AccountResponseMessage Receive(CloseOrderVolumeMessage message)
{
IImplementation implementation = _implementation;
if (implementation == null || OperationalState != OperationalStateEnum.Operational)
{
return(new AccountResponseMessage(message.AccountInfo, false));
}
decimal closingPrice;
DateTime closingTime;
string modifiedId;
string operationResultMessage;
CloseOrderVolumeResponseMessage response;
if (implementation.CloseOrCancelOrder(message.AccountInfo, message.OrderId, message.OrderTag, message.Slippage, message.Price,
out closingPrice, out closingTime, out modifiedId, out operationResultMessage))
{
response = new CloseOrderVolumeResponseMessage(message.AccountInfo, message.OrderId, modifiedId,
closingPrice, closingTime, true);
}
else
{
response = new CloseOrderVolumeResponseMessage(message.AccountInfo, message.OrderId, string.Empty,
decimal.Zero, DateTime.MinValue, false);
}
response.ResultMessage = operationResultMessage;
return(response);
}
/// <summary>
///
/// </summary>
public bool DecreaseOrderVolume(AccountInfo account, Order order, decimal volumeDecreasal, decimal?allowedSlippage,
decimal?desiredPrice, out decimal decreasalPrice, out string modifiedId, out string operationResultMessage)
{
TracerHelper.Trace(this.Name);
modifiedId = order.Id;
decreasalPrice = decimal.MinValue;
if (OperationalState != OperationalStateEnum.Operational)
{
operationResultMessage = "Attempted operations on non operational order executioner.";
SystemMonitor.Error(operationResultMessage);
return(false);
}
allowedSlippage = ProcessSlippage(allowedSlippage);
CloseOrderVolumeMessage message = new CloseOrderVolumeMessage(account, order.Symbol, order.Id,
order.Tag, volumeDecreasal, desiredPrice, allowedSlippage);
message.PerformSynchronous = true;
ResponseMessage response = this.SendAndReceiveResponding <ResponseMessage>
(SourceTransportInfo, message);
if (response == null)
{// Time out.
operationResultMessage = "Failed receive result for order request. In this scenario inconsistency may occur!";
SystemMonitor.Error(operationResultMessage);
return(false);
}
if (response.OperationResult == false)
{
operationResultMessage = response.OperationResultMessage;
return(false);
}
CloseOrderVolumeResponseMessage responseMessage = (CloseOrderVolumeResponseMessage)response;
operationResultMessage = "Order volume decreased.";
decreasalPrice = responseMessage.ClosingPrice;
// When modified, order changes its Id.
modifiedId = responseMessage.OrderModifiedId;
RaiseOrderUpdateEvent(account, responseMessage.OrderId, order.Info, ActiveOrder.UpdateTypeEnum.VolumeChanged);
return(true);
}
/// <summary>
/// Helper.
/// </summary>
bool DoCloseOrder(AccountInfo account, Order order, decimal?allowedSlippage, decimal?desiredPrice, out decimal closingPrice,
out DateTime closingTime, out string modifiedId, out string operationResultMessage)
{
TracerHelper.Trace(this.Name);
closingPrice = decimal.MinValue;
closingTime = DateTime.MinValue;
modifiedId = order.Id;
if (OperationalState != OperationalStateEnum.Operational)
{
operationResultMessage = "Attempted operations on non operational order executioner.";
SystemMonitor.Error(operationResultMessage);
return(false);
}
allowedSlippage = ProcessSlippage(allowedSlippage);
CloseOrderVolumeMessage message = new CloseOrderVolumeMessage(account, order.Symbol, order.Id,
order.Tag, desiredPrice, allowedSlippage);
message.PerformSynchronous = true;
ResponseMessage response = this.SendAndReceiveResponding <ResponseMessage>
(SourceTransportInfo, message);
if (response == null)
{// Time out.
operationResultMessage = "Failed receive result for order request. In this scenario inconsistency may occur!";
SystemMonitor.Error(operationResultMessage);
return(false);
}
if (response.OperationResult)
{
CloseOrderVolumeResponseMessage responseMessage = (CloseOrderVolumeResponseMessage)response;
operationResultMessage = "Order closed.";
closingPrice = responseMessage.ClosingPrice;
closingTime = responseMessage.ClosingDateTime;
SystemMonitor.CheckError(order.Id == responseMessage.OrderId.ToString(), "Order id mismatch [" + order.Id + " / " + responseMessage.OrderId + "].");
modifiedId = responseMessage.OrderModifiedId.ToString();
return(true);
}
operationResultMessage = response.OperationResultMessage;
return(false);
}
AccountResponseMessage Receive(CloseOrderVolumeMessage message)
{
IImplementation implementation = _implementation;
if (implementation == null || OperationalState != OperationalStateEnum.Operational)
{
return new AccountResponseMessage(message.AccountInfo, false);
}
decimal closingPrice;
DateTime closingTime;
string modifiedId;
string operationResultMessage;
CloseOrderVolumeResponseMessage response;
if (implementation.CloseOrCancelOrder(message.AccountInfo, message.OrderId, message.OrderTag, message.Slippage, message.Price,
out closingPrice, out closingTime, out modifiedId, out operationResultMessage))
{
response = new CloseOrderVolumeResponseMessage(message.AccountInfo, message.OrderId, modifiedId,
closingPrice, closingTime, true);
}
else
{
response = new CloseOrderVolumeResponseMessage(message.AccountInfo, message.OrderId, string.Empty,
decimal.Zero, DateTime.MinValue, false);
}
response.ResultMessage = operationResultMessage;
return response;
}
// >>
public void OrderClosed(string symbol, int operationID, int orderTicket, int orderNewTicket, decimal closingPrice, int orderCloseTime, bool operationResult, string operationResultMessage)
{
TracerHelper.Trace(symbol);
try
{
OperationInformation operation = base.GetOperationById(operationID);
string orderNewTicketString = orderNewTicket.ToString();
if (orderNewTicket < 1)
{// Anything below 1 (0, -1 etc) is considered empty.
orderNewTicketString = string.Empty;
}
DateTime? closeTime = GeneralHelper.GenerateDateTimeSecondsFrom1970(orderCloseTime);
if (closeTime.HasValue == false)
{
if (operation != null)
{
base.CompleteOperation(operationID, new ResponseMessage(false, "Failed to convert order close time."));
}
SystemMonitor.Error("Failed to convert order close time.");
return;
}
if (operation != null)
{
CloseOrderVolumeResponseMessage message;
lock (this)
{
message = new CloseOrderVolumeResponseMessage(_accountInfo, orderTicket.ToString(), orderNewTicketString, closingPrice, closeTime.Value, operationResult);
message.OperationResultMessage = operationResultMessage;
}
base.CompleteOperation(operationID, message);
}
else
{
SystemMonitor.Error("Failed to finish order close operation as expected.");
}
// Do an update of this order.
lock (this)
{
_pendingOrdersInformations.Add(orderTicket.ToString());
}
}
catch (Exception ex)
{// Make sure we handle any possible unexpected exceptions, as otherwise they bring the
// entire package (MT4 included) down with a bad error.
SystemMonitor.Error(ex.Message);
}
}