Ejemplo n.º 1
0
 private HashMap<Guid, RelationOrder> getEditOutstandingOrders(
     BuySellType buySellType, Order mapOrder) {
   HashMap<Guid, RelationOrder> editOutstandingOrders;
   if (buySellType == BuySellType.Both) {
     editOutstandingOrders = this._outstandingOrders;
     for (Iterator<RelationOrder> iterator = this._outstandingOrders.values().iterator();
         iterator.hasNext(); ) {
       RelationOrder relationOrder = iterator.next();
       if (mapOrder != null) {
         relationOrder.set_IsSelected(true);
       }
     }
   } else {
     editOutstandingOrders = new HashMap<Guid, RelationOrder>();
     for (Iterator<RelationOrder> iterator = this._outstandingOrders.values().iterator();
         iterator.hasNext(); ) {
       RelationOrder relationOrder = iterator.next();
       if (mapOrder != null) {
         relationOrder.set_IsSelected(true);
       }
       if (buySellType == BuySellType.Buy && relationOrder.get_IsBuy()) {
         editOutstandingOrders.put(relationOrder.get_OpenOrderId(), relationOrder);
       } else if (buySellType == BuySellType.Sell && !relationOrder.get_IsBuy()) {
         editOutstandingOrders.put(relationOrder.get_OpenOrderId(), relationOrder);
       }
     }
   }
   return editOutstandingOrders;
 }
Ejemplo n.º 2
0
  // 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);
  }
Ejemplo n.º 3
0
  public void setDefaultLiqLotForOutStanding(
      BuySellType buySellType,
      boolean isSelectedRelationOrder,
      boolean isSpotTrade,
      Boolean isMakeLimitOrder) {
    for (Iterator<RelationOrder> iterator = this._outstandingOrders.values().iterator();
        iterator.hasNext(); ) {
      RelationOrder relationOrder = iterator.next();

      relationOrder.set_IsSelected(isSelectedRelationOrder);
      BigDecimal liqLot =
          relationOrder.get_OpenOrder().getAvailableLotBanlance(isSpotTrade, isMakeLimitOrder);
      if (this._outstandingOrders.values().size() == 1) {
        TradePolicyDetail tradePolicyDetail = this.getTradePolicyDetail();
        liqLot = AppToolkit.fixCloseLot(liqLot, liqLot, tradePolicyDetail, this._account);
      }

      boolean isBuy = (buySellType == BuySellType.Buy);
      if (buySellType == BuySellType.Both) {
        relationOrder.set_LiqLot(liqLot);
        // Update Outstanding Order UI
        relationOrder.update(this._outstandingKey);
      } else if (relationOrder.get_IsBuy() != isBuy) {
        relationOrder.set_LiqLot(liqLot);
        // Update Outstanding Order UI
        // maybe not binding
        // if (this._isBuyForCurrent != isBuy)
        // {
        relationOrder.update(this._outstandingKey);
        // }
      }
    }
  }
Ejemplo n.º 4
0
  public BigDecimal closeAll() {
    BigDecimal totalLiqLot = BigDecimal.ZERO;
    for (Iterator<RelationOrder> iterator = this._outstandingOrders.values().iterator();
        iterator.hasNext(); ) {
      RelationOrder relationOrder = iterator.next();
      if (this._isBuyForCurrent != relationOrder.get_IsBuy()
          || (this._isForDelivery && relationOrder.get_IsBuy())) {
        totalLiqLot = totalLiqLot.add(relationOrder.get_LiqLot());
      }
    }
    TradePolicyDetail tradePolicyDetail =
        this._settingsManager.getTradePolicyDetail(
            this._account.get_TradePolicyId(), this._instrument.get_Id());
    totalLiqLot =
        this._isForDelivery
            ? AppToolkit.fixDeliveryLot(totalLiqLot, tradePolicyDetail)
            : totalLiqLot; // AppToolkit.fixLot(totalLiqLot, false, tradePolicyDetail, this);
    BigDecimal totalLiqLot2 = totalLiqLot;

    for (Iterator<RelationOrder> iterator = this._outstandingOrders.values().iterator();
        iterator.hasNext(); ) {
      RelationOrder relationOrder = iterator.next();
      if (this._isBuyForCurrent != relationOrder.get_IsBuy()
          || (this._isForDelivery && relationOrder.get_IsBuy())) {
        BigDecimal liqLot = relationOrder.get_LiqLot();
        liqLot = totalLiqLot.compareTo(liqLot) > 0 ? liqLot : totalLiqLot;
        relationOrder.set_LiqLot(liqLot);
        totalLiqLot = totalLiqLot.subtract(liqLot);
        relationOrder.set_IsSelected(true);
        relationOrder.update(this._outstandingKey);

        if (totalLiqLot.compareTo(BigDecimal.ZERO) <= 0) break;
      }
    }

    if (this._isBuyForCurrent) {
      this._buyLot = totalLiqLot2;
    } else {
      this._sellLot = totalLiqLot2;
    }
    return totalLiqLot2;
  }
Ejemplo n.º 5
0
 public BigDecimal getSumLiqLots() {
   BigDecimal sumLiqLots = BigDecimal.ZERO;
   for (Iterator<RelationOrder> iterator = this._outstandingOrders.values().iterator();
       iterator.hasNext(); ) {
     RelationOrder relationOrder = iterator.next();
     if (relationOrder.get_IsSelected() && relationOrder.get_LiqLot() != null) {
       sumLiqLots = sumLiqLots.add(relationOrder.get_LiqLot());
     }
   }
   return sumLiqLots;
 }
Ejemplo n.º 6
0
 public BigDecimal getTotalCloseLotOfFullClose() {
   BigDecimal sumLiqLots = BigDecimal.ZERO;
   for (Iterator<RelationOrder> iterator = this._outstandingOrders.values().iterator();
       iterator.hasNext(); ) {
     RelationOrder relationOrder = iterator.next();
     if (relationOrder.isFullClose()) {
       sumLiqLots = sumLiqLots.add(relationOrder.get_LiqLot());
     }
   }
   return sumLiqLots;
 }
Ejemplo n.º 7
0
 public BigDecimal getQuoteLotForDirectLiq(boolean isSpotTrade, Boolean isMakeLimitOrder) {
   BigDecimal quoteLot = BigDecimal.ZERO;
   for (Iterator<RelationOrder> iterator = this._outstandingOrders.values().iterator();
       iterator.hasNext(); ) {
     RelationOrder relationOrder = iterator.next();
     quoteLot =
         quoteLot.add(
             relationOrder.get_OpenOrder().getAvailableLotBanlance(isSpotTrade, isMakeLimitOrder));
   }
   return quoteLot;
 }
Ejemplo n.º 8
0
  /*
  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;
  }
Ejemplo n.º 9
0
 public BuySellType GetBuySellForCloseAll() {
   boolean hasIsBuy = false;
   for (Iterator<RelationOrder> iterator = this._outstandingOrders.values().iterator();
       iterator.hasNext(); ) {
     RelationOrder relationOrder = iterator.next();
     if (relationOrder.get_IsBuy()) {
       hasIsBuy = true;
     } else if (hasIsBuy) {
       return BuySellType.Both;
     }
   }
   return hasIsBuy ? BuySellType.Sell : BuySellType.Buy;
 }
Ejemplo n.º 10
0
 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;
 }
Ejemplo n.º 11
0
  public void cleanOutStandingTable(boolean closeAllSell) {
    ArrayList<Guid> toBeRemoved = new ArrayList<Guid>();
    for (Iterator<RelationOrder> iterator = this._outstandingOrders.values().iterator();
        iterator.hasNext(); ) {
      RelationOrder relationOrder = iterator.next();
      if (relationOrder.get_OpenOrder().get_IsBuy() == closeAllSell) {
        toBeRemoved.add(relationOrder.get_OpenOrder().get_Id());
        this._bindingSourceForOutstanding.remove(relationOrder);
      }
    }

    for (Guid id : toBeRemoved) {
      this._outstandingOrders.remove(id);
    }
  }
Ejemplo n.º 12
0
 private HashMap<Guid, Transaction> getAccountInstrumentTransactions() {
   HashMap<Guid, Transaction> transactions = null;
   HashMap<Guid, Transaction> accountTransactions = this._account.get_Transactions();
   HashMap<Guid, Transaction> instrumentTransactions = this._instrument.get_Transactions();
   if (accountTransactions == null || instrumentTransactions == null) {
     return transactions;
   }
   transactions = new HashMap<Guid, Transaction>();
   for (Iterator<Transaction> iterator = accountTransactions.values().iterator();
       iterator.hasNext(); ) {
     Transaction accountTransaction = iterator.next();
     Guid accountTransactionId = accountTransaction.get_Id();
     if (instrumentTransactions.containsKey(accountTransactionId)) {
       transactions.put(accountTransactionId, accountTransaction);
     }
   }
   return transactions;
 }
Ejemplo n.º 13
0
  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);
        }
      }
    }
  }
Ejemplo n.º 14
0
  // 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);
                }
              }
            }
          }
        }
      }
    }
  }