/// <summary>Initializes the static elements of an Object.</summary>
static SourceOrder()
{
// The table must be locked before the indices can be read into an accelerator array.
ServerMarketData.SourceOrderLock.AcquireReaderLock(System.Threading.Timeout.Infinite);
// Accessor for the SourceOrder Table.
ServerMarketData.SourceOrderDataTable sourceOrderTable = ServerMarketData.SourceOrder;
// This does an indirect lookup operation using the views created for the ExternalId columns. Take the index of the user
// identifier column calcualted above and use it to find a record containing the external identifier.
SourceOrder.externalKeyArray = new DataView[] {
sourceOrderTable.KeySourceOrderExternalId0};
// The table must be released after the array is constructed.
ServerMarketData.SourceOrderLock.ReleaseReaderLock();
}
/// <summary>Finds a a SourceOrder record using a configuration and an external identifier.</summary>
/// <param name="configurationId">Specified which mappings (user id columns) to use when looking up external identifiers.</param>
/// <param name="parameterId">The name of the parameter as specified in the configuration table.</param>
/// <param name="externalId">The external (user supplied) identifier for the record.</param>
public static int FindKey(object configurationId, string parameterId, object externalId)
{
// A missing key will never match a column.
if ((externalId == null))
{
return int.MinValue;
}
// Accessor for the SourceOrder Table.
ServerMarketData.SourceOrderDataTable sourceOrderTable = ServerMarketData.SourceOrder;
// Look for the record using the external identifier. The configuration selected the key to use, which effectively
// selected the external id column to use for the search. If a record is found in the view, a translation still needs
// to be made back to the original table before an index to the record can be returned to the caller.
int externalKeyIndex = SourceOrder.GetExternalKeyIndex(configurationId, parameterId);
System.Data.DataView externalKeyView = SourceOrder.externalKeyArray[externalKeyIndex];
int recordIndex = externalKeyView.Find(new object[] {
externalId});
if ((recordIndex == -1))
{
return int.MinValue;
}
return ((int)(externalKeyView[recordIndex].Row[sourceOrderTable.SourceOrderIdColumn]));
}
/// <summary>Archives a SourceOrder record using Metadata Parameters.</summary>
/// <param name="transaction">Contains the parameters and exceptions for this command.</param>
public static void Archive(ParameterList parameters)
{
// Accessor for the SourceOrder Table.
ServerMarketData.SourceOrderDataTable sourceOrderTable = ServerMarketData.SourceOrder;
// Extract the parameters from the command batch.
AdoTransaction adoTransaction = parameters["adoTransaction"];
SqlTransaction sqlTransaction = parameters["sqlTransaction"];
object configurationId = parameters["configurationId"].Value;
string externalSourceOrderId = parameters["sourceOrderId"];
// The row versioning is largely disabled for external operations.
long rowVersion = long.MinValue;
// Find the internal identifier using the primar key elements.
// identifier is used to determine if a record exists with the same key.
int sourceOrderId = SourceOrder.FindRequiredKey(configurationId, "sourceOrderId", externalSourceOrderId);
// While the optimistic concurrency checking is disabled for the external methods, the internal methods
// still need to perform the check. This ncurrency checking logic by finding the current row version to be
// will bypass the coused when the internal method is called.
ServerMarketData.SourceOrderRow sourceOrderRow = sourceOrderTable.FindBySourceOrderId(sourceOrderId);
rowVersion = ((long)(sourceOrderRow[sourceOrderTable.RowVersionColumn]));
// Call the internal method to complete the operation.
MarkThree.Guardian.Core.SourceOrder.Archive(adoTransaction, sqlTransaction, rowVersion, sourceOrderId);
}
/// <summary>Updates a SourceOrder record using Metadata Parameters.</summary>
/// <param name="transaction">Contains the parameters and exceptions for this command.</param>
public static void Update(ParameterList parameters)
{
// Accessor for the SourceOrder Table.
ServerMarketData.SourceOrderDataTable sourceOrderTable = ServerMarketData.SourceOrder;
// Extract the parameters from the command batch.
AdoTransaction adoTransaction = parameters["adoTransaction"];
SqlTransaction sqlTransaction = parameters["sqlTransaction"];
object configurationId = parameters["configurationId"].Value;
object createdTime = parameters["createdTime"].Value;
object externalCreatedUserId = parameters["createdUserId"].Value;
object externalDestinationId = parameters["destinationId"].Value;
object isAdvertised = parameters["isAdvertised"].Value;
object isAutoExecute = parameters["isAutoExecute"].Value;
object isCanceled = parameters["isCanceled"].Value;
object isHeld = parameters["isHeld"].Value;
object isSteppedIn = parameters["isSteppedIn"].Value;
object isSubmitted = parameters["isSubmitted"].Value;
object limitPrice = parameters["limitPrice"].Value;
object maximumVolatility = parameters["maximumVolatility"].Value;
object modifiedTime = parameters["modifiedTime"].Value;
object externalModifiedUserId = parameters["modifiedUserId"].Value;
object newsFreeTime = parameters["newsFreeTime"].Value;
object externalOrderTypeCode = parameters["orderTypeCode"].Value;
object orderedQuantity = parameters["orderedQuantity"].Value;
object externalPriceTypeCode = parameters["priceTypeCode"].Value;
object receivedTime = parameters["receivedTime"].Value;
object externalSecurityId = parameters["securityId"].Value;
object externalSettlementId = parameters["settlementId"].Value;
string externalSourceOrderId = ((string)(parameters["sourceOrderId"]));
object startTime = parameters["startTime"].Value;
object externalStatusCode = parameters["statusCode"].Value;
object stopPrice = parameters["stopPrice"].Value;
object stopTime = parameters["stopTime"].Value;
object submittedQuantity = parameters["submittedQuantity"].Value;
object submittedTime = parameters["submittedTime"].Value;
object targetPrice = parameters["targetPrice"].Value;
object externalTimeInForceCode = parameters["timeInForceCode"].Value;
object externalWorkingOrderId = parameters["workingOrderId"].Value;
// The row versioning is largely disabled for external operations.
long rowVersion = long.MinValue;
// Resolve External Identifiers
object createdUserId = User.FindOptionalKey(configurationId, "createdUserId", externalCreatedUserId);
object destinationId = Destination.FindOptionalKey(configurationId, "destinationId", externalDestinationId);
object modifiedUserId = User.FindOptionalKey(configurationId, "modifiedUserId", externalModifiedUserId);
object orderTypeCode = OrderType.FindOptionalKey(configurationId, "orderTypeCode", externalOrderTypeCode);
object priceTypeCode = PriceType.FindOptionalKey(configurationId, "priceTypeCode", externalPriceTypeCode);
object securityId = Security.FindOptionalKey(configurationId, "securityId", externalSecurityId);
object settlementId = Security.FindOptionalKey(configurationId, "settlementId", externalSettlementId);
int sourceOrderId = SourceOrder.FindRequiredKey(configurationId, "sourceOrderId", externalSourceOrderId);
object statusCode = Status.FindOptionalKey(configurationId, "statusCode", externalStatusCode);
object timeInForceCode = TimeInForce.FindOptionalKey(configurationId, "timeInForceCode", externalTimeInForceCode);
object workingOrderId = WorkingOrder.FindOptionalKey(configurationId, "workingOrderId", externalWorkingOrderId);
// While the optimistic concurrency checking is disabled for the external methods, the internal methods
// still need to perform the check. This ncurrency checking logic by finding the current row version to be
// will bypass the coused when the internal method is called.
ServerMarketData.SourceOrderRow sourceOrderRow = sourceOrderTable.FindBySourceOrderId(sourceOrderId);
rowVersion = ((long)(sourceOrderRow[sourceOrderTable.RowVersionColumn]));
// Call the internal method to complete the operation.
MarkThree.Guardian.Core.SourceOrder.Update(adoTransaction, sqlTransaction, ref rowVersion, createdTime, createdUserId, destinationId, null, isAdvertised, isAutoExecute, isCanceled, isHeld, isSteppedIn, isSubmitted, limitPrice, maximumVolatility, modifiedTime, modifiedUserId, newsFreeTime, orderTypeCode, orderedQuantity, priceTypeCode, receivedTime, securityId, settlementId, sourceOrderId, startTime, statusCode, stopPrice, stopTime, submittedQuantity, submittedTime, targetPrice, timeInForceCode, workingOrderId);
// Return values.
parameters["rowVersion"] = rowVersion;
}
/// <summary>Loads a SourceOrder record using Metadata Parameters.</summary>
/// <param name="transaction">Contains the parameters and exceptions for this command.</param>
public static void Load(ParameterList parameters)
{
// Accessor for the SourceOrder Table.
ServerMarketData.SourceOrderDataTable sourceOrderTable = ServerMarketData.SourceOrder;
// Extract the parameters from the command batch.
AdoTransaction adoTransaction = parameters["adoTransaction"];
SqlTransaction sqlTransaction = parameters["sqlTransaction"];
object configurationId = parameters["configurationId"].Value;
System.DateTime createdTime = parameters["createdTime"];
string externalCreatedUserId = parameters["createdUserId"];
object externalDestinationId = parameters["destinationId"].Value;
object externalId0 = parameters["externalId0"].Value;
object isAdvertised = parameters["isAdvertised"].Value;
object isAutoExecute = parameters["isAutoExecute"].Value;
object isCanceled = parameters["isCanceled"].Value;
object isHeld = parameters["isHeld"].Value;
object isSteppedIn = parameters["isSteppedIn"].Value;
object isSubmitted = parameters["isSubmitted"].Value;
object limitPrice = parameters["limitPrice"].Value;
object maximumVolatility = parameters["maximumVolatility"].Value;
System.DateTime modifiedTime = parameters["modifiedTime"];
string externalModifiedUserId = parameters["modifiedUserId"];
object newsFreeTime = parameters["newsFreeTime"].Value;
string externalOrderTypeCode = parameters["orderTypeCode"];
decimal orderedQuantity = parameters["orderedQuantity"];
string externalPriceTypeCode = parameters["priceTypeCode"];
object receivedTime = parameters["receivedTime"].Value;
string externalSecurityId = parameters["securityId"];
object externalSettlementId = parameters["settlementId"].Value;
object externalSourceOrderId = parameters["sourceOrderId"].Value;
object startTime = parameters["startTime"].Value;
string externalStatusCode = parameters["statusCode"];
object stopPrice = parameters["stopPrice"].Value;
object stopTime = parameters["stopTime"].Value;
object submittedQuantity = parameters["submittedQuantity"].Value;
object submittedTime = parameters["submittedTime"].Value;
object targetPrice = parameters["targetPrice"].Value;
string externalTimeInForceCode = parameters["timeInForceCode"];
string externalWorkingOrderId = parameters["workingOrderId"];
// The row versioning is largely disabled for external operations. The value is returned to the caller in the
// event it's needed for operations within the batch.
long rowVersion = long.MinValue;
// Resolve External Identifiers
int createdUserId = User.FindRequiredKey(configurationId, "createdUserId", externalCreatedUserId);
object destinationId = Destination.FindOptionalKey(configurationId, "destinationId", externalDestinationId);
int modifiedUserId = User.FindRequiredKey(configurationId, "modifiedUserId", externalModifiedUserId);
int orderTypeCode = OrderType.FindRequiredKey(configurationId, "orderTypeCode", externalOrderTypeCode);
int priceTypeCode = PriceType.FindRequiredKey(configurationId, "priceTypeCode", externalPriceTypeCode);
int securityId = Security.FindRequiredKey(configurationId, "securityId", externalSecurityId);
object settlementId = Security.FindOptionalKey(configurationId, "settlementId", externalSettlementId);
int sourceOrderId = SourceOrder.FindKey(configurationId, "sourceOrderId", externalSourceOrderId);
int statusCode = Status.FindRequiredKey(configurationId, "statusCode", externalStatusCode);
int timeInForceCode = TimeInForce.FindRequiredKey(configurationId, "timeInForceCode", externalTimeInForceCode);
int workingOrderId = WorkingOrder.FindRequiredKey(configurationId, "workingOrderId", externalWorkingOrderId);
// The load operation will create a record if it doesn't exist, or update an existing record. The external
// identifier is used to determine if a record exists with the same key.
if ((sourceOrderId == int.MinValue))
{
// Populate the 'externalId' varaibles so that the external identifier can be used to find the row when an
// external method is called with the same 'configurationId' parameter.
int externalKeyIndex = SourceOrder.GetExternalKeyIndex(configurationId, "sourceOrderId");
object[] externalIdArray = new object[1];
externalIdArray[externalKeyIndex] = externalSourceOrderId;
externalId0 = externalIdArray[0];
// Call the internal method to complete the operation.
MarkThree.Guardian.Core.SourceOrder.Insert(adoTransaction, sqlTransaction, ref rowVersion, createdTime, createdUserId, destinationId, externalId0, isAdvertised, isAutoExecute, isCanceled, isHeld, isSteppedIn, isSubmitted, limitPrice, maximumVolatility, modifiedTime, modifiedUserId, newsFreeTime, orderTypeCode, orderedQuantity, priceTypeCode, receivedTime, securityId, settlementId, startTime, statusCode, stopPrice, stopTime, submittedQuantity, submittedTime, targetPrice, timeInForceCode, workingOrderId);
}
else
{
// While the optimistic concurrency checking is disabled for the external methods, the internal methods
// still need to perform the check. This ncurrency checking logic by finding the current row version to be
// will bypass the coused when the internal method is called.
ServerMarketData.SourceOrderRow sourceOrderRow = sourceOrderTable.FindBySourceOrderId(sourceOrderId);
rowVersion = ((long)(sourceOrderRow[sourceOrderTable.RowVersionColumn]));
// Call the internal method to complete the operation.
MarkThree.Guardian.Core.SourceOrder.Update(adoTransaction, sqlTransaction, ref rowVersion, createdTime, createdUserId, destinationId, externalId0, isAdvertised, isAutoExecute, isCanceled, isHeld, isSteppedIn, isSubmitted, limitPrice, maximumVolatility, modifiedTime, modifiedUserId, newsFreeTime, orderTypeCode, orderedQuantity, priceTypeCode, receivedTime, securityId, settlementId, sourceOrderId, startTime, statusCode, stopPrice, stopTime, submittedQuantity, submittedTime, targetPrice, timeInForceCode, workingOrderId);
}
// Return values.
parameters["rowVersion"] = rowVersion;
}
/// <summary>Inserts a SourceOrder record using Metadata Parameters.</summary>
/// <param name="transaction">Commits or rejects a set of commands as a unit.</param>
/// <param name="remoteMethod">Contains the metadata parameters and exceptions for this command.</param>
public static void Insert(ParameterList parameters)
{
// Accessor for the SourceOrder Table.
ServerMarketData.SourceOrderDataTable sourceOrderTable = ServerMarketData.SourceOrder;
// Extract the parameters from the command batch.
AdoTransaction adoTransaction = parameters["adoTransaction"];
SqlTransaction sqlTransaction = parameters["sqlTransaction"];
object blotterId = parameters["blotterId"].Value;
object configurationId = parameters["configurationId"].Value;
object destinationId = parameters["destinationId"].Value;
object externalBlotterId = parameters["blotterId"].Value;
object externalSourceOrderId = parameters["sourceOrderId"].Value;
object externalDestinationId = parameters["destinationId"].Value;
object externalId0 = parameters["externalId0"].Value;
object isAdvertised = parameters["isAdvertised"].Value;
object isAgencyMatch = parameters["isAgencyMatch"].Value;
object isBrokerMatch = parameters["isBrokerMatch"].Value;
object isCanceled = parameters["isCanceled"].Value;
object isSteppedIn = parameters["isSteppedIn"].Value;
object isHedgeMatch = parameters["isHedgeMatch"].Value;
object isHeld = parameters["isHeld"].Value;
object isInstitutionMatch = parameters["isInstitutionMatch"].Value;
object limitPrice = parameters["limitPrice"].Value;
object maximumVolatility = parameters["maximumVolatility"].Value;
object newsFreeTime = parameters["newsFreeTime"].Value;
System.Decimal orderedQuantity = parameters["orderedQuantity"];
int orderTypeCode = parameters["orderTypeCode"];
int priceTypeCode = parameters["priceTypeCode"];
object receivedTime = parameters["receivedTime"].Value;
string externalSecurityId = parameters["securityId"];
string externalSettlementId = parameters["settlementId"];
object workingOrderId = parameters["workingOrderId"].Value;
object startTime = parameters["startTime"].Value;
object stopTime = parameters["stopTime"].Value;
object stopPrice = parameters["stopPrice"].Value;
object submissionTypeCode = parameters["submissionTypeCode"].Value;
object submittedQuantity = parameters["submittedQuantity"].Value;
object targetPrice = parameters["targetPrice"].Value;
int timeInForceCode = parameters["timeInForceCode"];
object uploadedTime = parameters["uploadedTime"].Value;
object externalWorkingOrderId = parameters["workingOrderId"].Value;
// Look up the external values.
int securityId = External.Security.FindRequiredKey("US TICKER", "securityId", externalSecurityId);
int settlementId = External.Security.FindRequiredKey("US TICKER", "settlementId", externalSettlementId);
// This will get the row version of the newly added Source Order.
long rowVersion = long.MinValue;
// Time stamps and user stamps
DateTime currentTime = DateTime.Now;
int createdUserId = ServerMarketData.UserId;
DateTime createdTime = DateTime.Now;
int modifiedUserId = ServerMarketData.UserId;
DateTime modifiedTime = DateTime.Now;
int statusCode = Status.New;
// The Trader table contains additional defaults for incoming orders.
int traderId = ServerMarketData.UserId;
ServerMarketData.TraderRow traderRow = ServerMarketData.Trader.FindByTraderId(traderId);
if (isAgencyMatch == null)
{
isAgencyMatch = traderRow.IsAgencyMatch;
}
if (isBrokerMatch == null)
{
isBrokerMatch = traderRow.IsBrokerMatch;
}
if (isHedgeMatch == null)
{
isHedgeMatch = traderRow.IsHedgeMatch;
}
if (isInstitutionMatch == null)
{
isInstitutionMatch = traderRow.IsInstitutionMatch;
}
if (maximumVolatility == null && !traderRow.IsMaximumVolatilityDefaultNull())
{
maximumVolatility = traderRow.MaximumVolatilityDefault;
}
if (startTime == null && !traderRow.IsStartTimeDefaultNull())
{
startTime = traderRow.StartTimeDefault;
}
if (stopTime == null && !traderRow.IsStopTimeDefaultNull())
{
stopTime = traderRow.StopTimeDefault;
}
if (newsFreeTime == null && !traderRow.IsNewsFreeTimeDefaultNull())
{
newsFreeTime = traderRow.NewsFreeTimeDefault;
}
// Rule #1 - Blotter must be specified if the working order is not specified.
if (blotterId == null && workingOrderId == null)
{
throw new Exception("Either a blotter or a Working Order must be specified as a location for this Order");
}
// If the incoming order specified a submitted quantity, then automatically enter the order into the cross.
if (submissionTypeCode == null)
{
submissionTypeCode = SubmissionType.NeverMatch;
}
object submittedTime = null;
if ((int)submissionTypeCode != SubmissionType.NeverMatch)
{
submittedTime = DateTime.Now;
if (submittedQuantity == null)
{
submittedQuantity = orderedQuantity;
}
}
// Update the rowversion of the object associated with this trade.
ServerMarketData.SecurityRow securityRow = ServerMarketData.Security.FindBySecurityId(securityId);
if (securityRow != null)
{
foreach (ServerMarketData.EquityRow equityRow in securityRow.GetEquityRowsBySecurityEquityEquityId())
{
long equityRowVersion = equityRow.RowVersion;
Core.Equity.Update(adoTransaction, sqlTransaction, ref equityRowVersion, null, null, null, null, null,
null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null,
equityRow.EquityId, null, null, null, null, null, null, null);
}
foreach (ServerMarketData.PriceRow priceRow in securityRow.GetPriceRows())
{
long priceRowVersion = priceRow.RowVersion;
Core.Price.Update(adoTransaction, sqlTransaction, ref priceRowVersion, null, null, null, null, null, null, null,
null, null, null, null, null, priceRow.SecurityId, null, null);
}
}
ServerMarketData.SecurityRow settlementRow = ServerMarketData.Security.FindBySecurityId(settlementId);
if (settlementRow != null)
{
foreach (ServerMarketData.CurrencyRow currencyRow in settlementRow.GetCurrencyRows())
{
long currencyRowVersion = currencyRow.RowVersion;
Core.Currency.Update(adoTransaction, sqlTransaction, ref currencyRowVersion, null, null, null, null, null,
null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null,
currencyRow.CurrencyId, null, null, null);
}
}
// An order can be automatically associated with a working order if the working order is specified when the order is
// created.
if (workingOrderId == null)
{
long timerRowVersion = long.MinValue;
int timerId = Core.Timer.Insert(adoTransaction, sqlTransaction, ref timerRowVersion, currentTime, null, false, currentTime, 0);
workingOrderId = Core.WorkingOrder.Insert(adoTransaction, sqlTransaction, ref rowVersion, null, (int)blotterId,
createdTime, createdUserId, destinationId, null, isAgencyMatch, null, true, isBrokerMatch, isHedgeMatch, isInstitutionMatch, limitPrice,
maximumVolatility, modifiedTime, modifiedUserId, newsFreeTime, orderTypeCode, priceTypeCode, securityId,
settlementId, startTime, statusCode, stopPrice, stopTime, (int)submissionTypeCode, submittedQuantity, submittedTime,
timeInForceCode, timerId, null);
}
// Call the internal method to complete the operation.
MarkThree.Guardian.Core.SourceOrder.Insert(adoTransaction, sqlTransaction, ref rowVersion, createdTime, createdUserId,
destinationId, externalId0, isAdvertised, isHeld, isCanceled, isHeld, isSteppedIn, submissionTypeCode,
limitPrice, maximumVolatility, modifiedTime, modifiedUserId, newsFreeTime, orderTypeCode,
orderedQuantity, priceTypeCode, receivedTime, securityId, settlementId, startTime, statusCode,
stopPrice, stopTime, submittedQuantity, submittedTime, targetPrice, timeInForceCode, (int)workingOrderId);
// Return values.
parameters["rowVersion"] = rowVersion;
}
/// <summary>Inserts a SourceOrder record using Metadata Parameters.</summary>
/// <param name="transaction">Commits or rejects a set of commands as a unit.</param>
/// <param name="remoteMethod">Contains the metadata parameters and exceptions for this command.</param>
public static void InsertFile(ParameterList parameters)
{
// Accessor for the SourceOrder Table.
ServerMarketData.SourceOrderDataTable sourceOrderTable = ServerMarketData.SourceOrder;
// Extract the parameters from the command batch.
AdoTransaction adoTransaction = parameters["adoTransaction"];
SqlTransaction sqlTransaction = parameters["sqlTransaction"];
object configurationId = parameters["configurationId"].Value;
object externalBlotterId = parameters["blotterId"].Value;
object externalSourceOrderId = parameters["sourceOrderId"].Value;
object externalDestinationId = parameters["destinationId"].Value;
object externalId0 = parameters["externalId0"].Value;
object isAdvertised = parameters["isAdvertised"].Value;
object isCanceled = parameters["isCanceled"].Value;
object isSteppedIn = parameters["isSteppedIn"].Value;
object limitPrice = parameters["limitPrice"].Value;
System.Decimal orderedQuantity = parameters["orderedQuantity"];
string externalOrderTypeCode = parameters["orderTypeCode"];
string externalPriceTypeCode = parameters["priceTypeCode"];
object receivedTime = parameters["receivedTime"].Value;
string externalSecurityId = parameters["securityId"];
string externalSettlementId = parameters["settlementId"];
object stopPrice = parameters["stopPrice"].Value;
object targetPrice = parameters["targetPrice"].Value;
object externalSubmissionTypeCode = parameters["submissionTypeCode"].Value;
string externalTimeInForceCode = parameters["timeInForceCode"];
object uploadedTime = parameters["uploadedTime"].Value;
object externalWorkingOrderId = parameters["workingOrderId"].Value;
// The row versioning is largely disabled for external operations. The value is returned to the caller in the
// event it's needed for operations within the batch.
long rowVersion = long.MinValue;
// Resolve External Identifiers
object blotterId = External.Blotter.FindOptionalKey(configurationId, "blotterId", externalBlotterId);
int sourceOrderId = External.SourceOrder.FindKey(configurationId, "sourceOrderId", (string)externalSourceOrderId);
int orderTypeCode = External.OrderType.FindRequiredKey(configurationId, "orderTypeCode", externalOrderTypeCode);
object destinationId = External.Destination.FindOptionalKey(configurationId, "destinationId", externalDestinationId);
int priceTypeCode = External.PriceType.FindRequiredKey(configurationId, "priceTypeCode", externalPriceTypeCode);
int securityId = External.Security.FindRequiredKey(configurationId, "securityId", externalSecurityId);
int settlementId = External.Security.FindRequiredKey(configurationId, "settlementId", externalSettlementId);
int timeInForceCode = External.TimeInForce.FindRequiredKey(configurationId, "timeInForceCode", externalTimeInForceCode);
object submissionTypeCode = External.SubmissionType.FindOptionalKey(configurationId, "submissionTypeCode", externalSubmissionTypeCode);
object workingOrderId = External.WorkingOrder.FindOptionalKey(configurationId, "workingOrderId", externalWorkingOrderId);
// Optional Parameters
object canceledQuantity = parameters["canceledQuantity"] is MissingParameter ? (object)null :
Convert.ToDecimal(parameters["canceledQuantity"].Value);
object isAgencyMatch = parameters["isAgencyMatch"] is MissingParameter ? (object)null :
Convert.ToBoolean(parameters["isAgencyMatch"].Value);
object isBrokerMatch = parameters["isBrokerMatch"] is MissingParameter ? (object)null :
Convert.ToBoolean(parameters["isBrokerMatch"].Value);
object isHedgeMatch = parameters["isHedgeMatch"] is MissingParameter ? (object)null :
Convert.ToBoolean(parameters["isHedgeMatch"].Value);
object isHeld = parameters["isHeld"] is MissingParameter ? (object)null :
Convert.ToBoolean(parameters["isHeld"].Value);
object isInstitutionMatch = parameters["isInstitutionMatch"] is MissingParameter ? (object)null :
Convert.ToBoolean(parameters["isInstitutionMatch"].Value);
object specifiedLimit = parameters["specifiedLimit"] is MissingParameter ? (object)null :
Convert.ToDecimal(parameters["specifiedLimit"].Value);
object maximumVolatility = parameters["maximumVolatility"] is MissingParameter ? (object)null :
Convert.ToDecimal(parameters["maximumVolatility"].Value);
object submittedQuantity = parameters["submittedQuantity"] is MissingParameter ? (object)null :
Convert.ToDecimal(parameters["submittedQuantity"].Value);
object startTime = parameters["startTime"] is MissingParameter ? (object)null :
Convert.ToDateTime(parameters["startTime"].Value);
object stopTime = parameters["stopTime"] is MissingParameter ? (object)null :
Convert.ToDateTime(parameters["stopTime"].Value);
object newsFreeTime = parameters["newsFreeTime"] is MissingParameter ? (object)null :
Convert.ToInt32(parameters["newsFreeTime"].Value);
// Time stamps and user stamps
int createdUserId = ServerMarketData.UserId;
DateTime createdTime = DateTime.Now;
int modifiedUserId = ServerMarketData.UserId;
DateTime modifiedTime = DateTime.Now;
int statusCode = Status.New;
// The Trader table contains additional defaults for incoming orders.
int traderId = ServerMarketData.UserId;
ServerMarketData.TraderRow traderRow = ServerMarketData.Trader.FindByTraderId(traderId);
if (isAgencyMatch == null)
{
isAgencyMatch = traderRow.IsAgencyMatch;
}
if (isBrokerMatch == null)
{
isBrokerMatch = traderRow.IsBrokerMatch;
}
if (isHedgeMatch == null)
{
isHedgeMatch = traderRow.IsHedgeMatch;
}
if (isInstitutionMatch == null)
{
isInstitutionMatch = traderRow.IsInstitutionMatch;
}
if (maximumVolatility == null && !traderRow.IsMaximumVolatilityDefaultNull())
{
maximumVolatility = traderRow.MaximumVolatilityDefault;
}
if (startTime == null && !traderRow.IsStartTimeDefaultNull())
{
startTime = traderRow.StartTimeDefault;
}
if (stopTime == null && !traderRow.IsStopTimeDefaultNull())
{
stopTime = traderRow.StopTimeDefault;
}
if (newsFreeTime == null && !traderRow.IsNewsFreeTimeDefaultNull())
{
newsFreeTime = traderRow.NewsFreeTimeDefault;
}
// Rule #1 - Blotter must be specified if the working order is not specified.
if (blotterId == null && workingOrderId == null)
{
throw new Exception("Either a blotter or a Working Order must be specified as a location for this Order");
}
// If the incoming order specified a submitted quantity, then automatically enter the order into the cross.
if (submissionTypeCode == null)
{
submissionTypeCode = SubmissionType.NeverMatch;
}
object submittedTime = null;
if ((int)submissionTypeCode != SubmissionType.NeverMatch)
{
submittedTime = DateTime.Now;
if (submittedQuantity == null)
{
submittedQuantity = orderedQuantity;
}
}
// Update the rowversion of the object associated with this trade.
ServerMarketData.SecurityRow securityRow = ServerMarketData.Security.FindBySecurityId(securityId);
if (securityRow != null)
{
foreach (ServerMarketData.EquityRow equityRow in securityRow.GetEquityRowsBySecurityEquityEquityId())
{
long equityRowVersion = equityRow.RowVersion;
Core.Equity.Update(adoTransaction, sqlTransaction, ref equityRowVersion, null, null, null, null, null,
null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null,
null, equityRow.EquityId, null, null, null, null, null, null, null);
}
foreach (ServerMarketData.PriceRow priceRow in securityRow.GetPriceRows())
{
long priceRowVersion = priceRow.RowVersion;
Core.Price.Update(adoTransaction, sqlTransaction, ref priceRowVersion, null, null, null, null, null, null, null,
null, null, null, null, null, priceRow.SecurityId, null, null);
}
}
ServerMarketData.SecurityRow settlementRow = ServerMarketData.Security.FindBySecurityId(settlementId);
if (settlementRow != null)
{
foreach (ServerMarketData.CurrencyRow currencyRow in settlementRow.GetCurrencyRows())
{
long currencyRowVersion = currencyRow.RowVersion;
Core.Currency.Update(adoTransaction, sqlTransaction, ref currencyRowVersion, null, null, null, null, null,
null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null,
currencyRow.CurrencyId, null, null, null);
}
}
// An order can be automatically associated with a working order if the working order is specified when the order is
// created.
if (workingOrderId == null)
{
long timerRowVersion = long.MinValue;
DateTime currentTime = DateTime.Now;
int timerId = Core.Timer.Insert(adoTransaction, sqlTransaction, ref timerRowVersion, currentTime, null, false, currentTime, 0);
workingOrderId = Core.WorkingOrder.Insert(adoTransaction, sqlTransaction, ref rowVersion, null, (int)blotterId,
createdTime, createdUserId, destinationId, null, isAgencyMatch, null, true, isBrokerMatch, isHedgeMatch,
isInstitutionMatch, limitPrice, maximumVolatility,
modifiedTime, modifiedUserId, newsFreeTime, orderTypeCode, priceTypeCode, securityId,
settlementId, startTime, statusCode, stopPrice, stopTime, (int)submissionTypeCode, submittedQuantity,
submittedTime, timeInForceCode, timerId, null);
}
// The load operation will create a record if it doesn't exist, or update an existing record. The external
// identifier is used to determine if a record exists with the same key.
if (sourceOrderId == int.MinValue)
{
// Populate the 'externalId' varaibles so that the external identifier can be used to find the row when an
// external method is called with the same 'configurationId' parameter.
int externalKeyIndex = External.SourceOrder.GetExternalKeyIndex(configurationId, "sourceOrderId");
object[] externalIdArray = new object[1];
externalIdArray[externalKeyIndex] = externalSourceOrderId;
externalId0 = externalIdArray[0];
// Call the internal method to complete the operation.
MarkThree.Guardian.Core.SourceOrder.Insert(adoTransaction, sqlTransaction, ref rowVersion, createdTime, createdUserId,
destinationId, externalId0, isAdvertised, isHeld, isCanceled, isHeld, isSteppedIn, submissionTypeCode,
limitPrice, maximumVolatility, modifiedTime, modifiedUserId, newsFreeTime, orderTypeCode,
orderedQuantity, priceTypeCode, receivedTime, securityId, settlementId, startTime, statusCode,
stopPrice, stopTime, submittedQuantity, submittedTime, targetPrice, timeInForceCode, (int)workingOrderId);
}
else
{
// While the optimistic concurrency checking is disabled for the external methods, the internal methods
// still need to perform the check. This ncurrency checking logic by finding the current row version to be
// will bypass the coused when the internal method is called.
ServerMarketData.SourceOrderRow sourceOrderRow = sourceOrderTable.FindBySourceOrderId((int)sourceOrderId);
rowVersion = ((long)(sourceOrderRow[sourceOrderTable.RowVersionColumn]));
// Call the internal method to complete the operation.
MarkThree.Guardian.Core.SourceOrder.Update(adoTransaction, sqlTransaction, ref rowVersion, createdTime, createdUserId,
(int)sourceOrderId, destinationId, stopTime, externalId0, isAdvertised, isHeld, isCanceled, isHeld,
isSteppedIn, submissionTypeCode, limitPrice, maximumVolatility, modifiedTime, modifiedUserId, newsFreeTime,
orderTypeCode, orderedQuantity, priceTypeCode, receivedTime, securityId, settlementId,
startTime, statusCode, stopPrice, submittedQuantity, submittedTime, targetPrice, timeInForceCode,
workingOrderId);
}
// Return values.
parameters["rowVersion"] = rowVersion;
}
