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 listener(string socketID, TCPListenerSet listenerSet)
{
TcpClient client = null;
StreamReader sr;
string getData = "";
string header = "";
try
{
listenerSet.listener.Start();
while (true)
{
socketLogger.Info(string.Format("socket id {0} listen... socket {1}", socketID, listenerSet.listener.LocalEndpoint));
client = listenerSet.listener.AcceptTcpClient();
socketLogger.Info(string.Format("socket id {0} accept socket {1}", socketID, client.Client.RemoteEndPoint));
listenerSet.ns = client.GetStream();
sr = new StreamReader(client.GetStream());
while (client.Connected)
{
int size = 0;
if (socketID.Equals("OMS"))
{
size = listenerSet.ns.Read(listenerSet.readBuffer, 0, listenerSet.readBuffer.Length);
getData = System.Text.Encoding.ASCII.GetString(listenerSet.readBuffer);
}
else
{
getData = sr.ReadLine();
}
if (getData != null)
{
header = getData.Substring(0, 4);
//lock (MainForm.lockObj)
{
switch (header)
{
case "0374":
if (socketID.Equals("OMS"))
{
STRUCT_0374_REPLY msg_oms = new STRUCT_0374_REPLY(socketID, getData);
Task FilledThread = new Task(() => msgHandler.FilledMessageProc(msg_oms));
Task positionCalcThread = new Task(() => msgHandler.PositionCalcFilled(msg_oms));
FilledThread.Start();
positionCalcThread.Start();
}
else
{
STRUCT_0374 msg_ticket = new STRUCT_0374(socketID, getData);
Task CancelCheckThread = new Task(() => msgHandler.CancelCheck(msg_ticket));
Task positionCalcThread = new Task(() => msgHandler.PositionCalcTicket(msg_ticket));
CancelCheckThread.Start();
positionCalcThread.Start();
}
break;
case "0393":
messageQueue_0393.Enqueue(new STRUCT_0393(socketID, getData));
break;
case "0419":
STRUCT_0419 msg_confirm = new STRUCT_0419(socketID, getData);
Task ConfirmThread = new Task(() => msgHandler.ReceiveConfirm(msg_confirm));
ConfirmThread.Start();
break;
default:
break;
}
}
}
else
{
if (listenerSet.ns != null)
{
listenerSet.ns.Close();
}
if (client != null)
{
client.Close();
}
if (client.GetStream() != null)
{
client.GetStream().Close();
}
}
}
}
}
catch (Exception error)
{
logger.Error(error.ToString());
}
finally
{
if (listenerSet.ns != null)
{
listenerSet.ns.Close();
}
if (client.Connected == true)
{
if (client?.GetStream() != null)
{
client.GetStream().Close();
}
}
if (client != null)
{
client.Close();
}
}
}
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();
}
