From 8ffed736dab562898bcfb3a2be71162267761113 Mon Sep 17 00:00:00 2001 From: Seth Ladygo Date: Tue, 12 Feb 2019 10:11:26 -0800 Subject: [PATCH] EsperProcessor: use trader open/closePosition() --- src/main/java/EsperProcessor.java | 19 ++++--------------- 1 file changed, 4 insertions(+), 15 deletions(-) diff --git a/src/main/java/EsperProcessor.java b/src/main/java/EsperProcessor.java index 3c1455c..17781ca 100644 --- a/src/main/java/EsperProcessor.java +++ b/src/main/java/EsperProcessor.java @@ -65,28 +65,17 @@ public class EsperProcessor implements TickProcessor { addStatement("select * from LongEntryDistinct", (newData, oldData) -> { String instrument = (String)newData[0].get("instrument"); - Integer units = (Integer)newData[0].get("units"); - trader.placeOrder(new MarketOrderRequest(instrument, units)); + BigDecimal units = (BigDecimal)newData[0].get("units"); - log.debug("Long entry triggered: {} of {} at price {} at time {}", - units, - instrument, - newData[0].get("current"), - newData[0].get("time")); + trader.openPosition(instrument, units); }); // respond to long exit events addStatement("select * from LongExitStream", (newData, oldData) -> { - String instrument = (String)newData[0].get("instrument"); - Integer units = (Integer)newData[0].get("units"); - trader.placeOrder(new MarketOrderRequest(instrument, units)); + String orderID = (String)newData[0].get("id"); - log.debug("Long exit triggered: {} of {} at price {} at time {}", - units, - instrument, - newData[0].get("current"), - newData[0].get("time")); + trader.closePosition(orderID); }); }