internal static List <Command> ToCommand(this OrderChange orderChange)
{
List <Command> result = new List <Command>();
if (orderChange.ChangeType == Protocal.Commands.OrderChangeType.Placed || orderChange.ChangeType == Protocal.Commands.OrderChangeType.Placing)
{
PlaceCommand placeCommand = new PlaceCommand();
placeCommand.InstrumentID = orderChange.InstrumentId;
placeCommand.AccountID = orderChange.AccountId;
placeCommand.IsAutoFill = orderChange.Source.IsAutoFill;
XElement placeNode = new XElement("Place");
placeNode.Add(((Transaction)orderChange.Source.Owner).ToXml());
placeCommand.Content = placeNode.ToXmlNode();
result.Add(placeCommand);
Logger.InfoFormat("create place command {0}", placeCommand.Content.OuterXml);
}
else if (orderChange.ChangeType == Protocal.Commands.OrderChangeType.Canceled)
{
CancelCommand cancelCommand = new CancelCommand();
cancelCommand.InstrumentID = orderChange.InstrumentId;
cancelCommand.AccountID = orderChange.AccountId;
cancelCommand.TransactionID = orderChange.TranId;
if (orderChange.Source.CancelReason != null)
{
cancelCommand.CancelReason = orderChange.Source.CancelReason.Value;
Logger.InfoFormat("Create cancel command, accountId = {0}, tranId={1}, cancelReason = {2}", cancelCommand.AccountID, cancelCommand.TransactionID, cancelCommand.CancelReason);
}
cancelCommand.ErrorCode = TransactionError.OK;
result.Add(cancelCommand);
}
else if (orderChange.ChangeType == Protocal.Commands.OrderChangeType.Deleted)
{
//DeleteCommand deleteCommand = new DeleteCommand();
//deleteCommand.AccountID = orderChange.Source.Owner.Owner.Id;
//deleteCommand.InstrumentID = orderChange.Source.Owner.InstrumentId;
//deleteCommand.Content = orderChange.CreateDeleteXml().ToXmlNode();
//result.Add(deleteCommand);
//Logger.InfoFormat("delete command content1 = {0}", deleteCommand.Content.OuterXml);
DeleteCommand deleteCommand2 = new DeleteCommand();
deleteCommand2.AccountID = orderChange.Source.Owner.Owner.Id;
deleteCommand2.InstrumentID = orderChange.Source.Owner.InstrumentId;
var root = orderChange.CreateDeleteXmlForTrader();
XElement affectedOrderNode = new XElement("AffectedOrders");
foreach (var eachTran in orderChange.AffectedTrans)
{
affectedOrderNode.Add(eachTran.ToXml());
}
root.Add(affectedOrderNode);
deleteCommand2.Content = root.ToXmlNode();
result.Add(deleteCommand2);
Logger.InfoFormat("delete command content2 = {0}", deleteCommand2.Content.OuterXml);
//此处实现有问题，新系统如何通知删单时受影响的单，现在还不清楚
}
else if (orderChange.ChangeType == Protocal.Commands.OrderChangeType.Executed)
{
ExecuteCommand executeCommand = new ExecuteCommand();
executeCommand.AccountID = orderChange.AccountId;
executeCommand.InstrumentID = orderChange.InstrumentId;
executeCommand.TranID = orderChange.TranId;
executeCommand.Content = orderChange.CreateExecuteXml().ToXmlNode();
result.Add(executeCommand);
Logger.InfoFormat("create execute command {0}", executeCommand.Content.OuterXml);
}
else if (orderChange.ChangeType == Protocal.Commands.OrderChangeType.Cut)
{
result.Add(orderChange.CreateOrderCutCommand());
}
else if (orderChange.ChangeType == Protocal.Commands.OrderChangeType.Changed)
{
result.Add(orderChange.CreateOrderChangedCommand());
}
else if (orderChange.ChangeType == Protocal.Commands.OrderChangeType.Hit)
{
result.Add(orderChange.CreateHitCommand());
}
else
{
throw new NotSupportedException(string.Format("Change Type {0} is not supported yet", orderChange.ChangeType));
}
return(result);
}
