public override void CancelOrder(long orderId, int botId)
{
CCommandStucture cs = new CCommandStucture();
cs.CommandName = "FutDelOrder";
cs.Command = new CCommandDelOrder(orderId);
// m_connOrderControl.CommandQueue.Add(cs);
m_dictConnOrderControl[botId].CommandQueue.Add(cs);
}
public override void CancelAllOrders(int buy_sell, int ext_id, string isin, int botId)
{
CCommandStucture cs = new CCommandStucture();
cs.CommandName = "FutDelUserOrders";
cs.Command = new CCommandDelUserOrders(buy_sell, ext_id, isin);
// m_connOrderControl.CommandQueue.Add(cs);
//m_dictConnOrderControl[botId].CommandQueue.Add(cs);
m_dictConnOrderControl[botId].CommandQueue.Add(cs);
Log("Cancel all orders. ext_id=" + ext_id + " isin=" + isin);
}
private void ProcessCommandStructure(CCommandStucture cs)
{
switch (cs.CommandName)
{
case "FutAddOrder": AddOrder(cs); break;
case "FutDelOrder": DeleteOrder(cs); break;
case "FutDelUserOrders": DeleteUserOrders(cs); break;
case "Dummy": ProcessDummyStruct(); break;
}
}
private void ThreadProcessCommands()
{
CommandQueue = new System.Collections.Concurrent.BlockingCollection <CCommandStucture>();
CCommandStucture comStruct = new CCommandStucture();
comStruct.CommandName = "Dummy"; //to remove first iteration delay
CommandQueue.Add(comStruct);
foreach (CCommandStucture cs in CommandQueue.GetConsumingEnumerable())
{
if (bEnableCommandQueue)
{
Log("Process command struct");
ProcessCommandStructure(cs);
}
}
}
private void AddOrder(CCommandStucture cs)
{
CCommandAddOrder ao = (CCommandAddOrder)cs.Command;
Message sendMessage = m_publishersList[0].Publisher.NewMessage(MessageKeyType.KeyName, "FutAddOrder");
DataMessage smsg = (DataMessage)sendMessage;
DateTime dtExp = DateTime.Now.AddHours(48);
try
{
smsg.UserId = (uint)ao.UserId;
smsg["broker_code"].set(ao.Broker_code);
smsg["isin"].set(ao.Isin);
smsg["client_code"].set(ao.Client_code);
smsg["type"].set((int)ao.Type);
smsg["dir"].set((int)ao.Dir); //1 -buy 2 -sell
smsg["amount"].set(ao.Amount);
smsg["price"].set(ao.Price);
smsg["ext_id"].set(ao.Ext_id);
smsg["date_exp"].set(dtExp.ToString("yyyyMMdd"));
m_publishersList[0].Publisher.Post(sendMessage, PublishFlag.NeedReply);
// Log("Add order isin=" + smsg["isin"] + " type=" + smsg["type"] + " dir=" + smsg["dir"] + " price=" + smsg["price"] + " amount=" + smsg["amount"]);
Log("Add order isin=" + ao.Isin + " type=" + ao.Type + " dir=" + ao.Dir + " price=" + ao.Price + " amount=" + ao.Amount + " ext_id=" + ao.Ext_id);
}
catch (Exception e)
{
if ((DateTime.Now - m_dtLastOKConnection).TotalSeconds < m_parSecsSinceConnOK)
{
Log("Error in CConnection.AddOrder. " + e.Message);
Error("Error in CConnection.AddOrder. ", e);
}
}
sendMessage.Dispose();
}
//TODO remove supervisorID
public override void AddOrder(int botId, string isin, decimal price, EnmOrderDir dir, decimal dcmlAmount)
{
int iAmount = Convert.ToInt32(dcmlAmount);
CCommandStucture cs = new CCommandStucture();
cs.CommandName = "FutAddOrder";
cs.Command = (object)new CCommandAddOrder(1, Broker_code, isin, Client_code, OrderTypes.Part, dir, iAmount, price.ToString(), botId);
//m_connOrderControl.CommandQueue.Add(cs);
int connId = 0;
/*if (supervisorID == 0)*/
connId = botId;
/*else
* connId = supervisorID;
*/
m_dictConnOrderControl[connId].CommandQueue.Add(cs);
Log("Add new order dir=" + dir + " amount=" + dcmlAmount + " price=" + price + " botId=" + botId);
}
private void DeleteOrder(CCommandStucture cs)
{
try
{ //TODO change to commandname
Message sendMessage = m_publishersList[0].Publisher.NewMessage(MessageKeyType.KeyName, "FutDelOrder");
DataMessage smsg = (DataMessage)sendMessage;
CCommandDelOrder delo = (CCommandDelOrder)cs.Command;
smsg["order_id"].set(delo.Order_id);
m_publishersList[0].Publisher.Post(sendMessage, PublishFlag.NeedReply);
smsg.Dispose();
}catch (Exception e)
{
Log("Error deleting order. " + e.Message);
Error("Error deleting order", e);
}
}
private void DeleteUserOrders(CCommandStucture cs)
{
try
{
Message sendMessage = m_publishersList[0].Publisher.NewMessage(MessageKeyType.KeyName, cs.CommandName);
DataMessage smsg = (DataMessage)sendMessage;
CCommandDelUserOrders delu = (CCommandDelUserOrders)cs.Command;
smsg["buy_sell"].set(delu.Buy_sell);
smsg["non_system"].set(0);
smsg["code"].set(m_plaza2Connector.Client_code);
smsg["ext_id"].set(delu.Ext_id);
smsg["isin"].set(delu.Isin);
m_publishersList[0].Publisher.Post(sendMessage, PublishFlag.NeedReply);
Log("Cancel user orders Buy_Sell=" + delu.Buy_sell + " Ext_id" + delu.Ext_id + " Isin=" + delu.Isin);
}
catch (Exception e)
{
string err = "Error delete user orders";
Log(err);
Error(err, e);
}
}