrajectoryFactory), "AbstractPassiveTrajectoryFactory Too Late!");
return;
}
if (se.OrderbookEvent is IOrderbookEvent_FillOrder)
{
IOrderbookEvent_FillOrder fillEvent = (IOrderbookEvent_FillOrder)se.OrderbookEvent;
IOrder filledOrder = fillEvent.getOrder();
if (fillEvent.orderFilled())
{
FilledOrderNotification(filledOrder, fillEvent.getExecutionPrice(), fillEvent.getVolume());
}
else
{
PartialFilledOrderNotification(filledOrder, fillEvent.getExecutionPrice(), fillEvent.getVolume());
}
}
else if (se.OrderbookEvent is IOrderbookEvent_AddOrder)
{
IOrderbookEvent_AddOrder addEvent = (IOrderbookEvent_AddOrder)se.OrderbookEvent;
IOrder newOrder = addEvent.getOrder();
NewOrderNotification(newOrder);
}
else if (se.OrderbookEvent is IOrderbookEvent_CancelOrder)
{
IOrderbookEvent_CancelOrder cancelEvent = (IOrderbookEvent_CancelOrder)se.OrderbookEvent;
IOrder cancelledOrder = cancelEvent.getOrder();
CancelOrderNotification(cancelledOrder);
}
}
}
private void notifyAllTrajectoryFactories(ISimulationEvent se)
{
foreach (IPassiveTrajectoryFactory tf in _tflist)
{
SingletonLogger.Instance().DebugLog(typeof(Simulation), "notifyAllTrajectoryFactories");
tf.recvSimulationNotification(this, se);
}
}
public void recvSimulationNotification(ISimulationParameters sim, ISimulationEvent se)
{
// events received from ISimulation
if (se.OrderbookEvent == null)
{
if (se is ISimulationStart)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgentEvaluationFactory), "*** AbstractAgentEvaluationFactory got ISimulationStart");
_sim = sim;
reset();
SimulationStartNotification();
}
if (se is ISimulationEnd)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgentEvaluationFactory), "*** AbstractAgentEvaluationFactory got ISimulationEnd");
SimulationEndNotification();
_sim = null;
}
}
else
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgentEvaluationFactory), "*** AbstractAgentEvaluationFactory got ISimulationEvent with non-null Orderbook");
if (se.OrderbookEvent is IOrderbookEvent_FillOrder)
{
IOrderbookEvent_FillOrder fillEvent = (IOrderbookEvent_FillOrder)se.OrderbookEvent;
IOrder filledOrder = fillEvent.getOrder();
if (fillEvent.orderFilled())
{
FilledOrderNotification(filledOrder, fillEvent.getExecutionPrice(), fillEvent.getVolume());
}
else
{
PartialFilledOrderNotification(filledOrder, fillEvent.getExecutionPrice(), fillEvent.getVolume());
}
}
else if (se.OrderbookEvent is IOrderbookEvent_AddOrder)
{
IOrderbookEvent_AddOrder addEvent = (IOrderbookEvent_AddOrder)se.OrderbookEvent;
IOrder newOrder = addEvent.getOrder();
NewOrderNotification(newOrder);
}
else if (se.OrderbookEvent is IOrderbookEvent_CancelOrder)
{
IOrderbookEvent_CancelOrder cancelEvent = (IOrderbookEvent_CancelOrder)se.OrderbookEvent;
IOrder cancelledOrder = cancelEvent.getOrder();
CancelOrderNotification(cancelledOrder);
}
}
}
// handle events from simulation
public void recvSimulationNotification(ISimulationParameters sim, ISimulationEvent se)
{
if (se.OrderbookEvent == null)
{
if (se is ISimulationStart)
{
SingletonLogger.Instance().InfoLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + " Start @ " + Scheduler.GetTime());
_sim = sim;
SimulationStartNotification(sim.Population);
}
if (se is ISimulationEnd)
{
SingletonLogger.Instance().InfoLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + " End @ " + Scheduler.GetTime());
SimulationEndNotification();
//CancelAllOpenOrders();
_sim = null;
}
}
}
// delegate signals from the Simulation to appropriate agents
public void recvSimulationNotification(ISimulationParameters sim, ISimulationEvent se)
{
if (se.OrderbookEvent == null)
{
// start and end events go to all agents
if (se is ISimulationStart)
{
foreach (IAgent ag in _agents)
{
ag.recvSimulationNotification(sim, se);
}
}
else if (se is ISimulationEnd)
{
foreach (IAgent ag in _agents)
{
ag.recvSimulationNotification(sim, se);
}
}
}
else
{
// fill events go to the order owner only
if (se.OrderbookEvent is IOrderbookEvent_FillOrder)
{
IOrderbookEvent_FillOrder fillEvent = (IOrderbookEvent_FillOrder)se.OrderbookEvent;
IOrderOwner owner = fillEvent.getOrder().getOwner();
if (_agents.Contains((IAgent)owner))
{
owner.recvOrderNotification(sim.Orderbook, fillEvent);
}
else
{
throw new Exception("Population is attempting to forward signal to an unrecognized IAgent");
}
}
// Add and Cancel events are ignored by the Population class
}
}
public void AddSimulationEvent(ISimulationEvent simulationEvent, int atTick)
{
SnapshotsRingBuffer[GetSnapshotIndexForTick(atTick)].SimulationEvents.Add(simulationEvent);
}
private void notifyPopulation(ISimulationEvent se)
{
_pop.recvSimulationNotification(this, se);
}
public void broadcast(ISimulationEvent se)
{
notifyPopulation(se);
notifyAllAgentEvaluationFactories(se);
notifyAllTrajectoryFactories(se);
}
