// for Instrument code with "#"
// for IsBuy = true:
// SumBuy = all confirmed order.Buy.LotBalance + all unconfirmed order.Buy.Lot
// SumSell = all confirmed order.Sell.LotBalance
// for IsBuy = false:
// SumSell = all confirmed order.Sell.LotBalance + all unconfirmed order.Sell.Lot
// SumBuy = all confirmed order.Buy.LotBalance
public GetSumLotBSForOpenOrderWithFlagResult getSumLotBSForOpenOrderWithFlag(boolean isBuy) {
BigDecimal[] sumLot = new BigDecimal[] {BigDecimal.ZERO, BigDecimal.ZERO};
boolean isExistsUnconfirmedOrder = false;
HashMap<Guid, Transaction> accountInstrumentTransactions =
this.getAccountInstrumentTransactions();
for (Iterator<Transaction> iterator = accountInstrumentTransactions.values().iterator();
iterator.hasNext(); ) {
Transaction transaction = iterator.next();
if (transaction.get_Phase() == Phase.Executed
|| transaction.get_Phase() == Phase.Placing
|| transaction.get_Phase() == Phase.Placed) {
for (Iterator<Order> iterator2 = transaction.get_Orders().values().iterator();
iterator2.hasNext(); ) {
Order order = iterator2.next();
if (order.get_LotBalance().compareTo(BigDecimal.ZERO) > 0) {
if (isBuy) {
if (order.get_IsBuy()) {
if (transaction.get_Phase() == Phase.Executed) {
sumLot[0] = sumLot[0].add(order.get_LotBalance());
} else {
sumLot[0] = sumLot[0].add(order.get_Lot());
isExistsUnconfirmedOrder = true;
}
} else {
if (transaction.get_Phase() == Phase.Executed) {
sumLot[1] = sumLot[1].add(order.get_LotBalance());
}
}
} else {
if (order.get_IsBuy()) {
if (transaction.get_Phase() == Phase.Executed) {
sumLot[0] = sumLot[0].add(order.get_LotBalance());
}
} else {
if (transaction.get_Phase() == Phase.Executed) {
sumLot[1] = sumLot[1].add(order.get_LotBalance());
} else {
sumLot[1] = sumLot[1].add(order.get_Lot());
isExistsUnconfirmedOrder = true;
}
}
}
}
}
}
}
return new GetSumLotBSForOpenOrderWithFlagResult(
sumLot[0], sumLot[1], isExistsUnconfirmedOrder);
}
/*
Remarks
sum (SellLotBalance) = all confirmed order.Sell.LotBalance
+ unconfirmed order (stop).Sell.Lot
+ iif("MOC/MOO allow New" = False,
unconfirmed order (MOO/MOC).Sell.Lot,
0)
sum (BuyLotBalance) = all confirmed order.Buy.LotBalance
+ unconfirmed order (stop).Buy.Lot
+ iif("MOC/MOO allow New" = False,
unconfirmed order (MOO/MOC).Buy.Lot,
0)
*/
public BigDecimal[] getSumLotBSForMakeStopOrder() {
BigDecimal[] sumLot = new BigDecimal[] {BigDecimal.ZERO, BigDecimal.ZERO};
TradePolicyDetail tradePolicyDetail = this.getTradePolicyDetail();
HashMap<Guid, Transaction> accountInstrumentTransactions =
this.getAccountInstrumentTransactions();
for (Iterator<Transaction> iterator = accountInstrumentTransactions.values().iterator();
iterator.hasNext(); ) {
Transaction transaction = iterator.next();
if (transaction.get_Phase() == Phase.Executed) {
for (Iterator<Order> iterator2 = transaction.get_Orders().values().iterator();
iterator2.hasNext(); ) {
Order order = iterator2.next();
if (order.get_LotBalance().compareTo(BigDecimal.ZERO) > 0) {
if (order.get_IsBuy()) {
sumLot[0] = sumLot[0].add(order.get_LotBalance());
} else {
sumLot[1] = sumLot[1].add(order.get_LotBalance());
}
}
}
} else if (transaction.get_Phase() == Phase.Placing
|| transaction.get_Phase() == Phase.Placed) {
for (Iterator<Order> iterator2 = transaction.get_Orders().values().iterator();
iterator2.hasNext(); ) {
Order order = iterator2.next();
if (order.get_TradeOption() == TradeOption.Stop
|| (!tradePolicyDetail.get_IsAcceptNewMOOMOC()
&& (transaction.get_OrderType() == OrderType.MarketOnOpen
|| transaction.get_OrderType() == OrderType.MarketOnClose))) {
if (order.get_IsBuy()) {
sumLot[0] = sumLot[0].add(order.get_Lot());
} else {
sumLot[1] = sumLot[1].add(order.get_Lot());
}
}
}
}
}
return sumLot;
}
public BigDecimal[] getSumLotBSForOpenOrder() {
BigDecimal[] sumLot = new BigDecimal[] {BigDecimal.ZERO, BigDecimal.ZERO};
HashMap<Guid, Transaction> accountInstrumentTransactions =
this.getAccountInstrumentTransactions();
for (Iterator<Transaction> iterator = accountInstrumentTransactions.values().iterator();
iterator.hasNext(); ) {
Transaction transaction = iterator.next();
if (transaction.get_Phase() == Phase.Executed) {
for (Iterator<Order> iterator2 = transaction.get_Orders().values().iterator();
iterator2.hasNext(); ) {
Order order = iterator2.next();
if (order.get_LotBalance().compareTo(BigDecimal.ZERO) > 0) {
if (order.get_IsBuy()) {
sumLot[0] = sumLot[0].add(order.get_LotBalance());
} else {
sumLot[1] = sumLot[1].add(order.get_LotBalance());
}
}
}
}
}
return sumLot;
}
// Used by Limit,MOO,MOC,MKT,OCO for mapOrder
private void setOutstandingOrders(
Order mapOrder, Boolean isSpot, Boolean isMakeLimitOrder, boolean isDelivery) {
/*if (this._outstandingOrders.size() > 0 || this._account.get_Type() == AccountType.Agent)
{
Iterator<RelationOrder> relationOrders = this._outstandingOrders.values().iterator();
while(relationOrders.hasNext())
{
relationOrders.next().set_IsMakeLimitOrder(isMakeLimitOrder);
}
return;
}*/
this._outstandingOrders.clear();
Guid orderId = mapOrder.get_Id();
RelationOrder outstandingOrder =
new RelationOrder(
this._tradingConsole,
this._settingsManager,
mapOrder,
isSpot,
isMakeLimitOrder,
isDelivery);
BigDecimal avaiableCloseLot = outstandingOrder.get_LiqLot();
if (avaiableCloseLot.compareTo(BigDecimal.ZERO) > 0) {
TradePolicyDetail tradePolicyDetail = this.getTradePolicyDetail();
BigDecimal lot =
isDelivery
? AppToolkit.fixDeliveryLot(avaiableCloseLot, tradePolicyDetail)
: AppToolkit.fixCloseLot(
avaiableCloseLot, avaiableCloseLot, tradePolicyDetail, this._account);
if (avaiableCloseLot.compareTo(lot) >= 0) {
outstandingOrder.set_LiqLot(lot);
if (!isDelivery) outstandingOrder.set_IsMakeLimitOrder(isMakeLimitOrder);
this._outstandingOrders.put(orderId, outstandingOrder);
}
}
}
@Test
public void createOrder() {
order = new Order(561, "customer");
final OrderItem orderItem =
new OrderItem(order, "Prod", "Some product", 3, new BigDecimal("5.20"));
order.getItems().add(orderItem);
new Expectations() {
{
Database.executeInsertUpdateOrDelete(
withPrefix("insert into order "), order.getNumber(), order.getCustomerId());
Database.executeInsertUpdateOrDelete(
withPrefix("insert into order_item "),
order.getNumber(),
orderItem.getProductId(),
orderItem.getProductDescription(),
orderItem.getQuantity(),
orderItem.getUnitPrice());
}
};
new OrderRepository().create(order);
}
public void setOutstandingOrdersForMakeLiquidationOrder(
Instrument instrument, boolean forMakeOrderForm) {
if (this._outstandingOrders.size() > 0) {
return;
}
for (Iterator<Order> iterator = this._tradingConsole.get_OpenOrders().values().iterator();
iterator.hasNext(); ) {
Order order = iterator.next();
if (!order.canClose()) continue;
if (order.get_Transaction().get_Instrument() == instrument
&& order.get_Transaction().get_Account() == this._account) {
if (!forMakeOrderForm
|| order.getAvailableLotBanlance(false, null).compareTo(BigDecimal.ZERO) > 0) {
Guid orderId = order.get_Id();
RelationOrder outstandingOrder =
new RelationOrder(this._tradingConsole, this._settingsManager, order);
outstandingOrder.set_IsSelected(order.get_Close());
this._outstandingOrders.put(orderId, outstandingOrder);
}
}
}
}
// exclude make Liquidation order and make Limit,MOO,MOC,MKT,OCO for mapOrder.....
private void setOutstandingOrders(
BuySellType buySellType, Boolean isSpot, Boolean isMakeLimitOrder, boolean isDelivery) {
/*if (this._outstandingOrders.size() > 0 || this._account.get_Type() == AccountType.Agent)
{
Iterator<RelationOrder> relationOrders = this._outstandingOrders.values().iterator();
while(relationOrders.hasNext())
{
relationOrders.next().set_IsMakeLimitOrder(isMakeLimitOrder);
}
return;
}*/
this._outstandingOrders.clear();
HashMap<Guid, Transaction> accountInstrumentTransactions =
this.getAccountInstrumentTransactions();
for (Iterator<Transaction> iterator = accountInstrumentTransactions.values().iterator();
iterator.hasNext(); ) {
Transaction transaction = iterator.next();
if (transaction.get_Phase().equals(Phase.Executed)) {
for (Iterator<Order> iterator2 = transaction.get_Orders().values().iterator();
iterator2.hasNext(); ) {
Order order = iterator2.next();
if (order.get_Phase() != Phase.Executed) continue;
if (order.get_Transaction().get_Account().get_Type() == AccountType.Agent
|| order.get_Transaction().get_Account().get_Type() == AccountType.Transit) continue;
BigDecimal availableLotBanlance = BigDecimal.ZERO;
if (isDelivery) {
if (order.canDelivery()) {
availableLotBanlance = order.getAvailableDeliveryLot();
if (availableLotBanlance.compareTo(BigDecimal.ZERO) > 0) {
Guid orderId = order.get_Id();
RelationOrder outstandingOrder =
new RelationOrder(
this._tradingConsole, this._settingsManager, order, false, null, true);
this._outstandingOrders.put(orderId, outstandingOrder);
}
}
} else {
if (order.canClose()) {
availableLotBanlance = order.get_LotBalance();
if (isSpot != null)
availableLotBanlance = order.getAvailableLotBanlance(isSpot, isMakeLimitOrder);
if (availableLotBanlance.compareTo(BigDecimal.ZERO) > 0) {
Guid orderId = order.get_Id();
RelationOrder outstandingOrder =
new RelationOrder(this._tradingConsole, this._settingsManager, order);
outstandingOrder.set_IsMakeLimitOrder(isMakeLimitOrder);
if (buySellType.equals(BuySellType.Both)) {
this._outstandingOrders.put(orderId, outstandingOrder);
} else if (order.get_IsBuy() && (buySellType.equals(BuySellType.Buy))) {
this._outstandingOrders.put(orderId, outstandingOrder);
} else if (!order.get_IsBuy() && (buySellType.equals(BuySellType.Sell))) {
this._outstandingOrders.put(orderId, outstandingOrder);
}
}
}
}
}
}
}
}