public override SqlParameter[] buildParameters(Order order_)
{
SqlParameter[] paras = new SqlParameter[19];
AlgoTrading.Util.ClientOrder clientOrder = order_.getClientOrder();
paras[0] = new SqlParameter("@orderId", order_.getOrderHandler().clOrdId);
//todo:
paras[1] = new SqlParameter("@EnableCondition", Convert.ToInt32(clientOrder.useConditionControl));
paras[2] = new SqlParameter("@ReferenceIndex", clientOrder.referenceIndex);
paras[3] = new SqlParameter("@TradingCondition", clientOrder.tradingCondition);
paras[4] = new SqlParameter("@IsAbsolutePx", Convert.ToInt32(clientOrder.useAbsolutePx));
paras[5] = new SqlParameter("@RefPrice", clientOrder.refPrice);
paras[6] = new SqlParameter("@PxType", clientOrder.pxType);
paras[7] = new SqlParameter("@RelativePriceLimitOffset", clientOrder.relativePriceLimitOffset);
paras[8] = new SqlParameter("@EligibleToTrading", Convert.ToInt32(clientOrder.eligibleToTrading));
paras[9] = new SqlParameter("@AutoPauseResume", Convert.ToInt32(clientOrder.autoPauseResume));
paras[10] = new SqlParameter("@BuyOnUpLimit", Convert.ToInt32(clientOrder.buyOnUpLimit));
paras[11] = new SqlParameter("@SellOnUpLimit", Convert.ToInt32(clientOrder.sellOnUpLimit));
paras[12] = new SqlParameter("@BuyOnDownLimit", Convert.ToInt32(clientOrder.buyOnDownLimit));
paras[13] = new SqlParameter("@SellOnDownLimit", Convert.ToInt32(clientOrder.sellOnDownLimit));
paras[14] = new SqlParameter("@CustomizedMinute", (int)clientOrder.customizedRollingIntervalInSecs);
paras[15] = new SqlParameter("@CustomizedPctOfPx", clientOrder.customizedPctOfPx);
paras[16] = new SqlParameter("@CancelRate", clientOrder.cancelRate);
paras[17] = new SqlParameter("@lastUpdDt", DateTime.Now);
paras[18] = new SqlParameter("@lastUpdId", lastUpdId);
orderCount++;
logSqlParas(paras, logger);
return(paras);
}
public override SqlParameter[] buildParameters(Order order_)
{
SqlParameter[] paras = new SqlParameter[30];
AlgoTrading.Util.ClientOrder clientOrder = order_.getClientOrder();
paras[0] = new SqlParameter("@accountId", order_.getAccountId());
paras[1] = new SqlParameter("@orderId", order_.getOrderHandler().clOrdId);
paras[2] = new SqlParameter("@instance", getEngineIndex(currentInstance));
paras[3] = new SqlParameter("@symbol", clientOrder.mdSymbol);
paras[4] = new SqlParameter("@tradingDay", order_.getTradingDay());
paras[5] = new SqlParameter("@exDestination", getDestinationValue(clientOrder.exDestination));
paras[6] = new SqlParameter("@orderStatus", (int)clientOrder.orderStatus);
paras[7] = new SqlParameter("@orderState", (int)clientOrder.orderState);
paras[8] = new SqlParameter("@side", (int)clientOrder.side);
paras[9] = new SqlParameter("@type", (int)clientOrder.type);
paras[10] = new SqlParameter("@price", clientOrder.price);
paras[11] = new SqlParameter("@avgPrice", clientOrder.avgPrice);
paras[12] = new SqlParameter("@slipageInBps", order_.getOrderSlipage());
paras[13] = new SqlParameter("@algo", (int)clientOrder.orderAlgo);
paras[14] = new SqlParameter("@effectiveTime", base.getValidTime(clientOrder.effectiveTime));
paras[15] = new SqlParameter("@expireTime", base.getValidTime(clientOrder.expireTime));
paras[16] = new SqlParameter("@cumQty", clientOrder.cumQty);
paras[17] = new SqlParameter("@leavesQty", clientOrder.leavesQty);
paras[18] = new SqlParameter("@orderQty", clientOrder.orderQty);
paras[19] = new SqlParameter("@iVWP", order_.getIVWP());
paras[20] = new SqlParameter("@iVWPVS", order_.getIVWPVS());
paras[21] = new SqlParameter("@actualPov", order_.getActualPov());
paras[22] = new SqlParameter("@clientId", clientOrder.clientID);
paras[23] = new SqlParameter("@pctAdv20", order_.getPctAdv20());
paras[24] = new SqlParameter("@adv20", order_.getAdv20());
paras[25] = new SqlParameter("@securityType", (int)clientOrder.securityType);
// If not set in log, deserialized result is 0; need to set to -1, which means UNKNOWN in engine dll.
int marginType = (int)clientOrder.marginType != 0 ? (int)clientOrder.marginType : -1;
paras[26] = new SqlParameter("@marginType", marginType);
paras[27] = new SqlParameter("@participationRate", clientOrder.participationRate);
paras[28] = new SqlParameter("@lastUpdDt", DateTime.Now);
paras[29] = new SqlParameter("@lastUpdId", lastUpdId);
orderCount++;
logSqlParas(paras, logger);
return(paras);
}
