/**
* find trade in history using the orderId
*
* @param orderId
* @return
*/
protected Trade findTradeInHistory(long orderId) {
Trade trade = null;
ListIterator<Trade> list =
((LinkedList<Trade>) _recentTrades).listIterator(_recentTrades.size());
while (list.hasPrevious()) {
trade = (Trade) list.previous();
if (trade.getTradeMessage().OrderID == orderId) {
break;
}
}
return (trade);
}
/**
* process trade message
*
* @param tradeMessage
*/
public void processTrade(Trade trade) {
if (logger.isTraceEnabled()) {
logger.trace("processTrade:" + trade);
}
if (_recentTrades.size() >= MarketInterface._maxRecentTrades) {
((LinkedList<Trade>) _recentTrades).removeFirst();
}
((LinkedList<Trade>) _recentTrades).addLast(trade);
if (MDFUtil.canProcessTrade(trade)) {
if (_statistics == null) {
_statistics = new MarketStatistics();
}
if (!trade.isAdjusted()) {
_statistics.setLastTradeQuantity(trade.getTradeMessage().Quantity);
_statistics.setLastTradePrice(trade.getTradeMessage().Price);
_statistics.setLastTradeDateTime(trade.getTradeMessage().DateTime);
} else {
ListIterator<Trade> list =
((LinkedList<Trade>) _recentTrades).listIterator(_recentTrades.size());
Trade lastTradeEligibleForLastDeal = null;
while (list.hasPrevious()) {
lastTradeEligibleForLastDeal = (Trade) list.previous();
if (!lastTradeEligibleForLastDeal.isCancelled()
&& (lastTradeEligibleForLastDeal.getInvestigationStatus() == null
|| lastTradeEligibleForLastDeal.getInvestigationStatus().getStatus()
!= InvestigationStatus.STATUS_UNDER_INVESTIGATION)) {
break;
}
}
int qty = trade.getTradeMessage().Quantity;
long price = trade.getTradeMessage().Price;
long dateTime = trade.getTradeMessage().DateTime;
if (lastTradeEligibleForLastDeal != null
&& lastTradeEligibleForLastDeal.getTradeMessage().DateTime
> trade.getTradeMessage().DateTime) {
qty = lastTradeEligibleForLastDeal.getTradeMessage().Quantity;
price = lastTradeEligibleForLastDeal.getTradeMessage().Price;
dateTime = lastTradeEligibleForLastDeal.getTradeMessage().DateTime;
}
_statistics.setLastTradeQuantity(qty);
_statistics.setLastTradePrice(price);
_statistics.setLastTradeDateTime(dateTime);
}
// ((LinkedList<Trade>)_recentTrades).addLast(trade);
}
_orderUpdated.compareAndSet(false, true);
_tradeHistoryUpdated.compareAndSet(false, true);
return;
}
/**
* Process cancel trade
*
* @param orderId
*/
public void processCancelTrade(long orderId) {
if (logger.isTraceEnabled()) {
logger.trace("processCancelTrade:" + orderId);
}
Trade trade = findTradeInHistory(orderId);
if (trade == null) {
if (logger.isTraceEnabled()) {
logger.trace("Trade not found while trying to cancel:" + orderId);
}
return;
}
trade.setCancelled(true);
/** Update the statistics with the last good trade */
if (logger.isTraceEnabled()) {
logger.trace("processCancelTrade: Updating the statistics");
}
ListIterator<Trade> list =
((LinkedList<Trade>) _recentTrades).listIterator(_recentTrades.size());
Trade lastGoodTrade = null;
while (list.hasPrevious()) {
lastGoodTrade = (Trade) list.previous();
if (lastGoodTrade.isCancelled()) {
lastGoodTrade = null;
continue;
}
if (MDFUtil.canProcessTrade(lastGoodTrade)) {
break;
} else {
// set lastGoodTrade to null, otherwise it might be pointing to the previous trade that is
// not eligible for being "last trade"
lastGoodTrade = null;
}
}
if (lastGoodTrade != null) {
if (_statistics == null) {
_statistics = new MarketStatistics();
}
_statistics.setLastTradeQuantity(lastGoodTrade.getTradeMessage().Quantity);
_statistics.setLastTradePrice(lastGoodTrade.getTradeMessage().Price);
_statistics.setLastTradeDateTime(lastGoodTrade.getTradeMessage().DateTime);
} else {
if (_statistics != null) {
_statistics.setLastTradeQuantity(0);
_statistics.setLastTradePrice(0);
_statistics.setLastTradeDateTime(0L);
}
}
_orderUpdated.compareAndSet(false, true);
_tradeHistoryUpdated.compareAndSet(false, true);
return;
}