public static OrderEditView CheckPrice(OrderEditView orderEditView)
{
using (IDalSession session = NHSessionFactory.CreateSession())
{
ISecurityOrder order = (ISecurityOrder)OrderMapper.GetOrder(session, orderEditView.OrderId);
ITradeableInstrument tradedInstrument = order.TradedInstrument;
Price price = new Price(orderEditView.Price, order.TradedInstrument.CurrencyNominal, order.TradedInstrument);
// Check if the Price is still reliable
IPriceDetail instrumentPrice = tradedInstrument.CurrentPrice;
if (instrumentPrice == null || instrumentPrice.Price.IsZero)
orderEditView.Warning = string.Format("No price was found for {0} so the validation is not very reliable.", tradedInstrument.DisplayName);
else
{
// check if the price is within 1% of the last exRate
decimal rate = instrumentPrice.Price.Quantity;
decimal diff = (price.Quantity - rate) / rate;
decimal diffPct = Math.Round(Math.Abs(diff), 4) * 100;
if (diffPct > 1)
orderEditView.Warning = string.Format("The price you entered is {0}% {1} than the last known price ({2}).", diffPct.ToString("0.##"), (diff < 0 ? "smaller" : "higher"), instrumentPrice.Price.ShortDisplayString);
if (instrumentPrice.IsOldDate)
orderEditView.Warning += (orderEditView.Warning != string.Empty ? Environment.NewLine : "") + string.Format("The price found for {0} is old ({1}) so the validation is not very reliable.", tradedInstrument.DisplayName, instrumentPrice.Date.ToShortDateString());
}
return orderEditView;
}
}
public static List<OrderEditView> GetOrderEditData(int orderId)
{
List<OrderEditView> allOrderFills = new List<OrderEditView>();
IDalSession session = NHSessionFactory.CreateSession();
IOrder order = OrderMapper.GetOrder(session, (int)orderId);
OrderEditView oev = new OrderEditView(order.OrderID,
order.PlacedValue.NumberOfDecimals,
((SecurityOrder)order).Route.Key);
oev.IsSizeBased = order.IsSizeBased;
allOrderFills.Add(oev);
session.Close();
return allOrderFills;
}
public static List<OrderEditView> GetOrderFxConvertData(int orderId)
{
List<OrderEditView> allOrderFills = new List<OrderEditView>();
if (orderId != 0)
{
using (IDalSession session = NHSessionFactory.CreateSession())
{
ISecurityOrder order = (ISecurityOrder)OrderMapper.GetOrder(session, (int)orderId);
ITradeableInstrument instrument = order.TradedInstrument;
decimal exRate = instrument.CurrencyNominal.ExchangeRate.Rate;
decimal originalAmount = order.Amount.Quantity;
decimal convAmount = order.Amount.Convert(exRate, instrument.CurrencyNominal).Quantity;
OrderEditView oev = new OrderEditView(order.OrderID,
exRate,
convAmount, originalAmount,
instrument.CurrencyNominal.AltSymbol);
allOrderFills.Add(oev);
}
}
return allOrderFills;
}
