protected void ProcessNewOrder(object param)
{
try
{
lock (tLock)
{
Wrapper wrapper = (Wrapper)param;
Order order = OrderConverter.ConvertNewOrder(wrapper);
string sender = (string)wrapper.GetField(OrderFields.SENDER);
if (!string.IsNullOrEmpty(sender) && TestingModules.ContainsKey(sender))
{
SentOrders.Add(order.ClOrdId, sender);
QuickFix.Message nos = FIXMessageCreator.CreateNewOrderSingle(order.ClOrdId, order.Security.Symbol, order.Side, order.OrdType, order.SettlType,
order.TimeInForce, order.EffectiveTime, order.OrderQty, order.Price, order.StopPx,
order.Account, order.Exchange);
Session.SendToTarget(nos, SessionID);
SendersDict.Add(nos.Header.GetInt(QuickFix.Fields.Tags.MsgSeqNum), sender);
KeysDict.Add(nos.Header.GetInt(QuickFix.Fields.Tags.MsgSeqNum), order.ClOrdId);
}
else
{
throw new Exception("Cannot create an order for unknown sender");
}
}
}
catch (Exception ex)
{
DoLog(string.Format("Critical error processing new order @{0}:{1}", Configuration.Name, ex.Message), Fwk.Main.Common.Util.Constants.MessageType.Error);
}
}
private static List <PropertyInfo> GetKeyPropertyInfo <TEntity, TAttribute>(KeysDict datasource) where TAttribute : Attribute
{
var type = typeof(TEntity);
if (datasource.ContainsKey(type))
{
return(datasource[type]);
}
var props = new List <PropertyInfo>();
var propertys = GetKeyPropertys <TAttribute>(type);
if (propertys.Count == 0)
{
return(null);
}
//查找属性是不是在父类
foreach (var item in propertys)
{
var propertyName = item.Name;
var propInfo = type.GetTypeInfo().GetDeclaredProperty(propertyName);
//如果类型有父类。且是定义在父类
while (propInfo == null && type.GetTypeInfo().BaseType != null)
{
type = type.GetTypeInfo().BaseType;
propInfo = type.GetTypeInfo().GetDeclaredProperty(propertyName);
}
if (propInfo != null)
{
props.Add(propInfo);
}
}
datasource.Add(type, props);
return(props);
}
