protected void ProcessCancelationError(ExecutionReport exReport, Order order, Wrapper wrapper)
{
if (!string.IsNullOrEmpty(exReport.error))
{
OrderCancelRejectWrapper reject = new OrderCancelRejectWrapper(order.OrderId,
wrapper.GetField(OrderFields.OrigClOrdID).ToString(),
wrapper.GetField(OrderFields.ClOrdID).ToString(),
OrdStatus.Rejected,
order.Side, order.Price,
order.OrderQty.HasValue ? order.OrderQty.Value : 0,
exReport.LeavesQty.HasValue ? exReport.LeavesQty.Value : 0,
DateTime.Now,
CxlRejReason.UnknownOrder,
exReport.error, order.SymbolPair);
OnMessageRcv(reject);
}
}
protected CMState CancelOrderOnOrderId(string orderId, Wrapper wrapper)
{
try
{
lock (tLock)
{
Order order = BitMexActiveOrders.Values.Where(x => x.OrderId == orderId).FirstOrDefault();
if (order != null)
{
ExecutionReport exReport = RunCancelOrder(order, false);
ProcessCancelationError(exReport, order, wrapper);
}
else
{
OrderCancelRejectWrapper reject = new OrderCancelRejectWrapper(orderId,
wrapper.GetField(OrderFields.OrigClOrdID).ToString(),
wrapper.GetField(OrderFields.ClOrdID).ToString(),
OrdStatus.Rejected,
Side.Unknown,
null,
0,
0,
DateTime.Now,
CxlRejReason.UnknownOrder,
string.Format("OrderId not found: {0}", orderId),
wrapper.GetField(OrderFields.Symbol).ToString());
OnMessageRcv(reject);
throw new Exception(string.Format("@{0}: Could not cancel order for OrderId {1} because it was not found", BitmexConfiguration.Name, orderId));
}
}
return(CMState.BuildSuccess());
}
catch (Exception ex)
{
DoLog(string.Format("@{0}:Error cancelig order {1}!:{2}", BitmexConfiguration.Name, orderId, ex.Message), Main.Common.Util.Constants.MessageType.Error);
return(CMState.BuildFail(ex));
}
}
protected CMState CancelOrderOnClOrderId(string origClOrderId, Wrapper wrapper)
{
try
{
//New order id
string clOrderId = wrapper.GetField(OrderFields.ClOrdID).ToString();
lock (tLock)
{
if (BitMexActiveOrders.ContainsKey(origClOrderId))
{
Order order = BitMexActiveOrders[origClOrderId];
ExecutionReport exReport = RunCancelOrder(order, false);
ProcessCancelationError(exReport, order, wrapper);
}
else
{
string orderId = wrapper.GetField(OrderFields.OrderId) != OrderFields.NULL ? wrapper.GetField(OrderFields.OrderId).ToString() : "";
OrderCancelRejectWrapper reject = new OrderCancelRejectWrapper(orderId,
origClOrderId,
clOrderId,
OrdStatus.Rejected,
Side.Unknown,
null,
0,
0,
DateTime.Now,
CxlRejReason.UnknownOrder,
string.Format("ClOrdId not found: {0}", origClOrderId),
wrapper.GetField(OrderFields.Symbol).ToString());
OnMessageRcv(reject);
throw new Exception(string.Format("@{0}: Could not cancel order for OrigClOrdId {1} because it was not found", BitmexConfiguration.Name, origClOrderId));
}
}
return(CMState.BuildSuccess());
}
catch (Exception ex)
{
DoLog(string.Format("@{0}:Error cancelig order {1}!:{2}", BitmexConfiguration.Name, origClOrderId, ex.Message), Main.Common.Util.Constants.MessageType.Error);
return(CMState.BuildFail(ex));
}
}
