public OrderDbInfo BuscarOrdemPorClOrdEOrigClOrd(string clordid, string origclord, string symbol)
{
try
{
OrderDbInfo ret = new OrderDbInfo();
SqlDataAdapter lAdapter;
AbrirConexao(_strConnectionStringDefault);
DataSet lDataSet = new DataSet();
_sqlCommand = new SqlCommand("prc_fix_buscar_ordem_clordid_origcld", _sqlConn);
_sqlCommand.CommandType = System.Data.CommandType.StoredProcedure;
_sqlCommand.Parameters.Add(new SqlParameter("@ClOrdId", clordid));
_sqlCommand.Parameters.Add(new SqlParameter("@OrigClOrdId", origclord));
_sqlCommand.Parameters.Add(new SqlParameter("@Symbol", symbol));
lAdapter = new SqlDataAdapter(_sqlCommand);
lAdapter.Fill(lDataSet);
foreach (DataRow lRow in lDataSet.Tables[0].Rows)
{
ret.OrderID = lRow["OrderID"].DBToInt32();
ret.OrigClOrdID = lRow["OrigClOrdID"].DBToString();
ret.ExchangeNumberID = lRow["ExchangeNumberID"].DBToString();
ret.ClOrdID = lRow["ClOrdID"].DBToString();
ret.Account = lRow["Account"].DBToInt32();
ret.Symbol = lRow["Symbol"].DBToString();
ret.SecurityExchangeID = lRow["SecurityExchangeID"].DBToString();
ret.StopStartID = lRow["StopStartID"].DBToInt32();
ret.OrdTypeID = lRow["OrdTypeID"].DBToString();
ret.OrdStatus = lRow["OrdStatusID"].DBToInt32();
ret.RegisterTime = lRow["RegisterTime"].DBToDateTime();
ret.TransactTime = lRow["TransactTime"].DBToDateTime();
ret.ExpireDate = lRow["ExpireDate"].DBToDateTime();
ret.TimeInForce = lRow["TimeInForce"].DBToString();
ret.ChannelID = lRow["ChannelID"].DBToInt32();
ret.ExecBroker = lRow["ExecBroker"].DBToString();
ret.Side = lRow["Side"].DBToInt32();
ret.OrderQty = lRow["OrderQty"].DBToInt32();
ret.OrderQtyRemaining = lRow["OrderQtyRemaining"].DBToInt32();
ret.OrderQtyMin = lRow["MinQty"].DBToDecimal();
ret.OrderQtyApar = lRow["MaxFloor"].DBToDecimal();
ret.Price = lRow["Price"].DBToDecimal();
ret.CumQty = lRow["CumQty"].DBToInt32();
ret.FixMsgSeqNum = lRow["FixMsgSeqNum"].DBToInt32();
ret.SystemID = lRow["SystemID"].DBToString();
ret.Memo = lRow["Memo"].DBToString();
ret.FixMsgSeqNum = lRow["FixMsgSeqNum"].DBToInt32();
ret.SessionID = lRow["SessionID"].DBToString();
ret.SessionIDOriginal = lRow["SessionIDOrigin"].DBToString();
ret.IdFix = lRow["IDSession"].DBToInt32();
}
FecharConexao();
return(ret);
}
catch (Exception ex)
{
FecharConexao();
logger.Error("BuscarOrdem(): " + ex.Message, ex);
return(null);
}
}
public bool AtualizarOrdem(OrderDbInfo order)
{
try
{
AbrirConexao(_strConnectionStringDefault);
_sqlCommand = new SqlCommand("prc_fix_atualizar_ordem", _sqlConn);
_sqlCommand.CommandType = System.Data.CommandType.StoredProcedure;
_sqlCommand.Parameters.Add(new SqlParameter("@OrderID", order.OrderID));
_sqlCommand.Parameters.Add(new SqlParameter("@ClOrdID", order.ClOrdID));
_sqlCommand.Parameters.Add(new SqlParameter("@OrigClOrdID", order.OrigClOrdID));
_sqlCommand.Parameters.Add(new SqlParameter("@ExchangeNumberID", order.ExchangeNumberID));
_sqlCommand.Parameters.Add(new SqlParameter("@OrdStatusID", order.OrdStatus));
_sqlCommand.Parameters.Add(new SqlParameter("@TransactTime", order.TransactTime));
if (DateTime.MinValue != order.ExpireDate)
{
_sqlCommand.Parameters.Add(new SqlParameter("@ExpireDate", order.ExpireDate));
}
else
{
_sqlCommand.Parameters.Add(new SqlParameter("@ExpireDate", DBNull.Value));
}
_sqlCommand.Parameters.Add(new SqlParameter("@TimeInForce", order.TimeInForce));
_sqlCommand.Parameters.Add(new SqlParameter("@OrderQty", order.OrderQty));
_sqlCommand.Parameters.Add(new SqlParameter("@OrderQtyMin", order.OrderQtyMin));
_sqlCommand.Parameters.Add(new SqlParameter("@OrderQtyApar", order.OrderQtyApar));
_sqlCommand.Parameters.Add(new SqlParameter("@OrderQtyRemaining", order.OrderQtyRemaining));
_sqlCommand.Parameters.Add(new SqlParameter("@CumQty", order.CumQty));
_sqlCommand.Parameters.Add(new SqlParameter("@Price", order.Price));
_sqlCommand.Parameters.Add(new SqlParameter("@FixMsgSeqNum", order.FixMsgSeqNum));
_sqlCommand.Parameters.Add(new SqlParameter("@Memo", order.Memo));
if (string.IsNullOrEmpty(order.HandlInst))
{
_sqlCommand.Parameters.Add(new SqlParameter("@HandlInst", DBNull.Value));
}
else
{
_sqlCommand.Parameters.Add(new SqlParameter("@HandlInst", order.HandlInst));
}
if (string.IsNullOrEmpty(order.MsgFix))
{
_sqlCommand.Parameters.Add(new SqlParameter("@MsgFix", DBNull.Value));
}
else
{
_sqlCommand.Parameters.Add(new SqlParameter("@MsgFix", order.MsgFix));
}
int rows = _sqlCommand.ExecuteNonQuery();
FecharConexao();
return(true);
}
catch (Exception ex)
{
_dbArq.AtualizarOrdem(order);
FecharConexao();
logger.Error("AtualizarOrdem(): " + ex.Message, ex);
return(false);
}
}
/// <summary>
///
/// </summary>
/// <param name="info"></param>
public void EnqueueCallback(OrderDbInfo info)
{
try
{
lock (qDBOrdemInfoConvert)
{
this.qDBOrdemInfoConvert.Enqueue(info);
}
}
catch (Exception ex)
{
logger.Error("EnqueueCallback: " + ex.Message, ex);
}
}
public void AtualizarOrdem(OrderDbInfo order)
{
try
{
loggerCliente.InfoFormat(_sb_prc_fix_atualizar_ordem.ToString(),
order.OrderID, order.ClOrdID, order.OrigClOrdID, order.ExchangeNumberID, order.OrdStatus,
DateTime.MinValue == order.TransactTime ? "NULL" : "'" + order.TransactTime.ToString("yyyy-MM-dd HH:mm:sss.fff") + "'",
DateTime.MinValue == order.ExpireDate ? "NULL" : "'" + order.ExpireDate.ToString("yyyy-MM-dd HH:mm:sss.fff") + "'",
order.TimeInForce, order.OrderQty, order.OrderQtyMin,
order.OrderQtyApar, order.OrderQtyRemaining, order.CumQty, order.Price, order.FixMsgSeqNum,
order.Memo);
}
catch (Exception ex)
{
logger.Error("Problemas na escrita do arquivo AtualizarOrdem: " + ex.Message, ex);
}
}
public void InserirOrdem(OrderDbInfo order)
{
try
{
loggerCliente.InfoFormat(_sb_prc_fix_inserir_ordem.ToString(),
order.OrderID, order.ClOrdID, order.StopStartID, order.OrigClOrdID, order.ExchangeNumberID,
order.Account, order.Symbol, order.SecurityExchangeID, order.OrdTypeID, order.OrdStatus,
DateTime.MinValue == order.TransactTime ? "NULL" : "'" + order.TransactTime.ToString("yyyy-MM-dd HH:mm:sss.fff") + "'",
DateTime.MinValue == order.ExpireDate ? "NULL" : "'" + order.ExpireDate.ToString("yyyy-MM-dd HH:mm:sss.fff") + "'",
order.TimeInForce, order.ChannelID, order.ExecBroker,
order.Side, order.OrderQty, order.OrderQtyMin, order.OrderQtyApar, order.OrderQtyRemaining,
order.Price, order.CumQty, order.Description, order.FixMsgSeqNum, order.SystemID, order.Memo,
order.SessionID);
}
catch (Exception ex)
{
logger.Error("Problemas na escrita do arquivo InserirOrdem: " + ex.Message, ex);
}
}
/// <summary>
///
/// </summary>
public void dbOrdemInfoConverter()
{
while (_bKeepRunning)
{
try
{
if (qDBOrdemInfoConvert.Count > 0)
{
OrderDbInfo dbInfo = null;
lock (qDBOrdemInfoConvert)
{
dbInfo = qDBOrdemInfoConvert.Dequeue();
}
if (dbInfo != null)
{
OrdemInfo converted = Conversions.OrderDBInfo2OrdemInfo(dbInfo);
lock (qOrdemInfo)
{
qOrdemInfo.Enqueue(converted);
}
}
}
else
{
Thread.Sleep(100);
}
}
catch (Exception ex)
{
logger.Error("dbOrdemInfoConverter:" + ex.Message, ex);
Thread.Sleep(100);
}
}
}
private bool _er_Update(ExecutionReport er, FixOrderStatus ordS, string desc, string bolsa)
{
try
{
int account;
if (bolsa.Equals(ExchangePrefixes.BOVESPA, StringComparison.InvariantCultureIgnoreCase))
{
string acc = er.Account.getValue();
acc = (acc.Remove(acc.Length - 1));
account = Convert.ToInt32(acc);
}
else
{
account = Convert.ToInt32(er.Account.getValue());
}
// Buscar Ordem Original, de algum jeito!!!
// 1a. tentativa: Tentar via ExchangeNumber
// 2a. tentativa: Tentar via ClOrdID e OrigClOrdID
// 3a. tentativa: Tentar via ClOrdID no tb_fix_order_update e buscar a ordem pelo OrderID
// 4a. tentativa: ahhh foda-se, nao achou mesmo
OrderDbInfo orderOrig = null;
// 1a. tentativa
if (er.IsSetOrderID() && !er.OrderID.getValue().Equals("NONE"))
{
orderOrig = _db.BuscarOrdemPorExchangeNumber(er.OrderID.getValue());
}
// 2a. Tentativa
if (null == orderOrig || orderOrig.OrderID == 0)
{
orderOrig = _db.BuscarOrdem(er.ClOrdID.getValue(), account, er.Symbol.getValue());
if (orderOrig.OrderID == 0)
{
// Se ordem nao encontrada, entao procurar pelo OrigClOrdID
if (er.IsSetOrigClOrdID())
{
orderOrig = _db.BuscarOrdem(er.OrigClOrdID.getValue(), account, er.Symbol.getValue());
if (orderOrig.OrderID == 0)
{
orderOrig = _db.BuscarOrdem(er.OrigClOrdID.getValue(), account, er.Symbol.getValue(), true);
//if (orderOrig.OrderID == 0)
//{
// logger.Info("01 ER - Nao achou a ordem em questao!!!: " + er.OrigClOrdID.getValue() + " Status: " + ordS.ToString() + " Desc: " + desc);
// return false;
//}
}
else
{
orderOrig = _db.BuscarOrdem(er.OrigClOrdID.getValue(), account, er.Symbol.getValue());
}
}
else
{
orderOrig = _db.BuscarOrdem(er.ClOrdID.getValue(), account, er.Symbol.getValue(), true);
//if (orderOrig.OrderID == 0)
//{
// logger.Info("02 ER - Nao achou a ordem em questao!!!: " + er.ClOrdID.getValue() + " Status: " + ordS.ToString() + " Desc: " + desc);
// return false;
//}
}
}
}
// 3a. Tentativa
if (null == orderOrig || orderOrig.OrderID == 0)
{
// Buscar a partir de tb_fix_order_update
OrderDbUpdateInfo orderUpdate = _db.BuscarOrdemUpdate(er.ClOrdID.getValue());
// Buscar ordem original a partir do order ID
if (orderUpdate.OrderID != 0)
{
orderOrig = _db.BuscarOrdemPorOrderID(orderUpdate.OrderID);
}
else
{
logger.Info("01 ER - Nao achou a ordem em questao!!!: " + er.ClOrdID.getValue() + " Status: " + ordS.ToString() + " Desc: " + desc);
return(false);
}
}
if (null == orderOrig || orderOrig.OrderID == 0)
{
logger.Info("02 ER - Nao achou a ordem em questao!!!: " + er.ClOrdID.getValue() + " Status: " + ordS.ToString() + " Desc: " + desc);
return(false);
}
//}
//else
//{
// orderOrig = _db.BuscarOrdemPorExchangeNumber(er.OrderID.getValue());
// if (orderOrig.OrderID == 0)
// {
// logger.Info("ER - Nao achou a ordem em questao via exchange number (OrderID ER)!!!: " + er.OrderID.getValue() + " Status: " + ordS.ToString() + " Desc: " + desc);
// return false;
// }
// }
// Adicionar OrdemDetalhe
OrderDbDetalheInfo detail = new OrderDbDetalheInfo();
detail.OrderID = orderOrig.OrderID;
detail.TransactID = er.ExecID.getValue();
detail.OrderQty = Convert.ToInt32(er.OrderQty.getValue());
detail.Price = er.IsSetField(Tags.Price) ? er.Price.getValue() : Decimal.Zero;
detail.OrderStatusID = (int)ordS;
detail.TransactTime = er.TransactTime.getValue();
if (er.IsSetField(Tags.Text))
{
detail.Description = desc + " - " + er.Text.getValue();
}
else
{
detail.Description = desc;
}
detail.TradeQty = er.IsSetField(Tags.LastQty) ? Convert.ToInt32(er.LastQty.getValue()) : 0;
detail.CumQty = er.IsSetField(Tags.CumQty) ? Convert.ToInt32(er.CumQty.getValue()) : 0;
detail.FixMsgSeqNum = Convert.ToInt32(er.Header.GetField(Tags.MsgSeqNum));
if (!_db.InserirOrdemDetalhe(detail, orderOrig.ClOrdID))
{
logger.Info("Erro ao inserir o registro na tabela tb_fix_order_update");
return(false);
}
// Atualizar Ordem
orderOrig.ExchangeNumberID = er.OrderID.getValue();
orderOrig.OrdStatus = (int)ordS;
orderOrig.TransactTime = er.TransactTime.getValue();
// orderOrig.ClOrdID = er.ClOrdID.getValue();
// if (er.IsSetOrigClOrdID())
// orderOrig.OrigClOrdID = er.OrigClOrdID.getValue();
if (er.IsSetField(Tags.LeavesQty))
{
orderOrig.OrderQtyRemaining = Convert.ToInt32(er.LeavesQty.getValue());
}
if (er.IsSetField(Tags.CumQty))
{
orderOrig.CumQty = Convert.ToInt32(er.CumQty.getValue());
}
orderOrig.Memo = er.IsSetField(Tags.Memo) ? er.GetField(Tags.Memo): string.Empty;
if (!_db.AtualizarOrdem(orderOrig))
{
logger.Info("Problemas na atualizacao da ordem. ClOrdID: " + orderOrig.ClOrdID);
return(false);
}
DropCopyCallbackManager.Instance.EnqueueCallback(orderOrig);
return(true);
}
catch (Exception ex)
{
logger.Error("_er_Update: Erro na atualizacao dos status da ordem: " + ex.Message, ex);
return(false);
}
}
public void ProcessOrderCancelReject(QuickFix.Message msg, string bolsa)
{
try
{
OrderCancelReject ocr = (OrderCancelReject)msg;
// Buscar a ordem original a partir do OrigClOrdID
string clordid = ocr.ClOrdID.getValue();
int account;
if (bolsa.Equals(ExchangePrefixes.BOVESPA, StringComparison.InvariantCultureIgnoreCase))
{
string acc = ocr.IsSetAccount()? ocr.Account.getValue(): string.Empty;
if (!string.IsNullOrEmpty(acc))
{
acc = (acc.Remove(acc.Length - 1));
account = 0;
}
else
{
account = 0;
}
}
else
{
account = ocr.IsSetAccount()? Convert.ToInt32(ocr.Account.getValue()): 0;
}
OrderDbInfo orderOrig = null;
if (account != 0)
{
orderOrig = _db.BuscarOrdem(clordid, account, ocr.Symbol.getValue());
}
else
{
orderOrig = _db.BuscarOrdemPorClOrdEOrigClOrd(clordid, ocr.OrigClOrdID.getValue(), ocr.Symbol.getValue());
}
if (orderOrig.ClOrdID.Equals(string.Empty))
{
logger.Info("Problema ao consultar informacoes da ordem original");
return;
}
// Preencher informacoes de tb_fix_order_detail (rejection)
OrderDbDetalheInfo detail = new OrderDbDetalheInfo();
detail.OrderID = orderOrig.OrderID;
//detail.OrderQty = orderOrig.OrderQty;
//detail.OrderQtyRemaining = orderOrig.OrderQtyRemaining;
//detail.Price = orderOrig.Price;
detail.OrderStatusID = (int)FixOrderStatus.REJEITADA;
detail.TransactTime = ocr.IsSetField(Tags.TransactTime)? ocr.TransactTime.getValue(): DateTime.MinValue;
detail.Description = ocr.IsSetField(Tags.Text) ? ocr.Text.getValue() : string.Empty;
detail.CxlRejResponseTo = ocr.IsSetField(Tags.CxlRejResponseTo) ? ocr.CxlRejResponseTo.getValue().ToString() : string.Empty;
detail.CxlRejReason = ocr.IsSetField(Tags.CxlRejReason)? ocr.CxlRejReason.getValue(): 0;
detail.FixMsgSeqNum = Convert.ToInt32(ocr.Header.GetField(Tags.MsgSeqNum));
if (!_db.InserirOrdemDetalhe(detail, clordid))
{
logger.Info("Problemas na inserção da ordem detalhe");
return;
}
// Buscar as informacoes da tabela update, utilizando o OrigClOrdID da ordem original
OrderDbUpdateInfo orderUpdate = _db.BuscarOrdemUpdate(orderOrig.OrigClOrdID);
// Atribuir as informacoes do update no order original
orderOrig.ClOrdID = orderUpdate.ClOrdID;
orderOrig.OrdStatus = orderUpdate.OrdStatusID;
orderOrig.Price = orderUpdate.Price;
orderOrig.OrderQty = orderUpdate.Quantidade;
orderOrig.OrderQtyApar = orderUpdate.Quantidade_Aparente;
orderOrig.OrderQtyMin = orderUpdate.Quantidade_Minima;
//orderOrig.OrderQtyRemaining = orderUpdate.Quantidade_Exec;
orderOrig.ExpireDate = orderUpdate.Dt_Validade;
orderOrig.OrigClOrdID = string.Empty;
orderOrig.MsgFix = ocr.ToString().Replace('\x01', '|');
// Atualizar as informacoes do update na tabela da ordem original
if (!_db.AtualizarOrdem(orderOrig))
{
logger.Info("Problemas na atualizacao da ordem (mensagem ordercancelreject). ClOrdID: " + orderOrig.ClOrdID);
return;
}
DropCopyCallbackManager.Instance.EnqueueCallback(orderOrig);
}
catch (Exception ex)
{
logger.Error("Problemas no processamento da mensagem OrderCancelReject: " + ex.Message, ex);
}
}
public void ProcessNewOrderSingle(QuickFix.Message msg, string bolsa, int operador)
{
try
{
NewOrderSingle nos = (NewOrderSingle)msg;
// OBS1: Campos nao atribuidos, nao vem na mensagem;
// OBS2: Esta seguindo a ordem dos campos da tabela
OrderDbInfo order = new OrderDbInfo();
order.ClOrdID = nos.ClOrdID.getValue();
if (bolsa.Equals(ExchangePrefixes.BOVESPA, StringComparison.InvariantCultureIgnoreCase))
{
string acc = nos.Account.getValue();
order.Account = Convert.ToInt32(acc.Remove(acc.Length - 1));
}
else
{
order.Account = Convert.ToInt32(nos.Account.getValue());
}
order.Symbol = nos.Symbol.getValue();
order.SecurityExchangeID = nos.IsSetField(Tags.SecurityID)? nos.SecurityID.getValue(): string.Empty; //Para BMF
order.OrdTypeID = Conversions.Parse2FixOrderType(nos.OrdType.getValue());
order.OrdStatus = (int)FixOrderStatus.NOVA_ORDEM_SOLICITADA; // (nova ordem)
order.TransactTime = nos.TransactTime.getValue();
if (nos.IsSetField(Tags.ExpireDate))
{
order.ExpireDate = DateTime.ParseExact(nos.ExpireDate.getValue() + "235959", "yyyyMMddHHmmss", CultureInfo.InvariantCulture);
}
else
{
order.ExpireDate = DateTime.MinValue;
}
order.TimeInForce = nos.IsSetField(Tags.TimeInForce) ? nos.TimeInForce.getValue().ToString() : "0";
order.ChannelID = operador;
int len = nos.NoPartyIDs.getValue();
for (int i = 0; i < len; i++)
{
Group grp = nos.GetGroup(i + 1, Tags.NoPartyIDs);
if (null != grp)
{
string enteringTrader = grp.GetField(Tags.PartyRole);
if (enteringTrader.Equals(PartyRole.ENTERING_TRADER.ToString()))
{
order.ExecBroker = grp.GetField(Tags.PartyID);
break;
}
}
}
order.Side = Convert.ToInt32(nos.Side.getValue().ToString());
order.OrderQty = Convert.ToInt32(nos.OrderQty.getValue());
order.OrderQtyRemaining = order.OrderQty; // (new order, entao nada foi executado)
order.OrderQtyMin = nos.IsSetField(Tags.MinQty) ? nos.MinQty.getValue() : Decimal.Zero;
order.OrderQtyApar = nos.IsSetField(Tags.MaxFloor) ? nos.MaxFloor.getValue() : Decimal.Zero;
order.Price = nos.IsSetField(Tags.Price) ? nos.Price.getValue() : Decimal.Zero;
order.SystemID = "FixServer";
order.Memo = nos.IsSetField(Tags.Memo) ? nos.GetField(Tags.Memo): string.Empty;
order.FixMsgSeqNum = Convert.ToInt32(nos.Header.GetField(Tags.MsgSeqNum));
order.SessionID = nos.GetSessionID(msg).ToString();
order.SessionIDOriginal = nos.GetString(CustomTags.ORIG_SESSION);
order.IdFix = nos.GetInt(CustomTags.FIXID);
order.MsgFix = nos.ToString().Replace('\x01', '|');
// Para order_detail
order.Description = DescMsg.NOS_OPEN;
order.HandlInst = nos.IsSetField(Tags.HandlInst) ? nos.GetField(Tags.HandlInst) : string.Empty;
if (!_db.InserirOrdem(order))
{
logger.Info("Problemas na insercao da ordem. ClOrdId: " + order.ClOrdID);
}
DropCopyCallbackManager.Instance.EnqueueCallback(order);
}
catch (Exception ex)
{
logger.Error("Problemas no processamento da mensagem NewOrderSingle: " + ex.Message, ex);
}
}
public void ProcessOrderCancelReplaceRequest(QuickFix.Message msg, string bolsa)
{
try
{
OrderCancelReplaceRequest ocrr = (OrderCancelReplaceRequest)msg;
string origclordid = ocrr.OrigClOrdID.getValue();
int account;
if (bolsa.Equals(ExchangePrefixes.BOVESPA, StringComparison.InvariantCultureIgnoreCase))
{
string acc = ocrr.Account.getValue();
acc = (acc.Remove(acc.Length - 1));
account = Convert.ToInt32(acc);
}
else
{
account = Convert.ToInt32(ocrr.Account.getValue());
}
// Buscar ordem original
OrderDbInfo orderOrig = _db.BuscarOrdem(origclordid, account, ocrr.Symbol.getValue());
// Adicionar as informacoes da ordem original na tabela de upodate
if (orderOrig.OrderID == 0)
{
logger.Info("OCRR - Nao achou a ordem em questao!!!: " + origclordid);
return;
}
// Adicionar informacoes originais na tabela update
OrderDbUpdateInfo updt = new OrderDbUpdateInfo();
updt.Account = orderOrig.Account;
updt.Instrumento = orderOrig.Symbol;
updt.OrderID = orderOrig.OrderID;
updt.ClOrdID = orderOrig.ClOrdID;
updt.OrdStatusID = orderOrig.OrdStatus;
updt.Price = orderOrig.Price;
updt.Quantidade = orderOrig.OrderQty;
updt.Quantidade_Exec = orderOrig.CumQty;
updt.Quantidade_Aparente = Convert.ToInt32(orderOrig.OrderQtyApar);
updt.Quantidade_Minima = Convert.ToInt32(orderOrig.OrderQtyMin);
updt.Dt_Validade = orderOrig.ExpireDate;
updt.Dt_Atualizacao = orderOrig.TransactTime;
updt.TimeInForce = orderOrig.TimeInForce;
if (!_db.InserirOrdermUpdate(updt))
{
logger.Error("Erro ao inserir o registro na tabela tb_fix_order_update");
return;
}
// Adicionar as novas informacoes pertinentes na tabela detail
OrderDbDetalheInfo detail = new OrderDbDetalheInfo();
detail.OrderID = orderOrig.OrderID;
detail.TransactID = "";
detail.OrderQty = Convert.ToInt32(ocrr.OrderQty.getValue());
detail.Price = ocrr.IsSetField(Tags.Price)? ocrr.Price.getValue(): Decimal.Zero;
detail.OrderStatusID = (int)FixOrderStatus.SUBSTITUICAO_SOLICITADA;
detail.TransactTime = ocrr.TransactTime.getValue();
detail.Description = DescMsg.OCRR_PENDING_MODIFICATION;
detail.FixMsgSeqNum = Convert.ToInt32(ocrr.Header.GetField(Tags.MsgSeqNum));
if (!_db.InserirOrdemDetalhe(detail, orderOrig.ClOrdID))
{
logger.Error("Erro ao inserir o registro na tabela tb_fix_order_update - msg de modificacao");
return;
}
// Atualizar a informacao original na tabela tb_fix_order
// Atualiza os campos gravados na tabela tb_fix_order_update
// Ordem original já se encontra em orderOrig
orderOrig.OrigClOrdID = ocrr.OrigClOrdID.getValue();
orderOrig.ClOrdID = ocrr.ClOrdID.getValue();
orderOrig.OrdStatus = (int)FixOrderStatus.SUBSTITUICAO_SOLICITADA;
orderOrig.TransactTime = ocrr.TransactTime.getValue();
if (ocrr.IsSetField(Tags.ExpireDate))
{
orderOrig.ExpireDate = DateTime.ParseExact(ocrr.ExpireDate.getValue() + "235959", "yyyyMMddHHmmss", CultureInfo.InvariantCulture);
}
else
{
orderOrig.ExpireDate = DateTime.MinValue;
}
orderOrig.TimeInForce = ocrr.IsSetField(Tags.TimeInForce) ? ocrr.TimeInForce.getValue().ToString() : "0";
orderOrig.OrderQty = Convert.ToInt32(ocrr.OrderQty.getValue());
orderOrig.OrderQtyMin = ocrr.IsSetField(Tags.MinQty) ? ocrr.MinQty.getValue() : 0;
orderOrig.OrderQtyApar = ocrr.IsSetField(Tags.MaxFloor) ? ocrr.MaxFloor.getValue() : 0;
orderOrig.Price = ocrr.IsSetField(Tags.Price)? ocrr.Price.getValue(): Decimal.Zero;
orderOrig.Memo = ocrr.IsSetField(Tags.Memo) ? ocrr.GetField(Tags.Memo): string.Empty;
orderOrig.FixMsgSeqNum = Convert.ToInt32(ocrr.Header.GetField(Tags.MsgSeqNum));
orderOrig.MsgFix = ocrr.ToString().Replace('\x01', '|');
orderOrig.HandlInst = ocrr.IsSetField(Tags.HandlInst) ? ocrr.HandlInst.getValue().ToString() : string.Empty;
if (!_db.AtualizarOrdem(orderOrig))
{
logger.Info("Problemas na atualizacao da ordem (mensagem de modificacao). ClOrdID: " + orderOrig.ClOrdID);
return;
}
DropCopyCallbackManager.Instance.EnqueueCallback(orderOrig);
}
catch (Exception ex)
{
logger.Error("Problemas no processamento da mensagem OrderCancelReplaceRequest: " + ex.Message, ex);
}
}
// 1: return by chave
// 2: return by chaveExchNumber
public int GetOrder(string chave, out TOOrderSession to, string chaveExchNumber = "", int keyType = 1, string exchange = "")
{
try
{
//TOOrderSession ord = null;
lock (_dicMsgsCl)
{
if (_dicMsgsCl.TryGetValue(chave, out to))
{
return(FindType.CLORDID);
}
else
{
//if (string.IsNullOrEmpty(chaveExchNumber))
// return FindType.CLORDID;
{
//KeyValuePair<string, TOOrderSession> item = new KeyValuePair<string, TOOrderSession>();
List <TOOrderSession> lst = _dicMsgsCl.Select(x => x.Value).Where(x => x.ExchangeNumberID == chaveExchNumber).ToList();
TOOrderSession item = null;
if (KeyType.CLORDID == keyType)
{
item = lst.OrderByDescending(x => x.ExchangeSeqNum).FirstOrDefault();
}
else
{
item = lst.OrderByDescending(x => x.ExchangeSeqNum).LastOrDefault();
}
to = item;
if (null != to)
{
return(FindType.EXCHANGE_NUMBER);
}
// Nao achou a ordem. Tentará busca a partir do banco de dados. //TODO[FF]: Fazer a busca e remontar o TO com as informacoes existentes
else
{
string[] arr = chave.Split('-');
string clord;
string strAcc = string.Empty;
int account;
string symbol;
if (arr.Length != 3)
{
return(FindType.UNDEFINED);
}
clord = arr[0];
if (exchange.Equals(ExchangePrefixes.BOVESPA, StringComparison.InvariantCultureIgnoreCase))
{
strAcc = arr[1].Substring(0, arr[1].Length - 1);
}
else
{
strAcc = arr[1];
}
account = Convert.ToInt32(strAcc);
symbol = arr[2];
DbFix db = new DbFix();
OrderDbInfo retOrd = db.BuscarOrdem(clord, account, symbol);
if (0 == retOrd.OrderID)
{
to = null;
return(FindType.UNDEFINED);
}
else
{
TOOrderSession toAux = this.OrderDbInfo2OrderSession(retOrd, chave);
to = toAux;
return(FindType.DB);
}
}
}
}
}
to = null;
return(FindType.UNDEFINED);
}
catch (Exception ex)
{
logger.Error("Erro ao buscar o TOOrderSession: " + ex.Message, ex);
to = null;
return(FindType.UNDEFINED);
}
}
private TOOrderSession OrderDbInfo2OrderSession(OrderDbInfo ord, string chave)
{
try
{
TOOrderSession ret = new TOOrderSession();
string ss = ord.SessionIDOriginal;
string [] aux = ss.Split(new string[] { ":", "/", "->" }, StringSplitOptions.RemoveEmptyEntries);
string beginstr;
string sender;
string sendersub = string.Empty;
string target;
string targetsub = string.Empty;
// Se tiver '/', existe sender sub e targetsub
bool isSub = false;
if (ss.IndexOf("/") > 0)
{
beginstr = aux[0];
sender = aux[1];
sendersub = aux[2];
target = aux[3];
targetsub = aux[4];
isSub = true;
}
else
{
beginstr = aux[0];
sender = aux[1];
target = aux[2];
}
if (isSub)
{
ret.Sessao = new QuickFix.SessionID(beginstr, sender, sendersub, target, targetsub);
}
else
{
ret.Sessao = new QuickFix.SessionID(beginstr, sender, target);
}
ret.TipoExpiracao = ord.TimeInForce;
ret.DataExpiracao = ord.ExpireDate == DateTime.MinValue? "" : ord.ExpireDate.ToString("yyyyMMdd");
ret.DataEnvio = ord.RegisterTime.ToString("yyyyMMdd-HH:mm:ss.fff");
ret.MsgSeqNum = ord.FixMsgSeqNum;
ret.OrigClOrdID = ord.OrigClOrdID;
ret.ClOrdID = ord.ClOrdID;
ret.Account = ord.Account;
ret.ExchangeNumberID = ord.ExchangeNumberID;
ret.ExchangeSeqNum = 1;
ret.ChaveDicionario = chave;
// Remontar a mensagem fix
string msg = ord.MsgFix.Replace('|', '\x01');
ret.MensagemQF = new QuickFix.Message(msg, this.Dict, true);
// Remontar party id a partir da mensagem fix
int lenPID = ret.MensagemQF.IsSetField(Tags.NoPartyIDs) ? ret.MensagemQF.GetInt(Tags.NoPartyIDs) : 0;
for (int x = 1; x <= lenPID; x += 1)
{
Group noPartyIds = new Group(ret.MensagemQF.GetGroup(x, Tags.NoPartyIDs));
ret.PartyIDs.Add(noPartyIds);
}
return(ret);
}
catch (Exception ex)
{
logger.Error("OrderDbInfo2OrderSession(): " + ex.Message, ex);
return(null);
}
}
public bool InserirOrdem(OrderDbInfo order)
{
try
{
AbrirConexao(_strConnectionStringDefault);
_sqlCommand = new SqlCommand("prc_fix_inserir_ordem", _sqlConn);
_sqlCommand.CommandType = System.Data.CommandType.StoredProcedure;
_sqlCommand.Parameters.Add(new SqlParameter("@OrderID", order.OrderID));
_sqlCommand.Parameters.Add(new SqlParameter("@ClOrdID", order.ClOrdID));
_sqlCommand.Parameters.Add(new SqlParameter("@StopStartID", order.StopStartID));
_sqlCommand.Parameters.Add(new SqlParameter("@OrigClOrdID", order.OrigClOrdID));
_sqlCommand.Parameters.Add(new SqlParameter("@ExchangeNumberID", order.ExchangeNumberID));
_sqlCommand.Parameters.Add(new SqlParameter("@Account", order.Account));
_sqlCommand.Parameters.Add(new SqlParameter("@Symbol", order.Symbol));
_sqlCommand.Parameters.Add(new SqlParameter("@SecurityExchangeID", order.SecurityExchangeID));
_sqlCommand.Parameters.Add(new SqlParameter("@OrdTypeID", order.OrdTypeID));
_sqlCommand.Parameters.Add(new SqlParameter("@OrdStatusID", order.OrdStatus));
_sqlCommand.Parameters.Add(new SqlParameter("@TransactTime", order.TransactTime));
if (DateTime.MinValue != order.ExpireDate)
{
_sqlCommand.Parameters.Add(new SqlParameter("@ExpireDate", order.ExpireDate));
}
else
{
_sqlCommand.Parameters.Add(new SqlParameter("@ExpireDate", DBNull.Value));
}
_sqlCommand.Parameters.Add(new SqlParameter("@TimeInForce", order.TimeInForce));
_sqlCommand.Parameters.Add(new SqlParameter("@ChannelID", order.ChannelID));
_sqlCommand.Parameters.Add(new SqlParameter("@ExecBroker", order.ExecBroker));
_sqlCommand.Parameters.Add(new SqlParameter("@Side", order.Side));
_sqlCommand.Parameters.Add(new SqlParameter("@OrderQty", order.OrderQty));
_sqlCommand.Parameters.Add(new SqlParameter("@OrderQtyMin", order.OrderQtyMin));
_sqlCommand.Parameters.Add(new SqlParameter("@OrderQtyApar", order.OrderQtyApar));
_sqlCommand.Parameters.Add(new SqlParameter("@OrderQtyRemaining", order.OrderQtyRemaining));
_sqlCommand.Parameters.Add(new SqlParameter("@Price", order.Price));
_sqlCommand.Parameters.Add(new SqlParameter("@CumQty", order.CumQty));
_sqlCommand.Parameters.Add(new SqlParameter("@description", order.Description));
_sqlCommand.Parameters.Add(new SqlParameter("@FixMsgSeqNum", order.FixMsgSeqNum));
_sqlCommand.Parameters.Add(new SqlParameter("@systemID", order.SystemID));
_sqlCommand.Parameters.Add(new SqlParameter("@Memo", order.Memo));
_sqlCommand.Parameters.Add(new SqlParameter("@SessionID", order.SessionID));
_sqlCommand.Parameters.Add(new SqlParameter("@OriginalSessionID", order.SessionIDOriginal));
_sqlCommand.Parameters.Add(new SqlParameter("@IdFix", order.IdFix));
_sqlCommand.Parameters.Add(new SqlParameter("@MsgFix", order.MsgFix));
if (!string.IsNullOrEmpty(order.HandlInst))
{
_sqlCommand.Parameters.Add(new SqlParameter("@HandlInst", order.HandlInst));
}
int rows = _sqlCommand.ExecuteNonQuery();
FecharConexao();
return(true);
}
catch (Exception ex)
{
_dbArq.InserirOrdem(order);
FecharConexao();
logger.Error("InserirOrdem(): " + ex.Message, ex);
return(false);
}
}
