private void FIXCancelOrder(MessageFIX4_2 packet)
{
var symbol = Factory.Symbol.LookupSymbol(packet.Symbol);
if (!ProviderSimulator.IsOrderServerOnline)
{
throw new LimeException("Order server offline testing for Lime not yet implemeneted");
if (debug)
{
log.Debug(symbol + ": Cannot cancel order by client id: " + packet.OriginalClientOrderId + ". Order Server Offline.");
}
OnRejectCancel(packet.Symbol, packet.ClientOrderId, packet.OriginalClientOrderId, symbol + ": Order Server Offline");
return;
}
var simulator = simulators[SimulatorType.RejectSymbol];
if (FixFactory != null && simulator.CheckFrequencyAndSymbol(symbol))
{
if (debug)
{
log.Debug("Simulating cancel order reject of 35=" + packet.MessageType);
}
OnRejectCancel(packet.Symbol, packet.ClientOrderId, packet.OriginalClientOrderId, "Testing reject of cancel order.");
return;
}
simulator = simulators[SimulatorType.ServerOfflineReject];
if (FixFactory != null && simulator.CheckFrequency())
{
throw new LimeException("Order server offline testing for Lime not yet implemeneted");
if (debug)
{
log.Debug("Simulating order server offline business reject of 35=" + packet.MessageType);
}
OnBusinessRejectOrder(packet.ClientOrderId, "Server offline for cancel order.");
ProviderSimulator.SwitchBrokerState("offline", false);
ProviderSimulator.SetOrderServerOffline();
return;
}
if (debug)
{
log.Debug("FIXCancelOrder() for " + packet.Symbol + ". Original client id: " + packet.OriginalClientOrderId);
}
CreateOrChangeOrder origOrder = null;
try
{
long origClientId;
if (!long.TryParse(packet.OriginalClientOrderId, out origClientId))
{
log.Error("original client order id " + packet.OriginalClientOrderId +
" cannot be converted to long: " + packet);
origClientId = 0;
}
origOrder = ProviderSimulator.GetOrderById(symbol, origClientId);
}
catch (ApplicationException)
{
if (debug)
{
log.Debug(symbol + ": Cannot cancel order by client id: " + packet.OriginalClientOrderId + ". Probably already filled or canceled.");
}
OnRejectCancel(packet.Symbol, packet.ClientOrderId, packet.OriginalClientOrderId, "No such order");
return;
}
var cancelOrder = ConstructCancelOrder(packet, packet.ClientOrderId);
cancelOrder.OriginalOrder = origOrder;
ProviderSimulator.CancelOrder(cancelOrder);
ProcessCancelOrder(cancelOrder);
ProviderSimulator.TryProcessAdustments(cancelOrder);
return;
}
private void FIXChangeOrder(MessageFIX4_2 packet)
{
var symbol = Factory.Symbol.LookupSymbol(packet.Symbol);
var order = ConstructOrder(packet, packet.ClientOrderId);
if (!ProviderSimulator.IsOrderServerOnline)
{
throw new LimeException("Order server offline testing for Lime not yet implemeneted");
log.Info(symbol + ": Rejected " + packet.ClientOrderId + ". Order server offline.");
OnRejectOrder(order, symbol + ": Order Server Offline.");
return;
}
var simulator = simulators[SimulatorType.RejectSymbol];
if (FixFactory != null && simulator.CheckFrequencyAndSymbol(symbol))
{
if (debug)
{
log.Debug("Simulating create order reject of 35=" + packet.MessageType);
}
OnRejectOrder(order, "Testing reject of change order.");
return;
}
simulator = simulators[SimulatorType.ServerOfflineReject];
if (FixFactory != null && simulator.CheckFrequency())
{
throw new LimeException("Order server offline testing for Lime not yet implemeneted");
if (debug)
{
log.Debug("Simulating order server offline business reject of 35=" + packet.MessageType);
}
OnBusinessRejectOrder(packet.ClientOrderId, "Server offline for change order.");
ProviderSimulator.SwitchBrokerState("offline", false);
ProviderSimulator.SetOrderServerOffline();
return;
}
CreateOrChangeOrder origOrder = null;
if (debug)
{
log.Debug("FIXChangeOrder() for " + packet.Symbol + ". Client id: " + packet.ClientOrderId + ". Original client id: " + packet.OriginalClientOrderId);
}
try
{
long origClientId;
if (!long.TryParse(packet.OriginalClientOrderId, out origClientId))
{
log.Error("original client order id " + packet.OriginalClientOrderId + " cannot be converted to long: " + packet);
origClientId = 0;
}
origOrder = ProviderSimulator.GetOrderById(symbol, origClientId);
}
catch (ApplicationException ex)
{
if (debug)
{
log.Debug(symbol + ": Rejected " + packet.ClientOrderId + ". Cannot change order: " + packet.OriginalClientOrderId + ". Already filled or canceled. Message: " + ex.Message);
}
OnRejectOrder(order, symbol + ": Cannot change order. Probably already filled or canceled.");
return;
}
order.OriginalOrder = origOrder;
#if VERIFYSIDE
if (order.Side != origOrder.Side)
{
var message = symbol + ": Cannot change " + origOrder.Side + " to " + order.Side;
log.Error(message);
OnRejectOrder(order, false, message);
return;
}
if (order.Type != origOrder.Type)
{
var message = symbol + ": Cannot change " + origOrder.Type + " to " + order.Type;
log.Error(message);
OnRejectOrder(order, false, message);
return;
}
#endif
ProviderSimulator.ChangeOrder(order);
ProcessChangeOrder(order);
}
