protected void placeOrderCallback(MarketSimulation.ReturnCode errorCode, MarketSimulation.ISystemLimitOrder lo, int quantity)
{
MarketSimulationMaof.Option option = marketSimulationMaof.GetOption(lo.SecurityId);
string optionName = option.GetName();
if (errorCode == MarketSimulation.ReturnCode.Fill)
{
System.Console.WriteLine("Tick {6} Order {0} {5} id {1} quantity {3} price {4} got fill at price {2}",
optionName, lo.Id, lo.FillPrice, quantity, lo.Price, lo.SecurityId, lo.FillTick);
}
else
{
System.Console.WriteLine("Tick {5} Order {0} id {1} price {2} quantity {3} failed on {4}",
optionName, lo.Id, lo.Price, quantity, errorCode.ToString(), lo.FillTick);
}
}
protected void debugMarketSimulationMaofPlaceOrderCallback(IWrite iWrite, string cmdName, object[] cmdArguments)
{
if (marketSimulationMaof == default(MarketSimulationMaof)) // check if there active simulation to get data from
{
iWrite.WriteLine("No active market simulations.");
return;
}
int id;
bool res = FindSecurity(cmdName, out id);
if (!res)
{
iWrite.WriteLine("Unknown security in the command " + cmdName);
return;
}
// i got security ID
bool buyOrder = (cmdArguments[1].ToString().ToUpper().CompareTo("BUY") == 0);
bool sellOrder = (cmdArguments[1].ToString().ToUpper().CompareTo("SELL") == 0);
if (!buyOrder && !sellOrder)
{
iWrite.WriteLine("Use words buy or sell to specify the order type");
return;
}
if (buyOrder && sellOrder)
{
iWrite.WriteLine("Internal error: both buy and sell in " + cmdArguments[1]);
return;
}
// are there three and only three numbers in the command line ?
const string patternNumbers = ".+[0-9]+.+[0-9]+ +[0-9]+";
System.Text.RegularExpressions.Regex regexNumbers = new System.Text.RegularExpressions.Regex(patternNumbers);
System.Text.RegularExpressions.MatchCollection matches = regexNumbers.Matches(cmdName);
if (matches.Count != 1)
{
iWrite.WriteLine("Three and only three numbers - security ID, limit price and quantiy are allowed. I got '" + cmdName + "'");
return;
}
// last arguments are price and quantity
string limitPriceStr = cmdArguments[cmdArguments.Length - 2].ToString();
string quantintyStr = cmdArguments[cmdArguments.Length - 1].ToString();
int limitPrice = Int32.Parse(limitPriceStr);
int quantity = Int32.Parse(quantintyStr);
if (limitPrice == 0)
{
iWrite.WriteLine("Failed to parse limit price " + limitPriceStr);
return;
}
if (quantity == 0)
{
iWrite.WriteLine("Failed to parse quantinty " + quantintyStr);
return;
}
TransactionType transaction;
if (buyOrder)
{
transaction = TransactionType.BUY;
}
else
{
transaction = TransactionType.SELL;
}
MarketSimulation.ReturnCode errorCode;
MarketSimulation.ISystemLimitOrder order = marketSimulationMaof.CreateOrder(id, limitPrice, quantity, transaction, placeOrderCallback);
res = marketSimulationMaof.PlaceOrder(order, out errorCode);
if (!res)
{
iWrite.WriteLine("Failed to place order error=" + errorCode);
}
}
