protected override void CreateOrderRelation(Order closeOrder, Commands.AddOrderCommandBase command)
{
var deliveryCommand = (Commands.AddCancelDeliveryWithShortSellOrderCommand)command;
foreach (var eachOrderRelationRecord in deliveryCommand.OrderRelations)
{
var addCommand = command.AddOrderRelationFactory.Create(eachOrderRelationRecord.OpenOrder, command.Result, eachOrderRelationRecord.ClosedLot);
addCommand.Execute();
}
}
protected override void CreateOrderRelation(Order closeOrder, Commands.AddOrderCommandBase command)
{
var multipleCloseCommand = (Commands.AddMultipleCloseOrderCommandBase)command;
foreach (var eachOrderRelation in multipleCloseCommand.OrderRelations)
{
var addOrderRelationCommand = command.AddOrderRelationFactory.Create(eachOrderRelation.OpenOrder, closeOrder, eachOrderRelation.ClosedLot);
addOrderRelationCommand.Execute();
}
}
public override void VisitAddPhysicalOrderCommand(Commands.AddOrderCommandBase command)
{
var deliveryCommand = (Commands.AddCancelDeliveryWithShortSellOrderCommand)command;
var constructParams = (PhysicalOrderConstructParams)command.ConstructParams;
constructParams.PhysicalSettings = new PhysicalConstructParams();
constructParams.Id = Guid.NewGuid();
constructParams.Code = command.GenerateOrderCode();
constructParams.TradeOption = deliveryCommand.TradeOption;
constructParams.Phase = iExchange.Common.OrderPhase.Executed;
constructParams.IsOpen = deliveryCommand.IsOpen;
constructParams.IsBuy = deliveryCommand.IsBuy;
constructParams.SetPrice = deliveryCommand.SetPrice;
constructParams.ExecutePrice = deliveryCommand.ExecutePrice;
constructParams.Lot = deliveryCommand.Lot;
constructParams.OriginalLot = deliveryCommand.Lot;
constructParams.LotBalance = deliveryCommand.LotBalance;
constructParams.PhysicalSettings.PhysicalTradeSide = iExchange.Common.PhysicalTradeSide.Delivery;
constructParams.PhysicalSettings.PhysicalRequestId = deliveryCommand.PhysicalRequestId;
this.CreateOrder(command);
}
protected override void CreateOrderRelation(Order closeOrder, Commands.AddOrderCommandBase command)
{
var lmtQuantiryOnMaxLotChangeOrderCommand = (Commands.AddLmtQuantiryOnMaxLotChangeOrderCommandBase)command;
List <OrderRelation> orderRelations = new List <OrderRelation>(lmtQuantiryOnMaxLotChangeOrderCommand.OriginOrder.OrderRelations);
orderRelations.Sort(OrderRelation.AutoCloseComparer);
decimal totalCloseLot = lmtQuantiryOnMaxLotChangeOrderCommand.Lot;
foreach (OrderRelation sourceOrderRelation in orderRelations)
{
if (sourceOrderRelation.ClosedLot < totalCloseLot)
{
var orderRelationCommand = command.AddOrderRelationFactory.Create(closeOrder, sourceOrderRelation.OpenOrder, sourceOrderRelation.ClosedLot);
orderRelationCommand.Execute();
totalCloseLot -= sourceOrderRelation.ClosedLot;
}
else
{
var orderRelationCommand = command.AddOrderRelationFactory.Create(closeOrder, sourceOrderRelation.OpenOrder, totalCloseLot);
orderRelationCommand.Execute();
break;
}
}
}
public override void VisitAddBOOrderCommand(Commands.AddOrderCommandBase command)
{
throw new NotImplementedException();
}
public override void VisitAddPhysicalOrderCommand(Commands.AddOrderCommandBase command)
{
this.ParsePhysicalOrder((AddPhysicalDoneOrderCommand)command);
}
public override void VisitAddGeneralOrderCommand(Commands.AddOrderCommandBase command)
{
this.ParseOrder((AddDoneOrderCommand)command);
}
public override void VisitAddPhysicalOrderCommand(Commands.AddOrderCommandBase command)
{
this.VisitCommon((Commands.AddMultipleClosePhysicalOrderCommand)command);
}
public abstract void VisitAddBOOrderCommand(Commands.AddOrderCommandBase command);
public override void VisitAddPhysicalOrderCommand(Commands.AddOrderCommandBase command)
{
this.Visit((Commands.AddBookWithNoCalculationPhysicalOrderCommand)command);
}
public override void VisitAddPhysicalOrderCommand(Commands.AddOrderCommandBase command)
{
this.Visit((Commands.AddBookPhysicalOrderCommand)command);
}
public override void VisitAddGeneralOrderCommand(Commands.AddOrderCommandBase command)
{
this.Visit((Commands.AddBookOrderCommand)command);
}
protected override void CreateOrderRelation(Order closeOrder, Commands.AddOrderCommandBase command)
{
}
public override void VisitAddBOOrderCommand(Commands.AddOrderCommandBase command)
{
DataRowOrderParser.ParseForBO((BOOrderConstructParams)command.ConstructParams, ((Commands.AddDataRowBOOrderCommand)command).DataRow, command.Tran.InstrumentId, command.Tran.AccountId, null);
this.CreateOrder(command);
}
public override void VisitAddBOOrderCommand(Commands.AddOrderCommandBase command)
{
this.ParseCommon((AddCommunicationOrderCommandBase)command);
this.CreateOrder(command);
}
public override void VisitAddPhysicalOrderCommand(Commands.AddOrderCommandBase command)
{
this.ParsePhysical((Commands.AddLmtQuantiryOnMaxLotChangeOrderCommandBase)command);
this.CreateOrder(command);
}
