private void closeOpenOrder(OpenOrder openOrder, double commissionAmount) {
openOrdersById.remove(openOrder.getOrderId());
if (Double.isNaN(commissionAmount) || commissionAmount <= 0.0) {
commissionAmount =
commission.calculate(openOrder.getQuantityFilled(), openOrder.getAvgFillPrice());
}
openOrder.setCommission(commissionAmount);
logger.info("{} {}", openOrder.isFilled() ? "Filled" : "Partially filled", openOrder);
Position position = portfolio.getPosition(openOrder.getSymbol());
double[] values =
position.update(
openOrder.getFillDate(),
openOrder.getQuantityFilled(),
openOrder.getAvgFillPrice(),
openOrder.getCommission());
logTrade(openOrder, position.getQuantity(), values[0], values[1], values[2]);
for (OrderListener listener : orderListeners) {
try {
listener.onOrderFilled(openOrder, position);
} catch (Throwable t) {
logger.error(t.getMessage(), t);
}
}
}
protected void logTrade(
OpenOrder openOrder, int position, double costBasis, double realized, double unrealized) {
Object[] params =
new Object[] {
openOrder.getFillDate(),
"TRADE",
openOrder.getAction(),
openOrder.getType(),
openOrder.getQuantityFilled(),
openOrder.getSymbol(),
openOrder.getSymbol().getCurrency(),
openOrder.getAvgFillPrice(),
position,
Util.round(costBasis, 4),
Util.round(realized, 4),
Util.round(unrealized, 4),
Util.round(openOrder.getCommission(), 4),
openOrder.getReference() != null ? openOrder.getReference() : "",
accountCode
};
blotter.info(
MarkerFactory.getMarker("TRADE"), "{},{},{},{},{},{},{},{},{},{},{},{},{},{},{}", params);
}
