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);
}
protected void logExecution(OpenOrder openOrder, int quantity) {
Object[] params =
new Object[] {
openOrder.getFillDate(),
"EXEC",
openOrder.getAction(),
openOrder.getType(),
quantity,
openOrder.getSymbol(),
openOrder.getSymbol().getCurrency(),
openOrder.getLastFillPrice(),
"",
"",
"",
"",
"",
openOrder.getReference() != null ? openOrder.getReference() : "",
accountCode
};
blotter.info(
MarkerFactory.getMarker("EXECUTION"),
"{},{},{},{},{},{},{},{},{},{},{},{},{},{},{}",
params);
}
