/// <summary>
/// To calculate commission.
/// </summary>
/// <param name="message">The message containing the information about the order or own trade.</param>
/// <returns>The commission. If the commission can not be calculated then <see langword="null" /> will be returned.</returns>
protected override decimal?OnProcessExecution(ExecutionMessage message)
{
if (message.HasOrderInfo())
{
return((decimal)(message.OrderVolume * Value));
}
return(null);
}
/// <inheritdoc />
protected override decimal?OnProcessExecution(ExecutionMessage message)
{
if (message.HasOrderInfo())
{
return(GetValue(message.OrderPrice));
}
return(null);
}
public void Process(ExecutionMessage message)
{
if (!message.HasOrderInfo())
{
throw new ArgumentException(nameof(message));
}
var key = Tuple.Create(message.Side, message.OrderPrice);
switch (message.OrderState)
{
case OrderStates.Done:
case OrderStates.Failed:
{
var items = _executions.TryGetValue(key);
if (items == null)
{
break;
}
items.Remove(message.OriginalTransactionId);
if (items.Count == 0)
{
_executions.Remove(key);
}
break;
}
case OrderStates.Active:
{
if (message.Balance != null)
{
_executions.SafeAdd(key)[message.OriginalTransactionId] = message.Balance.Value;
}
break;
}
}
if (_executions.ContainsKey(key))
{
_ownVolumes[key] = _executions[key].Sum(o => o.Value);
}
else
{
_ownVolumes.Remove(key);
}
}
/// <summary>
/// To calculate commission.
/// </summary>
/// <param name="message">The message containing the information about the order or own trade.</param>
/// <returns>The commission. If the commission can not be calculated then <see langword="null" /> will be returned.</returns>
protected override decimal?OnProcessExecution(ExecutionMessage message)
{
if (!message.HasOrderInfo())
{
return(null);
}
if (++_currentCount < Count)
{
return(null);
}
_currentCount = 0;
return((decimal)Value);
}
private void ProcessTransactionMessage(Order order, Security security, ExecutionMessage message, long transactionId)
{
var processed = false;
if (message.HasOrderInfo())
{
processed = true;
ProcessOrderMessage(order, security, message, transactionId);
}
if (message.HasTradeInfo())
{
processed = true;
ProcessMyTradeMessage(order, security, message, transactionId);
}
if (!processed)
throw new ArgumentOutOfRangeException(LocalizedStrings.Str1695Params.Put(message.ExecutionType));
}
public void Process(ExecutionMessage message)
{
if (!message.HasOrderInfo())
{
throw new ArgumentException(nameof(message));
}
// ignore market orders
if (message.OrderPrice == 0)
{
return;
}
// ignore unknown orders
if (message.OriginalTransactionId == 0)
{
return;
}
var key = Tuple.Create(message.Side, message.OrderPrice);
switch (message.OrderState)
{
case OrderStates.Done:
case OrderStates.Failed:
{
var pair = _executions.TryGetValue(key);
if (pair == null)
{
break;
}
var balance = pair.First.TryGetAndRemove(message.OriginalTransactionId);
if (pair.First.Count == 0)
{
_executions.Remove(key);
}
else
{
pair.Second -= balance;
}
break;
}
case OrderStates.Active:
{
var balance = message.Balance;
if (balance != null)
{
var pair = _executions.SafeAdd(key, k => RefTuple.Create(new Dictionary <long, decimal>(), 0M));
var prev = pair.First.TryGetValue(message.OriginalTransactionId);
pair.First[message.OriginalTransactionId] = balance.Value;
pair.Second += balance.Value - prev;
}
break;
}
}
}
