// **********************************************************************
public void Write(DateTime dateTime, OwnOrder order)
{
dw.WriteRecHeader(sid, dateTime);
if(order.Id == 0 && order.Price == 0)
dw.Write((byte)OrderFlags.DropAll);
else
{
OrderFlags flags;
switch(order.Type)
{
case OwnOrderType.Regular:
flags = OrderFlags.Active;
break;
case OwnOrderType.Stop:
flags = OrderFlags.Active | OrderFlags.Stop;
break;
default:
flags = OrderFlags.None;
break;
}
if(order.Id > 0)
flags |= OrderFlags.External;
dw.Write((byte)flags);
dw.WriteLeb128(order.Id);
dw.WriteLeb128(order.Price);
dw.WriteLeb128(order.Quantity);
}
}
// **********************************************************************
public override void Read(bool push)
{
OrderFlags flags = (OrderFlags)dr.ReadByte();
OwnOrder order;
if((flags & OrderFlags.DropAll) != 0)
order = new OwnOrder();
else
{
OwnOrderType type;
if((flags & OrderFlags.Active) != 0)
{
if((flags & OrderFlags.Stop) != 0)
type = OwnOrderType.Stop;
else
type = OwnOrderType.Regular;
}
else
type = OwnOrderType.None;
order = new OwnOrder(type, dr.ReadLeb128(),
(int)dr.ReadLeb128(), (int)dr.ReadLeb128(), null);
}
if(push && Handler != null)
Handler(Security.Key, order);
}
// **********************************************************************
public override void Read(bool push)
{
long id = dr.ReadInt64();
int p = dr.ReadPackInt();
int q = dr.ReadPackInt();
if (push && Handler != null)
{
OwnOrder order;
if (p < 0)
{
order = new OwnOrder(id, -p);
}
else if (id < 0)
{
order = new OwnOrder(OwnOrderType.Stop, id, p, q, null);
}
else
{
order = new OwnOrder(OwnOrderType.Regular, id, p, q, null);
}
Handler(Security.Key, order);
}
}
void PutOwnOrder(long id, int price, int qty)
{
OwnOrder order = new OwnOrder(id, price, qty, "tag");
if (writeOrders)
{
try
{
lock (pLock)
{
WriteRecHeader(orderId);
bw.Write(order.Id);
bw.Write(order.IsActive ? order.Price : -order.Price);
bw.Write(order.Quantity);
}
}
catch (Exception e)
{
SetError(e.Message);
}
}
// Receiver.PutOwnOrder(order);
}
// **********************************************************************
void ActivateStopOrder(Transaction t, OwnAction newAction)
{
// MktProvider.Log.Put("Стоп-заявка " + t.Descr + " "
// + t.TId + " @" + t.Price + " активирована");
OwnOrder ownOrder = new OwnOrder(t.TId, t.Price);
t.Source = newAction;
t.Execute();
ProcessTList();
Position.StopOrderActivated(t);
MktProvider.Receiver.PutOwnOrder(ownOrder);
}
// **********************************************************************
public override void Read(bool push)
{
long id = dr.ReadInt64();
int p = dr.ReadPackInt();
int q = dr.ReadPackInt();
if(push && Handler != null)
{
OwnOrder order;
if(p < 0)
order = new OwnOrder(id, -p);
else if(id < 0)
order = new OwnOrder(OwnOrderType.Stop, id, p, q, null);
else
order = new OwnOrder(OwnOrderType.Regular, id, p, q, null);
Handler(Security.Key, order);
}
}
// **********************************************************************
public override void Read(bool push)
{
OrderFlags flags = (OrderFlags)dr.ReadByte();
OwnOrder order;
if ((flags & OrderFlags.DropAll) != 0)
{
order = new OwnOrder();
}
else
{
OwnOrderType type;
if ((flags & OrderFlags.Active) != 0)
{
if ((flags & OrderFlags.Stop) != 0)
{
type = OwnOrderType.Stop;
}
else
{
type = OwnOrderType.Regular;
}
}
else
{
type = OwnOrderType.None;
}
order = new OwnOrder(type, dr.ReadLeb128(),
(int)dr.ReadLeb128(), (int)dr.ReadLeb128());
}
if (push && Handler != null)
{
Handler(Security.Key, order);
}
}
// **********************************************************************
public void Write(DateTime dateTime, OwnOrder order)
{
dw.WriteRecHeader(sid, dateTime);
if (order.Id == 0 && order.Price == 0)
{
dw.Write((byte)OrderFlags.DropAll);
}
else
{
OrderFlags flags;
switch (order.Type)
{
case OwnOrderType.Regular:
flags = OrderFlags.Active;
break;
case OwnOrderType.Stop:
flags = OrderFlags.Active | OrderFlags.Stop;
break;
default:
flags = OrderFlags.None;
break;
}
if (order.Id > 0)
{
flags |= OrderFlags.External;
}
dw.Write((byte)flags);
dw.WriteLeb128(order.Id);
dw.WriteLeb128(order.Price);
dw.WriteLeb128(order.Quantity);
}
}
// **********************************************************************
void IDataReceiver.PutOwnOrder(OwnOrder order)
{
if (writeOrders)
{
try
{
lock (pLock)
{
WriteRecHeader(orderId);
bw.Write(order.Id);
bw.Write(order.IsActive ? order.Price : -order.Price);
bw.Write(order.Quantity);
}
}
catch (Exception e)
{
SetError(e.Message);
}
}
Receiver.PutOwnOrder(order);
}
void IDataReceiver.PutOwnOrder(OwnOrder order)
{
}