internal void Place(Account owner, Protocal.TransactionData tranData, out string tranCode)
{
if (this.IsPriceOutOfDate(owner, tranData))
{
throw new TransactionServerException(TransactionError.PriceIsOutOfDate);
}
var tran = this.CreateTran(owner, tranData, out tranCode);
Logger.InfoFormat("place tranid = {0}, subType = {1}", tran.Id, tran.SubType);
this.PreCheck(owner, tran);
this.Verify(owner, tran, tranData.PlaceByRiskMonitor, tranData.AppType, PlaceContext.Empty);
if (!tran.CanAutoAcceptPlace())
{
tran.ChangePhaseToPlacing();
TransactionExpireChecker.Default.Add(tran);
tran.Owner.InvalidateInstrumentCacheAndBroadcastChanges(tran);
return;
}
if (tran.ShouldAutoFill() && tran.IsPriceInRangeOfAutoFill())
{
foreach (var eachOrder in tran.Orders)
{
eachOrder.IsAutoFill = true;
}
}
owner.InvalidateInstrumentCacheAndBroadcastChanges(tran);
Logger.InfoFormat("begin place to engine accountId = {0}, tranId = {1}", owner.Id, tran.Id);
this.PlaceToEngine(owner, tran);
}
private Transaction CreateTran(Account account, Protocal.TransactionData tranData, out string tranCode)
{
var tran = account.CreateTransaction(tranData);
tranCode = tran.Code;
tran.ChangePhaseToPlaced();
tran.PlacePhase = PlacePhase.Received;
account.InvalidateInstrumentCache(tran);
return(tran);
}
public TransactionError Place(Protocal.TransactionData tranData)
{
try
{
return(ServerFacade.Default.Server.Place(tranData));
}
catch (Exception ex)
{
Logger.Error(ex);
return(TransactionError.RuntimeError);
}
}
private bool IsChangeToIfDone(Protocal.TransactionData tranData)
{
if (tranData.SubType != TransactionSubType.Amend)
{
return(false);
}
foreach (var eachOrderData in tranData.Orders)
{
if (eachOrderData.IfDoneOrderSetting != null)
{
return(true);
}
}
return(false);
}
private bool IsPriceOutOfDate(Account owner, Protocal.TransactionData tranData)
{
var systemParameter = Settings.Setting.Default.SystemParameter;
if (systemParameter.MaxPriceDelayForSpotOrder == null)
{
return(false);
}
if (tranData.OrderType == OrderType.SpotTrade)
{
foreach (var eachOrderNode in tranData.Orders)
{
if (this.IsOrderPriceOutOfDate(owner, tranData, eachOrderNode, systemParameter))
{
return(true);
}
}
}
return(false);
}
private bool IsOrderPriceOutOfDate(Account owner, Protocal.TransactionData tranData, Protocal.OrderData orderNode, SystemParameter systemParameter)
{
if (orderNode.PriceIsQuote != null && !orderNode.PriceIsQuote.Value)
{
DateTime timestamp = orderNode.PriceTimestamp.Value;
var instrument = owner.GetOrCreateInstrument(tranData.InstrumentId);
var submitor = Settings.Setting.Default.GetCustomer(tranData.SubmitorId);
Quotation quotation = instrument.GetQuotation(submitor);
if (quotation != null)
{
TimeSpan diff = (quotation.Timestamp - timestamp);
if (diff >= systemParameter.MaxPriceDelayForSpotOrder)
{
string message = string.Format("Pirce is out of date, instrument id = {0}, last price timestamp = {1}, setprice timestamp = {2}, diff = {3}{4}{5}", tranData.InstrumentId, quotation.Timestamp, timestamp, diff, Environment.NewLine, tranData.ToString());
Logger.Warn(message);
return(true);
}
}
}
return(false);
}
private TransactionError PlaceCommon(Protocal.TransactionData tranData, out string tranCode)
{
_readWriteLock.EnterReadLock();
tranCode = null;
try
{
Logger.Warn("Place order");
var account = GetAccount(tranData.AccountId);
TransactionError tranError = account.Place(tranData, out tranCode);
return(tranError);
}
catch (Exception ex)
{
Logger.Error(ex);
return(TransactionError.RuntimeError);
}
finally
{
_readWriteLock.ExitReadLock();
}
}
internal static TransactionData ToTransactionData(Token token, XmlNode tran)
{
string tranCode = string.Empty;
Protocal.TransactionData tranData = TransactionParser.ParseTransaction(tran);
tranData.PlaceByRiskMonitor = token.AppType == AppType.RiskMonitor ? true : false;
tranData.Id = Guid.Parse(tran.Attributes["ID"].Value);
tranData.Orders = new List <OrderData>();
InstrumentCategory instrumentCategory = InstrumentCategory.Forex;
if (tran.Attributes["InstrumentCategory"] != null)
{
instrumentCategory = (InstrumentCategory)Enum.Parse(typeof(InstrumentCategory), tran.Attributes["InstrumentCategory"].Value);
}
foreach (XmlNode orderNode in tran.ChildNodes)
{
if (orderNode.Name == "Order")
{
OrderData orderData = null;
if (tranData.OrderType == OrderType.BinaryOption)
{
orderData = OrderDataHelper.InitializeBOData(orderNode);
}
else if (instrumentCategory == InstrumentCategory.Forex)
{
orderData = OrderDataHelper.Initialize(orderNode);
}
else
{
orderData = OrderDataHelper.InitializePhysicalData(orderNode);
}
tranData.Orders.Add(orderData);
}
}
return(tranData);
}
static Protocal.TransactionData CreateTransactionData()
{
Protocal.TransactionData tranData = new Protocal.TransactionData();
tranData.Id = Guid.NewGuid();
tranData.InstrumentId = Guid.Parse("33C4C6E2-E33C-4A21-A01A-35F4EC647890");
tranData.AccountId = Guid.Parse("B940D4B7-4A4E-46DF-8EA4-77B0C3CC1A6B");
tranData.Type = iExchange.Common.TransactionType.Single;
tranData.SubType = iExchange.Common.TransactionSubType.None;
tranData.OrderType = iExchange.Common.OrderType.SpotTrade;
tranData.ExpireType = iExchange.Common.ExpireType.Day;
var baseTime = DateTime.Now;
tranData.BeginTime = baseTime;
tranData.EndTime = baseTime.AddMinutes(30);
tranData.SubmitTime = baseTime;
tranData.SubmitorId = Guid.Parse("CB58B47D-A705-42DD-9308-6C6B26CE79A7");
tranData.Orders = new List <Protocal.OrderData>();
var order = CreateOrderData();
tranData.Orders.Add(order);
return(tranData);
}
public TransactionError PlaceHistoryOrder(Protocal.TransactionData tranData)
{
return(TransactionError.OK);
//return ServerFacade.Default.Server.Book(tranData);
}
public void PlaceByModel(Protocal.TransactionData tranData)
{
ServerFacade.Default.Server.Place(tranData);
}
protected AddTransactionCommandBase(Account account, Protocal.TransactionData tran, AddTransactionCommandVisitorBase visitor)
: this(account, tran.PlaceByRiskMonitor, visitor)
{
this.TransactionData = tran;
}
internal TransactionError Place(Protocal.TransactionData tranData, out string tranCode)
{
return(PlaceCommon(tranData, out tranCode));
}
public TransactionError Place(Protocal.TransactionData tranData)
{
string tranCode;
return(PlaceCommon(tranData, out tranCode));
}