private void OnOrderFilled(SmartQuant.Order order)
{
int index = order.Reports.Count - 1;
double LastQty = order.Reports[index].LastQty;
double LastPrice = order.Reports[index].LastPx;
bool IsDone = order.IsDone;
OpenCloseType OpenClose = OpenCloseHelper.GetOpenClose(order);
MonoPositionRecord record = GetPositionRecord(order.Side, OpenClose);
switch (OpenClose)
{
case OpenCloseType.Open:
record.FilledOpen(LastQty, LastPrice);
break;
case OpenCloseType.Close:
record.FilledClose(LastQty, LastPrice);
break;
case OpenCloseType.CloseToday:
record.FilledCloseToday(LastQty, LastPrice);
break;
default:
MessageBox.Show("Filled");
break;
}
}
private void OnPendingNewOrder(Order order)
{
double Qty = order.Qty;
OpenCloseType OpenClose = OpenCloseHelper.GetOpenClose(order);
MonoPositionRecord record = GetPositionRecord(order.Side, OpenClose);
switch (OpenClose)
{
case OpenCloseType.Open:
record.NewOrderOpen(Qty);
break;
case OpenCloseType.Close:
record.NewOrderClose(Qty);
break;
case OpenCloseType.CloseToday:
record.NewOrderCloseToday(Qty);
break;
default:
MessageBox.Show("PendingNewOrder");
break;
}
}
private OpenCloseType OnOrderRejected(Order order)
{
OpenCloseType OpenClose = OpenCloseHelper.GetOpenClose(order);
MonoPositionRecord record = GetPositionRecord(order.Side, OpenClose);
double LeavesQty = order.LeavesQty;
switch (OpenClose)
{
case OpenCloseType.Open:
record.OrderRejectedOpen(LeavesQty);
break;
case OpenCloseType.Close:
record.OrderRejectedClose(LeavesQty);
break;
case OpenCloseType.CloseToday:
record.OrderRejectedCloseToday(LeavesQty);
break;
default:
MessageBox.Show("OrderRejected");
break;
}
return(OpenClose);
}
private OpenCloseType OnOrderCancelled(Order order)
{
OpenCloseType OpenClose = OpenCloseHelper.GetOpenClose(order);
MonoPositionRecord record = GetPositionRecord(order.Side, OpenClose);
++record.CumCancelCnt;
OnOrderRejected(order);
return(OpenClose);
}