/// <summary>
/// Copy the message into the <paramref name="destination" />.
/// </summary>
/// <param name="destination">The object, to which copied information.</param>
public void CopyTo(OrderGroupCancelMessage destination)
{
base.CopyTo(destination);
destination.IsStop = IsStop;
destination.Side = Side;
}
/// <summary>
/// Преобразовать <see cref="OrderGroupCancelMessage"/> в <see cref="ExecutionMessage"/>.
/// </summary>
/// <param name="message"><see cref="OrderGroupCancelMessage"/></param>
/// <returns><see cref="ExecutionMessage"/></returns>
public static ExecutionMessage ToExecutionMessage(this OrderGroupCancelMessage message)
{
return(new ExecutionMessage
{
OriginalTransactionId = message.TransactionId,
ExecutionType = ExecutionTypes.Order,
});
}
/// <summary>
/// Create a copy of <see cref="OrderGroupCancelMessage"/>.
/// </summary>
/// <returns>Copy.</returns>
public override Message Clone()
{
var clone = new OrderGroupCancelMessage();
CopyTo(clone);
return(clone);
}
/// <summary>
/// Create a copy of <see cref="OrderGroupCancelMessage"/>.
/// </summary>
/// <returns>Copy.</returns>
public override Message Clone()
{
var clone = new OrderGroupCancelMessage
{
IsStop = IsStop,
Side = Side,
};
CopyTo(clone);
return(clone);
}
/// <summary>
/// Создать копию объекта <see cref="OrderGroupCancelMessage"/>.
/// </summary>
/// <returns>Копия.</returns>
public override Message Clone()
{
var clone = new OrderGroupCancelMessage
{
LocalTime = LocalTime,
SecurityId = SecurityId,
IsStop = IsStop,
OrderType = OrderType,
PortfolioName = PortfolioName,
//SecurityType = SecurityType,
Side = Side,
TransactionId = TransactionId,
};
CopyTo(clone);
return(clone);
}
/// <summary>
/// Создать копию объекта <see cref="OrderGroupCancelMessage"/>.
/// </summary>
/// <returns>Копия.</returns>
public override Message Clone()
{
var clone = new OrderGroupCancelMessage
{
LocalTime = LocalTime,
SecurityId = SecurityId,
IsStop = IsStop,
OrderType = OrderType,
PortfolioName = PortfolioName,
//SecurityType = SecurityType,
Side = Side,
TransactionId = TransactionId,
ClientCode = ClientCode,
BrokerCode = BrokerCode,
};
CopyTo(clone);
return clone;
}
private void ProcessGroupCancelMessage(OrderGroupCancelMessage groupMsg)
{
_client.Session.cancelAllOrders(_accounts[groupMsg.PortfolioName], Constants.ORDER_ENTRY_TYPE_AUTO, string.Empty);
}
// create and send message
private void SendCommand(Dictionary<string, object> actions)
{
Message message = null;
switch (actions["ACTION"].ToString())
{
case "NEW_ORDER":
{
message = new OrderRegisterMessage()
{
SecurityId = _securities.FirstOrDefault(s => s.Code == actions["SECCODE"].ToString() &&
s.Class == actions["CLASSCODE"].ToString()).ToSecurityId(),
ClientCode = actions["CLIENTCODE"].ToString(),
PortfolioName = actions["ACCOUNT"].ToString(),
OrderType = (OrderTypes)actions["TYPE"],
Price = (decimal)actions["PRICE"],
Side = (Sides)actions["OPERATION"],
Volume = (decimal)actions["QUANTITY"],
TransactionId = _transAdapter.TransactionIdGenerator.GetNextId(),
Comment = actions["COMMENT"].ToString()
};
}
break;
case "KILL_ORDER":
{
message = new OrderCancelMessage()
{
OrderId = (long)actions["ORDER_KEY"],
OriginalTransactionId = (long)actions["ORIGINAL_TRANS_ID"],
TransactionId = _transAdapter.TransactionIdGenerator.GetNextId(),
};
}
break;
case "KILL_ALL_ORDERS":
{
message = new OrderGroupCancelMessage()
{
TransactionId = _transAdapter.TransactionIdGenerator.GetNextId()
};
}
break;
case "MOVE_ORDERS":
{
//TODO
}
break;
case "REGISTER_SECURITY":
{
//TODO
}
break;
case "UNREGISTER_SECURITY":
{
//TODO
}
break;
case "REGISTER_TRADES":
{
//TODO
}
break;
case "UNREGISTER_TRADES":
{
//TODO
}
break;
case "REGISTER_MARKETDEPTH":
{
//TODO
}
break;
case "UNREGISTER_MARKETDEPTH":
{
//TODO
}
break;
default:
break;
}
if (message != null)
_transAdapter.SendInMessage(message);
}