/* 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; }
// 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); }
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; }
// 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); } } } } } } } }