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);
}
}
}
