public int InsertExecutions(ExecutedOrder exeorder)
{
string sql = "Insert into tbl_trades(StockID,BuyRequestID,SellRequestID,ExeQuantity,ExePrice) values(@stock,@buyrequest,@sellrequest,@exequantity,@exeprice) ; SELECT last_insert_rowid();";
try
{
using (IDbConnection conn = _OrderDatabase.CreateConnection(_ConnString))
{
using (IDbCommand command = _OrderDatabase.CreateCommand(sql, conn))
{
command.Parameters.Add(_OrderDatabase.PrepareParameter("@stock", exeorder.StockID));
command.Parameters.Add(_OrderDatabase.PrepareParameter("@buyrequest", exeorder.BuyRequestID));
command.Parameters.Add(_OrderDatabase.PrepareParameter("@sellrequest", exeorder.SellRequestID));
command.Parameters.Add(_OrderDatabase.PrepareParameter("@exequantity", exeorder.ExecutionQuantity));
command.Parameters.Add(_OrderDatabase.PrepareParameter("@exeprice", exeorder.ExecutionPrice));
object obj = command.ExecuteScalar();
int id = Convert.ToInt32(obj);
return(id);
}
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
return(0);
}
}
public void processExecuted(string _fileName)
{
Excel.Application excelObj = new Excel.Application();
Excel.Workbook workbook = null;
Excel.Worksheet worksheet = null;
Excel.Range assRange = null;
object misValue = System.Reflection.Missing.Value;
isExecuted = true;
executedFileName = _fileName;
try
{
workbook = excelObj.Workbooks.Open(_fileName);
worksheet = (Excel.Worksheet)workbook.Sheets.Item[1];
assRange = worksheet.UsedRange;
assRowCount = assRange.Rows.Count;
assColCount = assRange.Columns.Count;
// Sort based upon the order number and then the leg number
assRange.Sort(assRange.Columns[1, Type.Missing], // the first sort key - Order Number
Excel.XlSortOrder.xlAscending,
assRange.Columns[15, Type.Missing], // second sort key - Leg Number
Type.Missing, Excel.XlSortOrder.xlAscending,
Type.Missing, Excel.XlSortOrder.xlAscending, // this would be the third key
Excel.XlYesNoGuess.xlYes, // ignore the header
Type.Missing,
Type.Missing,
Excel.XlSortOrientation.xlSortColumns,
Excel.XlSortMethod.xlPinYin,
Excel.XlSortDataOption.xlSortNormal,
Excel.XlSortDataOption.xlSortNormal,
Excel.XlSortDataOption.xlSortNormal);
ExecutedOrder assExOrder;
ExecutedOrder tempAssExOrder;
for (int i = 2; i <= assRowCount; i++) // Start at the second row and skip the header
{
assExOrder = new ExecutedOrder();
assExOrder.DeliverTo = assRange[i, 9].Value.ToString();
assExOrder.DeliveryAddress = assRange[i, 10].Value.ToString();
assExOrder.DeliveryCity = assRange[i, 11].Value.ToString();
assExOrder.dtDevliveryDateTime = DateTime.FromOADate(
Convert.ToDouble(assRange[i, 17].Value2) +
Convert.ToDouble(assRange[i, 18].Value2)
);
assExOrder.Driver = assRange[i, 19].Value.ToString();
// find if this driver has been added to the list
tempAssExOrder = assExOrders.Find(
delegate(ExecutedOrder aeo)
{
return(aeo.Driver == assExOrder.Driver);
}
);
// add the driver if it hasn't been added to the list, yet
if (tempAssExOrder == null)
{
assExOrders.Add(assExOrder);
}
// remove the driver from the list if the deliveryDateTime is older than the new one
else if (tempAssExOrder.dtDevliveryDateTime < assExOrder.dtDevliveryDateTime)
{
assExOrders.Remove(tempAssExOrder);
assExOrders.Add(assExOrder);
}
}
Console.Out.WriteLine(assExOrders.Count);
workbook.Close(false, misValue, misValue);
}
catch (Exception ex)
{
Console.Out.WriteLine(ex.StackTrace);
}
finally
{
if (workbook != null)
{
Marshal.ReleaseComObject(workbook);
}
if (excelObj != null)
{
excelObj.Quit();
Marshal.ReleaseComObject(excelObj);
}
}
}
public bool ProcessOrder(Order order)
{
if (order != null && order.Quantity > 0)
{
var result = orderdata.InsertOrder(order);
if (result > 0)
{
order.ID = result;
IList <Order> Unfilledorders = orderdata.FetchAvailableOrders(order);
if (Unfilledorders != null && Unfilledorders.Count > 0)
{
ExecutedOrder exord = new ExecutedOrder();
exord.StockID = order.StockId;
foreach (Order uforder in Unfilledorders)
{
if (order.OrderSide == OrderDirection.BUY)
{
exord.BuyRequestID = order.RequestId;
exord.SellRequestID = uforder.RequestId;
exord.ExecutionPrice = uforder.Price;
}
else
{
exord.BuyRequestID = uforder.RequestId;
exord.SellRequestID = order.RequestId;
exord.ExecutionPrice = order.Price;
}
if (uforder.AvailableQuantity >= order.AvailableQuantity)
{
exord.ExecutionQuantity = order.AvailableQuantity;
}
else
{
exord.ExecutionQuantity = uforder.AvailableQuantity;
}
result = orderdata.InsertExecutions(exord);
if (result > 0)
{
orderdata.UpdateExecutedQuantity(order.ID, uforder.ID, exord.ExecutionQuantity);
order.AvailableQuantity -= exord.ExecutionQuantity;
}
else
{
Console.WriteLine("Error while Executing the trade");
break;
}
if (order.AvailableQuantity == 0)
{
break;
}
}
}
}
else
{
Console.WriteLine("Error while processing the order");
return(false);
}
}
return(false);
}
