void OrderBookOrderInserted(object sender, Fix.OrderBookEventArgs e)
{
Fix.Order order = e.Order;
if (_orderTable.Rows.Find(order.ClOrdID) is OrderDataRow)
{
return;
}
OrderDataRow row = (OrderDataRow)_orderTable.NewRow();
row.Order = order;
row[OrderDataTable.ColumnClOrdId] = order.ClOrdID;
//
// Prime these with 0's so the grid looks pretty.
//
row[OrderDataTable.ColumnDone] = 0;
row[OrderDataTable.ColumnLeaves] = 0;
row[OrderDataTable.ColumnAvgPrice] = 0;
UpdateRow(row);
_orderTable.Rows.Add(row);
}
static void UpdateRow(OrderDataRow row)
{
Fix.Order order = row.Order;
row[OrderDataTable.ColumnQuantity] = order.OrderQty;
row[OrderDataTable.ColumnSymbol] = order.Symbol;
row[OrderDataTable.ColumnExDestination] = order.ExDestination;
if (order.TimeInForce != null)
{
row[OrderDataTable.ColumnTimeInForce] = (Fix.TimeInForce)order.TimeInForce;
row[OrderDataTable.ColumnTimeInForceString] = OrderDataGridView.ShortTimeInForceDescription(order.TimeInForce.Value);
}
if (order.OrdStatus != null)
{
row[OrderDataTable.ColumnOrdStatus] = (Fix.OrdStatus)order.OrdStatus;
row[OrderDataTable.ColumnOrdStatusString] = ((Fix.OrdStatus)order.OrdStatus).ToString();
}
else
{
row[OrderDataTable.ColumnOrdStatusString] = Fix.OrdStatus.PendingNew.ToString();
}
if (order.OrigClOrdID != null)
{
row[OrderDataTable.ColumnOrigClOrdId] = order.OrigClOrdID;
}
if (order.Side != null)
{
row[OrderDataTable.ColumnSide] = (Fix.Side)order.Side;
row[OrderDataTable.ColumnSideString] = ((Fix.Side)order.Side).ToString();
}
long cumQty = order.CumQty ?? 0;
long leavesQty = order.LeavesQty ?? 0;
if (!order.LeavesQty.HasValue)
{
if (order.Active)
{
leavesQty = order.OrderQty - cumQty;
}
}
row[OrderDataTable.ColumnLeaves] = leavesQty;
row[OrderDataTable.ColumnDone] = cumQty;
if (order.AvgPx != null)
{
row[OrderDataTable.ColumnAvgPrice] = order.AvgPx.Value;
}
if (order.Price != null)
{
row[OrderDataTable.ColumnLimit] = order.Price.Value;
}
if (order.ListID != null)
{
row[OrderDataTable.ColumnListId] = order.ListID;
}
if (order.Text != null)
{
row[OrderDataTable.ColumnText] = order.Text;
}
}
static void UpdateRow(OrderDataRow row)
{
if (row.Order is not Fix.Order order)
{
return;
}
row[OrderDataTable.ColumnQuantity] = order.OrderQty;
row[OrderDataTable.ColumnPendingQuantity] = order.PendingOrderQty;
row[OrderDataTable.ColumnSymbol] = order.Symbol;
if (order.TimeInForce != null)
{
row[OrderDataTable.ColumnTimeInForce] = order.TimeInForce;
row[OrderDataTable.ColumnTimeInForceString] = OrderDataGridView.ShortTimeInForceDescription(order.TimeInForce);
}
if (order.OrdStatus != null)
{
row[OrderDataTable.ColumnOrdStatus] = order.OrdStatus;
row[OrderDataTable.ColumnOrdStatusString] = order.OrdStatus.Name;
}
else
{
row[OrderDataTable.ColumnOrdStatusString] = FIX_5_0SP2.OrdStatus.PendingNew.Name;
}
if (order.OrigClOrdID != null)
{
row[OrderDataTable.ColumnOrigClOrdId] = order.OrigClOrdID;
}
if (order.Side != null)
{
row[OrderDataTable.ColumnSide] = order.Side;
row[OrderDataTable.ColumnSideString] = order.Side.Name;
}
long leavesQty = 0;
long cumQty = order.CumQty ?? 0;
if (order.LeavesQty.HasValue)
{
leavesQty = order.LeavesQty.Value;
}
else if (order.CumQty.HasValue)
{
if (order.Active)
{
leavesQty = order.OrderQty - order.CumQty ?? 0;
}
}
row[OrderDataTable.ColumnLeaves] = leavesQty;
row[OrderDataTable.ColumnDone] = cumQty;
if (order.AvgPx != null)
{
row[OrderDataTable.ColumnAvgPrice] = order.AvgPx.Value;
}
if (order.Price != null)
{
row[OrderDataTable.ColumnLimit] = order.Price.Value;
}
row[OrderDataTable.ColumnPendingLimit] = order.PendingPrice;
if (order.ListID != null)
{
row[OrderDataTable.ColumnListId] = order.ListID;
}
if (order.Text != null)
{
row[OrderDataTable.ColumnText] = order.Text;
}
}