/// <summary>
/// Changes the state of the Working Order to reflect a filledly filled state.
/// </summary>
private static void ClearErrorAction(Object[] key, params Object[] parameters)
{
// A middle tier context is also required for a transacted update.
DataModelTransaction dataModelTransaction = DataModelTransaction.Current;
// It is possible that the Working Order that is the object of this status update operation may have been deleted since the action was
// created. This is not an error condition. If there is no Working Order to update, then the operation is just terminated prematurely.
WorkingOrderRow workingOrderRow = DataModel.WorkingOrder.WorkingOrderKey.Find(key);
if (workingOrderRow == null)
{
return;
}
workingOrderRow.AcquireReaderLock(dataModelTransaction.TransactionId, DataModel.LockTimeout);
dataModelTransaction.AddLock(workingOrderRow);
if (workingOrderRow.RowState == DataRowState.Detached)
{
return;
}
// The 'Error' status is only cleared when all the Destination Orders are valid.
Boolean isErrorStatus = false;
foreach (DestinationOrderRow siblingOrderRow in workingOrderRow.GetDestinationOrderRows())
{
siblingOrderRow.AcquireReaderLock(dataModelTransaction);
if (siblingOrderRow.StatusId == StatusMap.FromCode(Status.Error))
{
isErrorStatus = true;
break;
}
}
// The proper Working Order status must be evaluated when the error status is cleared.
if (!isErrorStatus)
{
// The aggregates will determine the new state of the Working Order.
Decimal quantityExecuted = WorkingOrder.GetExecutionQuantity(dataModelTransaction, workingOrderRow);
Decimal quantityOrdered = WorkingOrder.GetSourceOrderQuantity(dataModelTransaction, workingOrderRow);
// This restores the 'New' status when the canceled Destination Order was the only order with any fills.
if (quantityExecuted == 0.0M && workingOrderRow.StatusId != StatusMap.FromCode(Status.New))
{
UpdateWorkingOrderStatus(workingOrderRow, Status.New);
}
// This restores the 'Partially Filled' status when other executions remain.
if (0.0M < quantityExecuted && quantityExecuted < quantityOrdered && workingOrderRow.StatusId != StatusMap.FromCode(Status.PartiallyFilled))
{
UpdateWorkingOrderStatus(workingOrderRow, Status.PartiallyFilled);
}
// This restores the 'Filled' status when the quantity executed is the same as the quantity ordered.
if (quantityExecuted == quantityOrdered && workingOrderRow.StatusId != StatusMap.FromCode(Status.Filled))
{
UpdateWorkingOrderStatus(workingOrderRow, Status.Filled);
}
}
}
/// <summary>
/// The sum total of the quantities of all the destination orders in a given working order.
/// </summary>
/// <param name="dataModelTransaction"></param>
/// <param name="workingOrderRow">A working order row.</param>
/// <returns>The total quantity of all the destination orders associated with the working order.</returns>
internal static Decimal GetDestinationOrderQuantity(DataModelTransaction dataModelTransaction, WorkingOrderRow workingOrderRow)
{
// This is the accumulator for the quantity held in the destination orders.
Decimal destinationOrderQuantity = 0.0m;
// This will aggregate all the destination order quantities. The tables must be locked in succession as they are
// read from the table.
foreach (DestinationOrderRow destinationOrderRow in workingOrderRow.GetDestinationOrderRows())
{
destinationOrderRow.AcquireReaderLock(dataModelTransaction);
destinationOrderQuantity += destinationOrderRow.OrderedQuantity;
}
// This is the sum total of all the destination orders in the given working order.
return(destinationOrderQuantity);
}
/// <summary>
/// The sum total of the quantities of all the destination orders in a given working order.
/// </summary>
/// <param name="dataModelTransaction"></param>
/// <param name="workingOrderRow">A working order row.</param>
/// <returns>The total quantity of all the destination orders associated with the working order.</returns>
internal static Decimal GetExecutionQuantity(DataModelTransaction dataModelTransaction, WorkingOrderRow workingOrderRow)
{
// This will aggregate all the execution quantities. Note that the records are locked for the duration of the transaction to insure the integrity
// of the aggregates.
Decimal executionQuantity = 0.0m;
foreach (DestinationOrderRow destinationOrderRow in workingOrderRow.GetDestinationOrderRows())
{
destinationOrderRow.AcquireReaderLock(dataModelTransaction);
if (destinationOrderRow.StatusId != StatusMap.FromCode(Status.Canceled))
{
foreach (ExecutionRow executionRow in destinationOrderRow.GetExecutionRows())
{
executionRow.AcquireReaderLock(dataModelTransaction);
executionQuantity += executionRow.ExecutionQuantity;
}
}
}
// This is the aggregate quantity executed for the given working order.
return(executionQuantity);
}
/// <summary>
/// Initialize the data used in this application.
/// </summary>
private void InitializeData(object parameter)
{
String title = String.Empty;
String symbol = String.Empty;
String name = String.Empty;
String logoSource = null;
Decimal leavesQuantity = 0.0m;
NegotiationState negotiationState = NegotiationState.None;
lock (DataModel.SyncRoot)
{
// Find the Match record.
MatchRow matchRow = DataModel.Match.MatchKey.Find(this.matchId);
WorkingOrderRow workingOrderRow = matchRow.WorkingOrderRow;
OrderTypeRow orderTypeRow = workingOrderRow.OrderTypeRow;
SecurityRow securityRow = workingOrderRow.SecurityRowByFK_Security_WorkingOrder_SecurityId;
symbol = securityRow.Symbol;
name = securityRow.EntityRow.Name;
logoSource = securityRow.IsLogoNull() ? String.Empty : securityRow.Logo;
title = String.Format("{0} of {1}", orderTypeRow.Description, symbol);
leavesQuantity = 0.0M;
foreach (SourceOrderRow sourceOrderRow in workingOrderRow.GetSourceOrderRows())
{
leavesQuantity += sourceOrderRow.OrderedQuantity;
}
foreach (DestinationOrderRow destinationOrderRow in workingOrderRow.GetDestinationOrderRows())
{
foreach (ExecutionRow executionRow in destinationOrderRow.GetExecutionRows())
{
leavesQuantity -= executionRow.ExecutionQuantity;
}
}
leavesQuantity /= securityRow.QuantityFactor;
}
this.Dispatcher.Invoke(DispatcherPriority.Normal, new SetDialogAttributesDelegate(SetDialogAttributes), title, symbol, name, logoSource, leavesQuantity, negotiationState);
}