public void UpdateOrdTerm(OrderUpd orderexec)
{
try
{
Order ord;
if (_ordersMap.TryGetValue(orderexec.Orderid, out ord))
{
ord.Status = orderexec.Status;
ord.Rsn = orderexec.CxlReason;
ord.IsActive = false;
inactiveOrdBlock.Post(ord);
}
else if (_ordersMap.TryGetValue(orderexec.RefOrderId, out ord))
{
ord.Status = orderexec.Status;
ord.IsActive = false;
inactiveOrdBlock.Post(ord);
}
else
{
//_logger.LogError("MISSING ORDER for cxl." + orderexec.Orderid);
//orderExecBufBlock.Post(orderexec);
}
}
catch (Exception ex)
{
_logger.LogError("Terminate Error:" + ex.Message);
}
}
public void ProcessOrderExec(OrderUpd ex, Order ord)
{
ord.AvgPriceCum = ex.ExecPrice;
ord.ExecSharesCum = ex.ExecShares;
ord.ExecNotl = ex.ExecPrice * ex.ExecShares;
ord.Leaves = ord.OrdSize - ex.ExecShares;
ord.Status = ex.Status;
if (ord.ExecSharesCum == ord.OrdSize || ex.Status == "FILLED")
{
ord.IsActive = false;
inactiveOrdBlock.Post(ord);
ord.Status = "FILLED";
}
}
public void UpdateExec(OrderUpd orderexec)
{
try
{
Order ord;
if (_ordersMap.TryGetValue(orderexec.Orderid, out ord))
{
ProcessOrderExec(orderexec, ord);
}
else if (_inactiveOrderMap.TryGetValue(orderexec.Orderid, out ord))
{
ProcessOrderExec(orderexec, ord);
}
else
{
//orderExecBufBlock.Post(orderexec);
_logger.LogError("MISSING ORDER for exec." + orderexec.Orderid);
}
}
catch (Exception ex)
{
_logger.LogError("Exec Upd Error:" + ex.Message);
}
}
