@Override
public void openOrder(int orderId, Contract contract, Order order, OrderState orderState) {
try {
if (logger.isDebugEnabled())
logger.debug(
"openOrder: {} {} {} {}",
new Object[] {
orderId, Util.toString(contract), Util.toString(order), Util.toString(orderState)
});
OpenOrder openOrder = openOrdersById.get(orderId);
if (openOrder != null) {
if ((openOrder.isFilled() || (!openOrder.isOpen() && openOrder.getQuantityFilled() > 0))
&& orderState.m_commission != Double.MAX_VALUE) {
closeOpenOrder(openOrder, orderState.m_commission);
}
} else {
if ("PendingSubmit".equals(orderState.m_status)
|| "PreSubmitted".equals(orderState.m_status)
|| "Submitted".equals(orderState.m_status)) {
openOrder = toOpenOrder(contract, order);
openOrdersById.put(orderId, openOrder);
logger.info("Added {}", openOrder);
}
}
} catch (Throwable t) {
logger.error(t.getMessage(), t);
}
}
@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);
}
}
@Override
public void updatePortfolio(
Contract contract,
int qty,
double marketPrice,
double marketValue,
double averageCost,
double unrealizedPNL,
double realizedPNL,
String accountName) {
try {
if (logger.isDebugEnabled())
logger.debug(
"updatePortfolio: {} {} {} {} {} {} {} {}",
new Object[] {
Util.toString(contract),
qty,
marketPrice,
marketValue,
averageCost,
unrealizedPNL,
realizedPNL,
accountName
});
if (qty != 0) {
Symbol symbol = toSymbol(contract);
double costBasis =
averageCost
/ (contract.m_multiplier != null ? Integer.parseInt(contract.m_multiplier) : 1);
Position position = new Position(symbol, qty, costBasis, 0.0);
portfolio.setPosition(symbol, position);
logger.info(
"Updated {}, last: {}, unrealized pnl: {}",
new Object[] {position, marketPrice, position.getProfitLoss(marketPrice)});
}
} catch (Throwable t) {
logger.error(t.getMessage(), t);
}
}
