public int cancelOrder(OrderStruct os) //will add check in case of already filled, no cancel.
{
OrderDAO ord = new OrderDAO();
OrderStruct dbos = new OrderStruct(8, 8);
if (ord.getOrderFromDB(os.OrderNo, ref dbos) < 0)
{
Console.WriteLine("Error : Unable to get order details from DB");
return(-1);
}
Console.WriteLine("DBG: truct val");
dbos.display();
string ordStatus = new string(dbos.OrderStatus);
if (ordStatus.Equals("CANCELED") || ordStatus.Equals("COMPLETED"))
{
Console.WriteLine("Order is already " + ordStatus);
return(-1);
}
Console.WriteLine("Order No [" + dbos.OrderNo + "] : Status [" + ordStatus + "]");
//return -1;
if (ord.cancelOrder(dbos) < 0)
{
return(-1);
}
Console.WriteLine("TODO: Send FIX - cancel for os.ID");
//Send FIX - cancel for os.ID
return(0);
}
public int insertOrder(OrderStruct os)
{
try
{
using (var cmd = new SqlCommand())
{
cmd.Connection = conn;
int orderID = getNextSeq(orderIDSeq);
int orderNo = getNextSeq(orderSeq);
Console.WriteLine("Next Seq : {0}", orderNo);
string symbol = sanitiseField(os.symbol);
string query = "INSERT INTO ORDERS (ID, OrderNo, OrderStatus,symbol,price, strike, quantity,direction,version,expiry,callput, exch, machineID,userID,insertTS) VALUES ("
+ orderID + "," + orderNo + "," + "'NEW'" + "," + "'" + symbol + "'" + "," + os.price + "," + os.strike + "," + os.quantity + ",'"
+ os.direction + "',1,'" + new string(os.expiry) + "','" + new string(os.callput) + "','" + new string(os.exch) + "','" + new string(os.machineID)
+ "','" + new string(os.userID) + "',SYSDATETIME());";
cmd.CommandText = query;
Console.WriteLine("query : {0}", query);
cmd.ExecuteNonQuery();
return(orderNo);
}
}
catch (Exception ex)
{
Console.Write("Exception (Insert) : " + ex.Message);
}
return(-1);
}
private OrderStruct getStructFromBytes(byte[] bytesFrom)
{
IntPtr ptPoit = Marshal.AllocHGlobal(bytesFrom.Length);
Marshal.Copy(bytesFrom, 0, ptPoit, bytesFrom.Length);
OrderStruct os = (OrderStruct)Marshal.PtrToStructure(ptPoit, typeof(OrderStruct));
//Console.WriteLine("Order : "+os.methodID);
os.display();
return(os);
}
public int cancelOrder(OrderStruct os)
{//will add check in case of already filled, no cancel.
OrderDAO ord = new OrderDAO();
OrderStruct dbos = new OrderStruct(11, 8);
if (ord.getOrderFromDB(os.OrderNo, ref dbos) < 0)
{
Console.WriteLine("Error : Unable to get order details from DB");
return(-1);
}
Console.WriteLine("DBG: truct val");
dbos.display();
string ordStatus = new string(dbos.OrderStatus);
//if(ordStatus.Equals("CANCELED") || ordStatus.Equals("COMPLETED"))
//{
// Console.WriteLine("Order is already "+ordStatus);
// return -1;
//}
Console.WriteLine("Order No [" + dbos.OrderNo + "] : Status [" + ordStatus + "]");
//return -1;
int ordNo = ord.cancelOrder(ref dbos);
if (ordNo < 0)
{
return(-1);
}
Console.WriteLine("TODO: Send FIX - cancel for os.ID");
//Send FIX - cancel for os.ID
OrigClOrdID origCLOrdID = new OrigClOrdID(Convert.ToString(dbos.fixAcceptedID));
ClOrdID OrdId = new ClOrdID(Convert.ToString(ordNo));
string symboldata = sanitiseField(os.symbol);
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.BUY);
if (os.direction == 'S')
{
side = new Side(Side.SELL);
}
Console.WriteLine("cancelling origOrdId : " + dbos.fixAcceptedID + " newOrdId : " + ordNo);
Console.WriteLine("symboldata : " + symboldata + " side : " + side);
var orderCan = new QuickFix.FIX42.OrderCancelRequest(origCLOrdID, OrdId, symbol, side,
new TransactTime(DateTime.Now.ToUniversalTime()));
Session.SendToTarget(orderCan, FixClient.MySess);
return(os.OrderNo);
}
public int amendOrder(ref OrderStruct os)
{
if (!isOrderAmendPossible(os.OrderStatus))
{
return(-1);
}
OrderDAO ord = new OrderDAO();
int ordNo = ord.amendOrder(ref os);
Console.WriteLine("TODO: Send FIX - cancel for os.LinkedOrderID ; Send FIX - New for os.ID");
//Send FIX - cancel for os.LinkedOrderID
//Send FIX - New for os.ID
return(ordNo);
}
public int FIXResponseHandler(Int32 OrderID, string ExchangeOrderId, Int32 origOrdID, char status, string status_msg, string other_msg, float price, char orderType)
{
string data = "";
OrderDAO ord = new OrderDAO();
OrderStruct os = new OrderStruct();
int iret = -1;
if (status == 'X') // i am considering the reject of amendment.
{ // rejected so move the order to originalID
iret = ord.setOrdersWithReplacedFixResponse(origOrdID, getExecType(status), ExchangeOrderId, ref os);
}
else if (status == '5')
{ // accepted the amendment i.e. Replaced so add the new ord no.
iret = ord.setOrdersWithReplacedFixResponse(OrderID, getExecType(status), ExchangeOrderId, ref os);
} // In case of Order Rejected - call DB for reject status.
else if (status == 'D')
{
iret = ord.setOrdersWithFixResponseRestated(OrderID, getExecType(status), ExchangeOrderId, price, orderType, ref os);
os.price = price;
os.orderType = Convert.ToInt32(orderType);
}
else
{
iret = ord.setOrdersWithFixResponse(OrderID, getExecType(status), ExchangeOrderId, ref os);
}
if (iret == -1)
{
Console.WriteLine("Error from DB [" + data + "]");
//return -1;
}
else
{
Console.WriteLine("Order Updated");
}
data = new string(os.machineID) + ":" + new string(os.userID) + ":" + os.OrderNo + ":" + new string(os.OrderStatus) + ":" + ExchangeOrderId + ":" + status + ":" + status_msg + ":" + other_msg;
OMFillPub ofp = new OMFillPub();
if (ofp.zmqUpdates(data) == 0)
{
Console.WriteLine("Zmq update success");
}
else
{
Console.WriteLine("Zmq update fail");
}
ord.addFIXResponse(OrderID, ExchangeOrderId, status, status_msg, other_msg);
return(0);
}
public int addOrder(OrderStruct os)
{
OrderDAO odao = new OrderDAO();
Console.WriteLine("Going to call DB");
int ordNo = odao.insertOrder(os);
ClOrdID OrdId = new ClOrdID(Convert.ToString(os.ID));
string symbol = sanitiseField(os.symbol);
var order = new QuickFix.FIX42.NewOrderSingle(OrdId, new HandlInst('1'), new Symbol(symbol), new Side(Side.BUY),
new TransactTime(DateTime.Now.ToUniversalTime()), new OrdType(OrdType.LIMIT));
order.Price = new Price((decimal)os.price);
order.SetField(new OrderQty(1));
Session.SendToTarget(order, FixClient.MySess);
return(ordNo);
}
public int FIXResponseCanModRejectHandler(Int32 OrderID, string ExchangeOrderId, Int32 origOrdID, char status, string status_msg, string other_msg)
{
string data = "";
OrderDAO ord = new OrderDAO();
OrderStruct os = new OrderStruct();
int iret = -1;
Console.WriteLine("FIXResponseCanModRejectHandler : " + status);
if (status == '1')
{ // rejected so move the order to originalID
//iret = ord.setOrdersWithReplacedFixResponse(origOrdID, "CANCEL_REJECTED", ExchangeOrderId, ref os);
iret = ord.setOrdersWithFixResponse(OrderID, "CANCEL_REJECTED", ExchangeOrderId, ref os);
}
else if (status == '2')
{ // rejected so move the order to originalID
//iret = ord.setOrdersWithReplacedFixResponse(origOrdID, "MODIFY_REJECTED", ExchangeOrderId, ref os);
iret = ord.setOrdersWithFixResponse(OrderID, "MODIFY_REJECTED", ExchangeOrderId, ref os);
}
if (iret == -1)
{
Console.WriteLine("Error from DB [" + data + "]");
//return -1;
}
else
{
Console.WriteLine("Order Updated");
}
data = new string(os.machineID) + ":" + new string(os.userID) + ":" + os.OrderNo + ":" + new string(os.OrderStatus) + ":" + ExchangeOrderId + ":" + status + ":" + status_msg + ":" + other_msg;
OMFillPub ofp = new OMFillPub();
if (ofp.zmqUpdates(data) == 0)
{
Console.WriteLine("Zmq update success");
}
else
{
Console.WriteLine("Zmq update fail");
}
ord.addFIXResponse(OrderID, ExchangeOrderId, status, status_msg, other_msg);
return(0);
}
public int cancelOrder(OrderStruct os)//Update the previouss and add new
{
try
{
int ver = -1;
int id = -1;
int orderID = getNextSeq(orderIDSeq);
//getLastVersion(os.OrderNo, ref ver, ref id);
if (ver == 0)
{
ver = 1;
}
else
{
ver++;
}
//Console.WriteLine("DBG: " + os.OrderNo + " : " + ver + " : " + id);
//os.display();
//return -1;
using (var cmd = new SqlCommand())
{
cmd.Connection = conn;
string symbol = sanitiseField(os.symbol);
string query = "INSERT INTO ORDERS (ID,OrderNo,LinkedOrderID,OrderStatus,symbol,price, strike, quantity,direction,version,expiry, callput, exch, machineID,userID,insertTS) VALUES ("
+ orderID + "," + os.OrderNo + "," + os.ID + "," + "'CANCELED'" + ",'" + symbol + "'," + os.price + "," + os.strike + "," + os.quantity + ",'"
+ os.direction + "'," + os.version + ",'" + new string(os.expiry) + "','" + new string(os.callput) + "','" + new string(os.exch) + "','"
+ new string(os.machineID) + "','" + new string(os.userID) + "',SYSDATETIME());";
cmd.CommandText = query;
Console.WriteLine("query : {0}", query);
cmd.ExecuteNonQuery();
return(0);
}
}
catch (Exception ex)
{
Console.Write("Exception (Cancel) : " + ex.Message);
}
return(-1);
}
public int FIXResponseHandlerForFill(int OrderID, string ExchangeOrderId, float qty, float price, float filledQty, string status, char exectype)
{
OrderDAO ord = new OrderDAO();
OrderStruct os = new OrderStruct();
int orderNo = ord.getOrderNoFromOrderID(OrderID);
ord.addOrderFillsFromFIX(OrderID, orderNo, ExchangeOrderId, qty, price, filledQty, status);
ord.getOrderFromDB(orderNo, ref os);
float pos = ord.getCurrentPosition(os.tokenID, new string(os.userID));
string other_msg = Convert.ToString(pos);
string data = new string(os.machineID) + ":" + new string(os.userID) + ":" + os.OrderNo + ":" + new string(os.OrderStatus) + ":" + ExchangeOrderId + ":" + exectype + ":" + status + ":" + other_msg;
OMFillPub ofp = new OMFillPub();
if (ofp.zmqUpdates(data) == 0)
{
Console.WriteLine("Zmq update success");
}
else
{
Console.WriteLine("Zmq update fail");
}
return(0);
}
public int amendOrder(ref OrderStruct os)
{
if (!isOrderAmendPossible(os.OrderStatus))
{
return(-1);
}
OrderDAO ord = new OrderDAO();
int newOrdID = ord.amendOrder(ref os); // OrderID is the last FixAccepted version
Console.WriteLine("TODO: Send FIX - cancel for os.LinkedOrderID ; Send FIX - New for os.ID");
OrigClOrdID origCLOrdID = new OrigClOrdID(Convert.ToString(os.ID));
ClOrdID OrdId = new ClOrdID(Convert.ToString(newOrdID));
string symboldata = sanitiseField(os.symbol);
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.BUY);
if (os.direction == 'S')
{
side = new Side(Side.SELL);
}
OrdType ordType = new OrdType(OrdType.LIMIT);
if (os.orderType == 1)
{
ordType = new OrdType(OrdType.MARKET);
}
var orderMod = new QuickFix.FIX42.OrderCancelReplaceRequest(origCLOrdID, OrdId, new HandlInst('1'), symbol, side, new TransactTime(DateTime.Now.ToUniversalTime()), ordType);
int Qty = (int)os.quantity;
orderMod.Price = new Price((decimal)os.price);
orderMod.SetField(new OrderQty(Qty));
Console.WriteLine("Modifying origOrdId/FixAcceptedID : " + os.ID + " newOrderID : " + newOrdID);
Console.WriteLine("symboldata : " + symboldata + " side : " + side + " Price : " + os.price + " qty : " + os.quantity);
Session.SendToTarget(orderMod, FixClient.MySess);
return(os.OrderNo);
}
public int addOrder(OrderStruct os)
{
OrderDAO odao = new OrderDAO();
Console.WriteLine("Going to call DB");
int ordNo = odao.insertOrder(ref os);
// Keep the OrderNO for client and pass the OrderID to FIX.
ClOrdID OrdId = new ClOrdID(Convert.ToString(os.ID));
string symboldata = sanitiseField(os.symbol);
//check Futures or Options Order
string exch = new string(os.exch);
if (exch.Equals("STK"))
{
if (os.direction == 'B')
{
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.BUY);
int Qty = (int)os.quantity;
var orderNFO = new QuickFix.FIX42.NewOrderSingle(OrdId, new HandlInst('1'), symbol, side, new TransactTime(DateTime.Now.ToUniversalTime()), new OrdType(OrdType.LIMIT));
orderNFO.SetField(new OrderQty(Qty));
orderNFO.ExDestination = new ExDestination("NS");
orderNFO.SecurityType = new SecurityType(SecurityType.COMMON_STOCK);
//string expiry = new string(os.expiry);
//orderNFO.MaturityMonthYear = new MaturityMonthYear(expiry.Substring(0, 6));
orderNFO.Account = new Account("D2");
OrdType ordType = new OrdType(OrdType.LIMIT);
if (os.orderType == 1)
{
ordType = new OrdType(OrdType.MARKET);
}
orderNFO.OrdType = ordType;
orderNFO.Price = new Price((decimal)os.price);
Console.WriteLine("STOCK BUY Order for : " + symbol + "orderType : " + ordType);
//Send Future order to fix server
Session.SendToTarget(orderNFO, FixClient.MySess);
}
else if (os.direction == 'S')
{
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.SELL);
int Qty = (int)os.quantity;
var orderNFO = new QuickFix.FIX42.NewOrderSingle(OrdId, new HandlInst('1'), symbol, side,
new TransactTime(DateTime.Now.ToUniversalTime()), new OrdType(OrdType.LIMIT));
orderNFO.SetField(new OrderQty(Qty));
orderNFO.ExDestination = new ExDestination("NS");
orderNFO.SecurityType = new SecurityType(SecurityType.COMMON_STOCK);
//string expiry = new string(os.expiry);
//orderNFO.MaturityMonthYear = new MaturityMonthYear(expiry.Substring(0, 6));
orderNFO.Account = new Account("D2");
OrdType ordType = new OrdType(OrdType.LIMIT);
if (os.orderType == 1)
{
ordType = new OrdType(OrdType.MARKET);
}
orderNFO.OrdType = ordType;
orderNFO.Price = new Price((decimal)os.price);
Console.WriteLine("STOCK SELL Order for : " + symbol + "orderType : " + ordType);
//Send Future order to fix server
Session.SendToTarget(orderNFO, FixClient.MySess);
}
}
else if (exch.Equals("NFO"))
{
if (os.direction == 'B')
{
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.BUY);
int Qty = (int)os.quantity;
var orderNFO = new QuickFix.FIX42.NewOrderSingle(OrdId, new HandlInst('1'), symbol, side,
new TransactTime(DateTime.Now.ToUniversalTime()), new OrdType(OrdType.LIMIT));
orderNFO.Price = new Price((decimal)os.price);
orderNFO.SetField(new OrderQty(Qty));
orderNFO.ExDestination = new ExDestination("NS");
orderNFO.SecurityType = new SecurityType(SecurityType.FUTURE);
string expiry = new string(os.expiry);
orderNFO.MaturityMonthYear = new MaturityMonthYear(expiry.Substring(0, 6));
orderNFO.Account = new Account("D2");
OrdType ordType = new OrdType(OrdType.LIMIT);
if (os.orderType == 1)
{
ordType = new OrdType(OrdType.MARKET);
}
orderNFO.OrdType = ordType;
Console.WriteLine("NFO BUY Order for ExpiryDate " + expiry.Substring(0, 6));
//Send Future order to fix server
Session.SendToTarget(orderNFO, FixClient.MySess);
}
else if (os.direction == 'S')
{
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.SELL);
int Qty = (int)os.quantity;
var orderNFO = new QuickFix.FIX42.NewOrderSingle(OrdId, new HandlInst('1'), symbol, side,
new TransactTime(DateTime.Now.ToUniversalTime()), new OrdType(OrdType.LIMIT));
orderNFO.Price = new Price((decimal)os.price);
orderNFO.SetField(new OrderQty(Qty));
orderNFO.ExDestination = new ExDestination("NS");
orderNFO.SecurityType = new SecurityType(SecurityType.FUTURE);
string expiry = new string(os.expiry);
orderNFO.MaturityMonthYear = new MaturityMonthYear(expiry.Substring(0, 6));
orderNFO.Account = new Account("D2");
OrdType ordType = new OrdType(OrdType.LIMIT);
if (os.orderType == 1)
{
ordType = new OrdType(OrdType.MARKET);
}
orderNFO.OrdType = ordType;
Console.WriteLine("NFO SELL Order for ExpiryDate " + expiry.Substring(0, 6));
//Send Future order to fix server
Session.SendToTarget(orderNFO, FixClient.MySess);
}
}
else if (exch.Equals("NOP"))
{
if (os.direction == 'B')
{
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.BUY);
int Qty = (int)os.quantity;
string callput = new string(os.callput);
var orderNOP = new QuickFix.FIX42.NewOrderSingle(OrdId, new HandlInst('1'), symbol, side,
new TransactTime(DateTime.Now.ToUniversalTime()), new OrdType(OrdType.LIMIT));
orderNOP.Price = new Price((decimal)os.price);
orderNOP.SetField(new OrderQty(Qty));
orderNOP.ExDestination = new ExDestination("NS");
orderNOP.SecurityType = new SecurityType(SecurityType.OPTION);
string expiry = new string(os.expiry);
orderNOP.MaturityMonthYear = new MaturityMonthYear(expiry.Substring(0, 6));
orderNOP.StrikePrice = new StrikePrice((decimal)(os.strike));
if (callput.Equals("CE")) // 0 = PE & 1 = CE
{
orderNOP.PutOrCall = new PutOrCall(1);
}
else if (callput.Equals("PE")) // 0 = PE & 1 = CE
{
orderNOP.PutOrCall = new PutOrCall(0);
}
orderNOP.Account = new Account("D2");
OrdType ordType = new OrdType(OrdType.LIMIT);
if (os.orderType == 1)
{
ordType = new OrdType(OrdType.MARKET);
}
orderNOP.OrdType = ordType;
Console.WriteLine("NOP BUY Order for ExpiryDate " + expiry.Substring(0, 6));
//Send Option order to fix server
Session.SendToTarget(orderNOP, FixClient.MySess);
}
else if (os.direction == 'S')
{
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.SELL);
int Qty = (int)os.quantity;
string callput = new string(os.callput);
var orderNOP = new QuickFix.FIX42.NewOrderSingle(OrdId, new HandlInst('1'), symbol, side,
new TransactTime(DateTime.Now.ToUniversalTime()), new OrdType(OrdType.LIMIT));
orderNOP.Price = new Price((decimal)os.price);
orderNOP.SetField(new OrderQty(Qty));
orderNOP.ExDestination = new ExDestination("NS");
orderNOP.SecurityType = new SecurityType(SecurityType.OPTION);
string expiry = new string(os.expiry);
orderNOP.MaturityMonthYear = new MaturityMonthYear(expiry.Substring(0, 6));
orderNOP.StrikePrice = new StrikePrice((decimal)(os.strike));
if (callput.Equals("CE")) // 0 = PE & 1 = CE
{
orderNOP.PutOrCall = new PutOrCall(1);
}
else if (callput.Equals("PE")) // 0 = PE & 1 = CE
{
orderNOP.PutOrCall = new PutOrCall(0);
}
orderNOP.Account = new Account("D2");
OrdType ordType = new OrdType(OrdType.LIMIT);
if (os.orderType == 1)
{
ordType = new OrdType(OrdType.MARKET);
}
orderNOP.OrdType = ordType;
Console.WriteLine("NOP SELL Order for ExpiryDate " + expiry.Substring(0, 6));
//Send Option order to fix server
Session.SendToTarget(orderNOP, FixClient.MySess);
}
}
return(ordNo);
}
private void doProcessing()
{
string reqType = null;
Byte[] sendBytes = null;
string serverResponse = null;
try
{
NetworkStream networkStream = clientSocket.GetStream();
Console.WriteLine("Lengeth : " + clientSocket.ReceiveBufferSize);
byte[] bytesFrom = new byte[(Int32)clientSocket.ReceiveBufferSize + 1];
networkStream.Read(bytesFrom, 0, (Int32)clientSocket.ReceiveBufferSize);
//reqType = System.Text.Encoding.ASCII.GetString(bytesFrom, 0, 10);
Console.WriteLine(" >> " + "From client-" + clNo);
OrderStruct os = getStructFromBytes(bytesFrom);
RequestType rt = getReqType(os.methodID);
switch (rt)
{
case RequestType.INS:
//DO inert activity
//OrderStruct osIns = getStructFromBytes(bytesFrom);
Orders ord = new Orders();
int OrderNo = -1;
if ((OrderNo = ord.addOrder(os)) < 0)
{
serverResponse = "FAILURE:INS:ORDID:" + Convert.ToString(OrderNo);
}
else
{
serverResponse = "SUCCESS:INS:ORDID:" + Convert.ToString(OrderNo);
}
break;
case RequestType.AMD:
//Do amendment activity, cancel the previous and boo new.
//OrderStruct osAmd = getStructFromBytes(bytesFrom);
Orders AmdOrd = new Orders();
int newOrderNo = -1;
int oldOrderNo = os.OrderNo;
if ((newOrderNo = AmdOrd.amendOrder(ref os)) < 0)
{
serverResponse = "FAILURE:AMD:OLD-ORDID:" + oldOrderNo;
}
else
{
serverResponse = "SUCCESS:AMD:OLD-ORDID:" + oldOrderNo + ":NEW-ORDID:" + newOrderNo;
}
break;
case RequestType.CAN:
//Do cancel activity
Orders ordCan = new Orders();
int OrderNoCan = -1;
if ((OrderNoCan = ordCan.cancelOrder(os)) < 0)
{
serverResponse = "FAILURE:CAN:ORDID:" + Convert.ToString(os.OrderNo);
}
else
{
serverResponse = "SUCCESS:CAN:ORDID:" + Convert.ToString(OrderNoCan);
}
break;
case RequestType.FIL:
//Do cancel activity
Orders ordFilDummy = new Orders();
OrderFillStruct ofs = new OrderFillStruct();
Random r = new Random();
ofs.FillID = r.Next();
ofs.OrderNo = os.OrderNo;
ofs.Quantity = os.quantity;
ofs.FilledQuantity = os.quantity;
ofs.Price = os.price;
if (ordFilDummy.addFills(ofs) < 0)
{
serverResponse = "FAILURE:FIL:ORDID:" + Convert.ToString(os.OrderNo);
}
else
{
serverResponse = "SUCCESS:FIL:ORDID:" + Convert.ToString(os.OrderNo);
}
break;
case RequestType.EOD:
Orders eodObj = new Orders();
int totalStatus = -1;
if ((totalStatus = eodObj.takeEODPositions()) < 0)
{
serverResponse = "FAILURE:EOD:" + totalStatus;
}
else
{
serverResponse = "FAILURE:EOD:" + totalStatus;
}
break;
default:
//Retrn generic error
reqType = System.Text.Encoding.ASCII.GetString(bytesFrom);
serverResponse = "ERROR:UNK:ORDID:[" + reqType + "]";
break;
}
sendBytes = Encoding.ASCII.GetBytes(serverResponse);
networkStream.Write(sendBytes, 0, sendBytes.Length);
networkStream.Flush();
this.clientSocket.Close();
Console.WriteLine(" >> Closing connection : " + serverResponse);
}
catch (Exception ex)
{
Console.WriteLine("Exception : >> " + ex.ToString());
}
}
public int getOrderFromDB(int OrderNo, ref OrderStruct os)
{
try
{
//TODO: Add the fills from fills tble to struct;
using (var cmd = new SqlCommand())
{
cmd.Connection = conn;
cmd.CommandText = "SELECT ID,OrderNo,OrderStatus,symbol,price, quantity,direction,version,machineID,userID,insertTS FROM ORDERS where version = (select max(version) from orders where orderNo = " + OrderNo + ") and orderNo = " + OrderNo + ";";
using (var reader = cmd.ExecuteReader())
{
while (reader.Read())
{
var tmp = reader["ID"];
if (tmp != DBNull.Value)
{
os.ID = Convert.ToInt32((Int64)tmp);
}
tmp = reader["OrderNo"];
if (tmp != DBNull.Value)
{
os.OrderNo = Convert.ToInt32((Int64)tmp);
}
tmp = reader["OrderStatus"];
if (tmp != DBNull.Value)
{
os.OrderStatus = ((string)tmp).ToCharArray();
}
tmp = reader["symbol"];
if (tmp != DBNull.Value)
{
os.symbol = ((string)tmp).ToCharArray();
}
tmp = reader["price"];
if (tmp != DBNull.Value)
{
os.price = (float)((Decimal)tmp);
}
tmp = reader["quantity"];
if (tmp != DBNull.Value)
{
os.quantity = (float)((Decimal)tmp);
}
tmp = reader["direction"];
if (tmp != DBNull.Value)
{
os.direction = ((string)tmp).ToCharArray()[0];
}
tmp = reader["version"];
if (tmp != DBNull.Value)
{
os.version = (int)Convert.ToInt32((Int32)tmp);
}
tmp = reader["machineID"];
if (tmp != DBNull.Value)
{
os.machineID = ((string)tmp).ToCharArray();
}
tmp = reader["userID"];
if (tmp != DBNull.Value)
{
os.userID = ((string)tmp).ToCharArray();
}
}
}
}
return(0);
}
catch (Exception e)
{
Console.WriteLine("Exception(getOrderStatusFromDB) : " + e.Message + "\n" + e.StackTrace);
return(-1);
}
}