public bool OnCreateBrokerOrder(CreateOrChangeOrder other)
{
var order = other.Clone();
if (debug)
{
log.Debug("OnCreateBrokerOrder( " + order + ")");
}
if (order.Size <= 0)
{
throw new ApplicationException("Sorry, Size of order must be greater than zero: " + order);
}
if (CreateBrokerOrder(order))
{
if (confirmOrders != null)
{
confirmOrders.ConfirmCreate(order.BrokerOrder, true);
}
UpdateCounts();
}
return(true);
}
public bool OnChangeBrokerOrder(CreateOrChangeOrder other)
{
var order = other.Clone();
if (debug)
{
log.Debug("OnChangeBrokerOrder( " + order + ")");
}
var origOrder = CancelBrokerOrder(order.OriginalOrder.BrokerOrder);
if (origOrder == null)
{
if (debug)
{
log.Debug("PhysicalOrder too late to change. Already filled or canceled, ignoring.");
}
var message = "No such order";
if (onRejectOrder != null)
{
SendReject(order, true, message);
}
else
{
throw new ApplicationException(message + " while handling order: " + order);
}
return(true);
}
if (CreateBrokerOrder(order))
{
if (confirmOrders != null)
{
confirmOrders.ConfirmChange(order.BrokerOrder, true);
}
UpdateCounts();
}
return(true);
}