internal static void CancelOrder(Guid clientKey, Guid requesterOrderID, long orderID)
{
try
{
// Order Side
SingleOrder order = m_orderID_ordersDetails[orderID];
LookupItem orderSideLookup = Lookups.GetOrderSidesLookupByCodeValue(order.Data[SingleOrderProperties.OrderSide].ToString());
lock (order)
{
string[] arr = order.Data[SingleOrderProperties.ClOrderID].ToString().Split(new char[] { '-' });
string ordID = arr[0];
int changeID = int.Parse(arr[1]);
changeID++;
//string newOrigClOrdID = order.ClOrderID;
string newClOrdID = string.Format("{0}-{1}", ordID, changeID);
using (System.Transactions.TransactionScope ts = new System.Transactions.TransactionScope())
{
DatabaseMethods db = new DatabaseMethods();
//db.UpdateOrderDetails(order.OrderID, newClOrdID, order.OrigClOrdID, order.CurrentQuantity, order.RemainingQuantity, order.ExecutedQuantity, order.CurrentPrice, order.CurrentPrice, order.CurrentPrice, order.OrderType, order.OrderStatus, order.ExecType, DateTime.Now, "Cancel Order Request", false, "", order.TimeInForce, null);
order.Data[SingleOrderProperties.ClOrderID] = newClOrdID;
order.Data[SingleOrderProperties.IsPending] = true;
order.Data[SingleOrderProperties.Note] = "Pending Cancel Request";
order.Data[SingleOrderProperties.ModifiedDateTime] = DateTime.Now;
Dictionary <string, object> orders_Columns = new Dictionary <string, object>();
orders_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.ClOrderID).ColumnName, order.Data[SingleOrderProperties.ClOrderID]);
orders_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.IsPending).ColumnName, true);
orders_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.Note).ColumnName, order.Data[SingleOrderProperties.Note]);
orders_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.ModifiedDateTime).ColumnName, order.Data[SingleOrderProperties.ModifiedDateTime]);
Dictionary <string, object> orders_Filters = new Dictionary <string, object>();
orders_Filters.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.OrderID).ColumnName, order.Data[SingleOrderProperties.OrderID]);
Dictionary <string, object> ordersDetails_Columns = new Dictionary <string, object>();
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.OrderID).ColumnName, order.Data[SingleOrderProperties.OrderID]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.ClOrderID).ColumnName, order.Data[SingleOrderProperties.ClOrderID]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.OrigClOrdID).ColumnName, order.Data[SingleOrderProperties.OrigClOrdID]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.AvgPrice).ColumnName, order.Data[SingleOrderProperties.AvgPrice]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.CurrentPrice).ColumnName, order.Data[SingleOrderProperties.CurrentPrice]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.ExecPrice).ColumnName, order.Data[SingleOrderProperties.LastExecPrice]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.CurrentQuantity).ColumnName, order.Data[SingleOrderProperties.CurrentQuantity]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.ExecutedQuantity).ColumnName, order.Data[SingleOrderProperties.ExecutedQuantity]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.LastExecQuantity).ColumnName, order.Data[SingleOrderProperties.LastExecQuantity]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.RemainingQuantity).ColumnName, order.Data[SingleOrderProperties.RemainingQuantity]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.DateTime).ColumnName, DateTime.Now);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.ExecType).ColumnName, order.Data[SingleOrderProperties.ExecType]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.OrderStatus).ColumnName, order.Data[SingleOrderProperties.OrderStatus]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.Note).ColumnName, order.Data[SingleOrderProperties.Note]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.IsCancelRequest).ColumnName, true);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.IsUserRequest).ColumnName, true);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.OrderType).ColumnName, order.Data[SingleOrderProperties.OrderType]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.TimeInForce).ColumnName, order.Data[SingleOrderProperties.TimeInForce]);
db.UpdateOrderDetails(orders_Columns, orders_Filters, ordersDetails_Columns);
FixGatewayManager.CancelOrder(order.Data[SingleOrderProperties.ClientID].ToString(), order.Data[SingleOrderProperties.SecurityCode].ToString(), string.Format("{0}-{1}", ordID, changeID), order.Data[SingleOrderProperties.OrigClOrdID].ToString(), orderSideLookup.FixValue.ToCharArray()[0]);
ts.Complete();
}
}
}
catch (Exception ex)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.WriteOnConsoleAsync(true, string.Format("Error modify order, ClientKey {0}, Error: {1}", clientKey, ex.Message), ConsoleColor.Red, ConsoleColor.White, false);
try
{
// Sessions.Push(new IResponseMessage[] { new Fix_OrderReplaceRefusedByService() { ClientKey = clientKey, RefuseReason = "System Error", RequesterOrderID = requesterOrderID } });
}
catch (Exception inex)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.WriteOnConsoleAsync(true, string.Format("Error sending refused order modification to the client, ClientKey {0}, Error: {1}", clientKey, inex.Message), ConsoleColor.Red, ConsoleColor.White, false);
}
}
}
public static void PlaceNewSingleOrder(Guid clientKey, Guid requesterOrderID, int clientID, string custodyID, string securityID,
string orderSide, double price, int quantity, string orderType, DateTime placementDateTime, string timeInForce,
CurrencyItem currency, string exchangeID, DateTime orderCreatedBySysDateTime, string groupID,
string marketID, HandleInstruction handleInst, DateTime expiryDate, Dictionary <string, object> optionalParam)
{
long orderID = -1;
try
{
// Get Currency
LookupItem currencyLookup = Lookups.GetCurrencyLookupByCurrencyCode(currency.Code);
// Get Destination Type
LookupItem exchangeLookup = Lookups.GetExchangeDestinationByExchangeID(exchangeID);
// order Type
LookupItem orderTypeLookup = Lookups.GetOrderTypeLookupByCodeValue(orderType);
// Order Side
LookupItem orderSideLookup = Lookups.GetOrderSidesLookupByCodeValue(orderSide);
// Time In Force
LookupItem timeInForceLookup = Lookups.GetTimeInForceLookupByCode(timeInForce);
// Handle Instruction
string handleValue = Enum.GetName(typeof(HandleInstruction), handleInst);
LookupItem handleInstLookup = Lookups.GetHandleInstTypeLookupByCodeValue(handleValue);
bool hasAON = false;
int minQ = 0;
if (optionalParam != null)
{
if (optionalParam.ContainsKey("AON") && (bool)optionalParam["AON"])
{
hasAON = true;
}
}
if (hasAON)// MinQty must be existed if AON = true as it's already been validated before
{
minQ = (int)optionalParam["MinQty"];
}
using (System.Transactions.TransactionScope ts = new System.Transactions.TransactionScope())
{
DatabaseMethods db = new DatabaseMethods();
//orderID = db.AddNewSingleOrder(clientKey, requesterOrderID, null, null, clientID, custodyID, securityID, orderSide,
//price, price, price, quantity, orderType, placementDateTime, ORD_STATUS.PendingNew, ORD_STATUS.PendingNew, "", false, "", timeInForce);
Dictionary <string, object> data = new Dictionary <string, object>();
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.CurrencyID).ColumnName, currency.ID);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.GroupID).ColumnName, groupID);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.MarketID).ColumnName, marketID);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.ExchangeID).ColumnName, exchangeID);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.RequesterOrderID).ColumnName, requesterOrderID);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.ClientID).ColumnName, clientID);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.CustodyID).ColumnName, custodyID);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.SecurityCode).ColumnName, securityID);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.OrderSide).ColumnName, orderSide);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.CurrentPrice).ColumnName, price);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.OriginalPrice).ColumnName, price);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.PlacementDateTime).ColumnName, placementDateTime);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.OriginalQuantity).ColumnName, quantity);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.RemainingQuantity).ColumnName, 0);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.ExecutedQuantity).ColumnName, 0);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.LastExecQuantity).ColumnName, 0);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.LastExecPrice).ColumnName, 0);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.AvgPrice).ColumnName, 0);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.CurrentQuantity).ColumnName, quantity);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.OriginalOrderType).ColumnName, orderType);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.OrderType).ColumnName, orderType);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.OrderStatus).ColumnName, ORD_STATUS.PendingNew);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.OriginalOrderStatus).ColumnName, ORD_STATUS.PendingNew);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.ExecType).ColumnName, EXEC_TYP.PendingNew);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.OrderCreatedBySysDateTime).ColumnName, orderCreatedBySysDateTime);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.OrderRecievedDateTime).ColumnName, DateTime.Now);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.ModifiedDateTime).ColumnName, DateTime.Now);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.Note).ColumnName, "awaiting for acceptance response");
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.IsPending).ColumnName, true);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.IsActive).ColumnName, false);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.IsExecuted).ColumnName, false);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.IsCompleted).ColumnName, false);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.HasSystemError).ColumnName, false);
//data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.ErrorMessage).ColumnName, string.Empty);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.OriginalTimeInForce).ColumnName, timeInForce);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.TimeInForce).ColumnName, timeInForce);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.OriginalHandleInst).ColumnName, handleValue);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.HandleInst).ColumnName, handleValue);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.ExpirationDate).ColumnName, expiryDate.ToShortDateString());
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.ExpirationDateTime).ColumnName, expiryDate);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.AON).ColumnName, hasAON);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.OriginalAON).ColumnName, hasAON);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.OriginalMinQty).ColumnName, minQ);
data.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.MinQty).ColumnName, minQ);
Dictionary <string, object> dataDetails = new Dictionary <string, object>();
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.CurrentPrice).ColumnName, price);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.CurrentQuantity).ColumnName, quantity);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.RemainingQuantity).ColumnName, quantity);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.ExecutedQuantity).ColumnName, 0);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.AvgPrice).ColumnName, 0);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.ExecPrice).ColumnName, 0);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.LastExecQuantity).ColumnName, 0);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.OrderType).ColumnName, orderType);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.OrderStatus).ColumnName, ORD_STATUS.PendingNew);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.ExecType).ColumnName, EXEC_TYP.PendingNew);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.DateTime).ColumnName, DateTime.Now);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.Note).ColumnName, "New Order");
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.HasSystemError).ColumnName, false);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.ErrorMessage).ColumnName, string.Empty);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.TimeInForce).ColumnName, timeInForce);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.IsNewOrderRequest).ColumnName, true);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.IsUserRequest).ColumnName, true);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.HandleInst).ColumnName, handleValue);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.AON).ColumnName, hasAON);
dataDetails.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.MinQty).ColumnName, minQ);
//orderID = db.AddNewSingleOrder(clientKey, data, dataDetails);
string clOrderID = string.Format("{0}-{1}", orderID.ToString(), "1");
SingleOrder order = new SingleOrder();
order.Data[SingleOrderProperties.OrderID] = orderID;
order.Data[SingleOrderProperties.ClOrderID] = clOrderID;
order.Data[SingleOrderProperties.GroupID] = groupID;
order.Data[SingleOrderProperties.MarketID] = marketID;
order.Data[SingleOrderProperties.ExchangeID] = exchangeID;
order.Data[SingleOrderProperties.CurrencyID] = currency.ID;
order.Data[SingleOrderProperties.RequesterOrderID] = requesterOrderID;
order.Data[SingleOrderProperties.ClientID] = clientID;
order.Data[SingleOrderProperties.CustodyID] = custodyID;
order.Data[SingleOrderProperties.SecurityCode] = securityID;
order.Data[SingleOrderProperties.OrderSide] = orderSide;
order.Data[SingleOrderProperties.IsActive] = false;
order.Data[SingleOrderProperties.IsPending] = true;
order.Data[SingleOrderProperties.IsCompleted] = false;
order.Data[SingleOrderProperties.IsExecuted] = false;
order.Data[SingleOrderProperties.CurrentPrice] = price;
order.Data[SingleOrderProperties.OriginalPrice] = price;
order.Data[SingleOrderProperties.AvgPrice] = 0;
order.Data[SingleOrderProperties.LastExecPrice] = 0;
order.Data[SingleOrderProperties.OriginalQuantity] = quantity;
order.Data[SingleOrderProperties.RemainingQuantity] = 0;
order.Data[SingleOrderProperties.ExecutedQuantity] = 0;
order.Data[SingleOrderProperties.LastExecQuantity] = 0;
order.Data[SingleOrderProperties.CurrentQuantity] = quantity;
order.Data[SingleOrderProperties.OriginalOrderType] = orderType;
order.Data[SingleOrderProperties.OrderType] = orderType;
order.Data[SingleOrderProperties.OrderStatus] = ORD_STATUS.PendingNew;
order.Data[SingleOrderProperties.OriginalOrderStatus] = ORD_STATUS.PendingNew;
order.Data[SingleOrderProperties.ExecType] = EXEC_TYP.PendingNew;
order.Data[SingleOrderProperties.OriginalTimeInForce] = timeInForce;
order.Data[SingleOrderProperties.TimeInForce] = timeInForce;
order.Data[SingleOrderProperties.OriginalHandleInst] = handleValue;
order.Data[SingleOrderProperties.HandleInst] = handleValue;
order.Data[SingleOrderProperties.AON] = hasAON;
order.Data[SingleOrderProperties.MinQty] = minQ;
order.Data[SingleOrderProperties.OriginalAON] = hasAON;
order.Data[SingleOrderProperties.OriginalMinQty] = minQ;
order.Data[SingleOrderProperties.PlacementDateTime] = placementDateTime;
order.Data[SingleOrderProperties.OrderCreatedBySysDateTime] = orderCreatedBySysDateTime;
order.Data[SingleOrderProperties.OrderRecievedDateTime] = DateTime.Now;
order.Data[SingleOrderProperties.ModifiedDateTime] = DateTime.Now;
order.Data[SingleOrderProperties.Note] = "Awaiting For Acceptance Response";
order.Data[SingleOrderProperties.HasSystemError] = false;
// lock only shared entities as each method create its only copy of variable except shared entities
lock (m_syncObject)
{
if (!m_sessionKey_ReqOrdIDs.ContainsKey(clientKey))
{
m_sessionKey_ReqOrdIDs.Add(clientKey, new List <Guid>());
}
m_sessionKey_ReqOrdIDs[clientKey].Add((Guid)order.Data[SingleOrderProperties.RequesterOrderID]);
m_ReqOrdID_OrdID.Add((Guid)order.Data[SingleOrderProperties.RequesterOrderID], (long)order.Data[SingleOrderProperties.OrderID]);
m_orderID_ordersDetails.Add((long)order.Data[SingleOrderProperties.OrderID], order);
m_OrdID_sessionKey.Add(orderID, clientKey);
//if (!m_ReqOrdID_subIDs.ContainsKey((Guid)order.Data[SingleOrderProperties.RequesterOrderID]))
//{
// m_ReqOrdID_subIDs.Add((Guid)order.Data[SingleOrderProperties.RequesterOrderID], new List<Guid>());
//}
//m_ReqOrdID_subIDs[(Guid)order.Data[SingleOrderProperties.RequesterOrderID]].Add(clientKey);
}
FixGatewayManager.PlaceNewSingleOrder(clOrderID, clientID.ToString(), securityID, quantity, price, custodyID, orderSideLookup.FixValue.ToCharArray()[0], orderTypeLookup.FixValue.ToCharArray()[0], currencyLookup.FixValue, exchangeLookup.FixValue, timeInForceLookup.FixValue.ToCharArray()[0], groupID, handleInstLookup.FixValue.ToCharArray()[0], expiryDate, hasAON, minQ);
ts.Complete();
db = null;
}
}
catch (Exception ex)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.WriteOnConsoleAsync(true, string.Format("Error placing order, ClientKey {0}, Req Order ID {1}, Error: {2}", clientKey, requesterOrderID, ex.Message), ConsoleColor.Red, ConsoleColor.White, false);
if (orderID > -1)
{
RemoveOrderRef(orderID);
}
try
{
// Sessions.Push(new IResponseMessage[] { new Fix_OrderRefusedByService() { ClientKey = clientKey, RefuseMessage = "System Erorr", RequesterOrderID = requesterOrderID } });
}
catch (Exception inEx)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.WriteOnConsoleAsync(true, string.Format("Error sending refused order to the client while placing order, ClientKey {0}, Req Order ID {1}, Error: {2}", clientKey, requesterOrderID, inEx.Message), ConsoleColor.Red, ConsoleColor.White, false);
}
}
}
internal static void ModifyOrder(Guid clientKey, Guid requesterOrderID, long orderID, int quantity, double price, string orderType, string timeInForce, Dictionary <string, object> optionalParam)
{
try
{
SingleOrder order = m_orderID_ordersDetails[orderID];
string[] arr = order.Data[SingleOrderProperties.ClOrderID].ToString().Split(new char[] { '-' });
string ordID = arr[0];
int changeID = int.Parse(arr[1]);
changeID++;
//string newOrigClOrdID = order.ClOrderID;
string newClOrdID = string.Format("{0}-{1}", ordID, changeID);
bool hasAON = false;
int minQ = 0;
if (optionalParam != null)
{
if (optionalParam.ContainsKey("AON") && (bool)optionalParam["AON"])
{
hasAON = true;
}
}
if (hasAON)
{
minQ = (int)optionalParam["MinQty"];
}
using (System.Transactions.TransactionScope ts = new System.Transactions.TransactionScope())
{
DatabaseMethods db = new DatabaseMethods();
/////db.UpdateOrderDetails(order.OrderID, newClOrdID, order.OrigClOrdID, quantity, quantity - order.ExecutedQuantity, order.ExecutedQuantity, order.CurrentPrice, order.CurrentPrice, order.CurrentPrice, order.OrderType, order.OrderStatus, order.ExecType, DateTime.Now, "Modify Order Request", false, "", timeInForce == string.Empty ? order.TimeInForce : timeInForce, null);
order.Data[SingleOrderProperties.ClOrderID] = newClOrdID;
order.Data[SingleOrderProperties.IsPending] = true;
order.Data[SingleOrderProperties.Note] = "Pending Modify Request";
order.Data[SingleOrderProperties.ModifiedDateTime] = DateTime.Now;
Dictionary <string, object> orders_Columns = new Dictionary <string, object>();
orders_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.ClOrderID).ColumnName, order.Data[SingleOrderProperties.ClOrderID]);
orders_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.IsPending).ColumnName, true);
orders_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.Note).ColumnName, order.Data[SingleOrderProperties.Note]);
orders_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.ModifiedDateTime).ColumnName, order.Data[SingleOrderProperties.ModifiedDateTime]);
Dictionary <string, object> orders_Filters = new Dictionary <string, object>();
orders_Filters.Add(PropColMapper.GetColumnByProperty(SingleOrderProperties.TableName, SingleOrderProperties.OrderID).ColumnName, order.Data[SingleOrderProperties.OrderID]);
Dictionary <string, object> ordersDetails_Columns = new Dictionary <string, object>();
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.OrderID).ColumnName, order.Data[SingleOrderProperties.OrderID]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.ClOrderID).ColumnName, order.Data[SingleOrderProperties.ClOrderID]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.OrigClOrdID).ColumnName, order.Data[SingleOrderProperties.OrigClOrdID]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.AvgPrice).ColumnName, order.Data[SingleOrderProperties.AvgPrice]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.CurrentPrice).ColumnName, order.Data[SingleOrderProperties.CurrentPrice]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.ExecPrice).ColumnName, order.Data[SingleOrderProperties.LastExecPrice]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.RequestedPrice).ColumnName, price);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.CurrentQuantity).ColumnName, order.Data[SingleOrderProperties.CurrentQuantity]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.ExecutedQuantity).ColumnName, order.Data[SingleOrderProperties.ExecutedQuantity]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.LastExecQuantity).ColumnName, order.Data[SingleOrderProperties.LastExecQuantity]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.RemainingQuantity).ColumnName, order.Data[SingleOrderProperties.RemainingQuantity]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.RequestedQuantity).ColumnName, quantity);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.AON).ColumnName, hasAON);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.RequestedMinQty).ColumnName, minQ);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.ExecType).ColumnName, order.Data[SingleOrderProperties.ExecType]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.OrderStatus).ColumnName, order.Data[SingleOrderProperties.OrderStatus]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.Note).ColumnName, order.Data[SingleOrderProperties.Note]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.IsModifyRequest).ColumnName, true);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.IsUserRequest).ColumnName, true);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.DateTime).ColumnName, DateTime.Now);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.OrderType).ColumnName, order.Data[SingleOrderProperties.OrderType]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.RequestedOrderType).ColumnName, orderType);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.TimeInForce).ColumnName, order.Data[SingleOrderProperties.TimeInForce]);
ordersDetails_Columns.Add(PropColMapper.GetColumnByProperty(SingleOrdDetailsProps.TableName, SingleOrdDetailsProps.RequestedTimeInForce).ColumnName, timeInForce);
db.UpdateOrderDetails(orders_Columns, orders_Filters, ordersDetails_Columns);
FixGatewayManager.ModifyCancelOrder(order.Data[SingleOrderProperties.ClientID].ToString(), order.Data[SingleOrderProperties.SecurityCode].ToString(), string.Format("{0}-{1}", ordID, changeID), order.Data[SingleOrderProperties.OrigClOrdID].ToString(), quantity, price, Lookups.GetTimeInForceLookupByCodeValue(timeInForce).FixValue.ToCharArray()[0], Lookups.GetOrderTypeLookupByCodeValue(orderType).FixValue.ToCharArray()[0], Lookups.GetOrderSidesLookupByCodeValue(order.Data[SingleOrderProperties.OrderSide].ToString()).FixValue.ToCharArray()[0], hasAON, minQ);
ts.Complete();
}
}
catch (Exception ex)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.WriteOnConsoleAsync(true, string.Format("Error modify order, ClientKey {0}, Error: {1}", clientKey, ex.Message), ConsoleColor.Red, ConsoleColor.White, false);
try
{
// Sessions.Push(new IResponseMessage[] { new Fix_OrderReplaceRefusedByService() { ClientKey = clientKey, RefuseReason = "System Error", RequesterOrderID = requesterOrderID } });
}
catch (Exception inex)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.WriteOnConsoleAsync(true, string.Format("Error sending refused order modification to the client, ClientKey {0}, Error: {1}", clientKey, inex.Message), ConsoleColor.Red, ConsoleColor.White, false);
}
}
}
