private void ProcessOrderLogMessage(Security security, ExecutionMessage message)
{
var trade = (message.TradeId != null || !message.TradeStringId.IsEmpty())
? EntityFactory.CreateTrade(security, message.TradeId, message.TradeStringId)
: null;
var logItem = message.ToOrderLog(EntityFactory.CreateOrderLogItem(new Order { Security = security }, trade));
//logItem.LocalTime = message.LocalTime;
RaiseNewOrderLogItem(logItem);
if (message.IsSystem == false)
return;
if (CreateDepthFromOrdersLog)
{
try
{
var builder = _olBuilders.SafeAdd(security, key => MarketDataAdapter.CreateOrderLogMarketDepthBuilder(message.SecurityId));
if (builder == null)
throw new InvalidOperationException();
var updated = builder.Update(message);
if (updated)
{
RaiseNewMessage(builder.Depth.Clone());
ProcessQuotesMessage(security, builder.Depth, false);
}
}
catch (Exception ex)
{
// если ОЛ поврежден, то не нарушаем весь цикл обработки сообщения
// а только выводим сообщение в лог
RaiseError(ex);
}
}
if (trade != null && CreateTradesFromOrdersLog)
{
var tuple = _entityCache.GetTrade(security, message.TradeId, message.TradeStringId, (id, stringId) =>
{
var t = trade.Clone();
t.OrderDirection = message.Side.Invert();
return t;
});
if (tuple.Item2)
RaiseNewTrade(tuple.Item1);
}
}
