public InstructionExecutionContext(InvestorInstruction investorInstruction)
{
this.investorInstruction = investorInstruction;
this.initialQuantity = investorInstruction.Quantity;
this.Quantity = investorInstruction.Quantity;
this.Price = investorInstruction.Price;
this.Way = investorInstruction.Way;
this.AllowPartialExecution = investorInstruction.AllowPartialExecution;
}
//// TODO: remove investor instruction as arg here?
private void RouteImpl(InvestorInstruction investorInstruction, InstructionExecutionContext instructionExecutionContext)
{
var solver = new MarketSweepSolver(this.marketSnapshotProvider);
var orderBasket = solver.Solve(instructionExecutionContext);
EventHandler<DealExecutedEventArgs> handler = (executedOrder, args) => instructionExecutionContext.Executed(args.Quantity);
EventHandler<OrderFailedEventArgs> failHandler = (s, failure) => this.SendOrderFailed(investorInstruction, failure, instructionExecutionContext);
investorInstruction.Executed += (sender, e) => this.investorInstruction_Executed(sender, e);
orderBasket.OrderExecuted += handler;
orderBasket.OrderFailed += failHandler;
orderBasket.Send();
orderBasket.OrderExecuted -= handler;
orderBasket.OrderFailed -= failHandler;
}
private void SendOrderFailed(InvestorInstruction investorInstruction, OrderFailedEventArgs reason, InstructionExecutionContext instructionExecutionContext)
{
this.marketSnapshotProvider.MarketFailed(reason.Market);
if (investorInstruction.GoodTill != null &&
investorInstruction.GoodTill > DateTime.Now &&
instructionExecutionContext.Quantity > 0)
{
// retries
this.RouteImpl(investorInstruction, instructionExecutionContext);
}
else
{
Action<string> failureCallback;
if (this.failureCallbacks.TryGetValue(investorInstruction.IdentifierDto, out failureCallback))
{
failureCallback(reason.Reason);
}
}
}
