AccountResponceMessage Receive(CloseOrderVolumeMessage message)
{
IImplementation implementation = _implementation;
if (implementation == null || OperationalState != OperationalStateEnum.Operational)
{
return(new AccountResponceMessage(message.AccountInfo, false));
}
decimal closingPrice;
DateTime closingTime;
string modifiedId;
string operationResultMessage;
CloseOrderVolumeResponceMessage responce;
if (implementation.CloseOrCancelOrder(message.AccountInfo, message.OrderId, message.OrderTag, message.Slippage, message.Price,
out closingPrice, out closingTime, out modifiedId, out operationResultMessage))
{
responce = new CloseOrderVolumeResponceMessage(message.AccountInfo, message.OrderId, modifiedId,
closingPrice, closingTime, true);
}
else
{
responce = new CloseOrderVolumeResponceMessage(message.AccountInfo, message.OrderId, string.Empty,
decimal.Zero, DateTime.MinValue, false);
}
responce.ResultMessage = operationResultMessage;
return(responce);
}
/// <summary>
/// Helper.
/// </summary>
bool DoCloseOrder(AccountInfo account, Order order, decimal?allowedSlippage, decimal?desiredPrice, out decimal closingPrice,
out DateTime closingTime, out string modifiedId, out string operationResultMessage)
{
TracerHelper.Trace(this.Name);
closingPrice = decimal.MinValue;
closingTime = DateTime.MinValue;
modifiedId = order.Id;
if (OperationalState != OperationalStateEnum.Operational)
{
operationResultMessage = "Attempted operations on non operational order executioner.";
SystemMonitor.Error(operationResultMessage);
return(false);
}
allowedSlippage = ProcessSlippage(allowedSlippage);
CloseOrderVolumeMessage message = new CloseOrderVolumeMessage(account, order.Symbol, order.Id,
order.Tag, desiredPrice, allowedSlippage);
message.PerformSynchronous = true;
ResponseMessage response = this.SendAndReceiveResponding <ResponseMessage>
(SourceTransportInfo, message);
if (response == null)
{// Time out.
operationResultMessage = "Failed receive result for order request. In this scenario inconsistency may occur!";
SystemMonitor.Error(operationResultMessage);
return(false);
}
if (response.OperationResult)
{
CloseOrderVolumeResponseMessage responseMessage = (CloseOrderVolumeResponseMessage)response;
operationResultMessage = "Order closed.";
closingPrice = responseMessage.ClosingPrice;
closingTime = responseMessage.ClosingDateTime;
SystemMonitor.CheckError(order.Id == responseMessage.OrderId.ToString(), "Order id mismatch [" + order.Id + " / " + responseMessage.OrderId + "].");
modifiedId = responseMessage.OrderModifiedId.ToString();
return(true);
}
operationResultMessage = response.OperationResultMessage;
return(false);
}
/// <summary>
///
/// </summary>
public bool DecreaseOrderVolume(AccountInfo account, Order order, decimal volumeDecreasal, decimal?allowedSlippage,
decimal?desiredPrice, out decimal decreasalPrice, out string modifiedId, out string operationResultMessage)
{
TracerHelper.Trace(this.Name);
modifiedId = order.Id;
decreasalPrice = decimal.MinValue;
if (OperationalState != OperationalStateEnum.Operational)
{
operationResultMessage = "Attempted operations on non operational order executioner.";
SystemMonitor.Error(operationResultMessage);
return(false);
}
allowedSlippage = ProcessSlippage(allowedSlippage);
CloseOrderVolumeMessage message = new CloseOrderVolumeMessage(account, order.Symbol, order.Id,
order.Tag, volumeDecreasal, desiredPrice, allowedSlippage);
message.PerformSynchronous = true;
ResponseMessage response = this.SendAndReceiveResponding <ResponseMessage>
(SourceTransportInfo, message);
if (response == null)
{// Time out.
operationResultMessage = "Failed receive result for order request. In this scenario inconsistency may occur!";
SystemMonitor.Error(operationResultMessage);
return(false);
}
if (response.OperationResult == false)
{
operationResultMessage = response.OperationResultMessage;
return(false);
}
CloseOrderVolumeResponseMessage responseMessage = (CloseOrderVolumeResponseMessage)response;
operationResultMessage = "Order volume decreased.";
decreasalPrice = responseMessage.ClosingPrice;
// When modified, order changes its Id.
modifiedId = responseMessage.OrderModifiedId;
RaiseOrderUpdateEvent(account, responseMessage.OrderId, order.Info, ActiveOrder.UpdateTypeEnum.VolumeChanged);
return(true);
}
/// <summary>
/// Helper.
/// </summary>
bool DoCloseOrder(AccountInfo account, Order order, decimal? allowedSlippage, decimal? desiredPrice, out decimal closingPrice,
out DateTime closingTime, out string modifiedId, out string operationResultMessage)
{
TracerHelper.Trace(this.Name);
closingPrice = decimal.MinValue;
closingTime = DateTime.MinValue;
modifiedId = order.Id;
if (OperationalState != OperationalStateEnum.Operational)
{
operationResultMessage = "Attempted operations on non operational order executioner.";
SystemMonitor.Error(operationResultMessage);
return false;
}
allowedSlippage = ProcessSlippage(allowedSlippage);
CloseOrderVolumeMessage message = new CloseOrderVolumeMessage(account, order.Symbol, order.Id,
order.Tag, desiredPrice, allowedSlippage);
message.PerformSynchronous = true;
ResponseMessage response = this.SendAndReceiveResponding<ResponseMessage>
(SourceTransportInfo, message);
if (response == null)
{// Time out.
operationResultMessage = "Failed receive result for order request. In this scenario inconsistency may occur!";
SystemMonitor.Error(operationResultMessage);
return false;
}
if (response.OperationResult)
{
CloseOrderVolumeResponseMessage responseMessage = (CloseOrderVolumeResponseMessage)response;
operationResultMessage = "Order closed.";
closingPrice = responseMessage.ClosingPrice;
closingTime = responseMessage.ClosingDateTime;
SystemMonitor.CheckError(order.Id == responseMessage.OrderId.ToString(), "Order id mismatch [" + order.Id + " / " + responseMessage.OrderId + "].");
modifiedId = responseMessage.OrderModifiedId.ToString();
return true;
}
operationResultMessage = response.OperationResultMessage;
return false;
}
/// <summary>
///
/// </summary>
public bool DecreaseOrderVolume(AccountInfo account, Order order, decimal volumeDecreasal, decimal? allowedSlippage,
decimal? desiredPrice, out decimal decreasalPrice, out string modifiedId, out string operationResultMessage)
{
TracerHelper.Trace(this.Name);
modifiedId = order.Id;
decreasalPrice = decimal.MinValue;
if (OperationalState != OperationalStateEnum.Operational)
{
operationResultMessage = "Attempted operations on non operational order executioner.";
SystemMonitor.Error(operationResultMessage);
return false;
}
allowedSlippage = ProcessSlippage(allowedSlippage);
CloseOrderVolumeMessage message = new CloseOrderVolumeMessage(account, order.Symbol, order.Id,
order.Tag, volumeDecreasal, desiredPrice, allowedSlippage);
message.PerformSynchronous = true;
ResponseMessage response = this.SendAndReceiveResponding<ResponseMessage>
(SourceTransportInfo, message);
if (response == null)
{// Time out.
operationResultMessage = "Failed receive result for order request. In this scenario inconsistency may occur!";
SystemMonitor.Error(operationResultMessage);
return false;
}
if (response.OperationResult == false)
{
operationResultMessage = response.OperationResultMessage;
return false;
}
CloseOrderVolumeResponseMessage responseMessage = (CloseOrderVolumeResponseMessage)response;
operationResultMessage = "Order volume decreased.";
decreasalPrice = responseMessage.ClosingPrice;
// When modified, order changes its Id.
modifiedId = responseMessage.OrderModifiedId;
RaiseOrderUpdateEvent(account, responseMessage.OrderId, order.Info, ActiveOrder.UpdateTypeEnum.VolumeChanged);
return true;
}
AccountResponseMessage Receive(CloseOrderVolumeMessage message)
{
IImplementation implementation = _implementation;
if (implementation == null || OperationalState != OperationalStateEnum.Operational)
{
return new AccountResponseMessage(message.AccountInfo, false);
}
decimal closingPrice;
DateTime closingTime;
string modifiedId;
string operationResultMessage;
CloseOrderVolumeResponseMessage response;
if (implementation.CloseOrCancelOrder(message.AccountInfo, message.OrderId, message.OrderTag, message.Slippage, message.Price,
out closingPrice, out closingTime, out modifiedId, out operationResultMessage))
{
response = new CloseOrderVolumeResponseMessage(message.AccountInfo, message.OrderId, modifiedId,
closingPrice, closingTime, true);
}
else
{
response = new CloseOrderVolumeResponseMessage(message.AccountInfo, message.OrderId, string.Empty,
decimal.Zero, DateTime.MinValue, false);
}
response.ResultMessage = operationResultMessage;
return response;
}
