/// <summary>
/// FIX loop back order
/// </summary>
/// <param name="msg"></param>
public void submitOrder(KaiTrade.Interfaces.IMessage myMsg)
{
KaiTrade.Interfaces.ISubmitRequest nos = null;
try
{
nos = JsonConvert.DeserializeObject<K2DataObjects.SubmitRequest>(myMsg.Data);
log.Error("SUBTEST:" + myMsg.Data);
long quantity = nos.OrderQty;
decimal myOrdPrice = nos.Price.Value;
// Get the we want to order
string myMnemonic = nos.Mnemonic;
if (nos.SecurityID != null)
{
if (nos.SecurityID.Length > 0)
{
// is this new market processing?
if (m_Markets.ContainsKey(nos.SecurityID))
{
m_Markets[nos.SecurityID].submitOrder(myMsg);
return;
}
}
}
SimulatorProduct myProd = getProduct( myMnemonic);
if (myProd == null)
{
// we dont simulate this so reject it
string myError = "Product not available";
Exception myE = new Exception(myError);
throw myE;
}
// simulate rejecting certail accounts
if (nos.Account.Length>0)
{
if (nos.Account == "TestBadAccount")
{
// we dont simulate this so reject it
string myError = "Account not valid:" + nos.Account;
Exception myE = new Exception(myError);
throw myE;
}
}
// put this into the internal book
// send order in book exec report
KaiTrade.Interfaces.IFill fill = new K2DataObjects.Fill();
fill.OrderStatus = KaiTrade.Interfaces.OrderStatus.NEW;
fill.ExecType = KaiTrade.Interfaces.ExecType.ORDER_STATUS;
fill.OrderID = DriverBase.Identities.Instance.getNextOrderID();
//sendExecReport(string orderID, string status, string execType, double lastQty, int leavesQty,int cumQty, double lastPx, double avePx, string text, string ordRejReason)
if (myProd.IsAutoFill)
{
DriverBase.OrderContext myContext = new DriverBase.OrderContext();
//myContext.QFOrder = myOrder;
myContext.ClOrdID = nos.ClOrdID;
myContext.OrderID = fill.OrderID;
myContext.OrderQty =(int) quantity;
//myContext.LeavesQty = quantity;
myContext.CumQty = 0;
// record the order in the context maps
RecordOrderContext(myContext.ClOrdID, myContext);
//m_OrderContextClOrdID.Add(myContext.ClOrdID, myContext);
m_OrderContextOrdID.Add(myContext.OrderID, myContext);
sendExecReport(myContext, fill.OrderID, fill.OrderStatus, fill.ExecType, 0.0, (int)quantity, 0, (double)myOrdPrice, (double)myOrdPrice, "", "");
if ((nos.OrdType == KaiTrade.Interfaces.OrderType.STOP) || (nos.OrdType == KaiTrade.Interfaces.OrderType.STOPLIMIT))
{
// Just do the default
}
else
{
// is this for auto fill over time?
if (nos.Mnemonic == "HPQ")
{
myContext.FillPattern = DriverBase.fillPattern.gradual;
myContext.UpdatePeriod = 1;
m_FillList.Add(myContext);
}
// is this for auto fill over time?
if (nos.Mnemonic == "VOD")
{
myContext.FillPattern = DriverBase.fillPattern.fixedAmount;
int fillAmount =(int) ( (double)quantity * 0.5);
if (fillAmount > 0)
{
myContext.TargetFillAmount = fillAmount;
}
else
{
myContext.TargetFillAmount = 1;
}
myContext.UpdatePeriod = 12;
myContext.TimerCount = 1;
m_FillList.Add(myContext);
}
}
}
else
{
// put this into the internal book
// send order in book exec report
if (myOrdPrice == (decimal)0.0)
{
myOrdPrice = (decimal) this.getTradePx(myMnemonic);
}
// do nothing for now just let is stay working
DriverBase.OrderContext myContext = new DriverBase.OrderContext();
//myContext.QFOrder = myOrder;
myContext.ClOrdID = nos.ClOrdID;
myContext.OrderID = fill.OrderID;
myContext.OrderQty = (int)nos.OrderQty;
//myContext.LeavesQty = quantity;
myContext.CumQty = 0;
// record the order in the context maps
RecordOrderContext(myContext.ClOrdID, myContext);
//m_OrderContextClOrdID.Add(myContext.ClOrdID, myContext);
m_OrderContextOrdID.Add(myContext.OrderID, myContext);
sendExecReport(myContext, fill.OrderID, fill.OrderStatus, fill.ExecType, 0.0, (int)nos.OrderQty, 0, 0.0, 0.0,"","");
// do some simple STOP processing
if ((nos.OrdType == KaiTrade.Interfaces.OrderType.STOP) || (nos.OrdType == KaiTrade.Interfaces.OrderType.STOPLIMIT))
{
}
else
{
// is this for auto fill over time?
if (nos.Mnemonic == "MRK")
{
// partial fill
int lastQty = 1;
int leavesQty = 0;
if (quantity > 1)
{
lastQty = (int)(quantity / 2);
leavesQty = (int)quantity - lastQty;
quantity = (int)(quantity / 2);
}
fill.OrderStatus = KaiTrade.Interfaces.OrderStatus.PARTIALLY_FILLED;
fill.ExecType = KaiTrade.Interfaces.ExecType.PARTIAL_FILL;
sendExecReport(myContext, fill.OrderID, fill.OrderStatus, fill.ExecType, (double)lastQty, leavesQty, lastQty, (double)myOrdPrice, (double)myOrdPrice,"", "");
myContext.OrderQty = (int)nos.OrderQty;
// myContext.LeavesQty = quantity;
myContext.CumQty = 0;
// record the order in the context maps
RecordOrderContext(myContext.ClOrdID, myContext);
//m_OrderContextClOrdID.Add(myContext.ClOrdID, myContext);
m_OrderContextOrdID.Add(myContext.OrderID, myContext);
}
else if (nos.Mnemonic == "ZSELL")
{
int lastQty = 1;
int leavesQty = 0;
if (!m_ZSELLTrigger)
{
m_ZSELLTrigger = true;
// partial fill
if (quantity > 1)
{
lastQty = (int)(quantity / 2);
leavesQty = (int)quantity - lastQty;
quantity = (int)(quantity / 2);
}
fill.OrderStatus = KaiTrade.Interfaces.OrderStatus.PARTIALLY_FILLED;
fill.ExecType = KaiTrade.Interfaces.ExecType.PARTIAL_FILL;
}
else
{
m_ZSELLTrigger = false;
lastQty = (int)(quantity);
leavesQty = 0;
fill.OrderStatus = KaiTrade.Interfaces.OrderStatus.PARTIALLY_FILLED;
fill.ExecType = KaiTrade.Interfaces.ExecType.PARTIAL_FILL;
}
sendExecReport(myContext, fill.OrderID, fill.OrderStatus, fill.ExecType, (double)lastQty, leavesQty, lastQty, (double)myOrdPrice, (double)myOrdPrice, "", "");
myContext.OrderQty = (int)quantity;
//myContext.LeavesQty = quantity;
myContext.CumQty = 0;
// record the order in the context maps
RecordOrderContext(myContext.ClOrdID, myContext);
//m_OrderContextClOrdID.Add(myContext.ClOrdID, myContext);
m_OrderContextOrdID.Add(myContext.OrderID, myContext);
}
else if ((nos.Mnemonic == "ZBUY") && (nos.Side == KaiTrade.Interfaces.Side.SELL))
{
int lastQty = 1;
int leavesQty = 0;
if (!m_ZBUYTrigger)
{
m_ZBUYTrigger = true;
// partial fill
if (quantity > 1)
{
lastQty = (int)(quantity / 2);
leavesQty = (int)quantity - lastQty;
quantity = (int)(quantity / 2);
}
fill.OrderStatus = KaiTrade.Interfaces.OrderStatus.PARTIALLY_FILLED;
fill.ExecType = KaiTrade.Interfaces.ExecType.PARTIAL_FILL;
}
else
{
m_ZBUYTrigger = false;
lastQty = (int)(quantity);
leavesQty = 0;
fill.OrderStatus = KaiTrade.Interfaces.OrderStatus.FILLED;
fill.ExecType = KaiTrade.Interfaces.ExecType.FILL;
}
sendExecReport(myContext, fill.OrderID, fill.OrderStatus, fill.ExecType, (double)lastQty, leavesQty, lastQty, (double)myOrdPrice, (double)myOrdPrice, "", "");
myContext.OrderQty = (int) quantity;
//myContext.LeavesQty = quantity;
myContext.CumQty = 0;
// record the order in the context maps
RecordOrderContext(myContext.ClOrdID, myContext);
//m_OrderContextClOrdID.Add(myContext.ClOrdID, myContext);
m_OrderContextOrdID.Add(myContext.OrderID, myContext);
}
else
{
// fully fill
fill.OrderStatus = KaiTrade.Interfaces.OrderStatus.FILLED;
fill.ExecType = KaiTrade.Interfaces.ExecType.FILL;
sendExecReport(myContext, fill.OrderID, fill.OrderStatus, fill.ExecType, (double)quantity, 0, (int)quantity, (double)myOrdPrice, (double)myOrdPrice, "", "");
}
}
}
}
catch (Exception myE)
{
log.Error("submitOrder", myE);
// To provide the end user with more information
// send an advisory message, again this is optional
// and depends on the adpater
SendAdvisoryMessage("KTA Simulator:submitOrder: problem submitting order:" + myE.ToString());
if (nos != null)
{
sendExecReport(nos, KaiTrade.Interfaces.OrderStatus.REJECTED, KaiTrade.Interfaces.ExecType.REJECTED, myE.ToString(), "OTHER");
}
}
}
/// <summary>
/// FIX loop back order
/// </summary>
/// <param name="msg"></param>
public void submitOrder(KaiTrade.Interfaces.IMessage myMsg)
{
KaiTrade.Interfaces.ISubmitRequest nos = null;
try
{
m_Parent.Log.Error("SUBTEST:" + myMsg.Data);
nos = JsonConvert.DeserializeObject<K2DataObjects.SubmitRequest>(myMsg.Data);
int quantity = (int)nos.OrderQty;
decimal myOrdPrice = 99;
if (nos.Price.HasValue)
{
myOrdPrice = nos.Price.Value;
}
KaiTrade.Interfaces.IFill fill = new K2DataObjects.Fill();
fill.OrderStatus = KaiTrade.Interfaces.OrderStatus.NEW;
fill.ExecType = KaiTrade.Interfaces.ExecType.ORDER_STATUS;
fill.OrderID = DriverBase.Identities.Instance.getNextOrderID();
DriverBase.OrderContext myContext = new DriverBase.OrderContext();
//myContext.QFOrder = myOrder;
myContext.ClOrdID = nos.ClOrdID;
myContext.OrderID = fill.OrderID;
myContext.OrderQty = quantity;
//myContext.LeavesQty = quantity;
myContext.CumQty = 0;
myContext.Price = myOrdPrice;
myContext.Side = nos.Side;
myContext.OrderType = nos.OrdType;
// record the order in the context maps
m_OrderContextClOrdID.Add(myContext.ClOrdID, myContext);
m_OrderContextOrdID.Add(myContext.OrderID, myContext);
myContext.OrdStatus = fill.OrderStatus;
m_Parent.sendExecReport(myContext, fill.OrderID, fill.OrderStatus, fill.ExecType, 0.0, (int)nos.OrderQty, 0, 0.0, 0.0, "", "");
}
catch (Exception myE)
{
m_Parent.log.Error("submitOrder", myE);
// To provide the end user with more information
// send an advisory message, again this is optional
// and depends on the adpater
m_Parent.SendAdvisoryMessage("KTA Simulator:submitOrder: problem submitting order:" + myE.ToString());
if (nos != null)
{
m_Parent.sendExecReport(nos, KaiTrade.Interfaces.OrderStatus.REJECTED, KaiTrade.Interfaces.ExecType.REJECTED, myE.ToString(), "OTHER");
}
}
}
