Beispiel #1
0
 protected void Visit(Commands.AddCommunicationCommandBase command)
 {
     this.ParseCommon(command);
     command.ConstructParams.Phase = iExchange.Common.OrderPhase.Executed;
     this.CreateOrder(command);
     this.AddBills(command.Result, (Protocal.OrderBookData)command.OrderData);
 }
Beispiel #2
0
        private void ParseCommon(Commands.AddCommunicationCommandBase command)
        {
            var constructParams = command.ConstructParams;
            var bookData        = (Protocal.OrderBookData)command.OrderData;

            constructParams.FillOrderCommonData(bookData, command.InstrumentId, command.TradeDay);
            constructParams.Code                    = command.GenerateOrderCode();
            constructParams.BlotterCode             = base.ParseBlotterCode(command);
            constructParams.ExecutePrice            = PriceHelper.CreatePrice(bookData.ExecutePrice, command.InstrumentId, command.TradeDay);
            constructParams.OrderBatchInstructionID = bookData.OrderBatchInstructionID;
            constructParams.OriginCode              = bookData.OrginCode;
            if (!bookData.IsOpen)
            {
                this.ValidateForCloseOrder(bookData, constructParams);
            }
        }