private string ValidateOrder(ModifyCancelOrder modify, SingleOrder order)
{
if (modify.ClientKey == Guid.Empty || modify.ClientKey == null)
{
return("Invalid ClientKey");
}
string username = Sessions.GetUsername(modify.ClientKey);
if (!Sessions.IsSubscribedToSendMsg(username))
{
return("Client not subscribed");
}
Dictionary <string, object> optionalParam = modify.OptionalParam;
if (optionalParam != null)
{
bool aon = false;
if (optionalParam.ContainsKey("AON") && (optionalParam["AON"] == null || !bool.TryParse(optionalParam["AON"].ToString(), out aon)))
{
return("Invalid AON");
}
if (aon)
{
if (!optionalParam.ContainsKey("MinQty"))
{
return("Missing Min. Qty");
}
int minq = 0;
if (optionalParam["MinQty"] == null || !int.TryParse(optionalParam["MinQty"].ToString(), out minq))
{
return("Invalid Min. Qty");
}
if (minq <= 0)
{
return("Invalid Min. Qty");
}
if (minq > modify.Quantity)
{
return("Min. quantity should be equal or less than order's quantity");
}
}
}
return("valid");
}
public bool Handle(IRequestMessage msg)
{
try
{
Type msgType = msg.GetType();
if (typeof(IRequestMessage).IsAssignableFrom(msgType))
{
if (typeof(ModifyCancelOrder) == msgType)
{
Counters.IncrementCounter(CountersConstants.ClientsReplaceOrderReqs);
ModifyCancelOrder modifyOrder = (ModifyCancelOrder)msg;
SingleOrder order = OrdersManager.GetOrder(modifyOrder.RequesterOrderID);
#region order existanse validation
if (order == null)
{
Sessions.Push(Sessions.GetUsername(modifyOrder.ClientKey), new IResponseMessage[] { new Fix_OrderReplaceRefusedByService()
{
ClientKey = modifyOrder.ClientKey, RefuseReason = "Order Not Found!", RequesterOrderID = modifyOrder.RequesterOrderID
} });
SystemLogger.LogEventAsync(string.Format("Order Not Found RequesterID {0} ", modifyOrder.RequesterOrderID));
return(true);
}
#endregion order existanse validation
lock (order)
{
#region check order activation
// check ispending before isactive becoz a pendingnew order might be not isactive but ispending
bool isPending, isMcsdPending = false;
isPending = Convert.ToBoolean(order[SingleOrderProperties.IsPending]);
isMcsdPending = Convert.ToBoolean(order[SingleOrderProperties.IsPendingMcsd]);
if (isPending || isMcsdPending)
{
Sessions.Push(Sessions.GetUsername(modifyOrder.ClientKey), new IResponseMessage[] { new Fix_OrderReplaceRefusedByService()
{
ClientKey = modifyOrder.ClientKey, RefuseReason = !isMcsdPending ? "Order is in pending request" : "Awaiting for allocation response", RequesterOrderID = modifyOrder.RequesterOrderID
} });
return(true);
}
bool isActive = false;
isActive = Convert.ToBoolean(order[SingleOrderProperties.IsActive]);
if (!isActive)
{
Sessions.Push(Sessions.GetUsername(modifyOrder.ClientKey), new IResponseMessage[] { new Fix_OrderReplaceRefusedByService()
{
ClientKey = modifyOrder.ClientKey, RefuseReason = "Order not active any more", RequesterOrderID = modifyOrder.RequesterOrderID
} });
return(true);
}
#endregion check order activation
#region order validation
// ValidateOrder
string validation = ValidateOrder(modifyOrder, order);
if (validation != "valid")
{
Sessions.Push(Sessions.GetUsername(modifyOrder.ClientKey), new IResponseMessage[] { new Fix_OrderReplaceRefusedByService()
{
ClientKey = modifyOrder.ClientKey, RefuseReason = validation, RequesterOrderID = modifyOrder.RequesterOrderID
} });
return(true);
}
#endregion order validation
// handle ClOrderID and OrigClOrdID
OrdersManager.HandleModifyOrder(Sessions.GetUsername(modifyOrder.ClientKey), modifyOrder.ClientKey, modifyOrder.RequesterOrderID, (long)order[SingleOrderProperties.OrderID], modifyOrder.Quantity, Math.Round(modifyOrder.Price, m_orderPriceDigitsRounding), modifyOrder.OrderType, modifyOrder.TimeInForce, modifyOrder.OptionalParam);
return(true);
}
}
}
return(false);
}
catch (Exception ex)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.LogErrorAsync("ModifyCancelOrderHandler Error: " + ex.Message);
return(true);
}
}
