@Override
public void execDetails(int reqId, Contract contract, Execution execution) {
try {
if (logger.isDebugEnabled())
logger.debug(
"execDetails: {} {} {}",
new Object[] {reqId, Util.toString(contract), Util.toString(execution)});
OpenOrder openOrder = openOrdersById.get(execution.m_orderId);
DateTime dt = DateTimeFormat.forPattern("yyyyMMdd HH:mm:ss").parseDateTime(execution.m_time);
if (openOrder != null) {
int quantityChange = openOrder.isBuy() ? execution.m_shares : -execution.m_shares;
openOrder.update(quantityChange, execution.m_price, dt);
logExecution(openOrder, quantityChange);
} else {
logger.info(
"Execution does not match any open order {} {}",
Util.toString(contract),
Util.toString(execution));
}
} catch (Throwable t) {
// Do not allow exceptions come back to the socket -- it will cause
// disconnects
logger.error(t.getMessage(), t);
}
}
protected Order makeOrder(OpenOrder openOrder) {
Order order = new Order();
order.m_orderRef = openOrder.getReference() != null ? openOrder.getReference() : "";
order.m_overridePercentageConstraints = true;
order.m_totalQuantity = Math.abs(openOrder.getQuantity());
if (openOrder.isBuy()) {
order.m_action = "BUY";
} else if (openOrder.isSell()) {
order.m_action = "SELL";
}
if (openOrder.isMarket()) {
order.m_orderType = "MKT";
} else if (openOrder.isLimit()) {
order.m_orderType = "LMT";
order.m_lmtPrice = openOrder.getPrice();
} else if (openOrder.isStopMarket()) {
order.m_orderType = "STP";
order.m_triggerMethod = 8; // midpoint
order.m_auxPrice = openOrder.getStopPrice();
} else if (openOrder.isStopLimit()) {
order.m_orderType = "STPLMT";
order.m_triggerMethod = 8; // midpoint
order.m_lmtPrice = openOrder.getPrice();
order.m_auxPrice = openOrder.getStopPrice();
} else if (openOrder.isTrailMarket()) {
order.m_orderType = "TRAIL";
order.m_triggerMethod = 8; // midpoint
order.m_auxPrice = openOrder.getTrailStopOffset();
} else if (openOrder.isTrailLimit()) {
order.m_orderType = "TRAILLMT";
order.m_triggerMethod = 8; // midpoint
order.m_lmtPrice = openOrder.getPrice();
order.m_trailStopPrice = openOrder.getStopPrice();
order.m_auxPrice = openOrder.getTrailStopOffset();
}
return order;
}
