private string ValidateOrder(string username, NewSingleOrder order)
{
if (OrdersManager.CallbackHasReqOrdID(order.RequesterOrderID))
{
return("Requested Order ID already existed for this session.");
}
if (order.DateTime.Date != DateTime.Today.Date)
{
return("Invalid DateTime");
}
if (DateTime.Now.Subtract(order.DateTime).Milliseconds > m_allowableOrderDelayInMilliSeconds)
{
return("Delayed Order");
}
Dictionary <string, object> optionalParam = order.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 > order.Quantity)
{
return("Min. quantity should be equal or less than order's quantity");
}
}
if (optionalParam.ContainsKey(ALLOC_REQ_FIELDS.ALLOC_TYPE) && order.OrderSide == "Buy")
{
bool isAllowBuyAllocation = Convert.ToBoolean(SystemConfigurations.GetAppSetting("AllowBuyAllocation"));
if (isAllowBuyAllocation == false)
{
return("Mcsd Allocation for buy orders is not allowed");
}
}
}
return("valid");
}
public bool Handle(IRequestMessage msg)
{
try
{
Type msgType = msg.GetType();
if (typeof(IRequestMessage).IsAssignableFrom(msgType))
{
if (typeof(NewSingleOrder) == msgType)
{
System.Diagnostics.Stopwatch sw = new System.Diagnostics.Stopwatch();
sw.Start();
Counters.IncrementCounter(CountersConstants.ClientsNewOrderReqs);
NewSingleOrder order = (NewSingleOrder)msg;
#region validate client key
if (order.ClientKey == Guid.Empty || order.ClientKey == null)
{
SystemLogger.LogEventAsync(string.Format("ClientKey [{0}] not valid! ", order.ClientKey.ToString()));
return(true);
}
string username = Sessions.GetUsername(order.ClientKey);
if (!Sessions.IsSubscribedToSendMsg(username))
{
SystemLogger.LogEventAsync(string.Format("ClientKey [{0}] not subscribed", order.ClientKey));
return(true);
}
#endregion validate client key
#region validate stock group
Stock stock = StocksDefinitions.GetStockByCode(order.SecurityID);
if (stock == null)
{
Sessions.Push(Sessions.GetUsername(order.ClientKey), new IResponseMessage[] { new Fix_OrderRefusedByService()
{
ClientKey = order.ClientKey, RefuseMessage = "Stock Not Found!", RequesterOrderID = order.RequesterOrderID
} });
}
#endregion validate stock group
#region validate currency
CurrencyItem currency = Currencies.GetCurrencyByCode(stock.CurrencyCode);
#endregion validate currency
#region validate order details
string validation = ValidateOrder(username, order);
#endregion validate order details
#region not valid order
if (validation != "valid")
{
try
{
SystemLogger.LogEventAsync(string.Format("OrderRefusedByService RequesterOrderID: {0}, Reason: {1}", order.RequesterOrderID, validation));
Sessions.Push(Sessions.GetUsername(order.ClientKey), new IResponseMessage[] { new Fix_OrderRefusedByService()
{
ClientKey = order.ClientKey, RefuseMessage = validation, RequesterOrderID = order.RequesterOrderID
} });
}
catch (Exception ex)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.LogEventAsync(string.Format("Error sending refused order to the client, ClientKey {0}, Error: {1}", order.ClientKey, ex.Message));
}
return(true);
}
#endregion not valid order
OrdersManager.HandleNewSingleOrder(username, order.ClientKey, order.RequesterOrderID, order.ClientID, order.CustodyID, order.SecurityID, order.OrderSide, Math.Round(order.Price, m_orderPriceDigitsRounding), order.Quantity, order.OrderType, DateTime.Now, order.TimeInForce, currency, order.ExchangeID, order.DateTime, stock.GroupID, stock.MarketID, order.HandleInst, order.ExpirationDateTime, order.OptionalParam);
sw.Stop();
SystemLogger.LogEventAsync(string.Format("new order handled in {0} ms ", sw.ElapsedMilliseconds));
sw = null;
return(true);
}
}
return(false);
}
catch (Exception ex)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.LogErrorAsync("NewSingleOrderHandler Error: " + ex.Message);
return(true);
}
}
