public void FinishPending()
{
Assert.True(IsPending);
Assert.True(Status != OrderStatus.Finished);
_orders.RemoveOp(_pending);
_pending = null;
}
public void SetPending(OrderOpID id)
{
Assert.True(!IsPending);
Assert.True(Status != OrderStatus.Finished);
_orders.AddOp(id, this);
_pending = id;
}
public void AddOp(OrderOpID id, IOrder order)
{
Assert.NotNull(id);
Assert.NotNull(id.SeqNum);
Assert.NotNull(id.ClOrdID);
Assert.NotNull(order);
Assert.True(!_orders._bySeqNum.ContainsKey(id.SeqNum), "Duplicate SeqNum: {0}", id.SeqNum);
Assert.True(!_orders._byClOrdID.ContainsKey(id.ClOrdID), "Duplicate ClOrdID: {0}", id.ClOrdID);
_log.Info("Issued OrderOP {0} for order {1}", id, order);
_orders._bySeqNum.Add(id.SeqNum, order);
_orders._byClOrdID.Add(id.ClOrdID, order);
}
void Finish()
{
_log.Info("Order has finished: {0}", this);
if (_pending != null)
{
_orders.RemoveOp(_pending);
_pending = null;
}
if (_orderID != null)
{
_orders.RemoveOrder(_orderID);
}
_state.Status = OrderStatus.Finished;
}
public void RemoveOp(OrderOpID id)
{
Assert.NotNull(id);
Assert.NotNull(id.SeqNum);
Assert.NotNull(id.ClOrdID);
_log.Info("OrderOp {0} has finished", id);
IOrder bySeqNum = null;
IOrder byClOrdID = null;
Assert.True(_orders._bySeqNum.TryGetValue(id.SeqNum, out bySeqNum), "Unknown SeqNum: {0}", id.SeqNum);
Assert.True(_orders._byClOrdID.TryGetValue(id.ClOrdID, out byClOrdID), "Unknown ClOrdID: {0}", id.ClOrdID);
Assert.True(bySeqNum == byClOrdID, "Ambiguous OrderOpID: {0}", id);
Assert.True(_orders._bySeqNum.Remove(id.SeqNum));
Assert.True(_orders._byClOrdID.Remove(id.ClOrdID));
}
bool StoreOp(IOrder order, string clOrdID, DurableSeqNum seqNum, OrderStatus?statusOnTimeout)
{
Assert.NotNull(order);
Assert.NotNull(clOrdID);
if (seqNum == null)
{
return(false); // Didn't sent the request to the exchange.
}
var id = new OrderOpID()
{
SeqNum = seqNum, ClOrdID = clOrdID
};
order.SetPending(id);
if (_cfg.RequestTimeout > TimeSpan.Zero)
{
_scheduler.Schedule(() => TryTimeout(id, statusOnTimeout), DateTime.UtcNow + _cfg.RequestTimeout);
}
return(true);
}
void TryTimeout(OrderOpID id, OrderStatus?statusOnTimeout)
{
IOrder order = _orders.FindByOpID(id);
if (order == null)
{
return;
}
_log.Warn("OrderOp {0} timed out for order {1}", id, order);
Fill dummy;
RaiseOrderEvent(state: order.Update(new OrderUpdate()
{
Status = statusOnTimeout
}, out dummy));
// The previus call to Update may have finished the Op, so we need to check
// whether it's still pending.
if (order.IsPending)
{
order.FinishPending();
}
}
// If id.SeqNum is specified, tries to find the associated order.
// The same for id.ClOrdID. If both are specified, verifies that the result is the same.
public IOrder FindByOpID(OrderOpID id)
{
if (id == null)
{
return(null);
}
IOrder bySeqNum = null;
IOrder byClOrdID = null;
if (id.SeqNum != null)
{
_bySeqNum.TryGetValue(id.SeqNum, out bySeqNum);
}
if (id.ClOrdID != null)
{
_byClOrdID.TryGetValue(id.ClOrdID, out byClOrdID);
}
if (bySeqNum != null && byClOrdID != null && bySeqNum != byClOrdID)
{
_log.Warn("Ambiguous OrderOpID: {0}", id);
return(null);
}
return(bySeqNum != null ? bySeqNum : byClOrdID);
}
OrderState UpdateOrder(string origOrderID, OrderOpID op, OrderUpdate update, out Fill fill)
{
// Match by OrderID happens on fills.
// Match by OrigOrderID happens on moves.
// Match by OrderOpID happens on order creation and when we are trying to cancel/move an
// order with unknown ID (Order Cancel Reject <9>).
IOrder order = _orders.FindByOrderID(update.OrderID) ?? _orders.FindByOrderID(origOrderID) ?? _orders.FindByOpID(op);
if (order == null)
{
fill = null;
return(null);
}
OrderStatus oldStatus = order.Status;
OrderState res = order.Update(update, out fill);
// If the order has transitioned to status TearingDown, schedule a check in RequestTimeout.
// If it's still TearingDown by then, we'll mark it as Finished.
if (order.Status == OrderStatus.TearingDown && order.Status != oldStatus && _cfg.RequestTimeout > TimeSpan.Zero)
{
_scheduler.Schedule(() => TryTearDown(order), DateTime.UtcNow + _cfg.RequestTimeout);
}
return(res);
}
public void RemoveOp(OrderOpID id)
{
Assert.NotNull(id);
Assert.NotNull(id.SeqNum);
Assert.NotNull(id.ClOrdID);
_log.Info("OrderOp {0} has finished", id);
IOrder bySeqNum = null;
IOrder byClOrdID = null;
Assert.True(_orders._bySeqNum.TryGetValue(id.SeqNum, out bySeqNum), "Unknown SeqNum: {0}", id.SeqNum);
Assert.True(_orders._byClOrdID.TryGetValue(id.ClOrdID, out byClOrdID), "Unknown ClOrdID: {0}", id.ClOrdID);
Assert.True(bySeqNum == byClOrdID, "Ambiguous OrderOpID: {0}", id);
Assert.True(_orders._bySeqNum.Remove(id.SeqNum));
Assert.True(_orders._byClOrdID.Remove(id.ClOrdID));
}
public void AddOp(OrderOpID id, IOrder order)
{
Assert.NotNull(id);
Assert.NotNull(id.SeqNum);
Assert.NotNull(id.ClOrdID);
Assert.NotNull(order);
Assert.True(!_orders._bySeqNum.ContainsKey(id.SeqNum), "Duplicate SeqNum: {0}", id.SeqNum);
Assert.True(!_orders._byClOrdID.ContainsKey(id.ClOrdID), "Duplicate ClOrdID: {0}", id.ClOrdID);
_log.Info("Issued OrderOP {0} for order {1}", id, order);
_orders._bySeqNum.Add(id.SeqNum, order);
_orders._byClOrdID.Add(id.ClOrdID, order);
}
// If id.SeqNum is specified, tries to find the associated order.
// The same for id.ClOrdID. If both are specified, verifies that the result is the same.
public IOrder FindByOpID(OrderOpID id)
{
if (id == null) return null;
IOrder bySeqNum = null;
IOrder byClOrdID = null;
if (id.SeqNum != null) _bySeqNum.TryGetValue(id.SeqNum, out bySeqNum);
if (id.ClOrdID != null) _byClOrdID.TryGetValue(id.ClOrdID, out byClOrdID);
if (bySeqNum != null && byClOrdID != null && bySeqNum != byClOrdID)
{
_log.Warn("Ambiguous OrderOpID: {0}", id);
return null;
}
return bySeqNum != null ? bySeqNum : byClOrdID;
}
void Finish()
{
_log.Info("Order has finished: {0}", this);
if (_pending != null)
{
_orders.RemoveOp(_pending);
_pending = null;
}
if (_orderID != null) _orders.RemoveOrder(_orderID);
_state.Status = OrderStatus.Finished;
}
public void SetPending(OrderOpID id)
{
Assert.True(!IsPending);
Assert.True(Status != OrderStatus.Finished);
_orders.AddOp(id, this);
_pending = id;
}
public void FinishPending()
{
Assert.True(IsPending);
Assert.True(Status != OrderStatus.Finished);
_orders.RemoveOp(_pending);
_pending = null;
}