private void ProcessCancelMessage(OrderCancelMessage cancelMsg)
{
_client.Session.cancelOrder(
_accounts[cancelMsg.PortfolioName],
cancelMsg.OrderStringId,
Constants.ORDER_ENTRY_TYPE_AUTO,
string.Empty, cancelMsg.UserOrderId, cancelMsg.TransactionId);
}
public static Transaction CreateCancelTransaction(this OrderCancelMessage message, IDictionary <string, RefPair <SecurityTypes, string> > securityClassInfo)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (message.OrderId == null)
{
throw new InvalidOperationException(LocalizedStrings.Str2252Params.Put(message.OrderTransactionId));
}
var transaction = new Transaction(TransactionTypes.Cancel, message);
transaction.SetSecurity(message, securityClassInfo);
string action;
switch (message.OrderType)
{
case OrderTypes.Limit:
case OrderTypes.Market:
action = TransactionActions.KillOrder;
transaction.SetOrderId(message.OrderId.Value);
break;
case OrderTypes.Conditional:
action = TransactionActions.KillStopOrder;
transaction.SetStopOrderId(message.OrderId.Value);
break;
case OrderTypes.Repo:
case OrderTypes.ExtRepo:
case OrderTypes.Rps:
action = TransactionActions.KillNegDeal;
transaction.SetOrderId(message.OrderId.Value);
break;
default:
throw new ArgumentOutOfRangeException(nameof(message), message.Type, LocalizedStrings.Str1600);
}
transaction.SetAction(action);
if (!message.BrokerCode.IsEmpty())
{
transaction.SetFirmId(message.BrokerCode);
}
return(transaction);
}
private void ProcessOrderCancel(OrderCancelMessage cancelMsg)
{
var reply = Session.CancelOrder(cancelMsg.OrderId);
SendOutMessage(new ExecutionMessage
{
OriginalTransactionId = cancelMsg.TransactionId,
OrderId = cancelMsg.OrderId,
OrderState = OrderStates.Done,
ExecutionType = ExecutionTypes.Order
});
ProcessFunds(reply.Command.Funds);
}
private void ProcessCancelMessage(OrderCancelMessage cancelMsg)
{
var id = _orders.TryGetKey(cancelMsg.OrderTransactionId);
if (id == 0)
{
throw new InvalidOperationException(LocalizedStrings.Str3551Params.Put(cancelMsg.OrderTransactionId));
}
BaseCommandMessage command;
switch (_ordersTypes[cancelMsg.OrderTransactionId])
{
case OrderTypes.Limit:
case OrderTypes.Market:
command = new CancelOrderMessage {
TransactionId = id
};
break;
case OrderTypes.Conditional:
command = new CancelStopOrderMessage {
TransactionId = id
};
break;
case OrderTypes.Repo:
case OrderTypes.ExtRepo:
case OrderTypes.Rps:
command = new CancelNegDealMessage {
TransactionId = id
};
break;
case OrderTypes.Execute:
command = new CancelReportMessage {
TransactionId = id
};
break;
default:
throw new ArgumentOutOfRangeException();
}
SendCommand(command);
}
private void ProcessOrderCancel(OrderCancelMessage cancelMsg)
{
if (cancelMsg.OrderId == null)
{
throw new InvalidOperationException(LocalizedStrings.Str2252Params.Put(cancelMsg.OrderTransactionId));
}
var isOk = _httpClient.CancelOrder(cancelMsg.OrderId.Value);
SendOutMessage(new ExecutionMessage
{
ServerTime = CurrentTime.Convert(TimeZoneInfo.Utc),
ExecutionType = ExecutionTypes.Transaction,
OriginalTransactionId = cancelMsg.TransactionId,
OrderState = isOk ? OrderStates.Done : OrderStates.Failed,
Error = isOk ? null : new InvalidOperationException(LocalizedStrings.Str3300),
});
}
private void ProcessOrderCancel(OrderCancelMessage cancelMsg)
{
if (cancelMsg.OrderId == null)
{
throw new InvalidOperationException(LocalizedStrings.Str2252Params.Put(cancelMsg.OrderTransactionId));
}
var reply = _client.CancelOrder(cancelMsg.OrderId.Value);
SendOutMessage(new ExecutionMessage
{
OriginalTransactionId = cancelMsg.TransactionId,
OrderId = cancelMsg.OrderId,
OrderState = OrderStates.Done,
ExecutionType = ExecutionTypes.Order
});
ProcessFunds(reply.Command.Funds);
}
private void ProcessCancelMessage(OrderCancelMessage message)
{
if (message.OrderId == null)
{
throw new InvalidOperationException(LocalizedStrings.Str2252Params.Put(message.OrderTransactionId));
}
var response = _restClient.CloseOrder(GetAccountId(message.PortfolioName), message.OrderId.Value);
SendOutMessage(new ExecutionMessage
{
ExecutionType = ExecutionTypes.Order,
OriginalTransactionId = message.TransactionId,
OrderId = message.OrderId,
OrderState = OrderStates.Done,
Balance = response.Units,
ServerTime = response.Time.FromOanda(),
PortfolioName = message.PortfolioName,
});
}
private void ProcessOrderCancel(OrderCancelMessage cancelMsg)
{
if (cancelMsg.OrderId == null)
{
throw new InvalidOperationException(LocalizedStrings.Str2252Params.Put(cancelMsg.OriginalTransactionId));
}
_httpClient.CancelOrder(cancelMsg.OrderId.Value);
//SendOutMessage(new ExecutionMessage
//{
// ServerTime = CurrentTime.ConvertToUtc(),
// ExecutionType = ExecutionTypes.Transaction,
// OriginalTransactionId = cancelMsg.TransactionId,
// OrderState = OrderStates.Done,
// HasOrderInfo = true,
//});
ProcessOrderStatus(null);
ProcessPortfolioLookup(null);
}
public static Transaction CreateCancelTransaction(this IMessageSessionHolder sessionHolder, OrderCancelMessage message)
{
if (sessionHolder == null)
{
throw new ArgumentNullException("sessionHolder");
}
if (message == null)
{
throw new ArgumentNullException("message");
}
var transaction = new Transaction(TransactionTypes.Cancel, message);
transaction.SetSecurity(sessionHolder, message);
string action;
Func <long, Transaction> idSetterFunc = transaction.SetOrderId;
switch (message.OrderType)
{
case OrderTypes.Limit:
case OrderTypes.Market:
action = TransactionActions.KillOrder;
break;
case OrderTypes.Conditional:
action = TransactionActions.KillStopOrder;
idSetterFunc = transaction.SetStopOrderId;
break;
case OrderTypes.Repo:
case OrderTypes.ExtRepo:
case OrderTypes.Rps:
action = TransactionActions.KillNegDeal;
break;
default:
throw new ArgumentOutOfRangeException("message", message.Type, LocalizedStrings.Str1600);
}
idSetterFunc(message.OrderId).SetAction(action);
return(transaction);
}
private void ProcessOrderCancelMessage(OrderCancelMessage cancelMsg)
{
_session.CancelOrder(new CancelOrderRequest(cancelMsg.TransactionId.To <string>(), (long)cancelMsg.SecurityId.Native, cancelMsg.OrderTransactionId.To <string>()), id => { }, CreateErrorHandler("CancelOrder"));
}
private void ProcessOrderCancel(OrderCancelMessage message)
{
_client.CancelOrder(_orderTransactions[message.OrderTransactionId]);
}
private void ProcessOrderCancel(OrderCancelMessage message)
{
SessionHolder.Session.CancelOrder(_orderTransactions[message.OrderTransactionId]);
}
private bool ProcessOrderCancel(OrderCancelMessage message)
{
message = _storageProcessor.ProcessOrderCancel(message);
return(message == null || base.OnSendInMessage(message));
}
// create and send message
private void SendCommand(IReadOnlyDictionary <string, object> actions)
{
Message message = null;
switch (actions["ACTION"].ToString())
{
case "NEW_ORDER":
{
message = new OrderRegisterMessage
{
SecurityId = _securities.FirstOrDefault(s => s.Code == actions["SECCODE"].ToString() &&
s.Class == actions["CLASSCODE"].ToString()).ToSecurityId(),
ClientCode = actions["CLIENTCODE"].ToString(),
PortfolioName = actions["ACCOUNT"].ToString(),
OrderType = (OrderTypes)actions["TYPE"],
Price = (decimal)actions["PRICE"],
Side = (Sides)actions["OPERATION"],
Volume = (decimal)actions["QUANTITY"],
TransactionId = _transAdapter.TransactionIdGenerator.GetNextId(),
Comment = actions["COMMENT"].ToString()
};
}
break;
case "KILL_ORDER":
{
message = new OrderCancelMessage
{
OrderId = (long)actions["ORDER_KEY"],
OriginalTransactionId = (long)actions["ORIGINAL_TRANS_ID"],
TransactionId = _transAdapter.TransactionIdGenerator.GetNextId()
};
}
break;
case "KILL_ALL_ORDERS":
{
message = new OrderGroupCancelMessage
{
TransactionId = _transAdapter.TransactionIdGenerator.GetNextId()
};
}
break;
case "MOVE_ORDERS":
{
//TODO
}
break;
case "REGISTER_SECURITY":
{
//TODO
}
break;
case "UNREGISTER_SECURITY":
{
//TODO
}
break;
case "REGISTER_TRADES":
{
//TODO
}
break;
case "UNREGISTER_TRADES":
{
//TODO
}
break;
case "REGISTER_MARKETDEPTH":
{
//TODO
}
break;
case "UNREGISTER_MARKETDEPTH":
{
//TODO
}
break;
}
if (message != null)
{
_transAdapter.SendInMessage(message);
}
}
private void ProcessOrderCancelMessage(OrderCancelMessage cancelMsg)
{
var orderMaint = new STIOrderMaint();
orderMaint.CancelOrder(cancelMsg.PortfolioName, 0, cancelMsg.TransactionId.To <string>(), null);
}
// create and send message
private void SendCommand(IReadOnlyDictionary<string, object> actions)
{
Message message = null;
switch (actions["ACTION"].ToString())
{
case "NEW_ORDER":
{
message = new OrderRegisterMessage
{
SecurityId = _securities.FirstOrDefault(s => s.Code == actions["SECCODE"].ToString() &&
s.Class == actions["CLASSCODE"].ToString()).ToSecurityId(),
ClientCode = actions["CLIENTCODE"].ToString(),
PortfolioName = actions["ACCOUNT"].ToString(),
OrderType = (OrderTypes)actions["TYPE"],
Price = (decimal)actions["PRICE"],
Side = (Sides)actions["OPERATION"],
Volume = (decimal)actions["QUANTITY"],
TransactionId = _transAdapter.TransactionIdGenerator.GetNextId(),
Comment = actions["COMMENT"].ToString()
};
}
break;
case "KILL_ORDER":
{
message = new OrderCancelMessage
{
OrderId = (long)actions["ORDER_KEY"],
OriginalTransactionId = (long)actions["ORIGINAL_TRANS_ID"],
TransactionId = _transAdapter.TransactionIdGenerator.GetNextId()
};
}
break;
case "KILL_ALL_ORDERS":
{
message = new OrderGroupCancelMessage
{
TransactionId = _transAdapter.TransactionIdGenerator.GetNextId()
};
}
break;
case "MOVE_ORDERS":
{
//TODO
}
break;
case "REGISTER_SECURITY":
{
//TODO
}
break;
case "UNREGISTER_SECURITY":
{
//TODO
}
break;
case "REGISTER_TRADES":
{
//TODO
}
break;
case "UNREGISTER_TRADES":
{
//TODO
}
break;
case "REGISTER_MARKETDEPTH":
{
//TODO
}
break;
case "UNREGISTER_MARKETDEPTH":
{
//TODO
}
break;
}
if (message != null)
_transAdapter.SendInMessage(message);
}
private void ProcessCancelMessage(OrderCancelMessage cancelMsg)
{
_wrapper.CancelOrder(cancelMsg.PortfolioName, (string)cancelMsg.SecurityId.Native, cancelMsg.OrderStringId);
}
