More adjustments to simulate TIMING of order fills properly closing t…

…ime and execute cancellation of orders that won't fill so soon
uniVocity · Dec 15, 2019 · b4814f5 · b4814f5
1 parent 15716f4
commit b4814f5
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Showing 3 changed files with 5 additions and 4 deletions.
diff --git a/univocity-trader-core/src/main/java/com/univocity/trader/account/AccountManager.java b/univocity-trader-core/src/main/java/com/univocity/trader/account/AccountManager.java
@@ -618,7 +618,7 @@ public synchronized void cancelStaleOrdersFor(Trader trader) {
 		for (Map.Entry<String, Order> entry : pendingOrders.entrySet()) {
 			Order order = entry.getValue();
 			OrderManager orderManager = orderManagers.getOrDefault(order.getSymbol(), DEFAULT_ORDER_MANAGER);
-			if (orderManager.cancelToReleaseFundsFor(order, trader)) {
+			if (orderManager.cancelToReleaseFundsFor(order, traderOf(order), trader)) {
 				order.cancel();
 				if (order.getStatus() == CANCELLED) {
 					cancelOrder(orderManager, order);

diff --git a/univocity-trader-core/src/main/java/com/univocity/trader/account/DefaultOrderManager.java b/univocity-trader-core/src/main/java/com/univocity/trader/account/DefaultOrderManager.java
@@ -70,8 +70,8 @@ public void unchanged(Order order, Trader trader) {
 	}
 
 	@Override
-	public boolean cancelToReleaseFundsFor(Order order, Trader trader) {
-		if (order.getTimeElapsed(trader.getCandle().closeTime) > maxTimeToKeepOrderOpen.ms / 2) {
+	public boolean cancelToReleaseFundsFor(Order order, Trader currentTrader, Trader newSymbolTrader) {
+		if (order.getTimeElapsed(currentTrader.getCandle().closeTime) > maxTimeToKeepOrderOpen.ms / 2) {
 			order.cancel();
 			return true;
 		}

diff --git a/univocity-trader-core/src/main/java/com/univocity/trader/account/OrderManager.java b/univocity-trader-core/src/main/java/com/univocity/trader/account/OrderManager.java
@@ -97,9 +97,10 @@ default TimeInterval getOrderUpdateFrequency() {
 	 * The details of the other symbol that cannot be traded due to lack of funds can be obtained from the {@code newSymbolTrader} object
 	 *
 	 * @param order           an order that has not been completely filled yet.
+	 * @param orderTrader 	  the {@link Trader} of the current order that has not been filled.
 	 * @param newSymbolTrader the {@link Trader} of the symbol that could not be traded due to lack of funds.
 	 *
 	 * @return {@code true} if the given order can be cancelled, otherwise {@code false}.
 	 */
-	boolean cancelToReleaseFundsFor(Order order, Trader newSymbolTrader);
+	boolean cancelToReleaseFundsFor(Order order, Trader orderTrader, Trader newSymbolTrader);
 }