/// <summary>Archives a Negotiation record.</summary>
/// <param name="transaction">Commits or rejects a set of commands as a unit</param>
/// <param name="RowVersion">The version number of this row.</param>
/// <param name="negotiationId">The value for the NegotiationId column.</param>
/// <param name="archive">true to archive the object, false to unarchive it.</param>
public static void Archive(AdoTransaction adoTransaction, SqlTransaction sqlTransaction, long rowVersion, int negotiationId)
{
// Accessor for the Negotiation Table.
ServerMarketData.NegotiationDataTable negotiationTable = ServerMarketData.Negotiation;
// Rule #1: Make sure the record exists before updating it.
ServerMarketData.NegotiationRow negotiationRow = negotiationTable.FindByNegotiationId(negotiationId);
if ((negotiationRow == null))
{
throw new Exception(string.Format("The Negotiation table does not have an element identified by {0}", negotiationId));
}
// Rule #2: Optimistic Concurrency Check
if ((negotiationRow.RowVersion != rowVersion))
{
throw new System.Exception("This record is busy. Please try again later.");
}
// Archive the child records.
// Increment the row version
rowVersion = ServerMarketData.RowVersion.Increment();
// Delete the record in the ADO database.
negotiationRow[negotiationTable.RowVersionColumn] = rowVersion;
adoTransaction.DataRows.Add(negotiationRow);
negotiationRow.Delete();
// Archive the record in the SQL database.
SqlCommand sqlCommand = new SqlCommand("update \"Negotiation\" set \"IsArchived\" = 1 where \"NegotiationId\"=@negotiationId");
sqlCommand.Connection = sqlTransaction.Connection;
sqlCommand.Transaction = sqlTransaction;
sqlCommand.Parameters.Add(new SqlParameter("@negotiationId", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, negotiationId));
sqlCommand.ExecuteNonQuery();
}
/// <summary>Archives a Match record.</summary>
/// <param name="transaction">Commits or rejects a set of commands as a unit</param>
/// <param name="RowVersion">The version number of this row.</param>
/// <param name="matchId">The value for the MatchId column.</param>
/// <param name="archive">true to archive the object, false to unarchive it.</param>
public static void Archive(AdoTransaction adoTransaction, SqlTransaction sqlTransaction, long rowVersion, int matchId)
{
// Accessor for the Match Table.
ServerMarketData.MatchDataTable matchTable = ServerMarketData.Match;
// Rule #1: Make sure the record exists before updating it.
ServerMarketData.MatchRow matchRow = matchTable.FindByMatchId(matchId);
if ((matchRow == null))
{
throw new Exception(string.Format("The Match table does not have an element identified by {0}", matchId));
}
// Rule #2: Optimistic Concurrency Check
if ((matchRow.RowVersion != rowVersion))
{
throw new System.Exception("This record is busy. Please try again later.");
}
// Archive the child records.
for (int index = 0; (index < matchRow.GetNegotiationRows().Length); index = (index + 1))
{
ServerMarketData.NegotiationRow childNegotiationRow = matchRow.GetNegotiationRows()[index];
Negotiation.Archive(adoTransaction, sqlTransaction, childNegotiationRow.RowVersion, childNegotiationRow.NegotiationId);
}
// Increment the row version
rowVersion = ServerMarketData.RowVersion.Increment();
// Delete the record in the ADO database.
matchRow[matchTable.RowVersionColumn] = rowVersion;
adoTransaction.DataRows.Add(matchRow);
matchRow.Delete();
// Archive the record in the SQL database.
SqlCommand sqlCommand = new SqlCommand("update \"Match\" set \"IsArchived\" = 1 where \"MatchId\"=@matchId");
sqlCommand.Connection = sqlTransaction.Connection;
sqlCommand.Transaction = sqlTransaction;
sqlCommand.Parameters.Add(new SqlParameter("@matchId", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, matchId));
sqlCommand.ExecuteNonQuery();
}
/// <summary>Updates a Negotiation record.</summary>
/// <param name="transaction">Commits or rejects a set of commands as a unit</param>
/// <param name="rowVersion">The version number of the row</param>
/// <param name="executionId">The value for the ExecutionId column.</param>
/// <param name="matchId">The value for the MatchId column.</param>
/// <param name="negotiationId">The value for the NegotiationId column.</param>
/// <param name="quantity">The value for the Quantity column.</param>
/// <param name="statusCode">The value for the StatusCode column.</param>
public static void Update(AdoTransaction adoTransaction, SqlTransaction sqlTransaction, ref long rowVersion, object executionId, object matchId, int negotiationId, object quantity, object statusCode)
{
// Accessor for the Negotiation Table.
ServerMarketData.NegotiationDataTable negotiationTable = ServerMarketData.Negotiation;
// Rule #1: Make sure the record exists before updating it.
ServerMarketData.NegotiationRow negotiationRow = negotiationTable.FindByNegotiationId(negotiationId);
if ((negotiationRow == null))
{
throw new Exception(string.Format("The Negotiation table does not have an element identified by {0}", negotiationId));
}
// Rule #2: Optimistic Concurrency Check
if ((negotiationRow.RowVersion != rowVersion))
{
throw new System.Exception("This record is busy. Please try again later.");
}
// Apply Defaults
if ((executionId == null))
{
executionId = negotiationRow[negotiationTable.ExecutionIdColumn];
}
if ((matchId == null))
{
matchId = negotiationRow[negotiationTable.MatchIdColumn];
}
if ((quantity == null))
{
quantity = negotiationRow[negotiationTable.QuantityColumn];
}
if ((statusCode == null))
{
statusCode = negotiationRow[negotiationTable.StatusCodeColumn];
}
// Increment the row version
rowVersion = ServerMarketData.RowVersion.Increment();
// Update the record in the ADO database.
negotiationRow[negotiationTable.RowVersionColumn] = rowVersion;
negotiationRow[negotiationTable.ExecutionIdColumn] = executionId;
negotiationRow[negotiationTable.MatchIdColumn] = matchId;
negotiationRow[negotiationTable.QuantityColumn] = quantity;
negotiationRow[negotiationTable.StatusCodeColumn] = statusCode;
adoTransaction.DataRows.Add(negotiationRow);
// Update the record in the SQL database.
SqlCommand sqlCommand = new SqlCommand("update \"Negotiation\" set \"RowVersion\"=@rowVersion,\"ExecutionId\"=@executionId,\"Mat" +
"chId\"=@matchId,\"Quantity\"=@quantity,\"StatusCode\"=@statusCode where \"NegotiationI" +
"d\"=@negotiationId");
sqlCommand.Connection = sqlTransaction.Connection;
sqlCommand.Transaction = sqlTransaction;
sqlCommand.Parameters.Add(new SqlParameter("@rowVersion", SqlDbType.BigInt, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, rowVersion));
sqlCommand.Parameters.Add(new SqlParameter("@executionId", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, executionId));
sqlCommand.Parameters.Add(new SqlParameter("@matchId", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, matchId));
sqlCommand.Parameters.Add(new SqlParameter("@negotiationId", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, negotiationId));
sqlCommand.Parameters.Add(new SqlParameter("@quantity", SqlDbType.Decimal, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, quantity));
sqlCommand.Parameters.Add(new SqlParameter("@statusCode", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, statusCode));
// Update the record in the SQL database.
sqlCommand.ExecuteNonQuery();
}
/// <summary>
/// Authorizes a WorkingOrder to be returned to the client.
/// </summary>
/// <param name="userDataRow">Identifies the current user.</param>
/// <param name="workingOrderDataRow">The record to be tested for authorization.</param>
/// <returns>true if the record belongs in the user's hierarchy.</returns>
public static bool FilterNegotiation(DataRow userDataRow, DataRow negotiationDataRow)
{
// This will test the record and return true if it belongs to the hierarchies this user is authorized to view. False
// if the record should not be included in the user's data model.
ServerMarketData.UserRow userRow = (ServerMarketData.UserRow)userDataRow;
ServerMarketData.NegotiationRow negotiationRow = (ServerMarketData.NegotiationRow)negotiationDataRow;
return(Hierarchy.IsDescendant(userRow.SystemFolderRow.FolderRow.ObjectRow,
negotiationRow.MatchRow.WorkingOrderRow.BlotterRow.ObjectRow));
}
/// <summary>Archives a Status record.</summary>
/// <param name="transaction">Commits or rejects a set of commands as a unit</param>
/// <param name="RowVersion">The version number of this row.</param>
/// <param name="statusCode">The value for the StatusCode column.</param>
/// <param name="archive">true to archive the object, false to unarchive it.</param>
public static void Archive(AdoTransaction adoTransaction, SqlTransaction sqlTransaction, long rowVersion, int statusCode)
{
// Accessor for the Status Table.
ServerMarketData.StatusDataTable statusTable = ServerMarketData.Status;
// Rule #1: Make sure the record exists before updating it.
ServerMarketData.StatusRow statusRow = statusTable.FindByStatusCode(statusCode);
if ((statusRow == null))
{
throw new Exception(string.Format("The Status table does not have an element identified by {0}", statusCode));
}
// Rule #2: Optimistic Concurrency Check
if ((statusRow.RowVersion != rowVersion))
{
throw new System.Exception("This record is busy. Please try again later.");
}
// Archive the child records.
for (int index = 0; (index < statusRow.GetDestinationOrderRows().Length); index = (index + 1))
{
ServerMarketData.DestinationOrderRow childDestinationOrderRow = statusRow.GetDestinationOrderRows()[index];
DestinationOrder.Archive(adoTransaction, sqlTransaction, childDestinationOrderRow.RowVersion, childDestinationOrderRow.DestinationOrderId);
}
for (int index = 0; (index < statusRow.GetMatchRows().Length); index = (index + 1))
{
ServerMarketData.MatchRow childMatchRow = statusRow.GetMatchRows()[index];
Match.Archive(adoTransaction, sqlTransaction, childMatchRow.RowVersion, childMatchRow.MatchId);
}
for (int index = 0; (index < statusRow.GetNegotiationRows().Length); index = (index + 1))
{
ServerMarketData.NegotiationRow childNegotiationRow = statusRow.GetNegotiationRows()[index];
Negotiation.Archive(adoTransaction, sqlTransaction, childNegotiationRow.RowVersion, childNegotiationRow.NegotiationId);
}
for (int index = 0; (index < statusRow.GetSourceOrderRows().Length); index = (index + 1))
{
ServerMarketData.SourceOrderRow childSourceOrderRow = statusRow.GetSourceOrderRows()[index];
SourceOrder.Archive(adoTransaction, sqlTransaction, childSourceOrderRow.RowVersion, childSourceOrderRow.SourceOrderId);
}
for (int index = 0; (index < statusRow.GetWorkingOrderRows().Length); index = (index + 1))
{
ServerMarketData.WorkingOrderRow childWorkingOrderRow = statusRow.GetWorkingOrderRows()[index];
WorkingOrder.Archive(adoTransaction, sqlTransaction, childWorkingOrderRow.RowVersion, childWorkingOrderRow.WorkingOrderId);
}
// Increment the row version
rowVersion = ServerMarketData.RowVersion.Increment();
// Delete the record in the ADO database.
statusRow[statusTable.RowVersionColumn] = rowVersion;
adoTransaction.DataRows.Add(statusRow);
statusRow.Delete();
// Archive the record in the SQL database.
SqlCommand sqlCommand = new SqlCommand("update \"Status\" set \"IsArchived\" = 1 where \"StatusCode\"=@statusCode");
sqlCommand.Connection = sqlTransaction.Connection;
sqlCommand.Transaction = sqlTransaction;
sqlCommand.Parameters.Add(new SqlParameter("@statusCode", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, statusCode));
sqlCommand.ExecuteNonQuery();
}
/// <summary>Inserts a Negotiation record.</summary>
/// <param name="transaction">Commits or rejects a set of commands as a unit</param>
/// <param name="executionId">The value for the ExecutionId column.</param>
/// <param name="matchId">The value for the MatchId column.</param>
/// <param name="quantity">The value for the Quantity column.</param>
/// <param name="statusCode">The value for the StatusCode column.</param>
public static int Insert(AdoTransaction adoTransaction, SqlTransaction sqlTransaction, ref long rowVersion, object executionId, int matchId, decimal quantity, int statusCode)
{
// Accessor for the Negotiation Table.
ServerMarketData.NegotiationDataTable negotiationTable = ServerMarketData.Negotiation;
// Apply Defaults
if ((executionId == null))
{
executionId = System.DBNull.Value;
}
// Increment the row version
rowVersion = ServerMarketData.RowVersion.Increment();
// Insert the record into the ADO database.
ServerMarketData.NegotiationRow negotiationRow = negotiationTable.NewNegotiationRow();
negotiationRow[negotiationTable.RowVersionColumn] = rowVersion;
negotiationRow[negotiationTable.ExecutionIdColumn] = executionId;
negotiationRow[negotiationTable.MatchIdColumn] = matchId;
negotiationRow[negotiationTable.QuantityColumn] = quantity;
negotiationRow[negotiationTable.StatusCodeColumn] = statusCode;
negotiationTable.AddNegotiationRow(negotiationRow);
adoTransaction.DataRows.Add(negotiationRow);
// Insert the record into the SQL database.
SqlCommand sqlCommand = new SqlCommand("insert \"Negotiation\" (\"rowVersion\",\"ExecutionId\",\"MatchId\",\"NegotiationId\",\"Quant" +
"ity\",\"StatusCode\") values (@rowVersion,@executionId,@matchId,@negotiationId,@qua" +
"ntity,@statusCode)");
sqlCommand.Connection = sqlTransaction.Connection;
sqlCommand.Transaction = sqlTransaction;
sqlCommand.Parameters.Add(new SqlParameter("@rowVersion", SqlDbType.BigInt, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, rowVersion));
sqlCommand.Parameters.Add(new SqlParameter("@executionId", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, executionId));
sqlCommand.Parameters.Add(new SqlParameter("@matchId", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, matchId));
sqlCommand.Parameters.Add(new SqlParameter("@negotiationId", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, negotiationRow[negotiationTable.NegotiationIdColumn]));
sqlCommand.Parameters.Add(new SqlParameter("@quantity", SqlDbType.Decimal, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, quantity));
sqlCommand.Parameters.Add(new SqlParameter("@statusCode", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, statusCode));
sqlCommand.ExecuteNonQuery();
// Return Statements
return(negotiationRow.NegotiationId);
}
/// <summary>Inserts a Negotiation record using Metadata Parameters.</summary>
/// <param name="transaction">Commits or rejects a set of commands as a unit.</param>
/// <param name="remoteMethod">Contains the metadata parameters and exceptions for this command.</param>
public static void Offer(ParameterList parameters)
{
// Accessor for the Match Table.
ServerMarketData.MatchDataTable matchTable = ServerMarketData.Match;
// Extract the parameters from the command batch.
AdoTransaction adoTransaction = parameters["adoTransaction"];
SqlTransaction sqlTransaction = parameters["sqlTransaction"];
int matchId = parameters["matchId"];
decimal quantity = parameters["quantity"];
int negotiationId = int.MinValue;
long rowVersion = long.MinValue;
ServerMarketData.MatchRow matchRow = matchTable.FindByMatchId(matchId);
if (matchRow != null)
{
// Rule #1: Insure that there are no pending offers.
foreach (ServerMarketData.NegotiationRow innerNegotiationRow in matchRow.GetNegotiationRows())
{
if (innerNegotiationRow.StatusCode == Status.Pending)
{
throw new Exception("There is already an offer pending.");
}
if (innerNegotiationRow.StatusCode == Status.Declined)
{
throw new Exception("This offer has previously been declined.");
}
}
// Time stamps and user stamps
int createdUserId = ServerMarketData.UserId;
DateTime createdTime = DateTime.Now;
int modifiedUserId = ServerMarketData.UserId;
DateTime modifiedTime = DateTime.Now;
// This will find the contra matching record.
int contraMatchIndex =
ServerMarketData.Match.KeyMatchWorkingOrderIdContraOrderId.Find(new object[] { matchRow.ContraOrderId, matchRow.WorkingOrderId });
if (contraMatchIndex == -1)
{
throw new Exception(string.Format("Corruption: the match record for {0}, {1} can't be found", matchRow.ContraOrderId, matchRow.WorkingOrderId));
}
ServerMarketData.MatchRow contraMatchRow =
(ServerMarketData.MatchRow)ServerMarketData.Match.KeyMatchWorkingOrderIdContraOrderId[contraMatchIndex].Row;
// When both sides have agreed to the Negotiation, the Destination Orders are generated.
ServerMarketData.NegotiationRow contraNegotiationRow = null;
foreach (MarketData.NegotiationRow innerNegotiationRow in contraMatchRow.GetNegotiationRows())
{
if (innerNegotiationRow.StatusCode == Status.Pending)
{
contraNegotiationRow = innerNegotiationRow;
break;
}
}
// This means that there's an offer on the other side.
if (contraNegotiationRow == null)
{
// There is no opposite side of this transaction yet. It will be placed in the negotation table and wait there
// until it times out, or the other side accepts the offer.
long negotiationRowVersion = long.MinValue;
negotiationId = MarkThree.Guardian.Core.Negotiation.Insert(adoTransaction, sqlTransaction, ref negotiationRowVersion,
null, matchId, quantity, Status.Pending);
}
else
{
// At this point, there is an offer on both sides of the match for a follow-on order. We'll create orders and
// executions for both sides of the trade for the minimum agreed upon quantity.
ServerMarketData.WorkingOrderRow workingOrderRow = matchRow.WorkingOrderRow;
ServerMarketData.WorkingOrderRow contraOrderRow = contraNegotiationRow.MatchRow.WorkingOrderRow;
// The quantity of this negotiation will be the minimum of the two offers.
decimal matchedQuantity = quantity < contraNegotiationRow.Quantity ? quantity : contraNegotiationRow.Quantity;
// Create the order on this side of the trade.
long rowVersionDestionation = long.MinValue;
int destinationOrderId = MarkThree.Guardian.Core.DestinationOrder.Insert(adoTransaction, sqlTransaction,
ref rowVersionDestionation, null, null, createdTime, createdUserId, Negotiation.destinationId, null, null,
null, workingOrderRow[ServerMarketData.WorkingOrder.LimitPriceColumn], modifiedTime, modifiedUserId,
workingOrderRow.OrderTypeCode, matchedQuantity, workingOrderRow.PriceTypeCode, State.Acknowledged, Status.New,
workingOrderRow[ServerMarketData.WorkingOrder.StopPriceColumn], createdUserId, workingOrderRow.TimeInForceCode,
workingOrderRow.WorkingOrderId);
// Create the Execution for this side of the trade.
long rowVersionExecution = long.MinValue;
int executionId = MarkThree.Guardian.Core.Execution.Insert(adoTransaction, sqlTransaction,
ref rowVersionExecution, null, null, createdTime, createdUserId, destinationOrderId, State.Acknowledged,
workingOrderRow.PriceRow.LastPrice, matchedQuantity, null, null, null, modifiedTime, modifiedUserId,
null, null, null, DateTime.Now, null, State.Sent, DateTime.Now, null, null, null, null);
// There is no opposite side of this transaction yet. It will be placed in the negotation table and wait there
// until it times out, or the other side accepts the offer.
long negotiationRowVersion = long.MinValue;
negotiationId = MarkThree.Guardian.Core.Negotiation.Insert(adoTransaction, sqlTransaction, ref negotiationRowVersion,
executionId, matchId, quantity, Status.Accepted);
// Create an order for the agreed upon quantity.
int contraDestinationOrderId = MarkThree.Guardian.Core.DestinationOrder.Insert(adoTransaction, sqlTransaction,
ref rowVersionDestionation, null, null, createdTime, createdUserId, Negotiation.destinationId, null, null,
null, contraOrderRow[ServerMarketData.WorkingOrder.LimitPriceColumn], modifiedTime, modifiedUserId,
contraOrderRow.OrderTypeCode, matchedQuantity, contraOrderRow.PriceTypeCode, State.Acknowledged, Status.New,
contraOrderRow[ServerMarketData.WorkingOrder.StopPriceColumn], createdUserId, contraOrderRow.TimeInForceCode,
contraOrderRow.WorkingOrderId);
// Create an execution for the agreed upon quantity
int contraExecutionId = MarkThree.Guardian.Core.Execution.Insert(adoTransaction, sqlTransaction,
ref rowVersionExecution, null, null, createdTime, createdUserId, contraDestinationOrderId,
State.Acknowledged, contraOrderRow.PriceRow.LastPrice, matchedQuantity, null, null, null, modifiedTime,
modifiedUserId, null, null, null, DateTime.Now, null, State.Sent, DateTime.Now, null, null, null, null);
// Update the contra offer.
long contraNegotiationRowVersion = contraNegotiationRow.RowVersion;
MarkThree.Guardian.Core.Negotiation.Update(adoTransaction, sqlTransaction, ref contraNegotiationRowVersion, contraExecutionId, null,
contraNegotiationRow.NegotiationId, null, Status.Accepted);
}
}
// Return values.
parameters["rowVersion"] = rowVersion;
parameters.Return = negotiationId;
}
