protected override void HandleUnexpectedLogout(MessageFIXT1_1 message)
{
bool handled = false;
var message42 = (MessageFIX4_2)message;
if (message42.Text != null)
{
// If our sequences numbers don't match, Lime sends a logout with a message
// telling us what we should be at. So if we can, we just use that when we reconnect.
if (message42.Text.StartsWith("MsgSeqNum too low"))
{
var match = Regex.Match(message42.Text, "expecting (\\d+)");
int newSequenceNumber = 0;
if (match.Success && int.TryParse(match.Groups[1].Value, out newSequenceNumber) && newSequenceNumber >= OrderStore.LocalSequence)
{
log.Error(message42.Text);
OrderStore.SetSequences(OrderStore.RemoteSequence, newSequenceNumber);
Socket.Dispose();
handled = true;
RetryStart = 2;
ignoreRetryDelay = true;
}
}
else
{
base.HandleUnexpectedLogout(message);
throw new LimeException(string.Format("Lime logged out with error '{0}'", message42.Text));
}
}
if (!handled)
{
base.HandleUnexpectedLogout(message);
}
}
protected override void TryEndRecovery()
{
if (debug)
{
log.Debug("TryEndRecovery Status " + ConnectionStatus +
", Session Status Online " + isOrderServerOnline +
", Resend Complete " + IsResendComplete);
}
switch (ConnectionStatus)
{
case Status.Recovered:
case Status.PendingLogOut:
case Status.PendingLogin:
case Status.PendingServerResend:
case Status.Disconnected:
return;
case Status.PendingRecovery:
if (IsResendComplete && isOrderServerOnline)
{
OrderStore.RequestSnapshot();
EndRecovery();
//RequestPositions();
//RequestSessionUpdate();
StartPositionSync();
return;
}
break;
default:
throw new ApplicationException("Unexpected connection status for TryEndRecovery: " + ConnectionStatus);
}
}
public override void OnDisconnect()
{
HeartbeatDelay = int.MaxValue;
if (ConnectionStatus == Status.PendingLogOut)
{
if (debug)
{
log.Debug("Sending RemoteShutdown confirmation back to provider manager.");
}
}
else
{
OrderStore.ForceSnapshot();
var message = "LimeFIXProvider disconnected.";
if (SyncTicks.Enabled)
{
log.Notice(message);
}
else
{
log.Error(message);
}
log.Info("Logging out -- Sending EndBroker event.");
TrySendEndBroker();
}
}
protected override async Task ExecuteLoadItemsCommand()
{
try
{
IsBusy = true;
Items.Clear();
string userId = DependencyService.Get <IConnectorProvider>()?.GetToken()?.UserId;
var items = await OrderStore.GetItemsAsync();
foreach (var item in items)
{
bool isNotCurrentUserOrder = item.AuthorId.ToString() != userId;
if (isNotCurrentUserOrder)
{
Items.Add(item);
}
}
}
catch (Exception ex)
{
Debug.WriteLine(ex);
}
finally
{
IsBusy = false;
}
}
public void SendFill(MessageFIX4_2 packetFIX)
{
var clientOrderId = 0L;
long.TryParse(packetFIX.ClientOrderId, out clientOrderId);
var originalClientOrderId = 0L;
long.TryParse(packetFIX.ClientOrderId, out originalClientOrderId);
if (debug)
{
log.Debug("SendFill( " + packetFIX.ClientOrderId + ")");
}
var symbolInfo = Factory.Symbol.LookupSymbol(packetFIX.Symbol);
var timeZone = new SymbolTimeZone(symbolInfo);
SymbolAlgorithm algorithm;
if (!TryGetAlgorithm(symbolInfo.BinaryIdentifier, out algorithm))
{
log.Info("Fill received but OrderAlgorithm not found for " + symbolInfo + ". Ignoring.");
return;
}
var fillPosition = packetFIX.LastQuantity * SideToSign(packetFIX.Side);
if (GetSymbolStatus(symbolInfo))
{
CreateOrChangeOrder order;
if (OrderStore.TryGetOrderById(clientOrderId, out order))
{
TimeStamp executionTime;
if (UseLocalFillTime)
{
executionTime = TimeStamp.UtcNow;
}
else
{
executionTime = new TimeStamp(packetFIX.TransactionTime);
}
var configTime = executionTime;
configTime.AddSeconds(timeZone.UtcOffset(executionTime));
var fill = Factory.Utility.PhysicalFill(fillPosition, packetFIX.LastPrice, configTime, executionTime, order.BrokerOrder, false, packetFIX.OrderQuantity, packetFIX.CumulativeQuantity, packetFIX.LeavesQuantity, IsRecovered, true);
if (debug)
{
log.Debug("Sending physical fill: " + fill);
}
algorithm.OrderAlgorithm.ProcessFill(fill);
algorithm.OrderAlgorithm.ProcessOrders();
TrySendStartBroker(symbolInfo, "position sync on fill");
}
else
{
algorithm.OrderAlgorithm.IncreaseActualPosition(fillPosition);
log.Notice("Fill id " + packetFIX.ClientOrderId + " not found. Must have been a manual trade.");
if (SyncTicks.Enabled)
{
var tickSync = SyncTicks.GetTickSync(symbolInfo.BinaryIdentifier);
tickSync.RemovePhysicalFill(packetFIX.ClientOrderId);
}
}
}
}
private void cmbOrders_SelectedIndexChanged(object sender, EventArgs e)
{
foreach (var item in OrderStore.GetUnCompletedOrders())
{
if (item.OrderId.ToString() == cmbOrders.Text)
{
orderSelected = item;
}
}
}
public List <Order> ReadOrder()
{
var orderStore = new OrderStore()
{
Path = ordersPath
};
var orderList = orderStore.GetCollection();
return(orderList);
}
public IActionResult GetOrder(int orderId) //получение информации о заказе
{
if (_repository.Orders.IsOrderExists(orderId))
{
OrderStore orderFromStore = _repository.Orders.GetOrder(orderId);
OrderReturn orderToReturn = _mapper.Map <OrderReturn>(orderFromStore);
return(Ok(orderToReturn));
}
return(NotFound());
}
public override bool OnLogin()
{
if (debug)
{
log.Debug("LimeFIXProvider.Login()");
}
if (OrderStore.Recover())
{
// Reset the order algorithms
lock (orderAlgorithmsLocker)
{
var symbolIds = new List <long>();
foreach (var kvp in orderAlgorithms)
{
symbolIds.Add(kvp.Key);
}
orderAlgorithms.Clear();
foreach (var symbolId in symbolIds)
{
CreateAlgorithm(symbolId);
}
}
if (debug)
{
log.Debug("Recovered from snapshot Local Sequence " + OrderStore.LocalSequence + ", Remote Sequence " + OrderStore.RemoteSequence);
}
if (debug)
{
log.Debug("Recovered orders from snapshot: \n" + OrderStore.OrdersToString());
}
if (debug)
{
log.Debug("Recovered symbol positions from snapshot:\n" + OrderStore.SymbolPositionsToString());
}
if (debug)
{
log.Debug("Recovered strategy positions from snapshot:\n" + OrderStore.StrategyPositionsToString());
}
RemoteSequence = OrderStore.RemoteSequence;
SendLogin(OrderStore.LocalSequence);
OrderStore.RequestSnapshot();
}
else
{
if (debug)
{
log.Debug("Unable to recover from snapshot. Beginning full recovery.");
}
OrderStore.SetSequences(0, 0);
OrderStore.ForceSnapshot();
SendLogin(OrderStore.LocalSequence);
}
return(true);
}
public void ShowOrdersDropDown()
{
cmbOrders.Items.Clear();
string b = "";
foreach (var item in OrderStore.GetUnCompletedOrders())
{
b = item.OrderId.ToString();
cmbOrders.Items.Add(b);
}
}
public IActionResult UpdateOrderPut(OrderUpdate orderUpdate) //полное обновление заказа
{
if (_repository.Orders.IsOrderExists(orderUpdate.Number))
{
OrderStore orderFromStore = _repository.Orders.GetOrder(orderUpdate.Number);
_mapper.Map(orderUpdate, orderFromStore);
_repository.Orders.UpdateOrder(orderFromStore);
return(NoContent());
}
return(NotFound());
}
public void LoadOrders()
{
mainScrollView.Controls.Clear();
OrderContainer obj; //347 hieght
int x = 5;
int y = 1;
foreach (var item in OrderStore.GetUnCompletedOrders())
{
obj = new OrderContainer(item);
obj.Location = new Point(x, y);
x += 349;
mainScrollView.Controls.Add(obj);
}
}
//TODO: Could be moved to common class
private string GetOpenOrders()
{
var sb = new StringBuilder();
var list = OrderStore.GetOrders((x) => true);
foreach (var order in list)
{
sb.Append(" ");
sb.Append(order.BrokerOrder);
sb.Append(" ");
sb.Append(order);
sb.AppendLine();
}
return(sb.ToString());
}
private void btnKrijo_Click(object sender, EventArgs e)
{
if (cmbTables.Text.Length >= 1)
{
try
{
OrderStore.CreateNewOrder(new Order(tableSelected, DateTime.Now, TempEmployee.currentEmployee));
ShowOrdersDropDown();
LoadOrders();
}
catch (Exception)
{
MessageBox.Show("Nje gabim ndodhi");
}
}
}
// return:
// true 主要字段相同，需要合并
// false 不需要合并
public static bool Compare(OrderStore order1, OrderStore order2)
{
Hashtable value_table1 = GetValues(order1);
Hashtable value_table2 = GetValues(order2);
if ((string)value_table1["seller"] != (string)value_table2["seller"])
{
return(false);
}
if ((string)value_table1["price"] != (string)value_table2["price"])
{
return(false);
}
if ((string)value_table1["acceptPrice"] != (string)value_table2["acceptPrice"])
{
return(false);
}
if ((string)value_table1["catalogNo"] != (string)value_table2["catalogNo"])
{
return(false);
}
if ((string)value_table1["issueCount"] != (string)value_table2["issueCount"])
{
return(false);
}
if ((string)value_table1["range"] != (string)value_table2["range"])
{
return(false);
}
if ((int)value_table1["subcopy"] != (int)value_table2["subcopy"])
{
return(false);
}
if (CompareAddress((string)value_table1["sellerAddress"], (string)value_table1["sellerAddress"]) != 0)
{
return(false);
}
return(true);
}
public IActionResult CreateOrder(OrderCreate orderToCreate) //создание заказа
{
if (ModelState.IsValid)
{
if (!_repository.Orders.IsOrderExists(orderToCreate.Number))
{
if (_repository.Postamats.IsPostamatExists(orderToCreate.PostamatNumber) &&
_repository.Postamats.IsPostamatActive(orderToCreate.PostamatNumber))
{
OrderStore orderToStore = _mapper.Map <OrderStore>(orderToCreate);
_repository.Orders.CreateOrder(orderToStore);
return(NoContent());
}
return(StatusCode(403));
}
}
return(BadRequest());
}
public IActionResult Test()
{
var orderStore = new OrderStore()
{
Path = orderPath
};
var orderList = orderStore.GetCollection();
var val = orderList.Sum(x => x.Amount * x.Price);
var orderCopy = orderList.GroupBy(x => x.Id).Select(y => new Order
{
Id = y.First().Id,
Name = y.First().Name,
Price = y.First().Price,
Amount = y.Key
});
ViewData["TotalAmount"] = val;
return(View(orderList));
}
public IActionResult UpdateOrderPatch(int orderId, JsonPatchDocument <OrderUpdate> patcher) //частичное обновление заказа
{
if (_repository.Orders.IsOrderExists(orderId))
{
OrderStore orderFromStore = _repository.Orders.GetOrder(orderId);
OrderUpdate orderToPatch = _mapper.Map <OrderUpdate>(orderFromStore);
patcher.ApplyTo(orderToPatch, ModelState);
if (!TryValidateModel(orderToPatch))
{
return(ValidationProblem(ModelState));
}
_mapper.Map(orderToPatch, orderFromStore);
return(NoContent());
}
return(NotFound());
}
// This method gets called by the runtime. Use this method to add services to the container.
public void ConfigureServices(IServiceCollection services)
{
var store = new OrderStore();
store.Add(new Order {
Person = "Will", Item = "Hat"
});
store.Add(new Order {
Person = "Will", Item = "Laptop"
});
store.Add(new Order {
Person = "Bob", Item = "Bus"
});
store.Add(new Order {
Person = "Jane", Item = "Spade"
});
services.AddControllers();
services.AddSingleton(store);
}
// 根据 BiblioStore 对象拆分出 OrderListItem 对象数组
public static List <OrderListItem> SplitOrderListItems(BiblioStore biblio)
{
List <OrderListItem> results = new List <OrderListItem>();
List <OrderStore> orders = new List <OrderStore>();
// orders.AddRange(biblio.Orders);
foreach (OrderStore order in biblio.Orders)
{
if (order.Type == "deleted")
{
continue;
}
if (string.IsNullOrEmpty(order.GetFieldValue("state")))
{
orders.Add(order);
}
}
while (orders.Count > 0)
{
OrderListItem item = new OrderListItem();
OrderStore start = orders[0];
item.Merge(start);
orders.RemoveAt(0);
for (int i = 0; i < orders.Count; i++)
{
OrderStore order = orders[i];
if (Compare(start, order) == true)
{
item.Merge(order);
orders.RemoveAt(i);
i--;
}
}
results.Add(item);
}
return(results);
}
public IActionResult Answer(int ProductID, int ID)
{
int ProduxtAmount = int.Parse(Request.Form["Amount"].ToString());
var productStore = new ProductStore()
{
Path = productPath
};
var orderStore = new OrderStore()
{
Path = orderPath
};
var productList = productStore.GetCollection();
var orderList = orderStore.GetCollection();
ViewData["ID"] = ID;
ViewData["ProductID"] = ProductID;
if (productList.Where(x => x.Id == ProductID).First().Amount < ProduxtAmount)
{
ViewData["Answer"] = "Error. We don't have so many items";
}
else
{
var c = productList.Where(x => x.Id == ProductID).First();
int val = orderList.Where(x => x.Id == ProductID).Sum(x => x.Amount);
if (val + ProduxtAmount > c.Amount)
{
ViewData["Answer"] = "Error. We don't have so many items";
}
else
{
orderStore.WriteData(c.Id, c.Name, c.Price, ProduxtAmount);
ViewData["Answer"] = "Ok. Your request is in process";
}
}
return(View());
}
protected override async Task ExecuteLoadItemsCommand()
{
IsBusy = true;
try
{
Items.Clear();
var items = await OrderStore.GetCurrentUserItemsAsync();
foreach (var item in items)
{
Items.Add(item);
}
}
catch (Exception ex)
{
Debug.WriteLine(ex);
}
finally
{
IsBusy = false;
}
}
private void SendCancelOrder(CreateOrChangeOrder order, bool resend)
{
var fixMsg = (FIXMessage4_2)(resend ? FixFactory.Create(order.Sequence) : FixFactory.Create());
order.Sequence = fixMsg.Sequence;
OrderStore.SetOrder(order);
var newClientOrderId = order.BrokerOrder;
fixMsg.SetOriginalClientOrderId(order.OriginalOrder.BrokerOrder.ToString());
fixMsg.SetClientOrderId(newClientOrderId.ToString());
#if NOT_LIME
fixMsg.SetAccount(AccountNumber);
fixMsg.SetSide(GetOrderSide(order.OriginalOrder.Side));
fixMsg.SetSymbol(order.Symbol.Symbol);
fixMsg.SetTransactTime(TimeStamp.UtcNow);
#endif
fixMsg.AddHeader("F");
if (resend)
{
fixMsg.SetDuplicate(true);
}
SendMessage(fixMsg);
}
public ProviderStateMiddleware(RequestDelegate next, OrderStore store)
{
_next = next;
_providerStates = new Dictionary <string, Action>
{
{
"There are 2 orders in the store",
() =>
{
foreach (var order in store.GetAll())
{
store.Delete(order.Id);
}
store.Add(new Order {
Person = "person1", Item = "item1", Delivered = true
});
store.Add(new Order {
Person = "person2", Item = "item2", Delivered = false
});
}
}
};
}
public bool OnCancelBrokerOrder(CreateOrChangeOrder order)
{
if (!IsRecovered)
{
return(false);
}
if (debug)
{
log.Debug("OnCancelBrokerOrder " + order + ". Connection " + ConnectionStatus + ", IsOrderServerOnline " + isOrderServerOnline);
}
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
CreateOrChangeOrder createOrChangeOrder;
try {
createOrChangeOrder = OrderStore.GetOrderById(order.OriginalOrder.BrokerOrder);
} catch (ApplicationException ex) {
if (LogRecovery || !IsRecovery)
{
log.Info("Order probably already canceled. " + ex.Message);
}
if (SyncTicks.Enabled)
{
var tickSync = SyncTicks.GetTickSync(order.Symbol.BinaryIdentifier);
tickSync.RemovePhysicalOrder();
}
return(true);
}
createOrChangeOrder.ReplacedBy = order;
if (!object.ReferenceEquals(order.OriginalOrder, createOrChangeOrder))
{
throw new ApplicationException("Different objects!");
}
SendCancelOrder(order, false);
return(true);
}
/// <summary>
/// Initializes a new instance of the <see cref="OrderStoreTests"/> class.
/// </summary>
public OrderStoreTests()
{
this._sut = new OrderStore();
}
public OrderController(OrderStore store)
{
_store = store;
}
public OrderControllerTests()
{
_store = new OrderStore();
_sut = new OrderController(_store);
}
private void CancelRejected(MessageFIX4_2 packetFIX)
{
var clientOrderId = 0L;
long.TryParse(packetFIX.ClientOrderId, out clientOrderId);
var originalClientOrderId = 0L;
long.TryParse(packetFIX.ClientOrderId, out originalClientOrderId);
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("CancelRejected: " + packetFIX);
}
string orderStatus = packetFIX.OrderStatus;
switch (orderStatus)
{
case "2": //Filled
var rejectReason = false;
if (packetFIX.Text.Contains("Unknown order") || packetFIX.Text.Contains("Order is completed"))
{
rejectReason = true;
log.Warn("RemoveOriginal=FALSE for: " + packetFIX.Text);
//removeOriginal = true;
}
else
{
log.Error("Unknown text meesage in CancelReject: " + packetFIX.Text);
}
CreateOrChangeOrder order;
if (OrderStore.TryGetOrderById(clientOrderId, out order))
{
var symbol = order.Symbol;
SymbolAlgorithm algorithm;
if (!TryGetAlgorithm(symbol.BinaryIdentifier, out algorithm))
{
log.Info("Cancel rejected but OrderAlgorithm not found for " + symbol + ". Ignoring.");
break;
}
var retryImmediately = true;
algorithm.OrderAlgorithm.RejectOrder(clientOrderId, IsRecovered, retryImmediately);
}
else
{
if (debug)
{
log.Debug("Order not found for " + clientOrderId + ". Probably allready filled or canceled.");
}
}
if (!rejectReason && IsRecovered)
{
var message = "Order Rejected: " + packetFIX.Text + "\n" + packetFIX;
var stopping = "The cancel reject error message '" + packetFIX.Text + "' was unrecognized. ";
log.Warn(message);
log.Error(stopping);
}
else
{
if (LogRecovery || !IsRecovery)
{
log.Info("CancelReject(" + packetFIX.Text + ") Removed cancel order: " + packetFIX.ClientOrderId);
}
}
break;
default:
throw new ApplicationException("Unknown cancel rejected order status: '" + orderStatus + "'");
}
}
private void ExecutionReport(MessageFIX4_2 packetFIX)
{
var clientOrderId = 0L;
long.TryParse(packetFIX.ClientOrderId, out clientOrderId);
var originalClientOrderId = 0L;
long.TryParse(packetFIX.ClientOrderId, out originalClientOrderId);
if (packetFIX.Text == "END")
{
throw new ApplicationException("Unexpected END in FIX Text field. Never sent a 35=AF message.");
}
SymbolAlgorithm algorithm = null;
SymbolInfo symbolInfo = packetFIX.Symbol != null?Factory.Symbol.LookupSymbol(packetFIX.Symbol) : null;
if (symbolInfo != null)
{
TryGetAlgorithm(symbolInfo.BinaryIdentifier, out algorithm);
}
string orderStatus = packetFIX.OrderStatus;
switch (orderStatus)
{
case "0": // New
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport New: " + packetFIX);
}
if (algorithm == null)
{
log.Info("New order but OrderAlgorithm not found for " + symbolInfo + ". Ignoring.");
break;
}
CreateOrChangeOrder order = null;
OrderStore.TryGetOrderById(clientOrderId, out order);
if (order != null && symbolInfo.FixSimulationType == FIXSimulationType.BrokerHeldStopOrder) // Stop Order
{
if (order.Type == OrderType.BuyStop || order.Type == OrderType.SellStop)
{
if (debug)
{
log.Debug("New order message for Forex Stop: " + packetFIX);
}
break;
}
}
algorithm.OrderAlgorithm.ConfirmCreate(clientOrderId, IsRecovered);
TrySendStartBroker(symbolInfo, "sync on confirm cancel");
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
break;
case "1": // Partial
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Partial: " + packetFIX);
}
//UpdateOrder(packetFIX, OrderState.Active, null);
SendFill(packetFIX);
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
break;
case "2": // Filled
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Filled: " + packetFIX);
}
if (packetFIX.CumulativeQuantity < packetFIX.LastQuantity)
{
log.Warn("Ignoring message due to CumQty " + packetFIX.CumulativeQuantity + " less than " + packetFIX.LastQuantity + ". This is a workaround for a MBT FIX server which sends an extra invalid fill message on occasion.");
break;
}
SendFill(packetFIX);
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
break;
case "5": // Replaced
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Replaced: " + packetFIX);
}
if (algorithm == null)
{
log.Info("ConfirmChange but OrderAlgorithm not found for " + symbolInfo + ". Ignoring.");
break;
}
algorithm.OrderAlgorithm.ConfirmChange(clientOrderId, IsRecovered);
TrySendStartBroker(symbolInfo, "sync on confirm change");
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
break;
case "4": // Canceled
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Canceled: " + packetFIX);
}
if (algorithm == null)
{
log.Info("Order Canceled but OrderAlgorithm not found for " + symbolInfo + ". Ignoring.");
break;
}
if (clientOrderId != 0)
{
algorithm.OrderAlgorithm.ConfirmCancel(clientOrderId, IsRecovered);
TrySendStartBroker(symbolInfo, "sync on confirm cancel");
}
else if (originalClientOrderId != 0)
{
algorithm.OrderAlgorithm.ConfirmCancel(originalClientOrderId, IsRecovered);
TrySendStartBroker(symbolInfo, "sync on confirm cancel orig order");
}
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
break;
case "6": // Pending Cancel
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Pending Cancel: " + packetFIX);
}
if (!string.IsNullOrEmpty(packetFIX.Text) && packetFIX.Text.Contains("multifunction order"))
{
if (debug && (LogRecovery || IsRecovered))
{
log.Debug("Pending cancel of multifunction order, so removing " + packetFIX.ClientOrderId + " and " + packetFIX.OriginalClientOrderId);
}
if (clientOrderId != 0L)
{
OrderStore.RemoveOrder(clientOrderId);
}
if (originalClientOrderId != 0L)
{
OrderStore.RemoveOrder(originalClientOrderId);
}
break;
}
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
TryHandlePiggyBackFill(packetFIX);
break;
case "8": // Rejected
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Reject: " + packetFIX);
}
RejectOrder(packetFIX);
break;
case "9": // Suspended
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Suspended: " + packetFIX);
}
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
break;
case "A": // PendingNew
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Pending New: " + packetFIX);
}
if (algorithm == null)
{
log.Info("PendingNew but OrderAlgorithm not found for " + symbolInfo + ". Ignoring.");
break;
}
OrderStore.TryGetOrderById(clientOrderId, out order);
if (order != null && symbolInfo.FixSimulationType == FIXSimulationType.BrokerHeldStopOrder &&
(order.Type == OrderType.BuyStop || order.Type == OrderType.SellStop))
{
if (packetFIX.ExecutionType == "D") // Restated
{
if (debug)
{
log.Debug("Ignoring restated message 150=D for Forex stop execution report 39=A.");
}
}
else
{
algorithm.OrderAlgorithm.ConfirmCreate(originalClientOrderId, IsRecovered);
}
}
else
{
algorithm.OrderAlgorithm.ConfirmActive(originalClientOrderId, IsRecovered);
}
TrySendStartBroker(symbolInfo, "sync on confirm cancel orig order");
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
break;
case "E": // Pending Replace
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Pending Replace: " + packetFIX);
}
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
TryHandlePiggyBackFill(packetFIX);
break;
case "R": // Resumed.
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Resumed: " + packetFIX);
}
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
//UpdateOrder(packetFIX, OrderState.Active, null);
// Ignore
break;
default:
throw new ApplicationException("Unknown order status: '" + orderStatus + "'");
}
}
