private void Process(CommonTransaction commonTransaction, bool isExecuted)
{
if (!this._Transactions.ContainsKey(commonTransaction.Id))
{
if (!this._Instruments.ContainsKey(commonTransaction.InstrumentId) || !this._Accounts.ContainsKey(commonTransaction.AccountId))
return;
Account account = this._Accounts[commonTransaction.AccountId];
InstrumentClient instrument = this._Instruments[commonTransaction.InstrumentId];
Transaction transaction = new Transaction(commonTransaction, account, instrument);
//Set Transaction.ContractSize
if (transaction.ContractSize == 0)
{
TradePolicyDetail tradePolicyDetail = this.SettingsManager.GetTradePolicyDetail(account.TradePolicyId, instrument.Id);
if (tradePolicyDetail != null)
{
transaction.ContractSize = tradePolicyDetail.ContractSize;
}
}
this._Transactions.Add(transaction.Id, transaction);
}
else
{
if (isExecuted && commonTransaction.SubType == iExchange.Common.TransactionSubType.Match)
{
Transaction transaction = this._Transactions[commonTransaction.Id];
if (transaction.Phase == iExchange.Common.OrderPhase.Canceled || transaction.Phase == iExchange.Common.OrderPhase.Executed)
{
return;
}
}
if (this._Transactions[commonTransaction.Id].Phase == iExchange.Common.OrderPhase.Executed && isExecuted)
return;
this._Transactions[commonTransaction.Id].Update(commonTransaction);
}
}
private void ProcessTransaction(string exchangeCode, CommonTransaction commonTransaction, bool isExecuted)
{
ExchangeSettingManager settingManager = this.GetExchangeSetting(exchangeCode);
Dictionary<Guid, InstrumentClient> instruments = this.GetInstruments(exchangeCode);
Dictionary<Guid, Account> accounts = this.GetAccount(exchangeCode);
if (!this._Transactions.ContainsKey(commonTransaction.Id))
{
if (!instruments.ContainsKey(commonTransaction.InstrumentId) || !accounts.ContainsKey(commonTransaction.AccountId))
return;
Account account = accounts[commonTransaction.AccountId];
InstrumentClient instrument = instruments[commonTransaction.InstrumentId];
Transaction transaction = new Transaction(commonTransaction, account, instrument);
//Set Transaction.ContractSize
if (transaction.ContractSize == 0)
{
TradePolicyDetail tradePolicyDetail = settingManager.GetTradePolicyDetail(account.TradePolicyId, instrument.Id);
if (tradePolicyDetail != null)
{
transaction.ContractSize = tradePolicyDetail.ContractSize;
}
}
this._Transactions.Add(transaction.Id, transaction);
}
else
{
if (isExecuted && commonTransaction.SubType == iExchange.Common.TransactionSubType.Match)
{
Transaction transaction = this._Transactions[commonTransaction.Id];
if (transaction.Phase == iExchange.Common.OrderPhase.Canceled || transaction.Phase == iExchange.Common.OrderPhase.Executed)
{
return;
}
}
if (this._Transactions[commonTransaction.Id].Phase == iExchange.Common.OrderPhase.Executed && isExecuted)
return;
this._Transactions[commonTransaction.Id].Update(commonTransaction);
}
}
private void Process(CommonTransaction commonTransaction)
{
this.Process(commonTransaction, false);
}
private void ProcessTransaction(string exchangeCode,CommonTransaction commonTransaction)
{
this.ProcessTransaction(exchangeCode, commonTransaction, false);
}
