/// <summary>
/// send order
/// исполнить ордер
/// </summary>
public void SendOrder(Order order)
{
var guid = Guid.NewGuid().ToString().Replace('-', '0');
string needId = guid;
while (needId.Length > 32)
{
needId = needId.Remove(needId.Length - 1);
}
var result = _client.SendOrder(order, needId);
if (result == null || result.Code != 0)
{
order.State = OrderStateType.Fail;
MyOrderEvent?.Invoke(order);
SendLogMessage($"Order placement error № {result?.Code}.", LogMessageType.Error);
}
else if (result.Data.Status == "Ack")
{
var newCoupler = new OrderCoupler()
{
OsOrderNumberUser = order.NumberUser,
OrderNumberMarket = result.Data.Info.OrderId,
};
_couplers.Add(newCoupler);
order.State = OrderStateType.Activ;
order.NumberMarket = result.Data.Info.OrderId;
MyOrderEvent?.Invoke(order);
}
else if (result.Data.Status == "DONE")
{
var newCoupler = new OrderCoupler()
{
OsOrderNumberUser = order.NumberUser,
OrderNumberMarket = result.Data.Info.OrderId,
};
_couplers.Add(newCoupler);
order.State = OrderStateType.Done;
order.NumberMarket = result.Data.Info.OrderId;
MyOrderEvent?.Invoke(order);
}
}
/// <summary>
/// order and trade came
/// пришел ордер и трейд
/// </summary>
/// <param name="bitMaxOrder"></param>
private void ClientMyOrderEvent(OrderState bitMaxOrder)
{
var data = bitMaxOrder.Data;
OrderCoupler needCoupler = _couplers.Find(c => c.OrderNumberMarket == data.OrderId);
if (needCoupler == null)
{
return;
}
Order order = new Order();
order.NumberUser = needCoupler.OsOrderNumberUser;
order.NumberMarket = data.OrderId;
order.PortfolioNumber = data.S.Split('/')[1];
order.Price = data.P.ToDecimal();
order.Volume = data.Q.ToDecimal();
order.Side = data.Sd == "Buy" ? Side.Buy : Side.Sell;
order.SecurityNameCode = data.S;
order.ServerType = ServerType;
order.TimeCallBack = TimeManager.GetDateTimeFromTimeStamp(Convert.ToInt64(data.T));
order.TypeOrder = OrderPriceType.Limit;
if (data.St == "New")
{
order.State = OrderStateType.Activ;
}
else if (data.St == "Canceled")
{
order.State = OrderStateType.Cancel;
_couplers.Remove(needCoupler);
}
else if (data.St == "PartiallyFilled")
{
order.State = OrderStateType.Patrial;
}
else if (data.St == "Filled")
{
order.State = OrderStateType.Done;
_couplers.Remove(needCoupler);
}
else if (data.St == "Rejected")
{
order.State = OrderStateType.Fail;
}
if (bitMaxOrder.Data.St == "PartiallyFilled" || bitMaxOrder.Data.St == "Filled")
{
var cumVolume = data.Cfq.ToDecimal();
var tradeVolume = cumVolume - needCoupler.CurrentVolume;
needCoupler.CurrentVolume += tradeVolume;
MyTrade myTrade = new MyTrade
{
NumberOrderParent = data.OrderId,
Side = data.Sd == "Buy" ? Side.Buy : Side.Sell,
SecurityNameCode = data.S,
Price = data.Ap.ToDecimal(),
Volume = tradeVolume,
NumberTrade = data.Sn.ToString(),
Time = TimeManager.GetDateTimeFromTimeStamp(Convert.ToInt64(data.T)),
};
MyTradeEvent?.Invoke(myTrade);
}
MyOrderEvent?.Invoke(order);
}
