public MsgEventHandler(MainForm mainForm)
{
this.mainForm = mainForm;
taskOption = new ParallelOptions();
taskOption.MaxDegreeOfParallelism = Environment.ProcessorCount;
STRUCT_0374 init1 = new STRUCT_0374();
STRUCT_0374_REPLY init2 = new STRUCT_0374_REPLY();
STRUCT_0393 init3 = new STRUCT_0393();
STRUCT_0393_CANCEL init4 = new STRUCT_0393_CANCEL();
STRUCT_0419 init5 = new STRUCT_0419();
}
public void CancelOrder(STRUCT_0393_CANCEL message)
{
string sockID3 = "SOCKET3";
StreamWriter sw = SocketManager.getInstance().clientSocketMap[SocketManager.iptable[sockID3]].sw;
if (sw != null)
{
sw.WriteLine(message.toKRXFORMAT());
sw.Flush();
insert취소주문(message);
GETDATA();
}
orderLogger.Info(string.Format("CancelOrder : {0}", JsonConvert.SerializeObject(message)));
}
public void insertCancelOrder(STRUCT_0393_CANCEL message)
{
DataTable dt = mainForm.dataTableMap["취소주문"];
DataRow row = dt.NewRow();
row[0] = message.seq;
row[1] = message.topic;
row[2] = message.ticketSeq;
row[3] = message.formatLocalTime;
row[4] = message.ORDER_IDENTIFICATION;
row[5] = message.ORIGINAL_ORDER_IDENTIFICATION;
row[6] = message.ISSUE_CODE;
row[7] = message.ASK_BIDTYPE_CODE;
row[8] = message.ORDER_PRICE;
row[9] = message.ORDER_QUANTITY;
row[10] = message.CANCELED_QUANTITY;
row[11] = message.REJECT_CANCEL_QUANTITY;
dt.Rows.Add(row);
}
public void insert취소주문(STRUCT_0393_CANCEL message)
{
취소주문 data = new 취소주문();
data.시퀀스 = message.seq;
data.토픽 = message.topic;
data.시퀀스1 = message.ticketSeq;
data.시간 = message.formatLocalTime;
data.주문번호 = message.ORDER_IDENTIFICATION;
data.원주문번호 = message.ORIGINAL_ORDER_IDENTIFICATION;
data.종목 = message.ISSUE_CODE;
data.매매구분 = message.ASK_BIDTYPE_CODE;
data.가격 = message.ORDER_PRICE;
data.수량 = Int32.Parse(message.ORDER_QUANTITY);
data.취소확인 = Int32.Parse(message.CANCELED_QUANTITY);
data.취소거부 = Int32.Parse(message.REJECT_CANCEL_QUANTITY);
lock (MainForm.lockObj)
{
취소주문테이블.Add(data);
}
}
public void CancelCheck(STRUCT_0374 message)
{
int ticketOrderQty = Int32.Parse(message.TRADING_VOLUMN);
List <신규주문> query = null;
if (message.ASK_BID_TYPE_CODE.Equals("1"))
{
query = 신규주문테이블.Where(n => n.수량 > n.체결 + n.취소요청 && n.매매구분 == "2" /*&& n.취소요청 == 0*/).ToList <신규주문>();
}
else
{
query = 신규주문테이블.Where(n => n.수량 > n.체결 + n.취소요청 && n.매매구분 == "1" /* && n.취소요청 == 0*/).ToList <신규주문>();
}
if (query.Any <신규주문>())
{
foreach (신규주문 find in query)
{
int remainQty = find.수량 - find.체결 - find.취소요청;
if (remainQty > 0)
{
if (ticketOrderQty >= remainQty)
{
//전량취소
STRUCT_0393_CANCEL order = new STRUCT_0393_CANCEL(find.토픽, message.seq, find.종목,
MainForm.orderNumber.ToString("0000000000"), find.주문번호, find.매매구분, OrderParam.CancelOrder,
remainQty.ToString("0000000000"), find.가격);
lock (MainForm.lockObj)
{
find.취소요청 += remainQty;
}
Task CancelOrderThread = new Task(() => this.CancelOrder(order));
CancelOrderThread.Start();
ticketOrderQty -= remainQty;
}
else if (ticketOrderQty < remainQty)
{
if (ticketOrderQty > 0)
{
//부분취소
STRUCT_0393_CANCEL order = new STRUCT_0393_CANCEL(find.토픽, message.seq, find.종목,
MainForm.orderNumber.ToString("0000000000"), find.주문번호, find.매매구분, OrderParam.CancelOrder,
ticketOrderQty.ToString("0000000000"), find.가격);
lock (MainForm.lockObj)
{
find.취소요청 += ticketOrderQty;
}
Task CancelOrderThread = new Task(() => this.CancelOrder(order));
CancelOrderThread.Start();
ticketOrderQty = 0;
}
break;
}
}
else
{
logger.Error(string.Format("never remainQty < 0 : {0}", message.ORDER_IDENTIFICATION));
}
}
}
if (ticketOrderQty > 0)
{
Task NewOrderThread = new Task(() => this.NewOrder(message, ticketOrderQty), TaskCreationOptions.PreferFairness);
NewOrderThread.Start();
}
}
