public void Visit(ModifyOrderTransaction transaction)
{
var symbol = adapter.ResolveSymbolAsync(transaction.Instrument).Result;
if (symbol == null)
{
Logger.Error().Print($"Unable to resolve symbol for {transaction.Instrument}");
return;
}
var newTransactionId = IncTransId();
var qlTrans = new QLTransaction
{
ACTION = ACTION.MOVE_ORDERS,
ACCOUNT = transaction.Account,
CLIENT_CODE = transaction.Account + @"//" + transaction.Comment,
COMMENT = transaction.Comment,
SECCODE = symbol,
CLASSCODE = symbol.Length >= 5 ? "SPBOPT" : "SPBFUT",
EXECUTION_CONDITION = EXECUTION_CONDITION.PUT_IN_QUEUE,
TRANS_ID = newTransactionId.ToString(),
TYPE = TYPE.L,
FIRST_ORDER_NUMBER = transaction.OrderExchangeId,
FIRST_ORDER_NEW_QUANTITY = transaction.Quantity.ToString(),
FIRST_ORDER_NEW_PRICE = transaction.Price.ToString(),
// TODO Тут похоже нужно проставлять ещё поле комментарий, нужно отследить по
// таблице заявок квика, что становится с комментов заявки после modify
};
Logger.Debug().PrintFormat("Visit: {0}", qlTrans);
adapter.SendMessage(qlTrans);
container.PutTransaction(newTransactionId, transaction);
}
/// <summary>
/// Получить транзакцию на изменение заявки по номеру заявки
/// </summary>
/// <param name="orderId"></param>
/// <returns></returns>
public ModifyOrderTransaction GetModifyOrderTransactionByOrderId(long orderId)
{
ModifyOrderTransaction rValue = null;
using (locker.ReadLock())
{
mapOrderIdOnModifyOrderTransaction.TryGetValue(orderId, out rValue);
}
return(rValue);
}
/// <summary>
/// Сохранить транзакцию на изменение заявки по её идентификатору
/// </summary>
/// <param name="id"></param>
/// <param name="modifyOrderTransaction"></param>
public void PutTransaction(long id, ModifyOrderTransaction modifyOrderTransaction)
{
using (locker.WriteLock())
{
currentSeccionTransactionIds.Add(id);
mapQuikTransIdOnModifyOrderTransaction.Add(id, modifyOrderTransaction);
long orderExchangeId = long.MinValue;
if (long.TryParse(modifyOrderTransaction.OrderExchangeId, out orderExchangeId))
{
mapQuikTransIdOnOrderExchangeId[id] = orderExchangeId;
mapOrderIdOnModifyOrderTransaction[orderExchangeId] = modifyOrderTransaction;
}
else
{
log.Error().Print(
$"Can't save modify transaction. Unable to parse {LogFieldNames.ExchangeOrderId} from {modifyOrderTransaction.OrderExchangeId}"
);
}
}
}
/// <summary>
/// Обработать транзакцию <see cref="ModifyOrderTransaction"/>
/// </summary>
/// <param name="transaction">
/// Транзакция для обработки
/// </param>
void ITransactionVisitor.Visit(ModifyOrderTransaction transaction)
{
if (!_orders.GetOrderParams(transaction.OrderExchangeId, out var _, out var symbol, out var _, out var side))
{
SendMessage(TransactionReply.Rejected(transaction, $"Unknown order: {transaction.OrderExchangeId}"));
return;
}
var msg = new OrderCancelReplaceRequest();
msg.OrderID = new OrderID(transaction.OrderExchangeId);
msg.Price = new Price(transaction.Price);
msg.OrderQty = new OrderQty(transaction.Quantity);
msg.Symbol = new Symbol(symbol);
msg.TransactTime = new TransactTime(DateTime.UtcNow);
msg.Side = new Side(side);
var clOrderId = _modifyOrderTransactions.Add(transaction);
msg.ClOrdID = new ClOrdID(clOrderId);
SendFixMessage(msg);
}
/// <summary>
/// Обработать транзакцию <see cref="ModifyOrderTransaction"/>
/// </summary>
/// <param name="transaction">
/// Транзакция для обработки
/// </param>
void ITransactionVisitor.Visit(ModifyOrderTransaction transaction)
{
TransactionIsNotSupported(transaction);
}
public void Visit(ModifyOrderTransaction transaction)
{
OnMessageReceived(TransactionReply.Rejected(transaction, "NotSupported"));
}
/// <summary>
/// Модификация заявки
/// </summary>
private async void SendTransactionInternal(ModifyOrderTransaction transaction)
{
using (LogManager.Scope())
{
try
{
// Получаем счет для транзакции
int accountId;
var hasAccountId = true;
using (accountsLock.ReadLock())
{
if (!accountIdsByCode.TryGetValue(transaction.Account, out accountId))
{
hasAccountId = false;
}
}
if (!hasAccountId)
{
OnMessageReceived(TransactionReply.Rejected(
transaction,
$"Account \"{transaction.Account}\" is unknown"));
return;
}
// Получаем инструмент для транзации
uint contractId;
try
{
contractId = await instrumentResolver.GetContractIdAsync(transaction.Instrument);
if (contractId == uint.MaxValue)
{
return;
}
}
catch (OperationCanceledException)
{
OnMessageReceived(TransactionReply.Rejected(
transaction,
$"Instrument \"{transaction.Instrument.Code}\" is unknown"));
return;
}
// Формируем запрос
OrderRequest msg;
using (ordersLock.Lock())
{
OrderStatus orderStatus;
using (ordersLock.Lock())
{
orderStatusByChainOrderId.TryGetValue(transaction.OrderExchangeId, out orderStatus);
}
if (orderStatus == null)
{
OnMessageReceived(TransactionReply.Rejected(
transaction,
$"Order \"{transaction.OrderExchangeId}\" doesn't exist or is not active"));
return;
}
// Пребразовываем цену
var price =
transaction.Price != null
? instrumentResolver.ConvertPrice(contractId, transaction.Price)
: orderStatus.order.limit_price;
if (price == null)
{
OnMessageReceived(TransactionReply.Rejected(transaction, "Unable to convert price"));
return;
}
msg = new OrderRequest
{
modify_order = new ModifyOrder
{
order_id = orderStatus.order_id,
cl_order_id = transaction.TransactionId.ToString("N"),
orig_cl_order_id = orderStatus.order.cl_order_id,
account_id = accountId,
limit_price = price.Value,
qty = transaction.Quantity,
when_utc_time = adapter.ResolveDateTime(DateTime.UtcNow)
},
request_id = adapter.GetNextRequestId()
};
}
// Запоминаем транзакцию
StoreTransaction(msg.request_id, transaction);
// Отправляем заявку
Logger.Debug().PrintFormat("Sending {0}", transaction);
adapter.SendMessage(msg);
}
catch (Exception e)
{
Logger.Error().Print(e, $"Failed to send {transaction}");
OnMessageReceived(TransactionReply.Rejected(transaction, "Unable to send order"));
}
}
}
void ITransactionVisitor.Visit(ModifyOrderTransaction transaction)
{
router.SendTransactionInternal(transaction);
}
