/// <summary>Archives a Placement record.</summary>
/// <param name="transaction">Commits or rejects a set of commands as a unit</param>
/// <param name="placementId">The value for the PlacementId column.</param>
/// <param name="rowVersion">The value for the RowVersion column.</param>
/// <param name="archive">true to archive the object, false to unarchive it.</param>
public static void Archive(Transaction transaction, int placementId, long rowVersion)
{
// Accessor for the Placement Table.
ServerMarketData.PlacementDataTable placementTable = ServerMarketData.Placement;
// Rule #1: Make sure the record exists before updating it.
ServerMarketData.PlacementRow placementRow = placementTable.FindByPlacementId(placementId);
if ((placementRow == null))
{
throw new Exception(string.Format("The Placement table does not have an element identified by {0}", placementId));
}
// Rule #2: Optimistic Concurrency Check
if ((placementRow.RowVersion != rowVersion))
{
throw new System.Exception("This record is busy. Please try again later.");
}
// Archive the child records.
// Delete the record in the ADO database.
transaction.DataRows.Add(placementRow);
placementRow.Delete();
// Archive the record in the SQL database.
SqlCommand sqlCommand = new SqlCommand("update Placement set Archived = 1 where \"PlacementId\"=@placementId");
sqlCommand.Connection = transaction.SqlConnection;
sqlCommand.Transaction = transaction.SqlTransaction;
sqlCommand.Parameters.Add("@placementId", @placementId);
sqlCommand.ExecuteNonQuery();
}
/// <summary>Updates a Placement record.</summary>
/// <param name="transaction">Commits or rejects a set of commands as a unit</param>
/// <param name="placementId">The value for the PlacementId column.</param>
/// <param name="blockOrderId">The value for the BlockOrderId column.</param>
/// <param name="brokerId">The value for the BrokerId column.</param>
/// <param name="timeInForceCode">The value for the TimeInForceCode column.</param>
/// <param name="orderTypeCode">The value for the OrderTypeCode column.</param>
/// <param name="rowVersion">The value for the RowVersion column.</param>
/// <param name="isRouted">The value for the IsRouted column.</param>
/// <param name="quantity">The value for the Quantity column.</param>
/// <param name="price1">The value for the Price1 column.</param>
/// <param name="price2">The value for the Price2 column.</param>
public static void Update(Transaction transaction, int placementId, object blockOrderId, object brokerId, object timeInForceCode, object orderTypeCode, ref long rowVersion, object isRouted, object quantity, object price1, object price2)
{
// These values are provided by the server.
DateTime modifiedTime = DateTime.Now;
int modifiedLoginId = ServerMarketData.LoginId;
// Rule #1: Make sure the record exists before updating it.
ServerMarketData.PlacementRow placementRow = ServerMarketData.Placement.FindByPlacementId(placementId);
if ((placementRow == null))
{
throw new Exception("This Placement has been deleted by someone else");
}
// Rule #2: The block order exist.
ServerMarketData.BlockOrderRow blockOrderRow = ServerMarketData.BlockOrder.FindByBlockOrderId((int)blockOrderId);
if (blockOrderRow == null)
{
throw new Exception("This block order has been deleted by someone else");
}
// Rule #3: The Block Order is active
if (blockOrderRow.StatusCode == Shadows.Quasar.Common.Status.Closed ||
blockOrderRow.StatusCode == Shadows.Quasar.Common.Status.Confirmed ||
blockOrderRow.StatusCode == Shadows.Quasar.Common.Status.Pending)
{
throw new Exception("This order isn't active");
}
// Rule #4: Quantity executed doesn't exceed the quantity ordered.
decimal quantityOrdered = 0.0M;
foreach (ServerMarketData.OrderRow orderSumRow in blockOrderRow.GetOrderRows())
{
quantityOrdered += orderSumRow.Quantity;
}
decimal quantityPlaced = 0.0M;
foreach (ServerMarketData.PlacementRow placementSumRow in blockOrderRow.GetPlacementRows())
{
quantityPlaced += placementSumRow.Quantity;
}
if (quantityPlaced - placementRow.Quantity + (decimal)quantity > quantityOrdered)
{
throw new Exception("The quantity placed is more than the quantity ordered.");
}
// Call the primitive library to handle the rest of the operation.
Shadows.WebService.Core.Placement.Update(transaction, placementId, blockOrderId, brokerId, timeInForceCode, orderTypeCode,
ref rowVersion, null, isRouted, quantity, price1, price2, null, null, modifiedTime, modifiedLoginId);
}
/// <summary>
/// This thread takes placements off the queue and creates orders in the local order book for them.
/// </summary>
private static void PlacementHandler()
{
while (true)
{
// Wait here for the next tick to come in.
Broker.placementQueue.WaitOne();
// Get the next placement from the queue.
int placementId = Broker.placementQueue.Dequeue();
try
{
// Lock the tables.
Debug.Assert(!ServerMarketData.AreLocksHeld);
ServerMarketData.BlockOrderLock.AcquireReaderLock(Timeout.Infinite);
ServerMarketData.PlacementLock.AcquireReaderLock(Timeout.Infinite);
// Find the placement row.
ServerMarketData.PlacementRow placementRow = ServerMarketData.Placement.FindByPlacementId(placementId);
if (placementRow == null)
{
return;
}
// Information about the security is found in the block. It isn't part of the placement so a BlockOrder
// record is needed to get some of the ancillary data.
ServerMarketData.BlockOrderRow blockOrderRow = placementRow.BlockOrderRow;
// The execution quantity needs to be calculated to prevent over execution when the simulator is
// restarted. Count up the quantity executed against this placement. While this calcuation isn't
// perfect -- it will miss when there are multiple placements to the same broker -- it is good enough for
// the simulator to restart itself.
decimal quantityExecuted = 0.0M;
foreach (ServerMarketData.ExecutionRow executionRow in blockOrderRow.GetExecutionRows())
{
if (executionRow.BrokerId == placementRow.BrokerId)
{
quantityExecuted += executionRow.Quantity;
}
}
}
catch (Exception exception)
{
// Write the error and stack trace out to the debug listener
Debug.WriteLine(String.Format("{0}, {1}", exception.Message, exception.StackTrace));
}
finally
{
// Release the global tables.
if (ServerMarketData.BlockOrderLock.IsReaderLockHeld)
{
ServerMarketData.BlockOrderLock.ReleaseReaderLock();
}
if (ServerMarketData.PlacementLock.IsReaderLockHeld)
{
ServerMarketData.PlacementLock.ReleaseReaderLock();
}
Debug.Assert(!ServerMarketData.AreLocksHeld);
}
}
}
/// <summary>
/// This thread takes placements off the queue and creates orders in the local order book for them.
/// </summary>
private static void PlacementHandler()
{
while (true)
{
// Wait here for the next tick to come in.
Broker.placementQueue.WaitOne();
// Get the next placement from the queue.
int placementId = Broker.placementQueue.Dequeue();
try
{
// Lock the Order Book.
Broker.orderBookLock.AcquireWriterLock(CommonTimeout.LockWait);
// Lock the tables.
Debug.Assert(!ServerMarketData.AreLocksHeld);
ServerMarketData.BlockOrderLock.AcquireReaderLock(Timeout.Infinite);
ServerMarketData.PlacementLock.AcquireReaderLock(Timeout.Infinite);
// Find the placement row.
ServerMarketData.PlacementRow placementRow = ServerMarketData.Placement.FindByPlacementId(placementId);
if (placementRow == null)
{
return;
}
// Information about the security is found in the block. It isn't part of the placement so a BlockOrder
// record is needed to get some of the ancillary data.
ServerMarketData.BlockOrderRow blockOrderRow = placementRow.BlockOrderRow;
// The execution quantity needs to be calculated to prevent over execution when the simulator is
// restarted. Count up the quantity executed against this placement. While this calcuation isn't
// perfect -- it will miss when there are multiple placements to the same broker -- it is good enough for
// the simulator to restart itself.
decimal quantityExecuted = 0.0M;
foreach (ServerMarketData.ExecutionRow executionRow in blockOrderRow.GetExecutionRows())
{
if (executionRow.BrokerId == placementRow.BrokerId)
{
quantityExecuted += executionRow.Quantity;
}
}
// Create a new order book record and copy the data from the placement into the order.
OrderBook.OrderRow orderRow = Broker.orderBook.Order.NewOrderRow();
orderRow.BlockOrderId = placementRow.BlockOrderId;
orderRow.BrokerId = placementRow.BrokerId;
orderRow.SecurityId = blockOrderRow.SecurityId;
orderRow.QuantityOrdered = placementRow.Quantity;
orderRow.QuantityExecuted = quantityExecuted;
orderRow.TimeInForceCode = placementRow.TimeInForceCode;
orderRow.OrderTypeCode = placementRow.OrderTypeCode;
if (!placementRow.IsPrice1Null())
{
orderRow.Price1 = placementRow.Price1;
}
if (!placementRow.IsPrice2Null())
{
orderRow.Price2 = placementRow.Price2;
}
// Add the new record to the book and accept the changes.
Broker.orderBook.Order.AddOrderRow(orderRow);
orderRow.AcceptChanges();
// Signal to the execution thread that there are orders in the local book to be filled.
Broker.orderBookEvent.Set();
}
catch (Exception exception)
{
// Write the error and stack trace out to the debug listener
Debug.WriteLine(String.Format("{0}, {1}", exception.Message, exception.StackTrace));
}
finally
{
// Release the order book.
if (Broker.orderBookLock.IsWriterLockHeld)
{
Broker.orderBookLock.ReleaseWriterLock();
}
// Release the global tables.
if (ServerMarketData.BlockOrderLock.IsReaderLockHeld)
{
ServerMarketData.BlockOrderLock.ReleaseReaderLock();
}
if (ServerMarketData.PlacementLock.IsReaderLockHeld)
{
ServerMarketData.PlacementLock.ReleaseReaderLock();
}
Debug.Assert(!ServerMarketData.AreLocksHeld);
}
}
}
