void m_Session_OnCancelMessage(object sender, CBWMsgCancel cancelMsg)
{
CANCELUPDATE(cancelMsg);
}
private void CANCELUPDATE(CBWMsgCancel cancelMsg)
{
if (!_cancelMsgID.ContainsKey(cancelMsg.CancelID))
{
_cancelMsgID.Add(cancelMsg.CancelID.Value, cancelMsg.SmartID.Value);
double _price = Math.Round(cancelMsg.Price, 2);
v(String.Format("ServerID: {0}, CancelID: {1}, CancelTime: {2}, CIOrdID: {3}, FeedID: {4}, OrderSize: {5}, OrderType: {6}, Price: {7}, OrderTime: {8}",
cancelMsg.ServerID.ToString(), cancelMsg.CancelID.ToString(), cancelMsg.CancelTime.ToString(), cancelMsg.ClOrdID.ToString(),
cancelMsg.FeedID.ToString(), cancelMsg.OrderSize.ToString(), cancelMsg.OrderType.ToString(), _price.ToString(),
cancelMsg.OrderTime.ToString()));
int _smartID = cancelMsg.SmartID;
long _tlid = 0;
if (_intlong.ContainsKey(_smartID))
{
if (_intlong.TryGetValue(_smartID, out _tlid))
{
if (!tl_canceledids.ContainsKey(_tlid))
{
tl_canceledids.Add(_tlid, false);
//validate TL
bool _isTLsent = false;
if (tl_canceledids.TryGetValue(_tlid, out _isTLsent))
{
if (_isTLsent)
{
v(String.Format("CANCELUPDATE. TL already sent cancel to BW KEY:[{0}]", _smartID));
}
else
{
v(String.Format("CANCELUPDATE. TL ++ADDING++ to TL_CANCELIDs BW KEY:[{0}]", _smartID));
tl.newCancel(_tlid);
tl_canceledids[_tlid] = true;
debug(String.Format("...found TL[{0}] and canceled BW[{1}]", _tlid, _smartID));
if (!bw_cancelids.ContainsKey(_smartID))
bw_cancelids.Add(_smartID, false);
}
}
else
{
v(String.Format("CANCELUPDATE.tl_canceledids could not find TL KEY:[{0}]", _tlid));
}
}
else
{
//validate TL
bool _isTLsent = false;
if (tl_canceledids.TryGetValue(_tlid, out _isTLsent))
{
if (_isTLsent)
{
v(String.Format("CANCELUPDATE. TL already sent cancel to BW KEY:[{0}]", _smartID));
}
else
{
v(String.Format("CANCELUPDATE. TL ++ADDING++ to TL_CANCELIDs BW KEY:[{0}]", _smartID));
tl.newCancel(_tlid);
tl_canceledids[_tlid] = true;
debug(String.Format("...found TL[{0}] and canceled BW[{1}]", _tlid, _smartID));
if (!bw_cancelids.ContainsKey(_smartID))
bw_cancelids.Add(_smartID, false);
}
}
else
{
v(String.Format("CANCELUPDATE.tl_canceledids could not find TL KEY:[{0}]", _tlid));
}
}
}
else
{
v(String.Format("Error in getting value for _intlong with SmartID[{0}]", _smartID));
}
}
else
{
//v("appears to have already sent cancel for [" + _smartID + "]");
}
}
}
