Removed exposure check, since it was fixed by Dukascopy with 3.2.1

juxeii · Jun 3, 2017 · 384e875 · 384e875
1 parent 8658794
commit 384e875
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Showing 5 changed files with 5 additions and 348 deletions.
diff --git a/src/main/java/com/jforex/programming/misc/Exposure.java b/src/main/java/com/jforex/programming/misc/Exposure.java
diff --git a/src/main/java/com/jforex/programming/order/OrderUtil.java b/src/main/java/com/jforex/programming/order/OrderUtil.java
@@ -7,11 +7,8 @@
 import java.util.function.Function;
 import java.util.stream.Collectors;
 
-import com.dukascopy.api.IOrder;
 import com.dukascopy.api.Instrument;
-import com.dukascopy.api.JFException;
 import com.google.common.collect.ImmutableMap;
-import com.jforex.programming.misc.Exposure;
 import com.jforex.programming.order.event.OrderEvent;
 import com.jforex.programming.order.task.BasicTask;
 import com.jforex.programming.order.task.ClosePositionTask;
@@ -44,27 +41,24 @@ public class OrderUtil {
     private final BasicTask basicTask;
     private final PositionUtil positionUtil;
     private final TaskParamsUtil taskParamsUtil;
-    private final Exposure exposure;
     private final Map<TaskParamsType, Function<TaskParams, Observable<OrderEvent>>> taskParamsMapper;
 
     public OrderUtil(final BasicTask basicTask,
                      final MergePositionTask mergePositionTask,
                      final ClosePositionTask closePositionTask,
                      final PositionUtil positionUtil,
-                     final TaskParamsUtil taskParamsUtil,
-                     final Exposure exposure) {
+                     final TaskParamsUtil taskParamsUtil) {
         this.basicTask = basicTask;
         this.positionUtil = positionUtil;
         this.taskParamsUtil = taskParamsUtil;
-        this.exposure = exposure;
 
         taskParamsMapper = ImmutableMap.<TaskParamsType, Function<TaskParams, Observable<OrderEvent>>> builder()
             .put(TaskParamsType.SUBMIT,
                  params -> submitWithExposureCheck((SubmitParams) params))
             .put(TaskParamsType.MERGE,
                  params -> basicTask.mergeOrders((MergeParams) params))
             .put(TaskParamsType.CLOSE,
-                 params -> closeWithExposureCheck((CloseParams) params))
+                 params -> basicTask.close((CloseParams) params))
             .put(TaskParamsType.SETLABEL,
                  params -> basicTask.setLabel((SetLabelParams) params))
             .put(TaskParamsType.SETGTT,
@@ -90,33 +84,9 @@ public OrderUtil(final BasicTask basicTask,
 
     private Observable<OrderEvent> submitWithExposureCheck(final SubmitParams submitParams) {
         final OrderParams orderParams = submitParams.orderParams();
-        final double signedAmount = OrderStaticUtil.signedAmount(orderParams);
         final Instrument instrument = orderParams.instrument();
         positionUtil.create(instrument);
-
-        final boolean wouldExceedAmount = exposure.wouldExceed(instrument, signedAmount);
-        return wouldExceedAmount
-                ? Observable.error(maxExposureException(instrument))
-                : basicTask.submitOrder(submitParams);
-    }
-
-    private Observable<OrderEvent> closeWithExposureCheck(final CloseParams closeParams) {
-        final IOrder order = closeParams.order();
-        final double orderAmount = order.getAmount();
-        final double partialCloseAmount = closeParams.partialCloseAmount();
-        final double signedAmount = partialCloseAmount > 0
-                ? -OrderStaticUtil.signedAmount(partialCloseAmount, order.getOrderCommand())
-                : -OrderStaticUtil.signedAmount(orderAmount, order.getOrderCommand());
-        final Instrument instrument = order.getInstrument();
-
-        final boolean wouldExceedAmount = exposure.wouldExceed(instrument, signedAmount);
-        return wouldExceedAmount
-                ? Observable.error(maxExposureException(instrument))
-                : basicTask.close(closeParams);
-    }
-
-    private JFException maxExposureException(final Instrument instrument) {
-        return new JFException("Maximum exposure reached on " + instrument);
+        return basicTask.submitOrder(submitParams);
     }
 
     public Observable<OrderEvent> paramsToObservable(final TaskParams taskParams) {

diff --git a/src/main/java/com/jforex/programming/strategy/OrderInitUtil.java b/src/main/java/com/jforex/programming/strategy/OrderInitUtil.java
@@ -3,7 +3,6 @@
 import com.dukascopy.api.IEngine;
 import com.dukascopy.api.IMessage;
 import com.jforex.programming.math.CalculationUtil;
-import com.jforex.programming.misc.Exposure;
 import com.jforex.programming.misc.StrategyThreadRunner;
 import com.jforex.programming.order.OrderUtil;
 import com.jforex.programming.order.OrderUtilHandler;
@@ -56,7 +55,6 @@ public class OrderInitUtil {
     private final BatchCancelSLTask cancelSLTask;
     private final BatchCancelTPTask cancelTPTask;
     private final CancelSLTPTask cancelSLTPTask;
-    private final Exposure exposure;
     private final OrderUtil orderUtil;
     private final OrderEventFactory orderEventFactory;
     private final OrderEventTypeDataFactory orderEventTypeDataFactory = new OrderEventTypeDataFactory();
@@ -93,13 +91,11 @@ public OrderInitUtil(final ContextUtil contextUtil,
                                                                   batchChangeTask,
                                                                   ordersForPositionClose);
         orderCloseTask = new ClosePositionTask(mergeAndClosePositionTask, positionUtil);
-        exposure = new Exposure(engine);
         orderUtil = new OrderUtil(orderBasicTask,
                                   orderMergeTask,
                                   orderCloseTask,
                                   positionUtil,
-                                  taskParamsUtil,
-                                  exposure);
+                                  taskParamsUtil);
     }
 
     public OrderUtil orderUtil() {

diff --git a/src/test/java/com/jforex/programming/misc/test/ExposureTest.java b/src/test/java/com/jforex/programming/misc/test/ExposureTest.java