/// <summary>
/// Create a copy of <see cref="OrderCancelMessage"/>.
/// </summary>
/// <returns>Copy.</returns>
public override Message Clone()
{
var clone = new OrderCancelMessage();
CopyTo(clone);
return(clone);
}
/// <summary>
/// Copy the message into the <paramref name="destination" />.
/// </summary>
/// <param name="destination">The object, to which copied information.</param>
protected void CopyTo(OrderCancelMessage destination)
{
base.CopyTo(destination);
destination.OrderId = OrderId;
destination.OrderStringId = OrderStringId;
destination.Volume = Volume;
destination.Side = Side;
}
/// <summary>
/// Преобразовать <see cref="OrderCancelMessage"/> в <see cref="ExecutionMessage"/>.
/// </summary>
/// <param name="message"><see cref="OrderCancelMessage"/></param>
/// <returns><see cref="ExecutionMessage"/></returns>
public static ExecutionMessage ToExecutionMessage(this OrderCancelMessage message)
{
return(new ExecutionMessage
{
SecurityId = message.SecurityId,
OriginalTransactionId = message.TransactionId,
//OriginalTransactionId = message.OriginalTransactionId,
OrderId = message.OrderId,
OrderType = message.OrderType,
PortfolioName = message.PortfolioName,
ExecutionType = ExecutionTypes.Order,
UserOrderId = message.UserOrderId,
});
}
private void ProcessOrderCancel(OrderCancelMessage cancelMsg)
{
if (cancelMsg.OrderId == null)
throw new InvalidOperationException(LocalizedStrings.Str2252Params.Put(cancelMsg.OrderTransactionId));
var isOk = _httpClient.CancelOrder(cancelMsg.OrderId.Value);
SendOutMessage(new ExecutionMessage
{
ServerTime = CurrentTime.Convert(TimeZoneInfo.Utc),
ExecutionType = ExecutionTypes.Order,
OriginalTransactionId = cancelMsg.TransactionId,
OrderState = isOk ? OrderStates.Done : OrderStates.Failed,
Error = isOk ? null : new InvalidOperationException(LocalizedStrings.Str3300),
});
}
private void ProcessOrderCancel(OrderCancelMessage cancelMsg)
{
if (cancelMsg.OrderId == null)
throw new InvalidOperationException(LocalizedStrings.Str2252Params.Put(cancelMsg.OrderTransactionId));
var reply = _client.CancelOrder(cancelMsg.OrderId.Value);
SendOutMessage(new ExecutionMessage
{
OriginalTransactionId = cancelMsg.TransactionId,
OrderId = cancelMsg.OrderId,
OrderState = OrderStates.Done,
ExecutionType = ExecutionTypes.Order
});
ProcessFunds(reply.Command.Funds);
}
/// <summary>
/// Создать копию объекта <see cref="OrderCancelMessage"/>.
/// </summary>
/// <returns>Копия.</returns>
public override Message Clone()
{
var clone = new OrderCancelMessage
{
OrderId = OrderId,
OrderStringId = OrderStringId,
TransactionId = TransactionId,
OrderTransactionId = OrderTransactionId,
Volume = Volume,
OrderType = OrderType,
PortfolioName = PortfolioName,
SecurityId = SecurityId,
};
CopyTo(clone);
return(clone);
}
private void ProcessCancelMessage(OrderCancelMessage message)
{
if (message.OrderId == null)
throw new InvalidOperationException(LocalizedStrings.Str2252Params.Put(message.OrderTransactionId));
var response = _restClient.CloseOrder(GetAccountId(message.PortfolioName), message.OrderId.Value);
SendOutMessage(new ExecutionMessage
{
ExecutionType = ExecutionTypes.Order,
OriginalTransactionId = message.TransactionId,
OrderId = message.OrderId,
OrderState = OrderStates.Done,
Balance = response.Units,
ServerTime = response.Time.FromOanda(),
PortfolioName = message.PortfolioName,
});
}
/// <summary>
/// Создать копию объекта <see cref="OrderCancelMessage"/>.
/// </summary>
/// <returns>Копия.</returns>
public override Message Clone()
{
var clone = new OrderCancelMessage
{
OrderId = OrderId,
OrderStringId = OrderStringId,
TransactionId = TransactionId,
OrderTransactionId = OrderTransactionId,
Volume = Volume,
OrderType = OrderType,
PortfolioName = PortfolioName,
SecurityId = SecurityId,
};
CopyTo(clone);
return clone;
}
private void ProcessOrderCancelMessage(OrderCancelMessage cancelMsg)
{
var orderMaint = new STIOrderMaint();
orderMaint.CancelOrder(cancelMsg.PortfolioName, 0, cancelMsg.TransactionId.To<string>(), null);
}
private void ProcessOrderCancelMessage(OrderCancelMessage cancelMsg)
{
_session.CancelOrder(new CancelOrderRequest(cancelMsg.TransactionId.To<string>(), (long)cancelMsg.SecurityId.Native, cancelMsg.OrderTransactionId.To<string>()), id => { }, CreateErrorHandler("CancelOrder"));
}
private void ProcessCancelMessage(OrderCancelMessage cancelMsg)
{
_wrapper.CancelOrder(cancelMsg.PortfolioName, (string)cancelMsg.SecurityId.Native, cancelMsg.OrderStringId);
}
private void ProcessCancelMessage(OrderCancelMessage cancelMsg)
{
var id = _orders.TryGetKey(cancelMsg.OrderTransactionId);
if (id == 0)
throw new InvalidOperationException(LocalizedStrings.Str3551Params.Put(cancelMsg.OrderTransactionId));
BaseCommandMessage command;
switch (_ordersTypes[cancelMsg.OrderTransactionId])
{
case OrderTypes.Limit:
case OrderTypes.Market:
command = new CancelOrderMessage { TransactionId = id };
break;
case OrderTypes.Conditional:
command = new CancelStopOrderMessage { TransactionId = id };
break;
case OrderTypes.Repo:
case OrderTypes.ExtRepo:
case OrderTypes.Rps:
command = new CancelNegDealMessage { TransactionId = id };
break;
case OrderTypes.Execute:
command = new CancelReportMessage { TransactionId = id };
break;
default:
throw new ArgumentOutOfRangeException();
}
SendCommand(command);
}
private void ProcessOrderCancel(OrderCancelMessage message)
{
_client.CancelOrder(_orderTransactions[message.OrderTransactionId]);
}
private void ProcessCancelMessage(OrderCancelMessage cancelMsg)
{
_client.Session.cancelOrder(
_accounts[cancelMsg.PortfolioName],
cancelMsg.OrderStringId,
Constants.ORDER_ENTRY_TYPE_AUTO,
string.Empty, cancelMsg.UserOrderId, cancelMsg.TransactionId);
}
// create and send message
private void SendCommand(Dictionary<string, object> actions)
{
Message message = null;
switch (actions["ACTION"].ToString())
{
case "NEW_ORDER":
{
message = new OrderRegisterMessage()
{
SecurityId = _securities.FirstOrDefault(s => s.Code == actions["SECCODE"].ToString() &&
s.Class == actions["CLASSCODE"].ToString()).ToSecurityId(),
ClientCode = actions["CLIENTCODE"].ToString(),
PortfolioName = actions["ACCOUNT"].ToString(),
OrderType = (OrderTypes)actions["TYPE"],
Price = (decimal)actions["PRICE"],
Side = (Sides)actions["OPERATION"],
Volume = (decimal)actions["QUANTITY"],
TransactionId = _transAdapter.TransactionIdGenerator.GetNextId(),
Comment = actions["COMMENT"].ToString()
};
}
break;
case "KILL_ORDER":
{
message = new OrderCancelMessage()
{
OrderId = (long)actions["ORDER_KEY"],
OriginalTransactionId = (long)actions["ORIGINAL_TRANS_ID"],
TransactionId = _transAdapter.TransactionIdGenerator.GetNextId(),
};
}
break;
case "KILL_ALL_ORDERS":
{
message = new OrderGroupCancelMessage()
{
TransactionId = _transAdapter.TransactionIdGenerator.GetNextId()
};
}
break;
case "MOVE_ORDERS":
{
//TODO
}
break;
case "REGISTER_SECURITY":
{
//TODO
}
break;
case "UNREGISTER_SECURITY":
{
//TODO
}
break;
case "REGISTER_TRADES":
{
//TODO
}
break;
case "UNREGISTER_TRADES":
{
//TODO
}
break;
case "REGISTER_MARKETDEPTH":
{
//TODO
}
break;
case "UNREGISTER_MARKETDEPTH":
{
//TODO
}
break;
default:
break;
}
if (message != null)
_transAdapter.SendInMessage(message);
}
