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; }
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; }
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; }
public int compare(MakeOrderAccount left, MakeOrderAccount right) { int leftHasClose = left.isOpen() ? 1 : 0; int rightHasClose = right.isOpen() ? 1 : 0; int result = leftHasClose - rightHasClose; if (result != 0) return result; BigDecimal leftLot = left._isBuyForCurrent ? left._buyLot : left._sellLot; BigDecimal rightLot = right._isBuyForCurrent ? right._buyLot : right._sellLot; result = leftLot.compareTo(rightLot); if (result != 0) return -result; return left._account.get_Code().compareTo(right._account.get_Code()); }
public boolean isAcceptLot(boolean isBuy, BigDecimal lot, boolean isHasMakeNewOrder) { // if (!Parameter.isNewOrderAcceptedHedging) // { // return true; // } if (this._instrument.get_Code().substring(0, 1).equals("#")) { GetSumLotBSForOpenOrderWithFlagResult getSumLotBSForOpenOrderWithFlagResult = this.getSumLotBSForOpenOrderWithFlag(isBuy); BigDecimal sumBuyLots = getSumLotBSForOpenOrderWithFlagResult.sumBuyLots; BigDecimal sumSellLots = getSumLotBSForOpenOrderWithFlagResult.sumSellLots; if (isHasMakeNewOrder || getSumLotBSForOpenOrderWithFlagResult.isExistsUnconfirmedOrder) { return (isBuy && (sumSellLots.subtract(sumBuyLots).compareTo(lot) >= 0) || (!isBuy && (sumBuyLots.subtract(sumSellLots).compareTo(lot) >= 0))); } } return true; }
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; }
// 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); } } }
// 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); } } } } } } } }