/// <summary>
/// Called when HTB Locate event is Raised by Blackwood
/// </summary>
private void OnLocate(object sender, BWOrder locatemsg)
{
try
{
if (Logger.IsInfoEnabled)
{
Logger.Info("HTB Locate event raised by Blackwood: " + locatemsg.ToString(), _type.FullName, "OnLocate");
}
//Create limit order containing locate parameters
LimitOrder locateOrder = OrderMessage.GenerateLimitOrder(locatemsg.ClientOrderID.ToString(),
new Security()
{
Symbol = locatemsg.Symbol
},
locatemsg.OrderSide2.ToString(),
(int)locatemsg.Size,
(decimal)locatemsg.LimitPrice,
_orderExecutionProviderName);
// Raise event to notify listeners
if (OnLocateMessage != null)
{
// Update BW Locate Orders Map
_locateOrders.AddOrUpdate(locatemsg.ClientOrderID.ToString(), locatemsg, (key, value) => locatemsg);
// Fire Event
OnLocateMessage(locateOrder);
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "OnLocate");
}
}
/// <summary>
/// Called when Order Update is received from Blackwood
/// </summary>
private void OnOrderUpdate(object sender, BWOrder ordermsg)
{
try
{
if (ordermsg.OrderID != 0 && ordermsg.OrderStatus == OrderStatus.Market)
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Order update received from Blackwood: " + ordermsg.ToString(), _type.FullName, "OnOrderUpdate");
}
if (Logger.IsDebugEnabled)
{
Logger.Debug("BW-Order ID: " + ordermsg.OrderID + " | BW-ClientOrder ID: " + ordermsg.ClientOrderID,
_type.FullName, "OnOrderUpdate");
}
// Get corresponding Local Order ID
string localId = (from id in _localToBlackwoodIdsMap
where id.Value.Equals(ordermsg.ClientOrderID.ToString())
select id.Key).FirstOrDefault();
if (localId == null)
{
return;
}
Order order = new Order(_orderExecutionProviderName)
{
OrderID = localId,
OrderSide = BlackwoodTypeConvertor.OrderSideConvertor.GetTradeHubOrderSide(ordermsg.OrderSide2),
OrderSize = Convert.ToInt32(ordermsg.Size),
Security = new Security {
Symbol = ordermsg.Symbol
},
OrderDateTime = ordermsg.OrderTime
};
// Update IDs Map
_localToBlackwoodIdsMap[localId] = ordermsg.OrderID.ToString();
BWOrder bwOrder;
if (_bwOrders.TryRemove(ordermsg.ClientOrderID.ToString(), out bwOrder))
{
// Update Orders Map
_bwOrders.TryAdd(ordermsg.OrderID.ToString(), bwOrder);
}
// Raise Order Acceptance Event
if (NewArrived != null)
{
NewArrived(order);
}
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "OnOrderUpdate");
}
}
private void STATUSSERVERUPDATE(BWOrder bwo)
{
long _tlid = 0;
int _bwid = bwo.ClientOrderID;
int _smartID = bwo.SmartID;
// rectify ClientOrderID to SmartID
// check for ClientOrderID 'key'
if (_intlong.ContainsKey(_bwid))
{
_intlong.TryGetValue(_bwid, out _tlid);
if (_tlid != 0)
{
// update TL with BWid
_intlong.Remove(_bwid);
_intlong.Add(_smartID, _tlid);
_longint[_tlid] = _smartID;
//v(String.Format("RECTIFYING! Updating order map, TL:[{0}] with BW:[{1}]", _tlid, _smartID));
}
else
{
v(String.Format("Order for {0} put TL [{0}] to ZERO ", bwo.Symbol, _tlid ));
}
}
else
{
if (_intlong.ContainsKey(_smartID))
{
// v(String.Format("We have already updated BW and TL to reflect smartID [{0}]", _smartID));
}
else
{
long _cancelID = _id.AssignId;
_intlong.Add(_smartID, _cancelID);
_longint.Add(_cancelID, _smartID);
//orderz.Add(_cancelID, bwo);
debug(String.Format("+++Manual Order ack+++ SmartID:[{0}] getting tagged to *NEW* TL_ID: [{1}] and BWOrder: [{2}]", _smartID, _cancelID, bwo.ToString()));
}
}
}
