public MsgEventHandler(MainForm mainForm)
{
this.mainForm = mainForm;
taskOption = new ParallelOptions();
taskOption.MaxDegreeOfParallelism = Environment.ProcessorCount;
STRUCT_0374 init1 = new STRUCT_0374();
STRUCT_0374_REPLY init2 = new STRUCT_0374_REPLY();
STRUCT_0393 init3 = new STRUCT_0393();
STRUCT_0393_CANCEL init4 = new STRUCT_0393_CANCEL();
STRUCT_0419 init5 = new STRUCT_0419();
}
public void NewOrder(STRUCT_0393 message)
{
StreamWriter sw = SocketManager.getInstance().clientSocketMap[SocketManager.iptable["SOCKET3"]].sw;
if (sw != null)
{
sw.WriteLine(message.toKRXFORMAT());
sw.Flush();
insert신규주문(message);
GETDATA();
}
orderLogger.Info(string.Format("NewOrder : {0}", JsonConvert.SerializeObject(message)));
}
public void NewOrder(STRUCT_0374 message, int orderQty)
{
STRUCT_0393 order = new STRUCT_0393(message.topic, message.seq, message.ISSUE_CODE, MainForm.orderNumber.ToString("0000000000"), "0000000000", message.ASK_BID_TYPE_CODE,
OrderParam.NewOrder, orderQty.ToString("0000000000"), message.TRADING_PRICE);
StreamWriter sw = SocketManager.getInstance().clientSocketMap[SocketManager.iptable["SOCKET3"]].sw;
if (sw != null)
{
sw.WriteLine(order.toKRXFORMAT());
sw.Flush();
insert신규주문(order);
GETDATA();
}
orderLogger.Info(string.Format("NewOrder : {0}", JsonConvert.SerializeObject(order)));
}
public void insertNewOrderTable(STRUCT_0393 message)
{
DataTable dt = mainForm.dataTableMap["신규주문"];
DataRow row = dt.NewRow();
row[0] = message.seq;
row[1] = message.topic;
row[2] = message.ticketSeq;
row[3] = message.formatLocalTime;
row[4] = message.ORDER_IDENTIFICATION;
row[5] = message.ORIGINAL_ORDER_IDENTIFICATION;
row[6] = message.ISSUE_CODE;
row[7] = message.ASK_BIDTYPE_CODE;
row[8] = message.ORDER_PRICE;
row[9] = message.ORDER_QUANTITY;
row[10] = message.FILLED_QUANTITY;
row[11] = message.CANCELE_QUANTITY;
row[12] = message.CANCELED_QUANTITY;
dt.Rows.Add(row);
}
public void insert신규주문(STRUCT_0393 message)
{
신규주문 data = new 신규주문();
data.시퀀스 = message.seq;
data.토픽 = message.topic;
data.시퀀스1 = message.ticketSeq;
data.시간 = message.formatLocalTime;
data.주문번호 = message.ORDER_IDENTIFICATION;
data.원주문번호 = message.ORIGINAL_ORDER_IDENTIFICATION;
data.종목 = message.ISSUE_CODE;
data.매매구분 = message.ASK_BIDTYPE_CODE;
data.가격 = message.ORDER_PRICE;
data.수량 = Int32.Parse(message.ORDER_QUANTITY);
data.체결 = Int32.Parse(message.FILLED_QUANTITY);
data.취소요청 = Int32.Parse(message.CANCELE_QUANTITY);
data.취소확인 = Int32.Parse(message.CANCELED_QUANTITY);
lock (MainForm.lockObj)
{
신규주문테이블.Add(data);
}
}
public void ReceiveConfirm(STRUCT_0419 message)
{
string OrgOrderNumber = message.ORIGINAL_ORDER_IDENTIFICATION;
string OrderNumber = message.ORDER_IDENTIFICATION;
int cancelQty = Int32.Parse(message.REAL_MODIFY_OR_CANCEL_ORDER_QUANTITY);
int orderQty = Int32.Parse(message.ORDER_QUANTITY);
int rejectQty = orderQty - cancelQty;
IEnumerable <신규주문> query = System.Linq.Enumerable.Where <신규주문>(신규주문테이블, n => n.주문번호 == OrgOrderNumber);
IEnumerable <취소주문> query2 = System.Linq.Enumerable.Where <취소주문>(취소주문테이블, n => n.주문번호 == OrderNumber);
int ticketSeq = 0;
if (query2.Any <취소주문>())
{
foreach (취소주문 find in query2)
{
lock (MainForm.lockObj)
{
find.취소거부 = rejectQty;
find.취소확인 = cancelQty;
ticketSeq = find.시퀀스1;
}
}
}
if (message.ORDER_REJECTED_REASON_CODE.Equals("0803") || message.ORDER_REJECTED_REASON_CODE.Equals("0804"))
{
if (query.Any <신규주문>())
{
STRUCT_0393 order = null;
foreach (신규주문 find in query)
{
find.취소확인 = 0;
if (find.매매구분.Equals("1"))
{
//매수 주문하기
order = new STRUCT_0393(find.토픽, ticketSeq, find.종목,
MainForm.orderNumber.ToString("0000000000"), "0000000000", "2", OrderParam.NewOrder,
rejectQty.ToString("0000000000"), find.가격);
}
else
{
//매도 주문하기
order = new STRUCT_0393(find.토픽, ticketSeq, find.종목,
MainForm.orderNumber.ToString("0000000000"), "0000000000", "1", OrderParam.NewOrder,
rejectQty.ToString("0000000000"), find.가격);
}
}
if (order != null)
{
Task NewOrderThread = new Task(() => this.NewOrder(order));
NewOrderThread.Start();
}
}
}
else
{
if (query.Any <신규주문>())
{
STRUCT_0393 order = null;
foreach (신규주문 find in query)
{
find.취소확인 = find.취소확인 + cancelQty;
if (cancelQty < orderQty)
{
if (find.매매구분.Equals("1"))
{
//매수 주문하기
order = new STRUCT_0393(find.토픽, find.시퀀스1, find.종목,
MainForm.orderNumber.ToString("0000000000"), "0000000000", "2", OrderParam.NewOrder,
rejectQty.ToString("0000000000"), find.가격);
}
else
{
//매도 주문하기
order = new STRUCT_0393(find.토픽, find.시퀀스1, find.종목,
MainForm.orderNumber.ToString("0000000000"), "0000000000", "1", OrderParam.NewOrder,
rejectQty.ToString("0000000000"), find.가격);
}
}
else
{
logger.Equals("NEVER canceled qty bigger then cancel qty");
}
}
if (order != null && cancelQty != orderQty) // 실제 취소된 수량과 취소요청 수량이 같을 경우 전량 취소 성공이라 주문을 안낸다
{
Task NewOrderThread = new Task(() => this.NewOrder(order));
NewOrderThread.Start();
}
}
}
GETDATA();
}
