private void UpdateOrder(OrderReply order)
{
Stock stock = GetStock(order.Venue, order.Symbol);
Dictionary <int, OrderReply> stockOrders;
if (!Orders.TryGetValue(stock, out stockOrders))
{
stockOrders = new Dictionary <int, OrderReply>
{
{ order.OrderId, order }
};
// Add a orderbook for that stock
Orders.Add(stock, stockOrders);
}
else
{
OrderReply existingOrder;
if (!stockOrders.TryGetValue(order.OrderId, out existingOrder))
{
// Add the order if the orderId doesn't exist for that stock
Orders[stock].Add(order.OrderId, order);
}
else
{
if (existingOrder.Timestamp < order.Timestamp)
{
// Update order if the reply is newer than current
Orders[stock][order.OrderId] = order;
}
}
}
}
protected override async Task ExecuteAsync(CancellationToken stoppingToken)
{
while (!stoppingToken.IsCancellationRequested)
{
_logger.LogInformation($"Checking orders at {DateTimeOffset.Now}");
try
{
Channel channel = new Channel("localhost:50051", ChannelCredentials.Insecure);
OrdersManager.OrdersManagerClient client = new OrdersManager.OrdersManagerClient(channel);
OrderRequest request = new OrderRequest();
OrderReply result = await client.GetNewOrderAsync(request);
if (result.OrderId != 0)
{
_databaseService.UpdateOrder(result.OrderId);
_logger.LogInformation($"Order with id {result.OrderId} has been processed");
}
else
{
_logger.LogInformation($"No pending orders at {DateTimeOffset.Now}");
}
await channel.ShutdownAsync();
}
catch (Exception exc)
{
_logger.LogError(exc.Message + exc.StackTrace);
}
await Task.Delay(3000, stoppingToken);
}
}
protected override async Task ExecuteAsync(CancellationToken stoppingToken)
{
while (!stoppingToken.IsCancellationRequested)
{
_logger.LogInformation($"Checking orders at {DateTimeOffset.Now}");
try
{
//var httpClient = new HttpClient();
// The port number(5001) must match the port of the gRPC server.
//httpClient.BaseAddress = new Uri("https://localhost:5001");
var channel = GrpcChannel.ForAddress("https://localhost:5001");
var client = new OrdersHandler.OrdersManager.OrdersManagerClient(channel);
OrderRequest request = new OrderRequest();
OrderReply result = await client.GetNewOrderAsync(request);
if (result.OrderId != 0)
{
_databaseService.UpdateOrder(result.OrderId);
_logger.LogInformation($"Order with id {result.OrderId} has been processed");
}
else
{
_logger.LogInformation($"No pending orders at {DateTimeOffset.Now}");
}
}
catch (Exception exc)
{
_logger.LogError(exc.Message + exc.StackTrace);
}
await Task.Delay(3000, stoppingToken);
}
}
private void UpdateMonitoringParameters(OrderReply order)
{
Stock stock = _venue.GetStock(order.Symbol);
Direction direction = Utils.GetDirection(order.Direction);
MonitoringParameter parameter;
Dictionary <Direction, MonitoringParameter> parameterSides;
if (!_monitoringParameters.TryGetValue(stock, out parameterSides))
{
parameter = new MonitoringParameter();
parameter.Update(order);
parameterSides = new Dictionary <Direction, MonitoringParameter>
{
{ direction, parameter }
};
_monitoringParameters.Add(stock, parameterSides);
}
else
{
if (!parameterSides.TryGetValue(direction, out parameter))
{
parameter = new MonitoringParameter();
parameter.Update(order);
parameterSides.Add(direction, parameter);
}
else
{
parameter.Update(order);
_monitoringParameters[stock][direction] = parameter;
}
}
}
private void UpdateOrder(OrderReply reply)
{
//EventHandler<OrderReply> handler = OrderUpdated;
//if (handler != null)
//{
// handler(null, reply);
//}
_dataAccess.UpdateOrder(reply);
}
public void CheckOrder(Order order, Department department)
{
string orderType;
if (order is BroadCastOrder broadcastORder)
{
Console.WriteLine("Broadcast order recieved at department " +
department.Id);
orderType = nameof(BroadCastOrder);
}
else
{
Console.WriteLine("Order placed at department" + department.Id);
orderType = nameof(Order);
}
var product = department.Products.FirstOrDefault(x => x.Id == order.Product.Id);
if (product != null)
{
//Product found, determaining if full delivery is possible.
var amount = product.Amount;
DeliveryEnum type;
if (amount > order.Product.Amount)
{
type = DeliveryEnum.Full;
}
else if (amount > 0)
{
type = DeliveryEnum.Partial;
}
else
{
type = DeliveryEnum.None;
}
var reply = new OrderReply(department.Id, order.Id, product, type, orderType);
if (type != DeliveryEnum.None)
{
bool isInternal = department.Country.Equals(order.Customer.Country, StringComparison.InvariantCultureIgnoreCase);
reply.DeliveryTime = isInternal ? InternalShippingDays : ExternalShippingDays;
reply.ShippingFee = isInternal ? InternalShippingCharge : ExternalShippingCharge;
}
_bus.Send(order.ReplyTo, reply);
Console.WriteLine("Order processed with deliverytype" +
type +
" at department" + department.Id);
}
else
{
//No products of that Id
_bus.Send(order.ReplyTo, new OrderReply(department.Id, order.Id, null, DeliveryEnum.None, orderType));
Console.WriteLine("No products found at department" + department.Id);
}
}
public OrderReply CancelOrder(Stock stock, int id)
{
CancelOrder request = new CancelOrder(Name, stock, id);
bool success = request.Execute();
OrderReply reply = (request.Reply as OrderReply) ?? new OrderReply(false);
if (success)
{
UpdateOrder(reply);
}
return(reply);
}
public OrderReply PostOrder(string account, Stock stock, Fill order, OrderType orderType)
{
PostOrder request = new PostOrder(account, Name, stock, order, orderType);
bool success = request.Execute();
OrderReply reply = (request.Reply as OrderReply) ?? new OrderReply(false);
if (success)
{
UpdateOrder(reply);
}
return(reply);
}
public override Task <OrderReply> GetNewOrder(OrderRequest request, ServerCallContext context)
{
DatabaseService service = new DatabaseService();
var order = service.GetPendingOrder();
int orderId = order == null ? 0 : order.OrderId;
OrderReply reply = new OrderReply
{
OrderId = orderId
};
return(Task.FromResult(reply));
}
public void PostOrderTest_Immediate()
{
Stock stock = new Stock("", Utils.TestStock);
Fill order = new Fill(0, 100, Direction.Buy);
PostOrder request = new PostOrder(Utils.TestAccount, Utils.TestVenue, stock, order, OrderType.ImmediateOrCancell);
bool actual = request.Execute();
Assert.IsTrue(actual);
OrderReply reply = request.Reply as OrderReply;
Assert.IsNotNull(reply);
Assert.AreEqual(Utils.TestVenue, reply.Venue);
Assert.AreEqual(Utils.TestStock, reply.Symbol);
}
public void PostOrderTest_StockDoesNotExist()
{
Stock stock = new Stock("", "FALSEEX");
Fill order = new Fill(0, 100, Direction.Buy);
PostOrder request = new PostOrder(Utils.TestAccount, Utils.TestVenue, stock, order, OrderType.Market);
bool actual = request.Execute();
Assert.IsFalse(actual);
OrderReply reply = request.Reply as OrderReply;
Assert.IsNotNull(reply);
Assert.IsNull(reply.Venue);
Assert.IsNull(reply.Symbol);
Assert.IsNull(reply.Fills);
}
public override Task <OrderReply> IsSameOrder(OrderRequest request, ServerCallContext context)
{
#region 业务逻辑
//创建时间转换
DateTime CreationTime = request.CreationTime.ToDateTime();
var packageList = request.PackageList.ToList();
foreach (var packageRequest in packageList)
{
var weight = packageRequest.Weight;
}
#endregion
var reply = new OrderReply();
reply.IsSame = false;
reply.Message = "不是同一订单";
return(Task.FromResult(reply));
}
public void PostOrderTest_NoAccount()
{
Stock stock = new Stock("", Utils.TestStock);
Fill order = new Fill(0, 0, Direction.Buy);
PostOrder request = new PostOrder("", Utils.TestStock, stock, order, OrderType.Market);
bool actual = request.Execute();
Assert.IsFalse(actual);
OrderReply reply = request.Reply as OrderReply;
Assert.IsNull(reply);
BaseReply baseReply = request.Reply as BaseReply;
Assert.IsNotNull(baseReply);
StringAssert.Contains("The remote server returned an error: (404) Not Found.", baseReply.Error);
}
private void ProcessReply(OrderReply message)
{
Console.WriteLine("Proccesing reply");
var order = _outstandingOrders.FirstOrDefault(x => x.Id == message.OrderId);
if (order == null)
{
return;
}
if (message.DeliveryType == DeliveryEnum.Full)
{
_bus.Publish(message, order.Customer.Id);
Console.WriteLine("Sent reply");
_outstandingOrders.Remove(order);
}
else
{
_bus.Publish(new BroadCastOrder(order.Id, order.Product, order.Customer)
{
ReplyTo = nameof(BroadCastOrder)
});
Console.WriteLine("Broadcasted request");
}
}
protected override async Task ExecuteAsync(CancellationToken stoppingToken)
{
while (!stoppingToken.IsCancellationRequested)
{
_logger.LogInformation($"Checking orders at {DateTimeOffset.Now}");
try
{
AppContext.SetSwitch(
"System.Net.Http.SocketsHttpHandler.Http2UnencryptedSupport",
true);
HttpClient httpClient = new HttpClient();
httpClient.BaseAddress = new Uri("http://127.0.0.1:8194");
var grpcClient = GrpcClient.Create <OrdersManager.OrdersManagerClient>(httpClient);
OrderRequest request = new OrderRequest();
OrderReply result = await grpcClient.GetNewOrderAsync(request);
if (result.OrderId != 0)
{
_databaseService.UpdateOrder(result.OrderId);
_logger.LogInformation($"Order with id {result.OrderId} has been processed");
}
else
{
_logger.LogInformation($"No pending orders at {DateTimeOffset.Now}");
}
}
catch (Exception exc)
{
_logger.LogError(exc.Message + exc.StackTrace);
}
await Task.Delay(3000, stoppingToken);
}
}
public void Update(OrderReply args)
{
}
private void ProcessBroadCastReply(OrderReply message)
{
Console.WriteLine("Proccesing Broadcast reply");
if (_broadcastOrders.All(x => x.Key != message.OrderId))
{
_broadcastOrders.Add(message.OrderId, new List <OrderReply> {
message
});
}
var dictItem = _broadcastOrders[message.OrderId];
if (dictItem == null)
{
return;
}
if (!dictItem.Contains(message))
{
dictItem.Add(message);
}
var order = _outstandingOrders.FirstOrDefault(x => x.Id == message.OrderId);
if (order != null)
{
if (dictItem.Any(x => x.DeliveryType == DeliveryEnum.Full))
{
Console.WriteLine("Full order delivery possible");
_bus.Publish(dictItem.FirstOrDefault(x => x.DeliveryType == DeliveryEnum.Full), order.Customer.Id);
_outstandingOrders.Remove(order);
return;
}
if (dictItem.Where(x => x.Product != null).Sum(x => x.Product.Amount) > order.Product.Amount)
{
Console.WriteLine("Multiple partial delivery possible");
var currentOrders = new List <OrderReply>();
while (currentOrders.Sum(x => x.Product.Amount) < order.Product.Amount)
{
int maxStock = dictItem.Max(x => x.Product.Amount);
IEnumerable <OrderReply> items = dictItem.Where(x => x.Product.Amount == maxStock).ToArray();
currentOrders.AddRange(items);
foreach (OrderReply item in items)
{
dictItem.Remove(item);
}
}
var replyMessage = new OrderReply(-2, order.Id, order.Product, DeliveryEnum.Full, null)
{
DeliveryTime = currentOrders.Max(x => x.DeliveryTime),
ShippingFee = currentOrders.Sum(x => x.ShippingFee)
};
_bus.Publish(replyMessage, order.Customer.Id);
_outstandingOrders.Remove(order);
return;
}
if (dictItem.Count == 3)
{
Console.WriteLine("No delivery possible");
_bus.Publish(new OrderReply(-1, message.OrderId, order.Product, DeliveryEnum.None, null), order.Customer.Id);
_outstandingOrders.Remove(order);
}
}
}
private void ProcessOrder(OrderReply message)
{
_reply = message;
Console.WriteLine("Proccesed order" + _reply.OrderId + " Delivery type: " + message.DeliveryType + " Shippingfee: " + message.ShippingFee + " Delivery time" + message.DeliveryTime);
}
public void UpdateOrder(OrderReply order)
{
}
private void OnStartOrders(int mode, uint transId, double orderNum, string classCode, string secCode, double price, int balance, double volume, int direction, int status, int orderDescriptor)
{
OrderReply.SafeInvoke((Modes)mode, transId, (long)orderNum, classCode, secCode, price, balance, (int)volume, (Sides)direction, (OrderStates)status);
}
protected override async Task ExecuteAsync(CancellationToken stoppingToken)
{
while (!stoppingToken.IsCancellationRequested)
{
_logger.LogInformation($"Checking orders at {DateTimeOffset.Now}");
try
{
AppContext.SetSwitch(
"System.Net.Http.SocketsHttpHandler.Http2UnencryptedSupport",
true);
var httpClient = new HttpClient();
httpClient.BaseAddress = new Uri("http://127.0.0.1:8194");
var grpcClient = GrpcClient.Create <OrdersManager.OrdersManagerClient>(httpClient);
OrderRequest request = new OrderRequest();
OrderReply result = await grpcClient.GetNewOrderAsync(request);
if (result.OrderId != 0)
{
var updateRequest = new UpdateOrderRequest()
{
OrderID = result.OrderId
};
try
{
UpdateOrderResponse updateResponse =
await grpcClient.UpdateOrderAsync(updateRequest);
if (updateResponse.Success)
{
_logger.LogInformation($"Order with id {result.OrderId} has been processed");
}
else
{
_logger.LogInformation($"Order with id {result.OrderId} was not updated and returned error {updateResponse.ErrorMessage}");
}
}
catch (Exception ex)
{
var msg = (ex.InnerException != null)
? $"{ex.Message} {ex.InnerException.Message} {ex.StackTrace}"
: $"{ex.Message} {ex.StackTrace}";
_logger.LogInformation($"Order with id {result.OrderId} was not updated and returned error {msg}");
}
}
else
{
_logger.LogInformation($"No pending orders at {DateTimeOffset.Now}");
}
}
catch (Exception exc)
{
_logger.LogError(exc.Message + exc.StackTrace);
}
await Task.Delay(3000, stoppingToken);
}
}