internal void InitializeTransaction(IDataReader dr, Dictionary <Guid, Transaction> trans)
{
try
{
Guid accountId = (Guid)dr["AccountID"];
Account account = _tradingSetting.GetAccount(accountId);
if (account == null)
{
Logger.WarnFormat("account = {0} not exist but exist transaction", accountId);
return;
}
var orderType = (OrderType)(int)dr["OrderTypeID"];
var instrumentCategory = (InstrumentCategory)dr["InstrumentCategory"];
TransactionPhase phase = (TransactionPhase)(byte)dr["Phase"];
if (phase == TransactionPhase.Canceled)
{
return;
}
var factory = TransactionFacade.CreateAddTranCommandFactory(orderType, instrumentCategory);
var command = factory.Create(account, new DBReader(dr), OperationType.None);
command.Execute();
var tran = command.Result;
trans.Add(tran.Id, tran);
}
catch (Exception ex)
{
Logger.Error(ex);
}
}
private Transaction CreateCloseTransaction(Order order, Price closePrice, OrderType orderType)
{
var factory = TransactionFacade.CreateAddTranCommandFactory(orderType, order.Owner.InstrumentCategory);
var command = factory.CreateByAutoClose(order.Owner.Owner, order, closePrice, orderType);
command.Execute();
return(command.Result);
}
internal static Transaction CreateTransaction(this Account account, Order originOrder, decimal lot)
{
var factory = TransactionFacade.CreateAddTranCommandFactory(originOrder.Owner.OrderType, originOrder.Owner.InstrumentCategory);
var command = factory.CreateLmtQuantiryOnMaxLotChangeTransaction(account, originOrder, lot);
command.Execute();
return(command.Result);
}
internal Dictionary <Guid, Transaction> Parse(DataSet ds, out Dictionary <Guid, Order> orderDict)
{
var trans = new Dictionary <Guid, Transaction>(CAPACITY);
SettingInitializer.InitializeWithException(ds, "Transaction", dr =>
{
Guid accountId = (Guid)dr["AccountID"];
Account account = _tradingSetting.GetAccount(accountId);
if (account == null)
{
Logger.WarnFormat("account = {0} not exist but exist transaction", accountId);
return;
}
var orderType = (OrderType)(int)dr["OrderTypeID"];
var instrumentCategory = (InstrumentCategory)dr["InstrumentCategory"];
TransactionPhase phase = (TransactionPhase)(byte)dr["Phase"];
if (phase == TransactionPhase.Canceled)
{
return;
}
var factory = TransactionFacade.CreateAddTranCommandFactory(orderType, instrumentCategory);
var command = factory.Create(account, new DBRow(dr), OperationType.AsNewRecord);
command.Execute();
var tran = command.Result;
trans.Add(tran.Id, tran);
});
var orders = this.ParseOrders(ds, trans);
orderDict = orders;
SettingInitializer.InitializeWithException(ds, "OrderRelation", dr =>
{
var closeOrderId = (Guid)dr["CloseOrderID"];
if (!orders.ContainsKey(closeOrderId))
{
return;
}
Order closeOrder = orders[closeOrderId];
if (closeOrder != null)
{
var factory = OrderRelationFacade.Default.GetAddOrderRelationFactory(closeOrder);
var command = factory.Create(closeOrder, new DBRow(dr));
command.Execute();
}
});
return(trans);
}
private Transaction CutCommon(Dictionary <Guid, decimal> closedLotPerOpenOrderDict, Instrument instrument, bool cutAsBuy, decimal lotBalanceSum, Price setPrice)
{
DateTime baseTime = Market.MarketManager.Now;
var account = instrument.Owner;
var factory = TransactionFacade.CreateAddTranCommandFactory(OrderType.Risk, instrument.Setting.Category);
var command = factory.CreateCutTransaction(account, instrument, lotBalanceSum, setPrice, cutAsBuy);
command.Execute();
Transaction tran = command.Result;
if (tran.InstrumentCategory == InstrumentCategory.Physical ||
_account.Setting().RiskLevelAction == RiskLevelAction.CloseNetPosition || _account.Setting().RiskLevelAction == RiskLevelAction.CloseAll)
{
tran.FirstOrder.SplitOrder(closedLotPerOpenOrderDict, true);
}
return(tran);
}
private static AddTransactionCommandFactoryBase GetAddTranCommandFactory(this Protocal.TransactionCommonData tranData)
{
var instrument = Settings.Setting.Default.GetInstrument(tranData.InstrumentId);
return(TransactionFacade.CreateAddTranCommandFactory(tranData.OrderType, instrument.Category));
}