/// <summary>
/// Обработчик события по статусу заявки
/// </summary>
private async void OrderStatusReceived(AdapterEventArgs <OrderStatus> args)
{
using (LogManager.Scope())
{
try
{
Logger.Debug().Print(
"Order status received",
LogFields.ExchangeOrderId(args.Message.order_id),
LogFields.ChainOrderId(args.Message.chain_order_id),
LogFields.State(ConvertionHelper.GetOrderState(args.Message)),
LogFields.AccountId(args.Message.account_id),
LogFields.ExecOrderId(args.Message.exec_order_id)
);
args.MarkHandled();
// Обрабатываем метаданные контрактов
if (args.Message.contract_metadata != null)
{
foreach (var metadata in args.Message.contract_metadata)
{
await instrumentResolver.HandleMetadataAsync(metadata);
}
}
// Пытаемся выбрать заявку из контейнера
Order order;
using (ordersLock.Lock())
ordersByOrderExchangeId.TryGetValue(args.Message.chain_order_id, out order);
Message message;
// Обрабатываем изменение статуса заявки
if (order != null)
{
message = HandleOrderStateAsOrderStateChange(order, args.Message);
}
// Обрабатываем заявку как новую
else
{
message = HandleOrderStateAsNewOrder(args.Message, out order);
}
// Отправляем сообщение и TransactionReply
if (message != null)
{
OnMessageReceived(message);
TryEmitTransactionReplies(args.Message);
// Обрабатываем сделки
TryEmitFills(args.Message, order);
}
}
catch (Exception e)
{
Logger.Error().Print(e, $"Failed to process {args.Message}");
}
}
}
/// <summary>
/// Обработка заявки как уже существующей
/// </summary>
private OrderStateChangeMessage HandleOrderStateAsOrderStateChange(Order order, OrderStatus message)
{
Logger.Debug().Print(
"Order state change received",
LogFields.ExchangeOrderId(message.order_id),
LogFields.ChainOrderId(message.chain_order_id),
LogFields.State(ConvertionHelper.GetOrderState(message)),
LogFields.AccountId(message.account_id),
LogFields.ExecOrderId(message.exec_order_id)
);
using (ordersLock.Lock())
{
Guid transactionId;
if (!Guid.TryParse(message.order.cl_order_id, out transactionId))
{
Logger.Debug().Print(
$"Unable to parse {LogFieldNames.TransactionId} from {LogFields.ClOrderId(message.order.cl_order_id)}. Use order's {LogFieldNames.TransactionId}"
);
transactionId = order.TransactionId;
}
var change = new OrderStateChangeMessage
{
OrderExchangeId = message.chain_order_id,
TransactionId = transactionId,
ActiveQuantity = message.remaining_qty,
FilledQuantity = message.fill_qty,
Price = instrumentResolver.ConvertPriceBack(order.Instrument, message.order.limit_price),
ChangeTime = adapter.ResolveDateTime(message.status_utc_time),
Quantity = message.remaining_qty + message.fill_qty,
State = ConvertionHelper.GetOrderState(message)
};
// Обработка изменения order_id (происходит при модификации заявки)
if (order.OrderExchangeId != change.OrderExchangeId)
{
ordersByOrderExchangeId.Remove(order.OrderExchangeId);
ordersByOrderExchangeId.Add(change.OrderExchangeId, order);
}
orderStatusByChainOrderId[message.chain_order_id] = message;
//order.AcceptStateMessage(change);
return(change);
}
}
/// <summary>
/// Обработка заявки как новой
/// </summary>
private Message HandleOrderStateAsNewOrder(OrderStatus message, out Order order)
{
Logger.Debug().Print(
"New order received",
LogFields.ExchangeOrderId(message.order_id),
LogFields.ChainOrderId(message.chain_order_id),
LogFields.State(ConvertionHelper.GetOrderState(message)),
LogFields.AccountId(message.account_id),
LogFields.ExecOrderId(message.exec_order_id)
);
// Ищем счет для заявки
string accountCode;
using (accountsLock.ReadLock())
{
if (!accountCodesById.TryGetValue(message.account_id, out accountCode))
{
Logger.Error().Print(
"Unable to process order: account is unknown",
LogFields.ExchangeOrderId(message.order_id),
LogFields.AccountId(message.account_id)
);
order = null;
return(null);
}
}
// Ищем инструмент для заявки
var instrument = instrumentResolver.GetInstrument(message.order.contract_id);
if (instrument == null)
{
// Пришла заявка по неизвестному инструменту
Logger.Error().Print(
"Received an order but no matching instrument is found. Put to pending orders",
LogFields.ExchangeOrderId(message.order_id),
LogFields.ContractId(message.order.contract_id),
LogFields.Account(accountCode)
);
using (ordersLock.Lock())
{
pendingOrders.Enqueue(message);
pendingOrderAddedEvent.Set();
}
order = null;
return(null);
}
using (ordersLock.Lock())
{
if (ordersByOrderExchangeId.TryGetValue(message.chain_order_id, out order))
{
// Race condition, такая заявка уже есть, надобно обработать ее через OSCM
return(HandleOrderStateAsOrderStateChange(order, message));
}
Guid transactionId;
if (Guid.TryParse(message.order.cl_order_id, out transactionId))
{
if (ordersByTransactionId.TryGetValue(transactionId, out order))
{
// Такая заявка уже есть, надобно обработать ее через OSCM
order.OrderExchangeId = message.chain_order_id;
ordersByOrderExchangeId.Add(message.chain_order_id, order);
return(HandleOrderStateAsOrderStateChange(order, message));
}
}
else
{
transactionId = Guid.Empty;
}
// Создаем новую внешнюю заявку
order = new Order
{
OrderExchangeId = message.chain_order_id,
Instrument = instrument,
Type = ConvertionHelper.GetOrderType(message),
Account = accountCode,
Price = instrumentResolver.ConvertPriceBack(message.order.contract_id, message.order.limit_price),
Quantity = message.order.qty,
ActiveQuantity = message.remaining_qty,
Operation = message.order.side == (uint)WebAPI.Order.Side.BUY ? OrderOperation.Buy : OrderOperation.Sell,
State = ConvertionHelper.GetOrderState(message),
DateTime = adapter.ResolveDateTime(message.status_utc_time),
Comment = ConvertionHelper.GetComment(message),
TransactionId = transactionId
};
ordersByOrderExchangeId.Add(message.chain_order_id, order);
orderStatusByChainOrderId[message.chain_order_id] = message;
return(new ExternalOrderMessage {
Order = order
});
}
}