/// <summary>
/// Перерегистрировать заявку на бирже.
/// </summary>
/// <param name="oldOrder">Заявка, которую нужно снять.</param><param name="newOrder">Новая заявка, которую нужно зарегистрировать.</param>
protected override void OnReRegisterOrder(Order oldOrder, Order newOrder)
{
if (oldOrder.Security.Board.IsSupportAtomicReRegister)
{
var newOrderId1 = oldOrder.Id;
var newOrderId2 = 0L;
string res;
var resCode = _slot.MoveOrders(1, ref newOrderId1, (double)newOrder.Price, (int)newOrder.Volume,
newOrder.TransactionId.To <string>(), ref newOrderId2, 0, 0, "", out res);
var exception = AlorExceptionHelper.GetException(resCode, res);
if (exception != null)
{
RaiseOrderFailed(newOrder, exception);
RaiseOrderFailed(oldOrder, exception);
}
newOrder.Messages.Add(res);
}
else
{
base.OnReRegisterOrder(oldOrder, newOrder);
}
}
/// <summary>
/// Перерегистрировать пару заявок на бирже.
/// </summary>
/// <param name="oldOrder1">Первая заявка, которую нужно снять.</param><param name="newOrder1">Первая новая заявка, которую нужно зарегистрировать.</param><param name="oldOrder2">Вторая заявка, которую нужно снять.</param><param name="newOrder2">Вторая новая заявка, которую нужно зарегистрировать.</param>
protected override void OnReRegisterOrderPair(Order oldOrder1, Order newOrder1, Order oldOrder2, Order newOrder2)
{
//если хоть одна заявка не поддерживает перестановку они выполняются отдельно
if (!(oldOrder1.Security.Board.IsSupportAtomicReRegister) || !(oldOrder2.Security.Board.IsSupportAtomicReRegister))
{
OnReRegisterOrder(oldOrder1, newOrder1);
OnReRegisterOrder(oldOrder2, newOrder2);
return;
}
var newOrderId1 = oldOrder1.Id;
var newOrderId2 = oldOrder2.Id;
string res;
var resCode = _slot.MoveOrders(1, ref newOrderId1, (double)newOrder1.Price, (int)newOrder1.Volume,
newOrder1.TransactionId.To <string>(), ref newOrderId2,
(double)newOrder2.Price, (int)newOrder2.Volume,
newOrder2.TransactionId.To <string>(), out res);
var exception = AlorExceptionHelper.GetException(resCode, res);
if (exception != null)
{
RaiseOrderFailed(oldOrder1, exception);
RaiseOrderFailed(newOrder1, exception);
if (newOrderId2 != 0)
{
RaiseOrderFailed(oldOrder2, exception);
RaiseOrderFailed(newOrder2, exception);
}
}
newOrder1.Messages.Add(res);
newOrder2.Messages.Add(res);
}
/// <summary>
/// Зарегистрировать заявку на бирже.
/// </summary>
/// <param name="order">Заявка, содержащая информацию для регистрации.</param>
protected override void OnRegisterOrder(Order order)
{
string exexCondition;
switch (order.TimeInForce)
{
case TimeInForce.PutInQueue:
exexCondition = " ";
break;
case TimeInForce.MatchOrCancel:
exexCondition = "N";
break;
case TimeInForce.CancelBalance:
exexCondition = "W";
break;
default:
throw new ArgumentOutOfRangeException();
}
const string enterType = "P";
const string splitFlag = "S";
const string issueCode = "";
var direction = order.Direction == OrderDirections.Buy ? "B" : "S";
var extRef = order.TransactionId.To <String>();
int resCode;
string res;
if (order.Type == OrderTypes.Conditional)
{
var condition = (AlorOrderCondition)order.Condition;
resCode = _slot.AddStopOrder(order.Portfolio.Name, direction, order.Price == 0 ? "M" : "L", splitFlag,
exexCondition, enterType, order.Security.Board.Code, order.Security.Code, issueCode,
condition.Type.ToAlorConditionType(), order.ExpiryDate,
(double)condition.StopPrice, (double)order.Price, (int)order.Volume, _slot.BrokerRef, extRef, out res);
}
else
{
resCode = _slot.AddOrder(order.Portfolio.Name, direction,
order.Type == OrderTypes.Market ? "M" : "L", splitFlag, exexCondition, enterType, order.Security.Board.Code,
order.Security.Code, issueCode, (double)order.Price, (int)order.Volume, _slot.BrokerRef, extRef, out res);
}
var exception = AlorExceptionHelper.GetException(resCode, res);
if (exception != null)
{
RaiseOrderFailed(order, exception);
}
order.Messages.Add(res);
}
/// <summary>
/// Отменить заявку на бирже.
/// </summary>
/// <param name="order">Заявка, которую нужно отменять.</param>
protected override void OnCancelOrder(Order order)
{
var id = order.Id;
string res;
var resCode = order.Type == OrderTypes.Conditional
? _slot.DeleteStopOrder(id, out res)
: _slot.DeleteOrder(id, out res);
var exception = AlorExceptionHelper.GetException(resCode, res);
if (exception != null)
{
RaiseOrderFailed(order, exception);
}
order.Messages.Add(res);
}
private void SlotError(int slotId, int code, string description)
{
RaiseConnectionError(AlorExceptionHelper.GetException(code, description));
}
