|
public OnExecutionCommand ( |
||
| command | ||
| Résultat | void | |
public void Replace(Order order, double price, double stopPx, double qty)
{
if (order.IsNotSent)
{
throw new ArgumentException($"Can not replace order that is not sent {order}");
}
var command = new ExecutionCommand(ExecutionCommandType.Replace, order)
{
DateTime = this.framework.Clock.DateTime,
Id = order.Id,
OrderId = order.Id,
ClOrderId = order.ClOrderId,
ProviderOrderId = order.ProviderOrderId,
ProviderId = order.ProviderId,
RouteId = order.RouteId,
PortfolioId = order.PortfolioId,
TransactTime = order.TransactTime,
Instrument = order.Instrument,
InstrumentId = order.InstrumentId,
Provider = order.Provider,
Portfolio = order.Portfolio,
Side = order.Side,
OrdType = order.Type,
TimeInForce = order.TimeInForce,
Price = order.Price,
StopPx = order.StopPx,
Qty = order.Qty,
OCA = order.OCA,
Text = order.Text,
Account = order.Account,
ClientID = order.ClientID,
ClientId = order.ClientId
};
Messages.Add(command);
order.OnExecutionCommand(command);
this.framework.EventServer.OnExecutionCommand(command);
if (IsPersistent)
{
Server?.Save(command, -1);
}
order.Provider.Send(command);
}
public void Cancel(Order order)
{
if (order.IsNotSent)
{
throw new ArgumentException($"Can not cancel order that is not sent {order}");
}
var command = new ExecutionCommand(ExecutionCommandType.Cancel, order)
{
DateTime = this.framework.Clock.DateTime,
OrderId = order.Id,
ClOrderId = order.ClOrderId,
ProviderOrderId = order.ProviderOrderId,
ProviderId = order.ProviderId,
RouteId = order.RouteId,
PortfolioId = order.PortfolioId
};
command.DateTime = order.DateTime;
command.Instrument = order.Instrument;
command.InstrumentId = order.InstrumentId;
command.Provider = order.Provider;
command.Portfolio = order.Portfolio;
command.Side = order.Side;
command.OrdType = order.Type;
command.TimeInForce = order.TimeInForce;
command.Price = order.Price;
command.StopPx = order.StopPx;
command.Qty = order.Qty;
command.OCA = order.OCA;
command.Text = order.Text;
command.Account = order.Account;
command.ClientID = order.ClientID;
command.ClientId = order.ClientId;
Messages.Add(command);
order.OnExecutionCommand(command);
this.framework.EventServer.OnExecutionCommand(command);
if (IsPersistent)
{
Server?.Save(command, -1);
}
order.Provider.Send(command);
}
public void Cancel(Order order)
{
if (order.IsNotSent)
throw new ArgumentException($"Can not cancel order that is not sent {order}");
var command = new ExecutionCommand(ExecutionCommandType.Cancel, order)
{
DateTime = this.framework.Clock.DateTime,
OrderId = order.Id,
ClOrderId = order.ClOrderId,
ProviderOrderId = order.ProviderOrderId,
ProviderId = order.ProviderId,
RouteId = order.RouteId,
PortfolioId = order.PortfolioId
};
command.DateTime = order.DateTime;
command.Instrument = order.Instrument;
command.InstrumentId = order.InstrumentId;
command.Provider = order.Provider;
command.Portfolio = order.Portfolio;
command.Side = order.Side;
command.OrdType = order.Type;
command.TimeInForce = order.TimeInForce;
command.Price = order.Price;
command.StopPx = order.StopPx;
command.Qty = order.Qty;
command.OCA = order.OCA;
command.Text = order.Text;
command.Account = order.Account;
command.ClientID = order.ClientID;
command.ClientId = order.ClientId;
Messages.Add(command);
order.OnExecutionCommand(command);
this.framework.EventServer.OnExecutionCommand(command);
if (IsPersistent)
Server?.Save(command, -1);
order.Provider.Send(command);
}
public void Send(Order order)
{
if (!order.IsNotSent)
{
throw new ArgumentException($"Can not send order that has been already sent {order}");
}
this.framework.EventServer.OnSendOrder(order);
if (order.Id == -1)
{
Register(order);
}
if (order.IsOCA)
{
List <Order> list;
this.ordersByOCAList.TryGetValue(order.OCA, out list);
this.ordersByOCAList[order.OCA] = list = list ?? new List <Order>();
list.Add(order);
}
Orders.Add(order);
this.ordersById[order.Id] = order;
if (this.framework.Mode == FrameworkMode.Realtime)
{
this.ordersByClOrderId[order.ClOrderId] = order;
}
order.DateTime = this.framework.Clock.DateTime;
order.Status = OrderStatus.PendingNew;
var command = new ExecutionCommand(ExecutionCommandType.Send, order)
{
DateTime = order.DateTime,
Id = order.Id,
OrderId = order.Id,
ClOrderId = order.ClOrderId,
ProviderOrderId = order.ProviderOrderId,
ProviderId = order.ProviderId,
RouteId = order.RouteId,
PortfolioId = order.PortfolioId,
TransactTime = order.TransactTime,
Instrument = order.Instrument,
InstrumentId = order.InstrumentId,
Provider = order.Provider,
Portfolio = order.Portfolio,
Side = order.Side,
OrdType = order.Type,
TimeInForce = order.TimeInForce,
Price = order.Price,
StopPx = order.StopPx,
Qty = order.Qty,
OCA = order.OCA,
Text = order.Text,
Account = order.Account,
ClientID = order.ClientID,
ClientId = order.ClientId
};
Messages.Add(command);
order.OnExecutionCommand(command);
this.framework.EventServer.OnExecutionCommand(command);
this.framework.EventServer.OnPendingNewOrder(order, true);
if (IsPersistent)
{
Server?.Save(command, -1);
}
order.Provider.Send(command);
}
public void Load(string name = null, int clientId = -1)
{
var messages = LoadMessages(name, clientId);
foreach (var msg in messages)
{
msg.IsLoaded = true;
var typeId = msg.TypeId;
switch (typeId)
{
case DataObjectType.ExecutionReport:
this.framework.EventServer.OnExecutionReport((ExecutionReport)msg);
break;
case DataObjectType.ExecutionCommand:
{
var command = (ExecutionCommand)msg;
switch (command.Type)
{
case ExecutionCommandType.Send:
{
var order = new Order(command);
command.Order = order;
command.Instrument = this.framework.InstrumentManager.GetById(command.InstrumentId);
command.Portfolio = this.framework.PortfolioManager.GetById(command.PortfolioId);
command.Provider = this.framework.ProviderManager.GetExecutionProvider(command.ProviderId);
order.Instrument = command.Instrument;
order.Portfolio = command.Portfolio;
order.Provider = command.Provider;
lock (this.obj)
this.counter = Math.Max(this.counter, order.Id);
this.framework.EventServer.OnSendOrder(order);
Orders.Add(order);
this.ordersById[order.Id] = order;
if (this.framework.Mode == FrameworkMode.Realtime)
{
this.ordersByClOrderId[order.ClOrderId] = order;
}
Messages.Add(command);
order.OnExecutionCommand(command);
this.framework.EventServer.OnExecutionCommand(command);
this.framework.EventServer.OnPendingNewOrder(order, true);
break;
}
case ExecutionCommandType.Cancel:
case ExecutionCommandType.Replace:
this.ordersById[command.OrderId].OnExecutionCommand(command);
break;
}
break;
}
default:
if (typeId == DataObjectType.AccountReport)
{
this.framework.EventServer.OnAccountReport((AccountReport)msg);
}
break;
}
}
}
public void Replace(Order order, double price, double stopPx, double qty)
{
if (order.IsNotSent)
throw new ArgumentException($"Can not replace order that is not sent {order}");
var command = new ExecutionCommand(ExecutionCommandType.Replace, order)
{
DateTime = this.framework.Clock.DateTime,
Id = order.Id,
OrderId = order.Id,
ClOrderId = order.ClOrderId,
ProviderOrderId = order.ProviderOrderId,
ProviderId = order.ProviderId,
RouteId = order.RouteId,
PortfolioId = order.PortfolioId,
TransactTime = order.TransactTime,
Instrument = order.Instrument,
InstrumentId = order.InstrumentId,
Provider = order.Provider,
Portfolio = order.Portfolio,
Side = order.Side,
OrdType = order.Type,
TimeInForce = order.TimeInForce,
Price = order.Price,
StopPx = order.StopPx,
Qty = order.Qty,
OCA = order.OCA,
Text = order.Text,
Account = order.Account,
ClientID = order.ClientID,
ClientId = order.ClientId
};
Messages.Add(command);
order.OnExecutionCommand(command);
this.framework.EventServer.OnExecutionCommand(command);
if (IsPersistent)
Server?.Save(command, -1);
order.Provider.Send(command);
}
public void Send(Order order)
{
if (!order.IsNotSent)
throw new ArgumentException($"Can not send order that has been already sent {order}");
this.framework.EventServer.OnSendOrder(order);
if (order.Id == -1)
Register(order);
if (order.IsOCA)
{
List<Order> list;
this.ordersByOCAList.TryGetValue(order.OCA, out list);
this.ordersByOCAList[order.OCA] = list = list ?? new List<Order>();
list.Add(order);
}
Orders.Add(order);
this.ordersById[order.Id] = order;
if (this.framework.Mode == FrameworkMode.Realtime)
this.ordersByClOrderId[order.ClOrderId] = order;
order.DateTime = this.framework.Clock.DateTime;
order.Status = OrderStatus.PendingNew;
var command = new ExecutionCommand(ExecutionCommandType.Send, order)
{
DateTime = order.DateTime,
Id = order.Id,
OrderId = order.Id,
ClOrderId = order.ClOrderId,
ProviderOrderId = order.ProviderOrderId,
ProviderId = order.ProviderId,
RouteId = order.RouteId,
PortfolioId = order.PortfolioId,
TransactTime = order.TransactTime,
Instrument = order.Instrument,
InstrumentId = order.InstrumentId,
Provider = order.Provider,
Portfolio = order.Portfolio,
Side = order.Side,
OrdType = order.Type,
TimeInForce = order.TimeInForce,
Price = order.Price,
StopPx = order.StopPx,
Qty = order.Qty,
OCA = order.OCA,
Text = order.Text,
Account = order.Account,
ClientID = order.ClientID,
ClientId = order.ClientId
};
Messages.Add(command);
order.OnExecutionCommand(command);
this.framework.EventServer.OnExecutionCommand(command);
this.framework.EventServer.OnPendingNewOrder(order, true);
if (IsPersistent)
Server?.Save(command, -1);
order.Provider.Send(command);
}
public void Load(string name = null, int clientId = -1)
{
var messages = LoadMessages(name, clientId);
foreach (var msg in messages)
{
msg.IsLoaded = true;
var typeId = msg.TypeId;
switch (typeId)
{
case DataObjectType.ExecutionReport:
this.framework.EventServer.OnExecutionReport((ExecutionReport)msg);
break;
case DataObjectType.ExecutionCommand:
{
var command = (ExecutionCommand)msg;
switch (command.Type)
{
case ExecutionCommandType.Send:
{
var order = new Order(command);
command.Order = order;
command.Instrument = this.framework.InstrumentManager.GetById(command.InstrumentId);
command.Portfolio = this.framework.PortfolioManager.GetById(command.PortfolioId);
command.Provider = this.framework.ProviderManager.GetExecutionProvider(command.ProviderId);
order.Instrument = command.Instrument;
order.Portfolio = command.Portfolio;
order.Provider = command.Provider;
lock (this.obj)
this.counter = Math.Max(this.counter, order.Id);
this.framework.EventServer.OnSendOrder(order);
Orders.Add(order);
this.ordersById[order.Id] = order;
if (this.framework.Mode == FrameworkMode.Realtime)
this.ordersByClOrderId[order.ClOrderId] = order;
Messages.Add(command);
order.OnExecutionCommand(command);
this.framework.EventServer.OnExecutionCommand(command);
this.framework.EventServer.OnPendingNewOrder(order, true);
break;
}
case ExecutionCommandType.Cancel:
case ExecutionCommandType.Replace:
this.ordersById[command.OrderId].OnExecutionCommand(command);
break;
}
break;
}
default:
if (typeId == DataObjectType.AccountReport)
this.framework.EventServer.OnAccountReport((AccountReport)msg);
break;
}
}
}
