private void ParseCommon(AddOrderRelationCommandBase command)
{
var constructParams = command.ConstructParams;
var dataRowOrderRelation = command.DataRowOrderRelation;
constructParams.CloseOrder = command.CloseOrder;
constructParams.OpenOrder = command.Account.GetOrder((Guid)dataRowOrderRelation["OpenOrderID"]);
if (constructParams.OpenOrder == null)
{
throw new OpenOrderNotFoundException((Guid)dataRowOrderRelation["OpenOrderID"], constructParams.CloseOrder.Id);
}
constructParams.ClosedLot = (decimal)dataRowOrderRelation["ClosedLot"];
if (dataRowOrderRelation["CloseTime"] != DBNull.Value)
{
constructParams.CloseTime = (DateTime)dataRowOrderRelation["CloseTime"];
constructParams.Commission = (decimal)dataRowOrderRelation["Commission"];
constructParams.Levy = (decimal)dataRowOrderRelation["Levy"];
constructParams.OtherFee = (decimal)dataRowOrderRelation["OtherFee"];
constructParams.InterestPL = (decimal)dataRowOrderRelation["InterestPL"];
constructParams.StoragePL = (decimal)dataRowOrderRelation["StoragePL"];
constructParams.TradePL = (decimal)dataRowOrderRelation["TradePL"];
if (dataRowOrderRelation["ValueTime"] != DBNull.Value)
{
constructParams.ValueTime = (DateTime)dataRowOrderRelation["ValueTime"];
constructParams.Decimals = (byte)dataRowOrderRelation["TargetDecimals"];
constructParams.RateIn = (decimal)(double)dataRowOrderRelation["RateIn"];
constructParams.RateOut = (decimal)(double)dataRowOrderRelation["RateOut"];
}
}
constructParams.OperationType = Framework.OperationType.None;
}
private void VisitCommon(AddOrderRelationCommandBase command)
{
this.ValidateCommon(command);
this.ValidateLotBalanceCommon(command);
this.ParseCommon(command);
command.CreateOrderRelation();
}
private void ParseCommon(AddOrderRelationCommandBase command)
{
var constructParams = command.ConstructParams;
constructParams.OpenOrder = command.OpenOrder;
constructParams.CloseOrder = command.CloseOrder;
constructParams.ClosedLot = command.ClosedLot;
constructParams.OperationType = Framework.OperationType.AsNewRecord;
}
private void ValidateLotBalanceCommon(AddOrderRelationCommandBase command)
{
var openOrder = this.ParseOpenOrder(command);
var closedLot = this.ParseClosedLot(command);
if (openOrder.LotBalance < closedLot)
{
throw new TransactionServerException(TransactionError.ExceedOpenLotBalance);
}
}
private void ParseCommon(AddOrderRelationCommandBase command)
{
var constructParams = command.ConstructParams;
constructParams.Id = Guid.NewGuid();
constructParams.OpenOrder = command.Account.GetOrder(command.OrderRelaitonData.OpenOrderId);
constructParams.ClosedLot = command.OrderRelaitonData.ClosedLot;
constructParams.CloseOrder = command.CloseOrder;
constructParams.OperationType = Framework.OperationType.AsNewRecord;
}
private void ValidateLotBalanceCommon(AddOrderRelationCommandBase command)
{
var openOrder = command.Account.GetOrder(command.OrderRelaitonData.OpenOrderId);
var closedLot = command.OrderRelaitonData.ClosedLot;
if (openOrder.LotBalance < closedLot)
{
throw new TransactionServerException(TransactionError.ExceedOpenLotBalance);
}
}
private void ParseCommon(AddOrderRelationCommandBase command)
{
var constructParams = command.ConstructParams;
constructParams.OpenOrder = this.ParseOpenOrder(command);
constructParams.ClosedLot = this.ParseClosedLot(command);
constructParams.CloseOrder = command.CloseOrder;
if (command.XmlOrderRelation.HasAttribute("CloseTime"))
{
constructParams.CloseTime = XmlConvert.ToDateTime(command.XmlOrderRelation.Attribute("CloseTime").Value, DateTimeFormat.Xml);
}
constructParams.OperationType = Framework.OperationType.AsNewRecord;
}
private void ValidateCommon(AddOrderRelationCommandBase command)
{
var openOrder = this.ParseOpenOrder(command);
if (openOrder == null)
{
throw new TransactionServerException(TransactionError.OpenOrderNotExists);
}
bool isSameAccount = command.Account == openOrder.Owner.Owner;
bool isSameInstrument = command.CloseOrder.Owner.SettingInstrument == openOrder.Owner.SettingInstrument;
bool isSameDirection = command.CloseOrder.IsBuy == openOrder.IsBuy;
if (!isSameAccount || !isSameInstrument || !openOrder.IsOpen || isSameDirection)
{
throw new TransactionServerException(TransactionError.InvalidOrderRelation);
}
}
private void ValidatePhysicalLotBalance(AddOrderRelationCommandBase command)
{
var openOrder = this.ParseOpenOrder(command);
var closedLot = this.ParseClosedLot(command);
var physicalOpenOrder = (PhysicalOrder)openOrder;
if (physicalOpenOrder.PhysicalTradeSide == PhysicalTradeSide.Delivery)
{
if (physicalOpenOrder.DeliveryLockLot < closedLot)
{
throw new TransactionServerException(TransactionError.ExceedOpenLotBalance);
}
}
else
{
if (physicalOpenOrder.LotBalance < closedLot)
{
throw new TransactionServerException(TransactionError.ExceedOpenLotBalance);
}
}
}
private void ValidateCommon(AddOrderRelationCommandBase command)
{
var openOrder = command.Account.GetOrder(command.OrderRelaitonData.OpenOrderId);
if (openOrder == null)
{
throw new TransactionServerException(TransactionError.OpenOrderNotExists);
}
bool isSameAccount = command.Account == openOrder.Owner.Owner;
bool isSameInstrument = command.CloseOrder.Owner.SettingInstrument == openOrder.Owner.SettingInstrument;
bool isSameDirection = command.CloseOrder.IsBuy == openOrder.IsBuy;
if (!isSameAccount || !isSameInstrument || !openOrder.IsOpen || isSameDirection)
{
StringBuilder sb = new StringBuilder();
if (!isSameAccount)
{
sb.AppendFormat("is not the same account, close order account id = {0}, open order account id = {1}", command.Account.Id, openOrder.Owner.Owner.Id);
}
if (!isSameInstrument)
{
var closeInstrument = command.CloseOrder.Owner.SettingInstrument;
var openInstrument = openOrder.Owner.SettingInstrument;
sb.AppendFormat("is not the same instrument, close order instrument id = {0}, open order instrument id = {1}", closeInstrument.Id, openInstrument.Id);
}
if (!openOrder.IsOpen)
{
sb.AppendFormat("open order is not open id = {0}", openOrder.Id);
}
if (isSameDirection)
{
sb.AppendFormat("open order and close order is in the same directory isbuy = {0}", openOrder.IsBuy);
}
throw new TransactionServerException(TransactionError.InvalidOrderRelation, sb.ToString());
}
}
private void ParsePhysical(AddOrderRelationCommandBase command)
{
this.ParseCommon(command);
var physicalConstructParams = (PhysicalOrderRelationConstructParams)command.ConstructParams;
var dataRowOrderRelation = command.DataRowOrderRelation;
if (physicalConstructParams.CloseTime != null)
{
if (dataRowOrderRelation["PhysicalValueMatureDate"] != DBNull.Value)
{
physicalConstructParams.PhysicalValueMatureDay = (DateTime)dataRowOrderRelation["PhysicalValueMatureDate"];
}
if (dataRowOrderRelation["RealPhysicalValueMatureDate"] != DBNull.Value)
{
physicalConstructParams.PhysicalValueMatureDay = null;//means the value is unfrozen
}
physicalConstructParams.OverdueCutPenalty = (decimal)dataRowOrderRelation["OverdueCutPenalty"];
physicalConstructParams.ClosePenalty = (decimal)dataRowOrderRelation["ClosePenalty"];
physicalConstructParams.PayBackPledge = (decimal)dataRowOrderRelation["PayBackPledge"];
physicalConstructParams.PhysicalValue = (decimal)dataRowOrderRelation["PhysicalValue"];
physicalConstructParams.ClosedPhysicalValue = (decimal)dataRowOrderRelation["ClosedPhysicalValue"];
}
}
private void ParseOrderRelationCommon(AddOrderRelationCommandBase command)
{
this.ParseCommon(command);
command.CreateOrderRelation();
}
private decimal ParseClosedLot(AddOrderRelationCommandBase command)
{
return(command.XmlOrderRelation.AttrToDecimal("ClosedLot"));
}
private Order ParseOpenOrder(AddOrderRelationCommandBase command)
{
var openOrderId = command.XmlOrderRelation.AttrToGuid("OpenOrderID");
return(command.Account.GetOrder(openOrderId));
}