public virtual FIXCommissionData GetCommissionData(FIXExecutionReport report)
{
FIXCommissionData fIXCommissionData = new FIXCommissionData();
fIXCommissionData.CommType = FIXCommType.ToFIX(this.fCommType);
fIXCommissionData.Commission = this.fCommission;
if (this.fMinCommission != 0.0)
{
double num;
switch (this.fCommType)
{
case CommType.PerShare:
num = this.fCommission * report.CumQty;
break;
case CommType.Percent:
num = this.fCommission * report.CumQty * report.AvgPx;
break;
case CommType.Absolute:
num = this.fCommission;
break;
default:
throw new NotSupportedException("Commission type is not supported : " + this.fCommType);
}
if (num < this.fMinCommission)
{
fIXCommissionData.CommType = '3';
fIXCommissionData.Commission = this.fMinCommission;
}
}
return(fIXCommissionData);
}
private void D35FmNWSPm(double obj0, double obj1)
{
SingleOrder singleOrder = this.PYBF7sahqY as SingleOrder;
if (singleOrder.IsDone)
{
return;
}
if (obj1 < singleOrder.LeavesQty)
{
this.aXtFGP76FH = false;
ExecutionReport report = new ExecutionReport();
report.TransactTime = Clock.Now;
report.ClOrdID = singleOrder.ClOrdID;
report.ExecType = ExecType.PartialFill;
report.OrdStatus = OrdStatus.PartiallyFilled;
report.Symbol = singleOrder.Symbol;
report.Side = singleOrder.Side;
report.OrdType = singleOrder.OrdType;
report.AvgPx = (singleOrder.AvgPx * singleOrder.CumQty + obj0 * obj1) / (singleOrder.CumQty + obj1);
report.OrderQty = singleOrder.OrderQty;
report.LastQty = obj1;
report.CumQty = singleOrder.CumQty + obj1;
report.LeavesQty = singleOrder.LeavesQty - obj1;
report.LastPx = obj0;
report.Price = singleOrder.Price;
report.StopPx = singleOrder.StopPx;
report.SecurityType = singleOrder.SecurityType;
report.SecurityExchange = singleOrder.SecurityExchange;
report.Currency = singleOrder.Currency;
report.Text = singleOrder.Text;
FIXCommissionData commissionData = this.A8bFJItyyx.CommissionProvider.GetCommissionData((FIXExecutionReport)report);
report.CommType = FIXCommType.FromFIX(commissionData.CommType);
report.Commission = commissionData.Commission;
report.AvgPx = this.A8bFJItyyx.SlippageProvider.GetExecutionPrice(report);
this.A8bFJItyyx.JPVPJSWclF(report);
}
else
{
this.D7GFelmgQp();
this.A8bFJItyyx.MyIPdEI7fi.Remove((object)this.PYBF7sahqY.ClOrdID);
this.aXtFGP76FH = true;
obj1 = singleOrder.LeavesQty;
ExecutionReport report = new ExecutionReport();
report.TransactTime = Clock.Now;
report.ClOrdID = singleOrder.ClOrdID;
report.ExecType = ExecType.Fill;
report.OrdStatus = OrdStatus.Filled;
report.Symbol = singleOrder.Symbol;
report.Side = singleOrder.Side;
report.OrdType = singleOrder.OrdType;
report.AvgPx = (singleOrder.AvgPx * singleOrder.CumQty + obj0 * obj1) / (singleOrder.CumQty + obj1);
report.OrderQty = singleOrder.OrderQty;
report.LastQty = singleOrder.LeavesQty;
report.CumQty = singleOrder.OrderQty;
report.LeavesQty = 0.0;
report.LastPx = obj0;
report.Price = singleOrder.Price;
report.StopPx = singleOrder.StopPx;
report.SecurityType = singleOrder.SecurityType;
report.SecurityExchange = singleOrder.SecurityExchange;
report.Currency = singleOrder.Currency;
report.Text = singleOrder.Text;
FIXCommissionData commissionData = this.A8bFJItyyx.CommissionProvider.GetCommissionData((FIXExecutionReport)report);
report.CommType = FIXCommType.FromFIX(commissionData.CommType);
report.Commission = commissionData.Commission;
report.AvgPx = this.A8bFJItyyx.SlippageProvider.GetExecutionPrice(report);
this.A8bFJItyyx.JPVPJSWclF(report);
}
}
private void DdBEZNiZyZ(Portfolio obj0)
{
obj0.LwTsbC870d(true);
IDbCommand command1 = this.connection.CreateCommand();
// command1.CommandText = gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(7996);
// FIXDbServer.SetCommandParameter(command1, gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(8138), DbType.Int32, (object) obj0.Id);
IDataReader dataReader1 = command1.ExecuteReader();
while (dataReader1.Read())
{
int int32_1 = dataReader1.GetInt32(0);
dataReader1.GetInt32(1);
string string1 = dataReader1.GetString(2);
int int32_2 = dataReader1.GetInt32(3);
DateTime dateTime = dataReader1.GetDateTime(4);
int int32_3 = dataReader1.GetInt32(5);
string string2 = dataReader1.GetString(6);
double double1 = dataReader1.GetDouble(7);
double double2 = dataReader1.GetDouble(8);
string string3 = dataReader1.GetString(9);
string string4 = dataReader1.GetString(10);
string string5 = dataReader1.GetString(11);
double double3 = dataReader1.GetDouble(12);
string string6 = dataReader1.GetString(13);
Transaction transaction = new Transaction();
transaction.nx8WA03O1L(int32_1);
transaction.ClOrdID = string1;
transaction.ReportId = int32_2;
transaction.DateTime = dateTime;
transaction.Instrument = InstrumentManager.Instruments.GetById(int32_3);
transaction.Side = FIXSide.FromFIX(string2[0]);
transaction.Price = double1;
transaction.Qty = double2;
transaction.Text = string3;
TransactionCost transactionCost = (TransactionCost)Activator.CreateInstance(Type.GetType(string.Format("s", (object)string5, (object)string4)), true);
transactionCost.CommType = FIXCommType.FromFIX(string6[0]);
transactionCost.Commission = double3;
transaction.TransactionCost = transactionCost;
if (transaction.Instrument == null)
{
transaction.Instrument = this.xKIEA4RkYI(int32_3);
}
obj0.Add(transaction);
}
dataReader1.Close();
command1.Dispose();
IDbCommand command2 = this.connection.CreateCommand();
// command2.CommandText = gUqQbWj9pYGI8tO6Z8.iW3dklQ6Dr(8180);
FIXDbServer.SetCommandParameter(command2, "sss", DbType.Int32, (object)obj0.Id);
IDataReader dataReader2 = command2.ExecuteReader();
while (dataReader2.Read())
{
int int32 = dataReader2.GetInt32(0);
dataReader2.GetInt32(1);
DateTime dateTime = dataReader2.GetDateTime(2);
string @string = dataReader2.GetString(3);
double @double = dataReader2.GetDouble(4);
string str = dataReader2.IsDBNull(5) ? "" : dataReader2.GetString(5);
AccountTransaction transaction = new AccountTransaction();
transaction.G7YBAhR7LA(int32);
transaction.DateTime = dateTime;
transaction.Currency = CurrencyManager.Currencies[@string];
transaction.Value = @double;
transaction.Text = str;
obj0.Account.Add(transaction);
}
dataReader2.Close();
command2.Dispose();
obj0.LwTsbC870d(false);
}
private void Execute(double price, double qty)
{
SingleOrder singleOrder = this.fOrder as SingleOrder;
if (singleOrder.IsDone)
{
return;
}
if (qty < singleOrder.LeavesQty)
{
this.fExecuted = false;
ExecutionReport executionReport = new ExecutionReport();
executionReport.TransactTime = Clock.Now;
executionReport.ClOrdID = singleOrder.ClOrdID;
executionReport.ExecType = ExecType.PartialFill;
executionReport.OrdStatus = OrdStatus.PartiallyFilled;
executionReport.Symbol = singleOrder.Symbol;
executionReport.Side = singleOrder.Side;
executionReport.OrdType = singleOrder.OrdType;
executionReport.AvgPx = (singleOrder.AvgPx * singleOrder.CumQty + price * qty) / (singleOrder.CumQty + qty);
executionReport.OrderQty = singleOrder.OrderQty;
executionReport.LastQty = qty;
executionReport.CumQty = singleOrder.CumQty + qty;
executionReport.LeavesQty = singleOrder.LeavesQty - qty;
executionReport.LastPx = price;
executionReport.Price = singleOrder.Price;
executionReport.StopPx = singleOrder.StopPx;
executionReport.SecurityType = singleOrder.SecurityType;
executionReport.SecurityExchange = singleOrder.SecurityExchange;
executionReport.Currency = singleOrder.Currency;
executionReport.Text = singleOrder.Text;
FIXCommissionData commissionData = this.fProvider.CommissionProvider.GetCommissionData(executionReport);
executionReport.CommType = FIXCommType.FromFIX(commissionData.CommType);
executionReport.Commission = commissionData.Commission;
executionReport.AvgPx = this.fProvider.SlippageProvider.GetExecutionPrice(executionReport);
this.fProvider.EmitExecutionReport(executionReport);
return;
}
this.Disconnect();
this.fProvider.fProcessors.Remove(this.fOrder.ClOrdID);
this.fExecuted = true;
qty = singleOrder.LeavesQty;
ExecutionReport executionReport2 = new ExecutionReport();
executionReport2.TransactTime = Clock.Now;
executionReport2.ClOrdID = singleOrder.ClOrdID;
executionReport2.ExecType = ExecType.Fill;
executionReport2.OrdStatus = OrdStatus.Filled;
executionReport2.Symbol = singleOrder.Symbol;
executionReport2.Side = singleOrder.Side;
executionReport2.OrdType = singleOrder.OrdType;
executionReport2.AvgPx = (singleOrder.AvgPx * singleOrder.CumQty + price * qty) / (singleOrder.CumQty + qty);
executionReport2.OrderQty = singleOrder.OrderQty;
executionReport2.LastQty = singleOrder.LeavesQty;
executionReport2.CumQty = singleOrder.OrderQty;
executionReport2.LeavesQty = 0.0;
executionReport2.LastPx = price;
executionReport2.Price = singleOrder.Price;
executionReport2.StopPx = singleOrder.StopPx;
executionReport2.SecurityType = singleOrder.SecurityType;
executionReport2.SecurityExchange = singleOrder.SecurityExchange;
executionReport2.Currency = singleOrder.Currency;
executionReport2.Text = singleOrder.Text;
FIXCommissionData commissionData2 = this.fProvider.CommissionProvider.GetCommissionData(executionReport2);
executionReport2.CommType = FIXCommType.FromFIX(commissionData2.CommType);
executionReport2.Commission = commissionData2.Commission;
executionReport2.AvgPx = this.fProvider.SlippageProvider.GetExecutionPrice(executionReport2);
this.fProvider.EmitExecutionReport(executionReport2);
}
