private byte[] rejectmodifyfunction(MS_OM_REQUEST_TR obj) { var obj1 = new MS_OE_REQUEST() { header_obj = { TransactionCode =IPAddress.HostToNetworkOrder(Convert.ToInt16(2042)), ErrorCode = 0, LogTime = 1, MessageLength = 1024, }, OrderNumber = 1100100258 + count, contract_obj = { InstrumentName = obj.Contr_dec_tr_Obj.InstrumentName, Symbol = obj.Contr_dec_tr_Obj.Symbol, ExpiryDate = obj.Contr_dec_tr_Obj.ExpiryDate, StrikePrice = obj.Contr_dec_tr_Obj.StrikePrice, OptionType = obj.Contr_dec_tr_Obj.OptionType }, AccountNumber = obj.AccountNumber, Buy_SellIndicator = obj.Buy_SellIndicator, DisclosedVolume = obj.DisclosedVolume, Volume = obj.Volume, Price = obj.Price, Open_Close = obj.Open_Close, TraderId = obj.TraderId, BrokerId = Encoding.ASCII.GetBytes(obj.TraderId.ToString()) }; return DataPacket.RawSerialize(obj1); }
public byte[] tradeconferm_Mod(MS_OM_REQUEST_TR obj)//,int qty,int rem) { var obj1 = new MS_TRADE_CONFIRM_TR() { TransactionCode = IPAddress.NetworkToHostOrder((short)(20222)), ResponseOrderNumber = obj.OrderNumber, Contr_dec_tr_Obj = { InstrumentName = obj.Contr_dec_tr_Obj.InstrumentName, Symbol = obj.Contr_dec_tr_Obj.Symbol, ExpiryDate = obj.Contr_dec_tr_Obj.ExpiryDate, StrikePrice = obj.Contr_dec_tr_Obj.StrikePrice, OptionType = obj.Contr_dec_tr_Obj.OptionType, }, AccountNumber = obj.AccountNumber, Buy_SellIndicator = obj.Buy_SellIndicator, DisclosedVolume = obj.DisclosedVolume, FillQuantity =obj.Volume, Price =obj.Price, OpenClose = obj.Open_Close, TraderId = obj.TraderId, BrokerId = obj.BrokerId, Token = obj.TokenNo, VolumeFilledToday = obj.VolumeFilledToday, RemainingVolume =obj.TotalVolumeRemaining, FillNumber = IPAddress.NetworkToHostOrder(FillNumber), FillPrice=obj.Price, }; FillNumber += 1; //Console.WriteLine ("FillQuantity1 "+IPAddress.HostToNetworkOrder(obj.Volume)); Console.WriteLine ("Buy_SellIndicator 20222 = "+IPAddress.HostToNetworkOrder(obj.Buy_SellIndicator)+" price :"+IPAddress.HostToNetworkOrder(obj1.FillPrice)); // sendbuffer (Logic.Instance.GetPF (tradeconferm_manual2(obj))); //obj1.FillQuantity = IPAddress.HostToNetworkOrder (25); return DataPacket.RawSerialize(obj1); }
private byte[] modifyfunction(MS_OM_REQUEST_TR obj) { var obj1 = new MS_OE_RESPONSE_TR() { TokenNo = obj.TokenNo, nnffield = obj.nnffield, TransactionCode = IPAddress.NetworkToHostOrder((short)(20074)), OrderNumber = obj.OrderNumber, Contr_dec_tr_Obj = { InstrumentName = obj.Contr_dec_tr_Obj.InstrumentName, Symbol = obj.Contr_dec_tr_Obj.Symbol, ExpiryDate = obj.Contr_dec_tr_Obj.ExpiryDate, StrikePrice = obj.Contr_dec_tr_Obj.StrikePrice, OptionType = obj.Contr_dec_tr_Obj.OptionType }, AccountNumber = obj.AccountNumber, Buy_SellIndicator = obj.Buy_SellIndicator, DisclosedVolume = obj.DisclosedVolume, Volume = obj.Volume, Price = obj.Price, Open_Close = obj.Open_Close, TraderId = obj.TraderId, BrokerId = Encoding.ASCII.GetBytes(obj.TraderId.ToString()), }; concurrent.TryUpdate((long)1100100258 + count, obj1, obj1); Console.WriteLine ("20040 Volume"+IPAddress.HostToNetworkOrder(obj1.Volume)); return DataPacket.RawSerialize(obj1); }
public byte[] tradeconferm(MS_OM_REQUEST_TR obj) { var obj1 = new MS_TRADE_CONFIRM_TR() { TransactionCode = IPAddress.NetworkToHostOrder((short)(20222)), ResponseOrderNumber = obj.OrderNumber, Contr_dec_tr_Obj = { InstrumentName = obj.Contr_dec_tr_Obj.InstrumentName, Symbol = obj.Contr_dec_tr_Obj.Symbol, ExpiryDate = obj.Contr_dec_tr_Obj.ExpiryDate, StrikePrice = obj.Contr_dec_tr_Obj.StrikePrice, OptionType = obj.Contr_dec_tr_Obj.OptionType, }, AccountNumber = obj.AccountNumber, Buy_SellIndicator = obj.Buy_SellIndicator, DisclosedVolume = obj.DisclosedVolume, FillQuantity = obj.Volume, Price = obj.Price, OpenClose = obj.Open_Close, TraderId = obj.TraderId, BrokerId = obj.BrokerId, Token = obj.TokenNo, VolumeFilledToday = obj.VolumeFilledToday, RemainingVolume = obj.TotalVolumeRemaining }; Console.WriteLine ("FillQuantity1 "+IPAddress.HostToNetworkOrder(obj.Volume)); Console.WriteLine ("FillQuantity2 "+obj.Volume); return DataPacket.RawSerialize(obj1); }
public byte[] logicclass(MS_OM_REQUEST_TR obj_1ms) { return tradeconferm(obj_1ms); if (_concurrentDataDictionary.TryGetValue(IPAddress.HostToNetworkOrder(obj_1ms.TokenNo), out _TempFP) == true) { if (IPAddress.HostToNetworkOrder(obj_1ms.Buy_SellIndicator) == 1) { if (IPAddress.HostToNetworkOrder(obj_1ms.Price) <= _concurrentDataDictionary[IPAddress.HostToNetworkOrder(obj_1ms.TokenNo)].MAXBID) { MS_OE_RESPONSE_TR obj_21 = new MS_OE_RESPONSE_TR { TransactionCode = IPAddress.NetworkToHostOrder((short)20073), ReasonCode = IPAddress.NetworkToHostOrder((short)0), BookType = IPAddress.NetworkToHostOrder((short)1), GoodTillDate = IPAddress.NetworkToHostOrder(0), st_ord_flg_obj = new ST_ORDER_FLAGS { STOrderFlagIn = GetBitsToByteValue(0, 0, 0, 1, 0, 0, 0, 0), STOrderFlagOut = GetBitsToByteValue(0, 0, 0, 0, 0, 0, 0, 0), }, obj_add_order_flg = new ADDITIONAL_ORDER_FLAGS { Reserved1 = 2 }, TokenNo = obj_1ms.TokenNo, Contr_dec_tr_Obj = { InstrumentName = obj_1ms.Contr_dec_tr_Obj.InstrumentName, Symbol = obj_1ms.Contr_dec_tr_Obj.Symbol, ExpiryDate = obj_1ms.Contr_dec_tr_Obj.ExpiryDate, StrikePrice = obj_1ms.Contr_dec_tr_Obj.StrikePrice, OptionType = obj_1ms.Contr_dec_tr_Obj.OptionType }, AccountNumber = obj_1ms.AccountNumber, Buy_SellIndicator = obj_1ms.Buy_SellIndicator, DisclosedVolume = obj_1ms.DisclosedVolume, Volume = obj_1ms.Volume, Price = obj_1ms.Price, Open_Close = obj_1ms.Open_Close, UserId = obj_1ms.UserId, //IPAddress.NetworkToHostOrder(30072), BranchId = IPAddress.NetworkToHostOrder((short)4), TraderId = IPAddress.NetworkToHostOrder(30072), BrokerId = Encoding.ASCII.GetBytes("12468"), Settlor = Encoding.ASCII.GetBytes("".ToUpper().PadRight(12)), Pro_ClientIndicator = IPAddress.NetworkToHostOrder((short)2), nnffield = obj_1ms.nnffield, }; obj_1ms.Pro_ClientIndicator = IPAddress.NetworkToHostOrder((short)2); _concortdict[IPAddress.NetworkToHostOrder(obj_1ms.TokenNo)][IPAddress.NetworkToHostOrder(obj_1ms.Buy_SellIndicator)].AddOrUpdate(IPAddress.NetworkToHostOrder((long)obj_1ms.OrderNumber), obj_21, (k, d) => obj_21); return modifyfunction(obj_1ms); } else if (IPAddress.HostToNetworkOrder(obj_1ms.Price) > _concurrentDataDictionary[IPAddress.HostToNetworkOrder(obj_1ms.TokenNo)].MAXBID) { MS_OE_RESPONSE_TR orresponce = new MS_OE_RESPONSE_TR(); _concortdict[IPAddress.NetworkToHostOrder(obj_1ms.TokenNo)][IPAddress.NetworkToHostOrder(obj_1ms.Buy_SellIndicator)].TryRemove(IPAddress.NetworkToHostOrder((long)obj_1ms.OrderNumber), out orresponce); return tradeconferm(obj_1ms); } } else if (IPAddress.HostToNetworkOrder(obj_1ms.Buy_SellIndicator) == 2) { if (IPAddress.HostToNetworkOrder(obj_1ms.Price) >= _concurrentDataDictionary[IPAddress.HostToNetworkOrder(obj_1ms.TokenNo)].MINASK) { return modifyfunction(obj_1ms); } else if (IPAddress.HostToNetworkOrder(obj_1ms.Price) < _concurrentDataDictionary[IPAddress.HostToNetworkOrder(obj_1ms.TokenNo)].MINASK) { return tradeconferm(obj_1ms); } } } byte[] buff = { }; return buff; }
private byte[] cancelfunction(MS_OM_REQUEST_TR obj) { var obj1 = new MS_OE_RESPONSE_TR() { TransactionCode = IPAddress.NetworkToHostOrder((short)(20075)), OrderNumber = obj.OrderNumber, Contr_dec_tr_Obj = { InstrumentName = obj.Contr_dec_tr_Obj.InstrumentName, Symbol = obj.Contr_dec_tr_Obj.Symbol, ExpiryDate = obj.Contr_dec_tr_Obj.ExpiryDate, StrikePrice = obj.Contr_dec_tr_Obj.StrikePrice, OptionType = obj.Contr_dec_tr_Obj.OptionType }, AccountNumber = obj.AccountNumber, Buy_SellIndicator = obj.Buy_SellIndicator, DisclosedVolume = obj.DisclosedVolume, Volume = obj.Volume, Price = obj.Price, Open_Close = obj.Open_Close, TraderId = obj.TraderId, BrokerId = obj.BrokerId, nnffield = obj.nnffield, TokenNo = obj.TokenNo }; MS_OE_RESPONSE_TR b = new MS_OE_RESPONSE_TR(); concurrent.TryRemove((long)DoubleEndianChange(obj.OrderNumber), out b); return DataPacket.RawSerialize(obj1); }