/// <summary>
/// Hooks New Order and Order Rejection events from Order Execution Provider
/// </summary>
/// <param name="marketOrderProvider">TradeHub Market Order Provider object</param>
private void RegisterMarketOrderEvents(IMarketOrderProvider marketOrderProvider)
{
// Unhook to avoid multiple registrations
UnregisterMarketOrderEvents(marketOrderProvider);
marketOrderProvider.NewArrived += OnNewArrived;
marketOrderProvider.ExecutionArrived += OnExecutionArrived;
marketOrderProvider.OrderRejectionArrived += OnOrderRejectionArrived;
}
/// <summary>
/// Handles New Market Order Request messages from Applications
/// </summary>
/// <param name="marketOrder">TradeHub Market Order</param>
/// <param name="appId">Unique Application ID</param>
public void MarketOrderRequestReceived(MarketOrder marketOrder, string appId)
{
try
{
if (Logger.IsDebugEnabled)
{
Logger.Debug(
"New Market Order request received from: " + appId + marketOrder.OrderID + " for: " +
marketOrder.OrderExecutionProvider, _type.FullName, "MarketOrderRequestReceived");
}
IOrderExecutionProvider orderExecutionProvider;
if (_providersMap.TryGetValue(marketOrder.OrderExecutionProvider, out orderExecutionProvider))
{
IMarketOrderProvider marketOrderProvider = orderExecutionProvider as IMarketOrderProvider;
if (marketOrderProvider != null)
{
// Modify Order ID by appending Application ID in the front
marketOrder.OrderID = appId + "|" + marketOrder.OrderID;
// Register Market Order Events
RegisterMarketOrderEvents(marketOrderProvider);
// Send Market Order to Execution Provider
marketOrderProvider.SendMarketOrder(marketOrder);
}
else
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Requested provider doesn't support Market Orders", _type.FullName, "MarketOrderRequestReceived");
}
}
}
else
{
if (Logger.IsInfoEnabled)
{
Logger.Info(
"Order Execution Provider module not available for: " + marketOrder.OrderExecutionProvider,
_type.FullName, "MarketOrderRequestReceived");
}
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "MarketOrderRequestReceived");
}
}
/// <summary>
/// Unhooks New Order and Order Rejection events from Order Execution Provider
/// </summary>
/// <param name="marketOrderProvider">TradeHub Market Order Provider object</param>
private void UnregisterMarketOrderEvents(IMarketOrderProvider marketOrderProvider)
{
marketOrderProvider.NewArrived -= OnNewArrived;
marketOrderProvider.ExecutionArrived -= OnExecutionArrived;
marketOrderProvider.OrderRejectionArrived -= OnOrderRejectionArrived;
}
