/// <summary>
/// Send the trade to OMS
/// </summary>
/// <param name="setup">Setup</param>
/// <param name="trade">Trade to send</param>
/// <param name="command">How to process the trade</param>
public void SendTrade(Setup setup, Trade trade, int command)
{
if (setup.How2Trade * command == 0)
{
return;
}
var side = command > 0
? trade.Type > 0 ? NewOrderRequest.BUY : NewOrderRequest.SELL
: trade.Type > 0 ? NewOrderRequest.SELL : NewOrderRequest.BUY;
var market = securities.Find(s => s.symbol == trade.Symbol).market;
var price = command == -2 ? trade.StopGain : setup.How2Trade == 6 ? 0
: trade.ExitValue + setup.Slippage * trade.Type;
switch (command)
{
case 6:
{
var cmd = new NewOrderRequest(trade.Symbol, side, trade.Qnty.ToString(), price.ToString(), market, esign);
NotifyOMS(cmd.ToString());
//this.send(cmd.Serialize());
break;
}
case 1:
{
var cmd = new NewStopOrderRequest(trade.Symbol, side, trade.Qnty.ToString(), price.ToString(), price.ToString(), market, esign);
NotifyOMS(cmd.ToString());
//this.send(cmd.Serialize());
break;
}
}
///
}
public void OnMessage(object obj)
{
if (!(obj is ISpecificRecord))
{
return;
}
ISpecificRecord avroObj = (ISpecificRecord)obj;
ObjectType type = (ObjectType)avroObj.Get(0);
switch (type)
{
case ObjectType.AmendOrderRequest:
{
AmendOrderRequest req = (AmendOrderRequest)avroObj;
logger.Info("Get AmendOrderRequest: " + req.ToString());
IDownStreamAdaptor adaptor = _manager.downStreamManager.getAdaptorById(req.exchangeAccount);
processAmendOrder(adaptor, req);
break;
}
case ObjectType.CancelOrderRequest:
{
CancelOrderRequest req = (CancelOrderRequest)avroObj;
logger.Info("Get CancelOrderRequest: " + req.ToString());
IDownStreamAdaptor adaptor = _manager.downStreamManager.getAdaptorById(req.exchangeAccount);
processCancelOrder(adaptor, req);
break;
}
case ObjectType.NewOrderRequest:
{
NewOrderRequest req = (NewOrderRequest)avroObj;
logger.Info("Get NewOrderRequest: " + req.ToString());
IDownStreamAdaptor adaptor = _manager.downStreamManager.getAdaptorById(req.exchangeAccount);
processNewOrder(adaptor, req);
break;
}
case ObjectType.SubscribeQuote:
{
SubscribeQuote req = (SubscribeQuote)avroObj;
break;
}
case ObjectType.UnsubscribeQuote:
{
break;
}
default:
{
//Log Error
logger.Error("Undefined ObjectType: " + type);
return;
}
}
}