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EsperProcessor: use trader open/closePosition()

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Seth Ladygo
2019-02-12 10:11:26 -08:00
parent 6cd5f18f5c
commit 8ffed736da
1 changed files with 4 additions and 15 deletions
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19
src/main/java/EsperProcessor.java
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@ -65,28 +65,17 @@ public class EsperProcessor implements TickProcessor {
addStatement("select * from LongEntryDistinct", addStatement("select * from LongEntryDistinct",
(newData, oldData) -> { (newData, oldData) -> {
String instrument = (String)newData[0].get("instrument"); String instrument = (String)newData[0].get("instrument");
Integer units = (Integer)newData[0].get("units"); BigDecimal units = (BigDecimal)newData[0].get("units");
trader.placeOrder(new MarketOrderRequest(instrument, units));
log.debug("Long entry triggered: {} of {} at price {} at time {}", trader.openPosition(instrument, units);
units,
instrument,
newData[0].get("current"),
newData[0].get("time"));
}); });
// respond to long exit events // respond to long exit events
addStatement("select * from LongExitStream", addStatement("select * from LongExitStream",
(newData, oldData) -> { (newData, oldData) -> {
String instrument = (String)newData[0].get("instrument"); String orderID = (String)newData[0].get("id");
Integer units = (Integer)newData[0].get("units");
trader.placeOrder(new MarketOrderRequest(instrument, units));
log.debug("Long exit triggered: {} of {} at price {} at time {}", trader.closePosition(orderID);
units,
instrument,
newData[0].get("current"),
newData[0].get("time"));
}); });
} }