/// <summary>
/// Cancellation order result callback.
/// </summary>
/// <param name="cancelTransId">Cancellation transaction id.</param>
/// <param name="orderId">Order ID.</param>
/// <param name="data">Cancellation result.</param>
/// <param name="ex">Error cancellation.</param>
private void ClientOnOrderCancelResult(long cancelTransId, long orderId, CancelOrderResponse2 data, Exception ex)
{
if (ex != null)
{
this.AddWarningLog("CancelOrder: {0}", ex);
SendOutMessage(new ExecutionMessage
{
OriginalTransactionId = cancelTransId,
ExecutionType = ExecutionTypes.Transaction,
OrderState = OrderStates.Failed,
Error = new InvalidOperationException(LocalizedStrings.Str3373Params.Put(orderId, ex)),
});
return;
}
var msg = new ExecutionMessage
{
OriginalTransactionId = cancelTransId,
OrderId = orderId,
PortfolioName = data.accountId.To <string>(),
ExecutionType = ExecutionTypes.Transaction,
OrderStatus = OrderStatus.SentToCanceled,
ServerTime = ETradeUtil.ETradeTimestampToUTC(data.cancelTime)
};
this.AddDebugLog("ord #{0}: {1}", orderId, data.resultMessage);
SendOutMessage(msg);
}
/// <summary>
/// Callback of the order (re)registration.
/// </summary>
/// <param name="transId">Transaction ID.</param>
/// <param name="data">(Re)registration result.</param>
/// <param name="ex">(Re)registration error.</param>
private void ClientOnOrderRegisterResult(long transId, PlaceEquityOrderResponse2 data, Exception ex)
{
if (ex != null)
{
this.AddWarningLog("RegisterOrder: {0}", ex);
SendOutMessage(new ExecutionMessage
{
OriginalTransactionId = transId,
OrderState = OrderStates.Failed,
Error = new InvalidOperationException(LocalizedStrings.Str2258Params.Put(transId, ex)),
OrderStatus = OrderStatus.RejectedBySystem,
ExecutionType = ExecutionTypes.Transaction,
HasOrderInfo = true,
});
return;
}
var msg = new ExecutionMessage
{
SecurityId = new SecurityId {
SecurityCode = data.symbol, BoardCode = AssociatedBoardCode
},
PortfolioName = data.accountId.To <string>(),
Side = data.orderAction.ETradeActionToSide(),
OriginalTransactionId = transId,
OrderState = OrderStates.Active,
OrderId = data.orderNum,
ExecutionType = ExecutionTypes.Transaction,
ServerTime = ETradeUtil.ETradeTimestampToUTC(data.orderTime),
HasOrderInfo = true,
};
SaveOrder(transId, msg.OrderId ?? 0);
if (data.messageList != null)
{
foreach (var m in data.messageList)
{
this.AddDebugLog("ord #{0}: ({1}) {2}", data.orderNum, m.msgCode, m.msgDesc);
}
}
SendOutMessage(msg);
}
/// <summary>Коллбэк результата запроса списка заявок.</summary>
/// <param name="portName">Имя портфеля.</param>
/// <param name="data">Результат запроса списка заявок.</param>
/// <param name="ex">Ошибка запроса списка заявок.</param>
private void ClientOnOrdersData(string portName, IEnumerable <Order> data, Exception ex)
{
if (ex != null)
{
SendOutError(ex);
return;
}
foreach (var nativeOrder in data)
{
if (!IsOrderSupported(nativeOrder))
{
continue;
}
var leg = nativeOrder.legDetails[0];
var secId = new SecurityId
{
SecurityCode = leg.symbolInfo.symbol,
BoardCode = AssociatedBoardCode
};
var transId = _ordersByTransactionId.TryGetKey(nativeOrder.orderId);
if (transId == 0)
{
transId = TransactionIdGenerator.GetNextId();
SaveOrder(transId, nativeOrder.orderId);
}
var tuple = _orderStateMap[nativeOrder.orderStatus];
var msg = new ExecutionMessage
{
SecurityId = secId,
PortfolioName = portName,
Side = leg.orderAction.ETradeActionToSide(),
OrderPrice = nativeOrder.limitPrice.To <decimal>(),
OrderVolume = leg.orderedQuantity.To <decimal>(),
Balance = (leg.orderedQuantity - leg.filledQuantity).To <decimal>(),
OriginalTransactionId = transId,
OrderId = nativeOrder.orderId,
ExecutionType = ExecutionTypes.Transaction,
OrderType = nativeOrder.priceType.ETradePriceTypeToOrderType(),
ServerTime = ETradeUtil.ETradeTimestampToUTC(nativeOrder.orderExecutedTime > 0 ? nativeOrder.orderExecutedTime : nativeOrder.orderPlacedTime),
OrderState = tuple.Item1,
OrderStatus = tuple.Item2,
};
switch (msg.OrderType)
{
case OrderTypes.Limit:
{
msg.OrderPrice = (decimal)nativeOrder.limitPrice;
break;
}
case OrderTypes.Conditional:
{
if (nativeOrder.priceType == "STOP")
{
msg.Condition = new ETradeOrderCondition
{
StopType = ETradeStopTypes.StopMarket,
StopPrice = (decimal)nativeOrder.stopPrice
};
}
else if (nativeOrder.priceType == "STOP_LIMIT")
{
msg.Condition = new ETradeOrderCondition
{
StopType = ETradeStopTypes.StopLimit,
StopPrice = (decimal)nativeOrder.stopPrice
};
msg.OrderPrice = nativeOrder.limitPrice.To <decimal>();
}
else
{
this.AddErrorLog(LocalizedStrings.Str3374Params, nativeOrder.priceType);
}
break;
}
}
SendOutMessage(msg);
}
}
