public void OnCompleted(CommType Type, bool Success, int lastIndex)
{
if (Completed != null)
{
Completed(this, new CompletedEventArgs(Type, Success, lastIndex));
}
}
//Sending of new data.
public void SendCommand()
{
commType = CommType.SENDING;
if (checkPort())
{
return;
}
singleCommand = "";
dataName = rootDataName;
OnComStarted(commType);
for (sentCommandIndex = 0; sentCommandIndex < commandsToSend; sentCommandIndex++)
{
if (CurrentMode == CommMode.MAVLINK && mavlinkWriteCommand(sentCommandIndex))
{
return;
}
else if (CurrentMode == CommMode.CLI && serialWriteCommand(sentCommandIndex))
{
return;
}
}
//No commands to send
if (MessageCounter == 0) //Have any messages been sent since the global counter was reset?
{
OnProgressChanged(commType, 0, "Configuration: No changes, nothing to send.");
}
OnCompleted(commType, true, 0);
}
public void OnComStarted(CommType Type)
{
if (ComStarted != null)
{
ComStarted(this, new ComStartedEventArgs(Type));
}
}
public static char ToFIX(CommType value)
{
switch (value)
{
case CommType.PerShare:
return('1');
case CommType.Percent:
return('2');
case CommType.Absolute:
return('3');
case CommType.PctWaivedCshDisc:
return('4');
case CommType.PctWaivedEnUnits:
return('5');
case CommType.PerBond:
return('6');
default:
throw new ArgumentException(string.Format("", (object)value));
}
}
private void FillGridPriority()
{
gridPriorities.BeginUpdate();
gridPriorities.ListGridColumns.Clear();
gridPriorities.ListGridColumns.Add(new GridColumn("", 0));
gridPriorities.ListGridRows.Clear();
for (int i = 0; i < _sendOrder.Count; i++)
{
CommType typeCur = _sendOrder[i];
if (typeCur == CommType.Preferred)
{
if (checkSendAll.Checked)
{
//"Preferred" is irrelevant when SendAll is checked.
continue;
}
gridPriorities.AddRow(Lan.g(this, "Preferred Confirm Method"));
continue;
}
if (typeCur == CommType.Text && !SmsPhones.IsIntegratedTextingEnabled())
{
gridPriorities.AddRow(Lan.g(this, typeCur.ToString()) + " (" + Lan.g(this, "Not Configured") + ")");
gridPriorities.ListGridRows[gridPriorities.ListGridRows.Count - 1].ColorBackG = Color.LightGray;
}
else
{
gridPriorities.AddRow(Lan.g(this, typeCur.ToString()));
}
}
gridPriorities.EndUpdate();
}
//Common GetData entry point
void getData()
{
commType = CommType.RECEIVING;
if (checkPort())
{
return;
}
dataName = rootDataName;
mavPixReply = "";
if (CurrentMode == CommMode.CLI)
{
crlfPress();
startTimer(ref waitForPrompt);
}
else if (CurrentMode == CommMode.MAVLINK)
{
OnComStarted(commType);
if (getAllMavlinkParams)
{
OnProgressChanged(commType, 0, "Configuration: Fetching Mavlink parameters..");
}
else
{
OnProgressChanged(commType, 0, "Configuration: Fetching " + dataName + "..");
}
mavlinkNextParamFetch();
}
}
private void AddToList_Click(object sender, EventArgs e)
{
if (DestNodeName.Text == "")
{
return;
}
int[] dat = new int[1];
SourceDataClass.clear();
SourceDataClass.InitForPack(20 + 16);
dat[0] = 142;
SourceDataClass.OutPutIntBit(dat, 8);
dat[0] = 36;
SourceDataClass.OutPutIntBit(dat, 12);
BitArray a = new BitArray(16);
for (int i = 0; i < 16; i++)
{
a[i] = CommType.GetItemChecked(i);
}
SourceDataClass.OutPutArrayBit(a);
//加入列表
MainForm.pMainForm.comlistwin.AddCmd(DestNodeName.Text, "通信制式开关", SourceDataClass.packdata);
MainForm.pMainForm.RefreshListStat();
MessageBox.Show("通信制式开关命令已加入命令列表!");
}
public Site(uint num, string name, string ip, uint port)
{
this.num = num;
this.name = name;
this.ip = ip;
this.port = port;
commType = CommType.Tcp;
}
public void EnumFieldTest()
{
CommType ct = new CommType(CommType.PER_UNIT);
Assert.That('1', Is.EqualTo(ct.getValue()));
ExecInst ei = new ExecInst(ExecInst.STRICT_LIMIT);
Assert.That("b", Is.EqualTo(ei.getValue()));
AllocStatus ass = new AllocStatus(AllocStatus.REVERSED);
Assert.That(7, Is.EqualTo(ass.getValue()));
}
public Site(uint num, string name, ComSetting comSetting)
{
this.num = num;
this.name = name;
this.ip = "";
this.port = 12345;
this.com = comSetting.com;
this.baudRate = comSetting.baudRate;
this.dataBits = comSetting.dataBits;
this.stopBits = comSetting.stopBits;
this.parity = comSetting.parity;
commType = CommType.Serial;
}
//Just connected, expecting "Press <Enter> 3 times for CLI." message to arrive.
// or, if Mavlink is active, wait for heartbeat
public void ConnectAndGetPrompt()
{
commType = CommType.BOOTING;
if (checkPort())
{
return;
}
comAttempts = 0;
bootCounter = 0;
dataName = "prompt/heartbeat";
mavPixReply = "";
startTimer(ref waitForBoot, timeout + 3000);
}
//Send a single mavlink parameter
public void SendParameter(string Command, float value)
{
commType = CommType.SINGLE;
if (checkPort())
{
return;
}
singleCommand = Command;
dataName = Command;
mavlinkSingleValue = value;
OnComStarted(commType);
mavlinkWriteCommand(-1);
}
public void OnProgressChanged(CommType Type, int Progress, string Event)
{
if (Progress < 0)
{
Progress = 0; //Avoid errors from malformed data
}
if (Progress > 32)
{
Progress = 32;
}
if (ProgressChanged != null)
{
ProgressChanged(this, new ProgressEventArgs(Type, Progress, Event));
}
}
//Just connected, expecting "Press <Enter> 3 times for CLI." message to arrive.
//Proceed to collexting data
public void ConnectAndGetAllData()
{
commType = CommType.RECEIVING;
if (checkPort())
{
return;
}
comAttempts = 0;
bootCounter = 0;
readCommandIndex = 0;
dataName = DataName;
mavPixReply = "";
getAllMavlinkParams = true;
initMavlinkParameterReceived(0, mavlinkParameterTotal);
startTimer(ref waitForBoot);
}
//Send a single command
public void SendCommand(string Command, bool ExpectReply)
{
commType = CommType.SINGLE;
if (checkPort())
{
return;
}
singleCommand = Command;
dataName = Command;
sentCommandIndex = 0;
comAttempts = 0;
OnComStarted(commType);
OnProgressChanged(commType, 0, "Configuration: Sent " + dataName + ".");
mavPixReply = "";
serial.WriteLine(Command);
if (ExpectReply)
{
startTimer(ref sendingCommands);
}
}
public static char ToFIX(CommType value)
{
switch (value)
{
case CommType.PerShare:
return '1';
case CommType.Percent:
return '2';
case CommType.Absolute:
return '3';
case CommType.PctWaivedCshDisc:
return '4';
case CommType.PctWaivedEnUnits:
return '5';
case CommType.PerBond:
return '6';
default:
throw new ArgumentException(string.Format("", (object) value));
}
}
/// <summary>
/// 加载通讯选项显示
/// </summary>
/// <param name="type"></param>
private void LoadCommType(CommType type)
{
IniSettings.Communication = type;
mChangeCommFlag = true;
rdbSerial.ForeColor =
rdbNet.ForeColor =
rdbUsb.ForeColor = Color.Black;
switch (IniSettings.Communication)
{
case CommType.SERIAL:
rdbSerial.Checked = true;
rdbSerial.ForeColor = Color.Blue;
break;
case CommType.NET:
rdbNet.Checked = true;
rdbNet.ForeColor = Color.Blue;
break;
case CommType.USB:
chkAutoConnect.Enabled = true;
rdbUsb.Checked = true;
rdbUsb.ForeColor = Color.Blue;
break;
default:
break;
}
grbSerial.Visible = rdbSerial.Checked;
grbNet.Visible = rdbNet.Checked;
grbUsb.Visible = rdbUsb.Checked;
mChangeCommFlag = false;
if (!SystemPub.ADRcp.bConnected)
{
SystemPub.ADRcp.Send("AutoConnectStop");
}
}
private void Load(object sender, RoutedEventArgs e) // 页面载入
{
if (_Comm == null) // 没有通信接口，从ini读取配置信息
{
string DefaultConnectType = _InitializationFile.Read("CONNECT", "TYPE");
if (DefaultConnectType != "")
{
DefaultConnectType = DefaultConnectType.Substring(0, 1);
}
switch (DefaultConnectType) // 获取默认连接方式
{
case "S":
default:
_CommType = CommType.COMM_TYPE_SERIAL_PORT;
tcType.SelectedIndex = 0;
break;
case "E":
_CommType = CommType.COMM_TYPE_ETHERNET;
tcType.SelectedIndex = 1;
break;
}
}
else // 存在通信接口直接读取
{
tcType.SelectedIndex = (int)_CommType;
}
BindSPPort();
BindSPBaudRate();
BindSPParity();
BindSPDataBits();
BindSPStopBits();
BindEthProtocol();
BindEthIP();
BindEthPort();
}
/// <summary>
/// 解析数据并显示在对话框中,如果shown为真，则同时在对话框的设置项中显示单独数据
/// </summary>
/// <param name="ba"></param>
private string ParseDataAndDisplay(BitArray ba, bool shown)
{
MainForm.ParseLock.WaitOne();
SourceDataClass.GetData(ba);
int nodeid = SourceDataClass.GetIntValueFromBit(6);
int nodetype = SourceDataClass.GetIntValueFromBit(1);
int emit = SourceDataClass.GetIntValueFromBit(3);
int set1 = SourceDataClass.GetIntValueFromBit(8);
int set2 = SourceDataClass.GetIntValueFromBit(8);
int energy = SourceDataClass.GetIntValueFromBit(3);
Int16 commtype = (short)SourceDataClass.GetIntValueFromBit(16);
int n = SourceDataClass.GetIntValueFromBit(28);
double lang = 0;
if (n >> 27 == 1)//西经
{
n &= 0x7ffffff;
lang = (double)n / 10000 / 60;
lang = -lang;
}
else//北纬
{
n &= 0x7ffffff;
lang = (double)n / 10000 / 60;
}
n = SourceDataClass.GetIntValueFromBit(28);
double lat = 0;
if (n >> 27 == 1)//南纬
{
n &= 0x7ffffff;
lat = (double)n / 10000 / 60;
lat = -lang;
}
else//北纬
{
n &= 0x7ffffff;
lat = (double)n / 10000 / 60;
}
double depth = SourceDataClass.GetIntValueFromBit(14) * 0.5;
SourceDataClass.clear();
MainForm.ParseLock.ReleaseMutex();
if (shown)
{
NodeNameBox.Text = "节点" + nodeid;
Nodetypebox.Text = nodetype == 1?"移动节点":"静态节点";
EmitSet.Value = emit;
Set1Box.Text = Enum.GetName(typeof(SourceDataClass.DeviceAddr), set1);
Set2Box.Text = Enum.GetName(typeof(SourceDataClass.DeviceAddr), set2);
if (energy == 0)
{
leftenergy.Value = 5;
}
else if (energy == 1)
{
leftenergy.Value = 20;
}
else if (energy == 2)
{
leftenergy.Value = 35;
}
else if (energy == 3)
{
leftenergy.Value = 50;
}
else if (energy == 4)
{
leftenergy.Value = 65;
}
else if (energy == 5)
{
leftenergy.Value = 80;
}
else if (energy == 6)
{
leftenergy.Value = 95;
}
byte[] b = BitConverter.GetBytes(commtype);
BitArray a = new BitArray(b);
for (int i = 0; i < 16; i++)
{
CommType.SetItemChecked(i, false);
}
for (int i = 0; i < a.Count; i++)
{
CommType.SetItemChecked(i, a[i]);
}
Lat.Value = lat;
Lang.Value = lang;
DepthInput.Value = depth;
}
return("节点" + nodeid + ":" + ((nodetype == 1) ? " 移动节点" : " 静态节点") + " 换能器数" + emit.ToString()
+ " " + Enum.GetName(typeof(SourceDataClass.DeviceAddr), set1) + " " + Enum.GetName(typeof(SourceDataClass.DeviceAddr), set2)
+ " 能量 " + energy.ToString() + " 纬度 " + lat.ToString() + " 经度 " + lang.ToString() + " 深度 "
+ depth.ToString());
}
protected void EmitFilled(SingleOrder order, double price, int quantity, CommType commType, double commission)
{
EmitExecutionReport(order, price, quantity, commType, commission);
}
//将信息加入下面的列表
private void AddBtn_Click(object sender, EventArgs e)
{
if (NodeNameBox.Text == "")
{
return;
}
try
{
int[] dat = new int[1];
SourceDataClass.clear();
SourceDataClass.InitForPack(115);
dat[0] = int.Parse(NodeNameBox.Text.TrimStart('节', '点'));
SourceDataClass.OutPutIntBit(dat, 6);
dat[0] = Nodetypebox.Text == "静态节点" ? 0 : 1;
SourceDataClass.OutPutIntBit(dat, 1);
dat[0] = int.Parse(EmitSet.Text);
SourceDataClass.OutPutIntBit(dat, 3);
dat[0] = Convert.ToInt32(Enum.Parse(typeof(SourceDataClass.DeviceAddr), Set1Box.Text));
SourceDataClass.OutPutIntBit(dat, 8);
dat[0] = Convert.ToInt32(Enum.Parse(typeof(SourceDataClass.DeviceAddr), Set2Box.Text));
SourceDataClass.OutPutIntBit(dat, 8);
int energy = int.Parse(leftenergy.Text);
if (energy < 5)
{
dat[0] = 0;
}
else if ((energy >= 5) && (energy < 20))
{
dat[0] = 1;
}
else if ((energy >= 20) && (energy < 35))
{
dat[0] = 2;
}
else if ((energy >= 35) && (energy < 50))
{
dat[0] = 3;
}
else if ((energy >= 50) && (energy < 65))
{
dat[0] = 4;
}
else if ((energy >= 65) && (energy < 80))
{
dat[0] = 5;
}
else if ((energy >= 80) && (energy < 95))
{
dat[0] = 6;
}
else if ((energy >= 95))
{
dat[0] = 7;
}
SourceDataClass.OutPutIntBit(dat, 3);
BitArray a = new BitArray(16);
for (int i = 0; i < 16; i++)
{
a[i] = CommType.GetItemChecked(i);
}
SourceDataClass.OutPutArrayBit(a);
if (Lang.Value < 0)
{
dat[0] = 0x8ffffff + (int)((double)Math.Abs(Lang.Value) * 60 * 10000);
}
else
{
dat[0] = (int)((double)Math.Abs(Lang.Value) * 60 * 10000);
}
SourceDataClass.OutPutIntBit(dat, 28);
if (Lat.Value < 0)
{
dat[0] = 0x8ffffff + (int)((double)Math.Abs(Lat.Value) * 60 * 10000);
}
else
{
dat[0] = (int)((double)Math.Abs(Lat.Value) * 60 * 10000);
}
SourceDataClass.OutPutIntBit(dat, 28);
dat[0] = (int)(DepthInput.Value / 0.5);
SourceDataClass.OutPutIntBit(dat, 14);
if (NodeInfo.ContainsKey(NodeNameBox.Text))
{
NodeInfo.Remove(NodeNameBox.Text);
}
//加入hash表
NodeInfo.Add(NodeNameBox.Text, SourceDataClass.packdata);
//替换之前的记录
string log = ParseDataAndDisplay((BitArray)NodeInfo[NodeNameBox.Text], false);
if (nodeinfolist.Items.Count == 0)//第一条记录
{
nodeinfolist.Items.Add(log);
}
for (int i = 0; i < nodeinfolist.Items.Count; i++)
{
if (CheckListNodeName(i, NodeNameBox.Text))
{
nodeinfolist.Items[i] = log;
break;
}
if (i == nodeinfolist.Items.Count - 1)//最后一项也比过了，说明当前列表中没有
{
nodeinfolist.Items.Add(log);
}
}
SourceDataClass.clear();
}
catch (Exception ex)
{
SourceDataClass.clear();
MessageBox.Show(ex.Message);
}
}
public void EmitExecutionReport(SingleOrder order, double price, int quantity, CommType commType, double commission)
{
OrderRecord record = orderRecords[order];
EmitExecutionReport(record, OrdStatus.Undefined, price, quantity, "", commType, commission);
}
private void EmitExecutionReport(OrderRecord record, OrdStatus ordStatus, double lastPx, int lastQty, string text, CommType commType, double commission)
{
ExecutionReport report = new ExecutionReport
{
TransactTime = Clock.Now,
ClOrdID = record.Order.ClOrdID,
OrigClOrdID = record.Order.ClOrdID,
OrderID = record.Order.OrderID,
Symbol = record.Order.Symbol,
SecurityType = record.Order.SecurityType,
SecurityExchange = record.Order.SecurityExchange,
Currency = record.Order.Currency,
CommType = commType,
Commission = commission,
Side = record.Order.Side,
OrdType = record.Order.OrdType,
TimeInForce = record.Order.TimeInForce,
OrderQty = record.Order.OrderQty,
Price = record.Order.Price,
StopPx = record.Order.StopPx,
LastPx = lastPx,
LastQty = lastQty
};
if (ordStatus == OrdStatus.Replaced)
{
report.OrdType = record.Order.ReplaceOrder.ContainsField(EFIXField.OrdType) ? record.Order.ReplaceOrder.OrdType : record.Order.OrdType;
report.TimeInForce = record.Order.ReplaceOrder.ContainsField(EFIXField.TimeInForce) ? record.Order.ReplaceOrder.TimeInForce : record.Order.TimeInForce;
report.OrderQty = record.Order.ReplaceOrder.ContainsField(EFIXField.OrderQty) ? record.Order.ReplaceOrder.OrderQty : record.Order.OrderQty;
report.Price = record.Order.ReplaceOrder.ContainsField(EFIXField.Price) ? record.Order.ReplaceOrder.Price : record.Order.Price;
report.StopPx = record.Order.ReplaceOrder.ContainsField(EFIXField.StopPx) ? record.Order.ReplaceOrder.StopPx : record.Order.StopPx;
record.LeavesQty = ((int)report.OrderQty) - record.CumQty;
}
else
{
report.OrdType = record.Order.OrdType;
report.TimeInForce = record.Order.TimeInForce;
report.OrderQty = record.Order.OrderQty;
report.Price = record.Order.Price;
report.StopPx = record.Order.StopPx;
}
if (ordStatus == OrdStatus.Undefined)
{
record.AddFill(lastPx, lastQty);
if (record.LeavesQty > 0)
{
ordStatus = OrdStatus.PartiallyFilled;
}
else
{
ordStatus = OrdStatus.Filled;
}
}
report.AvgPx = record.AvgPx;
report.CumQty = record.CumQty;
report.LeavesQty = record.LeavesQty;
report.ExecType = GetExecType(ordStatus);
report.OrdStatus = ordStatus;
report.Text = text;
EmitExecutionReport(report);
}
public CommissionProvider()
{
this.fCommType = CommType.PerShare;
this.fCommission = 0.0;
this.fMinCommission = 0.0;
}
/// <summary>
/// Creates a new message of the given type and with the given contents.
/// </summary>
/// <param name="cont">Contents of the message.</param>
/// <param name="type">Type of the message.</param>
public Message(object cont, CommType type)
{
Contents = cont;
Type = type;
}
public TransactionCost(CommType commType, double commission)
{
this.Set(commType, commission);
}
public ComStartedEventArgs(CommType Type)
{
this.Type = Type;
}
/// <summary>
/// Converts a CommType to a string.
/// </summary>
/// <param name="value">A CommType value.</param>
/// <returns>The FIX string representation of a CommType.</returns>
public static string ConvertTo(CommType enumType)
{
return((string)CommTypeConverter.toTable[enumType]);
}
private void EmitExecutionReport(OrderRecord record, OrdStatus ordStatus, double lastPx, int lastQty, string text, CommType commType, double commission)
{
ExecutionReport report = new ExecutionReport
{
TransactTime = Clock.Now,
ClOrdID = record.Order.ClOrdID,
OrigClOrdID = record.Order.ClOrdID,
OrderID = record.Order.OrderID,
Symbol = record.Order.Symbol,
SecurityType = record.Order.SecurityType,
SecurityExchange = record.Order.SecurityExchange,
Currency = record.Order.Currency,
CommType = commType,
Commission = commission,
Side = record.Order.Side,
OrdType = record.Order.OrdType,
TimeInForce = record.Order.TimeInForce,
OrderQty = record.Order.OrderQty,
Price = record.Order.Price,
StopPx = record.Order.StopPx,
LastPx = lastPx,
LastQty = lastQty
};
if (ordStatus == OrdStatus.Replaced)
{
report.OrdType = record.Order.ReplaceOrder.ContainsField(EFIXField.OrdType) ? record.Order.ReplaceOrder.OrdType : record.Order.OrdType;
report.TimeInForce = record.Order.ReplaceOrder.ContainsField(EFIXField.TimeInForce) ? record.Order.ReplaceOrder.TimeInForce : record.Order.TimeInForce;
report.OrderQty = record.Order.ReplaceOrder.ContainsField(EFIXField.OrderQty) ? record.Order.ReplaceOrder.OrderQty : record.Order.OrderQty;
report.Price = record.Order.ReplaceOrder.ContainsField(EFIXField.Price) ? record.Order.ReplaceOrder.Price : record.Order.Price;
report.StopPx = record.Order.ReplaceOrder.ContainsField(EFIXField.StopPx) ? record.Order.ReplaceOrder.StopPx : record.Order.StopPx;
record.LeavesQty = ((int)report.OrderQty) - record.CumQty;
}
else
{
report.OrdType = record.Order.OrdType;
report.TimeInForce = record.Order.TimeInForce;
report.OrderQty = record.Order.OrderQty;
report.Price = record.Order.Price;
report.StopPx = record.Order.StopPx;
}
if (ordStatus == OrdStatus.Undefined)
{
record.AddFill(lastPx, lastQty);
if (record.LeavesQty > 0)
{
ordStatus = OrdStatus.PartiallyFilled;
}
else
{
ordStatus = OrdStatus.Filled;
}
}
report.AvgPx = record.AvgPx;
report.CumQty = record.CumQty;
report.LeavesQty = record.LeavesQty;
report.ExecType = CTPZQProvider.GetExecType(ordStatus);
report.OrdStatus = ordStatus;
report.Text = text;
EmitExecutionReport(report);
}
public void EmitExecutionReport(Order order, double price, int quantity, CommType commType, double commission)
{
this.EmitExecutionReport(this.orderRecords[order], OrdStatus.Undefined, price, quantity, "", commType, commission);
}
public static ApptReminderRule CreateApptReminderRule(long clinicNum, ApptReminderType type, TimeSpan tsPrior,
bool isSendAll = true, CommType priority1 = CommType.Preferred, CommType priority2 = CommType.Text, CommType priority3 = CommType.Email,
TimeSpan doNotSendWithin = default(TimeSpan), bool isAutoReplyEnabled = true)
{
ApptReminderRule clinicRule = ApptReminderRules.CreateDefaultReminderRule(type, clinicNum);
clinicRule.TSPrior = tsPrior;
clinicRule.IsSendAll = isSendAll;
clinicRule.SendOrder = string.Join(",", new List <CommType>()
{
priority1, priority2, priority3
}.Select(x => ((int)x).ToString()).ToArray());
clinicRule.DoNotSendWithin = doNotSendWithin;
if (type == ApptReminderType.PatientPortalInvite && clinicNum > 0)
{
clinicRule.SendOrder = "2"; //Email only
clinicRule.IsSendAll = false;
if (ClinicPrefs.Upsert(PrefName.PatientPortalInviteEnabled, clinicNum, "1")
| ClinicPrefs.Upsert(PrefName.PatientPortalInviteUseDefaults, clinicNum, "0"))
{
ClinicPrefs.RefreshCache();
}
}
clinicRule.IsAutoReplyEnabled = isAutoReplyEnabled;
ApptReminderRules.Insert(clinicRule);
return(clinicRule);
}
private void EmitExecutionReport(OrderRecord record, OrdStatus ordStatus, double lastPx, int lastQty, string text, CommType commType, double commission)
{
FreeQuant.FIX.ExecutionReport report = new FreeQuant.FIX.ExecutionReport();
report.TransactTime = Clock.Now;
report.ClOrdID = ((FIXNewOrderSingle) record.Order).ClOrdID;
report.OrigClOrdID = ((FIXNewOrderSingle) record.Order).ClOrdID;
report.OrderID = record.Order.OrderID;
report.Symbol = ((FIXNewOrderSingle) record.Order).Symbol;
report.SecurityType = ((FIXNewOrderSingle) record.Order).SecurityType;
report.SecurityExchange = ((FIXNewOrderSingle) record.Order).SecurityExchange;
report.Currency = ((FIXNewOrderSingle) record.Order).Currency;
report.CommType = commType;
report.Commission = commission;
report.Side = ((NewOrderSingle) record.Order).Side;
if (ordStatus == OrdStatus.Replaced)
{
report.OrdType = record.Order.ReplaceOrder.ContainsField(40) ? record.Order.ReplaceOrder.OrdType : ((NewOrderSingle) record.Order).OrdType;
report.TimeInForce = record.Order.ReplaceOrder.ContainsField(59) ? record.Order.ReplaceOrder.TimeInForce : ((NewOrderSingle) record.Order).TimeInForce;
report.OrderQty = record.Order.ReplaceOrder.ContainsField(38) ? record.Order.ReplaceOrder.OrderQty : ((FIXNewOrderSingle) record.Order).OrderQty;
report.Price = record.Order.ReplaceOrder.ContainsField(44) ? record.Order.ReplaceOrder.Price : ((FIXNewOrderSingle) record.Order).Price;
report.StopPx = record.Order.ReplaceOrder.ContainsField(99) ? record.Order.ReplaceOrder.StopPx : ((FIXNewOrderSingle) record.Order).StopPx;
record.LeavesQty = (int) report.OrderQty - record.CumQty;
}
else
{
report.OrdType = ((NewOrderSingle) record.Order).OrdType;
report.TimeInForce = ((NewOrderSingle) record.Order).TimeInForce;
report.OrderQty = ((FIXNewOrderSingle) record.Order).OrderQty;
report.Price = ((FIXNewOrderSingle) record.Order).Price;
report.StopPx = ((FIXNewOrderSingle) record.Order).StopPx;
}
report.LastPx = lastPx;
report.LastQty = (double) lastQty;
if (ordStatus == OrdStatus.Undefined)
{
record.AddFill(lastPx, lastQty);
ordStatus = record.LeavesQty <= 0 ? OrdStatus.Filled : OrdStatus.PartiallyFilled;
}
report.AvgPx = record.AvgPx;
report.CumQty = (double) record.CumQty;
report.LeavesQty = (double) record.LeavesQty;
report.ExecType = this.GetExecType(ordStatus);
report.OrdStatus = ordStatus;
report.Text = text;
this.EmitExecutionReport(report);
}
public ProgressEventArgs(CommType Type, int Progress, string Event)
{
this.Type = Type;
this.Progress = Progress;
this.Event = Event;
}
public void Add(DateTime datetime, Side side, double qty, string symbol, double price, double commission, CommType commType)
{
Instrument instrument = InstrumentManager.Instruments[symbol];
if (instrument == null)
throw new ArgumentException("ddd" + this.Name + symbol);
else
this.Add(new Transaction(datetime, side, qty, instrument, price, commission, commType));
}
public Transaction(DateTime dateTime, Side side, double qty, Instrument instrument, double price, double commission, CommType commType)
: this(dateTime, side, qty, instrument, price)
{
this.transactionCost.Commission = commission;
this.transactionCost.CommType = commType;
}
private void EmitExecutionReport(OrderRecord record, OrdStatus ordStatus, double lastPx, int lastQty, string text, CommType commType, double commission)
{
SmartQuant.FIX.ExecutionReport executionReport = new SmartQuant.FIX.ExecutionReport();
executionReport.TransactTime = Clock.Now;
executionReport.ClOrdID = record.Order.ClOrdID;
executionReport.OrigClOrdID = record.Order.ClOrdID;
executionReport.OrderID = record.Order.OrderID;
executionReport.Symbol = record.Order.Symbol;
executionReport.SecurityType = record.Order.SecurityType;
executionReport.SecurityExchange = record.Order.SecurityExchange;
executionReport.Currency = record.Order.Currency;
executionReport.CommType = commType;
executionReport.Commission = commission;
executionReport.Side = record.Order.Side;
if (ordStatus == OrdStatus.Replaced)
{
executionReport.OrdType = (record.Order.ReplaceOrder.ContainsField(40) ? record.Order.ReplaceOrder.OrdType : record.Order.OrdType);
executionReport.TimeInForce = (record.Order.ReplaceOrder.ContainsField(59) ? record.Order.ReplaceOrder.TimeInForce : record.Order.TimeInForce);
executionReport.OrderQty = (record.Order.ReplaceOrder.ContainsField(38) ? record.Order.ReplaceOrder.OrderQty : record.Order.OrderQty);
executionReport.Price = (record.Order.ReplaceOrder.ContainsField(44) ? record.Order.ReplaceOrder.Price : record.Order.Price);
executionReport.StopPx = (record.Order.ReplaceOrder.ContainsField(99) ? record.Order.ReplaceOrder.StopPx : record.Order.StopPx);
record.LeavesQty = (int)executionReport.OrderQty - record.CumQty;
}
else
{
executionReport.OrdType = record.Order.OrdType;
executionReport.TimeInForce = record.Order.TimeInForce;
executionReport.OrderQty = record.Order.OrderQty;
executionReport.Price = record.Order.Price;
executionReport.StopPx = record.Order.StopPx;
}
executionReport.LastPx = lastPx;
executionReport.LastQty = (double)lastQty;
if (ordStatus == OrdStatus.Undefined)
{
record.AddFill(lastPx, lastQty);
if (record.LeavesQty > 0)
{
ordStatus = OrdStatus.PartiallyFilled;
}
else
{
ordStatus = OrdStatus.Filled;
}
}
executionReport.AvgPx = record.AvgPx;
executionReport.CumQty = (double)record.CumQty;
executionReport.LeavesQty = (double)record.LeavesQty;
executionReport.ExecType = this.GetExecType(ordStatus);
executionReport.OrdStatus = ordStatus;
executionReport.Text = text;
this.EmitExecutionReport(executionReport);
}
public void EmitExecutionReport(SingleOrder order, double price, int quantity, CommType commType, double commission)
{
OrderRecord record = orderRecords[order];
EmitExecutionReport(record, OrdStatus.Undefined, price, quantity, "", commType, commission);
}
/// <summary>
/// Sets the type of the communication.
/// </summary>
/// <param name="type">The type.</param>
public void SetCommunicationType(CommType type)
{
this.commType = type;
switch (type)
{
case CommType.Udp:
this.CreateUdpChannel();
break;
case CommType.Web:
this.CreateWebConnection();
break;
default:
throw new ArgumentOutOfRangeException("type");
}
}
protected void EmitFilled(SingleOrder order, double price, int quantity, CommType commType, double commission)
{
EmitExecutionReport(order, price, quantity, commType, commission);
}
public void Add(DateTime datetime, Side side, double qty, Instrument instrument, double price, double commission, CommType commType)
{
this.Add(new Transaction(datetime, side, qty, instrument, price, commission, commType));
}
public void Set(CommType commType, double commission)
{
this.commType = commType;
this.commission = commission;
}
public CompletedEventArgs(CommType Type, bool Success, int LastIndex)
{
this.Type = Type;
this.Success = Success;
this.LastIndex = LastIndex;
}
public Command(CommType type, string text, string help)
{
Text = text;
Type = type;
Help = help;
}
private void EmitExecutionReport(OrderRecord record, OrdStatus ordStatus, double lastPx, int lastQty, string text, CommType commType, double commission)
{
SmartQuant.FIX.ExecutionReport executionReport = new SmartQuant.FIX.ExecutionReport();
executionReport.TransactTime = Clock.Now;
executionReport.ClOrdID = record.Order.ClOrdID;
executionReport.OrigClOrdID = record.Order.ClOrdID;
executionReport.OrderID = record.Order.OrderID;
executionReport.Symbol = record.Order.Symbol;
executionReport.SecurityType = record.Order.SecurityType;
executionReport.SecurityExchange = record.Order.SecurityExchange;
executionReport.Currency = record.Order.Currency;
executionReport.CommType = commType;
executionReport.Commission = commission;
executionReport.Side = record.Order.Side;
if (ordStatus == OrdStatus.Replaced)
{
executionReport.OrdType = (record.Order.ReplaceOrder.ContainsField(40) ? record.Order.ReplaceOrder.OrdType : record.Order.OrdType);
executionReport.TimeInForce = (record.Order.ReplaceOrder.ContainsField(59) ? record.Order.ReplaceOrder.TimeInForce : record.Order.TimeInForce);
executionReport.OrderQty = (record.Order.ReplaceOrder.ContainsField(38) ? record.Order.ReplaceOrder.OrderQty : record.Order.OrderQty);
executionReport.Price = (record.Order.ReplaceOrder.ContainsField(44) ? record.Order.ReplaceOrder.Price : record.Order.Price);
executionReport.StopPx = (record.Order.ReplaceOrder.ContainsField(99) ? record.Order.ReplaceOrder.StopPx : record.Order.StopPx);
record.LeavesQty = (int)executionReport.OrderQty - record.CumQty;
}
else
{
executionReport.OrdType = record.Order.OrdType;
executionReport.TimeInForce = record.Order.TimeInForce;
executionReport.OrderQty = record.Order.OrderQty;
executionReport.Price = record.Order.Price;
executionReport.StopPx = record.Order.StopPx;
}
executionReport.LastPx = lastPx;
executionReport.LastQty = (double)lastQty;
if (ordStatus == OrdStatus.Undefined)
{
record.AddFill(lastPx, lastQty);
if (record.LeavesQty > 0)
{
ordStatus = OrdStatus.PartiallyFilled;
}
else
{
ordStatus = OrdStatus.Filled;
}
}
executionReport.AvgPx = record.AvgPx;
executionReport.CumQty = (double)record.CumQty;
executionReport.LeavesQty = (double)record.LeavesQty;
executionReport.ExecType = this.GetExecType(ordStatus);
executionReport.OrdStatus = ordStatus;
executionReport.Text = text;
this.EmitExecutionReport(executionReport);
}
