public void Visit(ModifyOrderTransaction transaction)
{
var symbol = adapter.ResolveSymbolAsync(transaction.Instrument).Result;
if (symbol == null)
{
Logger.Error().Print($"Unable to resolve symbol for {transaction.Instrument}");
return;
}
var newTransactionId = IncTransId();
var qlTrans = new QLTransaction
{
ACTION = ACTION.MOVE_ORDERS,
ACCOUNT = transaction.Account,
CLIENT_CODE = transaction.Account + @"//" + transaction.Comment,
COMMENT = transaction.Comment,
SECCODE = symbol,
CLASSCODE = symbol.Length >= 5 ? "SPBOPT" : "SPBFUT",
EXECUTION_CONDITION = EXECUTION_CONDITION.PUT_IN_QUEUE,
TRANS_ID = newTransactionId.ToString(),
TYPE = TYPE.L,
FIRST_ORDER_NUMBER = transaction.OrderExchangeId,
FIRST_ORDER_NEW_QUANTITY = transaction.Quantity.ToString(),
FIRST_ORDER_NEW_PRICE = transaction.Price.ToString(),
// TODO Тут похоже нужно проставлять ещё поле комментарий, нужно отследить по
// таблице заявок квика, что становится с комментов заявки после modify
};
Logger.Debug().PrintFormat("Visit: {0}", qlTrans);
adapter.SendMessage(qlTrans);
container.PutTransaction(newTransactionId, transaction);
}
public void Visit(NewOrderTransaction transaction)
{
var symbol = adapter.ResolveSymbolAsync(transaction.Instrument).Result;
if (symbol == null)
{
Logger.Error().Print($"Unable to resolve symbol for {transaction.Instrument}");
return;
}
var newTransactionId = IncTransId();
var qlTrans = new QLTransaction
{
ACTION = ACTION.NEW_ORDER,
ACCOUNT = transaction.Account,
CLIENT_CODE = transaction.Account + @"//" + transaction.Comment,
COMMENT = transaction.Comment,
SECCODE = symbol,
CLASSCODE = symbol.Length >= 5 ? "SPBOPT" : "SPBFUT",
EXECUTION_CONDITION = EXECUTION_CONDITION.PUT_IN_QUEUE,
OPERATION = transaction.Operation == OrderOperation.Buy ? OPERATION.B : OPERATION.S,
QUANTITY = transaction.Quantity.ToString(),
PRICE = transaction.Price.ToString("0.######"),
TRANS_ID = newTransactionId.ToString(),
TYPE = TYPE.L,
};
Logger.Debug().PrintFormat("Visit: {0}", qlTrans);
adapter.SendMessage(qlTrans);
container.PutTransaction(newTransactionId, transaction);
}
public void Visit(KillOrderTransaction transaction)
{
var symbol = adapter.ResolveSymbolAsync(transaction.Instrument).Result;
if (symbol == null)
{
Logger.Error().Print($"Unable to resolve symbol for {transaction.Instrument}");
return;
}
var newTransactionId = IncTransId();
var qlTrans = new QLTransaction
{
ACTION = ACTION.KILL_ORDER,
ACCOUNT = transaction.Account,
CLIENT_CODE = transaction.Account,
SECCODE = symbol,
CLASSCODE = symbol.Length >= 5 ? "SPBOPT" : "SPBFUT",
EXECUTION_CONDITION = EXECUTION_CONDITION.PUT_IN_QUEUE,
TRANS_ID = newTransactionId.ToString(),
ORDER_KEY = transaction.OrderExchangeId
};
Logger.Debug().PrintFormat("Visit: {0}", qlTrans);
adapter.SendMessage(qlTrans);
container.PutTransaction(newTransactionId, transaction);
}
