/// <summary>
/// Remove this order from outstanding queue: user is requesting a cancel.
/// </summary>
/// <param name="request">Request containing the specific order id to remove</param>
public OrderTicket CancelOrder(CancelOrderRequest request)
{
OrderTicket ticket;
if (!_orderTickets.TryGetValue(request.OrderId, out ticket))
{
Log.Error("BrokerageTransactionHandler.CancelOrder(): Unable to locate ticket for order.");
return(OrderTicket.InvalidCancelOrderId(_algorithm.Transactions, request));
}
try
{
// if we couldn't set this request as the cancellation then another thread/someone
// else is already doing it or it in fact has already been cancelled
if (!ticket.TrySetCancelRequest(request))
{
// the ticket has already been cancelled
request.SetResponse(OrderResponse.Error(request, OrderResponseErrorCode.InvalidRequest, "Cancellation is already in progress."));
return(ticket);
}
//Error check
var order = GetOrderByIdInternal(request.OrderId);
if (order == null)
{
Log.Error("BrokerageTransactionHandler.CancelOrder(): Cannot find this id.");
request.SetResponse(OrderResponse.UnableToFindOrder(request));
}
else if (order.Status.IsClosed())
{
Log.Error("BrokerageTransactionHandler.CancelOrder(): Order already " + order.Status);
request.SetResponse(OrderResponse.InvalidStatus(request, order));
}
else
{
// send the request to be processed
request.SetResponse(OrderResponse.Success(request), OrderRequestStatus.Processing);
_orderRequestQueue.Enqueue(request);
}
}
catch (Exception err)
{
Log.Error("TransactionManager.RemoveOrder(): " + err.Message);
request.SetResponse(OrderResponse.Error(request, OrderResponseErrorCode.ProcessingError, err.Message));
}
return(ticket);
}
/// <summary>
/// Remove this order from outstanding queue: user is requesting a cancel.
/// </summary>
/// <param name="request">Request containing the specific order id to remove</param>
public OrderTicket CancelOrder(CancelOrderRequest request)
{
OrderTicket ticket;
if (!_orderTickets.TryGetValue(request.OrderId, out ticket))
{
Log.Error("BrokerageTransactionHandler.CancelOrder(): Unable to locate ticket for order.");
return(OrderTicket.InvalidCancelOrderId(_algorithm.Transactions, request));
}
ticket.SetCancelRequest(request);
try
{
//Error check
var order = GetOrderById(request.OrderId);
if (order == null)
{
Log.Error("BrokerageTransactionHandler.CancelOrder(): Cannot find this id.");
request.SetResponse(OrderResponse.UnableToFindOrder(request));
}
else if (order.Status.IsClosed())
{
Log.Error("BrokerageTransactionHandler.CancelOrder(): Order already filled");
request.SetResponse(OrderResponse.InvalidStatus(request, order));
}
else
{
// send the request to be processed
request.SetResponse(OrderResponse.Success(request), OrderRequestStatus.Processing);
_orderRequestQueue.Enqueue(request);
}
}
catch (Exception err)
{
Log.Error("TransactionManager.RemoveOrder(): " + err.Message);
request.SetResponse(OrderResponse.Error(request, OrderResponseErrorCode.ProcessingError, err.Message));
}
return(ticket);
}
/// <summary>
/// Remove this order from outstanding queue: user is requesting a cancel.
/// </summary>
/// <param name="request">Request containing the specific order id to remove</param>
public OrderTicket CancelOrder(CancelOrderRequest request)
{
OrderTicket ticket;
if (!_orderTickets.TryGetValue(request.OrderId, out ticket))
{
Log.Error("BrokerageTransactionHandler.CancelOrder(): Unable to locate ticket for order.");
return(OrderTicket.InvalidCancelOrderId(_algorithm.Transactions, request));
}
try
{
// if we couldn't set this request as the cancellation then another thread/someone
// else is already doing it or it in fact has already been cancelled
if (!ticket.TrySetCancelRequest(request))
{
// the ticket has already been cancelled
request.SetResponse(OrderResponse.Error(request, OrderResponseErrorCode.InvalidRequest, "Cancellation is already in progress."));
return(ticket);
}
//Error check
var order = GetOrderByIdInternal(request.OrderId);
if (order != null && request.Tag != null)
{
order.Tag = request.Tag;
}
if (order == null)
{
Log.Error("BrokerageTransactionHandler.CancelOrder(): Cannot find this id.");
request.SetResponse(OrderResponse.UnableToFindOrder(request));
}
else if (order.Status.IsClosed())
{
Log.Error("BrokerageTransactionHandler.CancelOrder(): Order already " + order.Status);
request.SetResponse(OrderResponse.InvalidStatus(request, order));
}
else if (_algorithm.IsWarmingUp)
{
request.SetResponse(OrderResponse.WarmingUp(request));
}
else
{
// update the order status
order.Status = OrderStatus.CancelPending;
// notify the algorithm with an order event
HandleOrderEvent(new OrderEvent(order, _algorithm.UtcTime, 0m));
// send the request to be processed
request.SetResponse(OrderResponse.Success(request), OrderRequestStatus.Processing);
_orderRequestQueue.Add(request);
}
}
catch (Exception err)
{
Log.Error(err);
request.SetResponse(OrderResponse.Error(request, OrderResponseErrorCode.ProcessingError, err.Message));
}
return(ticket);
}
