public static ExecType?convert(ExecTypeEnum execType, Order order)
{
switch (execType)
{
case ExecTypeEnum.etCanceled:
return(ExecType.Canceled);
case ExecTypeEnum.etNew:
return(ExecType.New);
case ExecTypeEnum.etReplaced:
return(ExecType.Replace);
case ExecTypeEnum.etRejected:
return(ExecType.Rejected);
case ExecTypeEnum.etPartiallyFilled:
if (PriceUtils.EqualGreaterThan(order.cumQty, order.quantity))
{
return(ExecType.Filled);
}
else
{
return(ExecType.PartiallyFilled);
}
}
return(null);
}
public static OrdStatus?convert(OrderStatusEnum ordStatus, Order order)
{
switch (ordStatus)
{
case OrderStatusEnum.osCanceled:
return(OrdStatus.Canceled);
case OrderStatusEnum.osNew:
return(OrdStatus.New);
case OrderStatusEnum.osReplaced:
return(OrdStatus.Replaced);
case OrderStatusEnum.osRejected:
if (order.ordStatus == OrdStatus.PendingNew)
{
return(OrdStatus.Rejected);
}
return(order.ordStatus);
case OrderStatusEnum.osPartiallyFilled:
if (PriceUtils.EqualGreaterThan(order.cumQty, order.quantity))
{
return(OrdStatus.Filled);
}
else
{
return(OrdStatus.PartiallyFilled);
}
}
return(null);
}
public void amendOrder(String exchangeOrderId, double price, double qty)
{
logger.Info("Amend Order: " + "exchangeOrderId=" + exchangeOrderId + "; price=" + price + "; qty=" + qty);
Order order;
if (!orders.TryGetValue(exchangeOrderId, out order))
{
throw new DownStreamException("Amend order not found: " + exchangeOrderId);
}
if (PriceUtils.EqualGreaterThan(qty, order.quantity))
{
throw new DownStreamException("Can't amend quantity up: " + exchangeOrderId);
}
if (PriceUtils.EqualLessThan(qty, order.cumQty))
{
throw new DownStreamException("Can't amend quantity to equal or less than filled quantity: " + exchangeOrderId);
}
if (!PriceUtils.isZero(price) && !PriceUtils.Equal(price, order.price) &&
!PriceUtils.isZero(qty) && !PriceUtils.Equal(qty, order.quantity))
{
throw new DownStreamException("Can't amend both price and quantity: " + exchangeOrderId);
}
if (price == order.price && qty == order.quantity)
{
throw new DownStreamException("Can't amend price and qty to same value: " + exchangeOrderId);
}
OrderMessage.ReplaceOrderMessage replaceOrderMessage = new OrderMessage.ReplaceOrderMessage();
replaceOrderMessage.AE = user;
replaceOrderMessage.Account = account;
replaceOrderMessage.BrokerID = brokerID;
replaceOrderMessage.Symbol = order.symbol;
replaceOrderMessage.OrderID = order.exchangeOrderId;
replaceOrderMessage.Side = FieldConverter.convert(order.orderSide);
if (!PriceUtils.isZero(price) && !PriceUtils.Equal(price, order.price))
{
replaceOrderMessage.Price = price;
}
if (!PriceUtils.isZero(qty) && !PriceUtils.Equal(qty, order.quantity))
{
replaceOrderMessage.OrderQty = (int)qty;
}
replaceOrderMessage.Data = formatData(replaceOrderMessage.OrderQty, order.account);
replaceOrderMessage.NID = exchangeConnection.GenerateUniqueID(this.market, OrderMessage.MessageTypeEnum.mtReplace);
exchangeConnection.ReplaceOrder(replaceOrderMessage);
}
