private void Client_MyOrderEvent(int numUser, string portfolio, PrivateOrderRawEvent orderInfo)
{
lock (_orderLocker)
{
var needOrder = _myOrders.Find(o => o.NumberUser == numUser);
if (needOrder == null)
{
return;
}
var order = new OsEngine.Entity.Order();
order.NumberUser = numUser;
order.PortfolioNumber = portfolio;
order.SecurityNameCode = needOrder.SecurityNameCode;
if (orderInfo.Id == -1)
{
order.State = OrderStateType.Fail;
order.Price = needOrder.Price;
order.Volume = needOrder.Volume;
order.Side = needOrder.Side;
order.NumberMarket = needOrder.NumberMarket;
MyOrderEvent?.Invoke(order);
return;
}
order.NumberMarket = orderInfo.Id.ToString();
order.Price = ParseDecimal(orderInfo.Price);
order.TimeCallBack = new DateTime(1970, 1, 1).AddMilliseconds(Convert.ToDouble(orderInfo.Timestamp));
order.Volume = needOrder.Volume;
order.Side = orderInfo.order_type == PrivateOrderRawEvent.OrderType.Bid ? Side.Buy : Side.Sell;
decimal quantity = ParseDecimal(orderInfo.Quantity);
decimal cancelVolume = ParseDecimal(orderInfo.QuantityLeftBeforeCancellation);
if (quantity == 0 && cancelVolume == needOrder.Volume)
{
order.State = OrderStateType.Cancel;
DelOrder(needOrder);
}
else if (quantity == 0 && cancelVolume == 0)
{
order.State = OrderStateType.Done;
DelOrder(needOrder);
}
else if (quantity == order.Volume)
{
order.State = OrderStateType.Activ;
}
else if (needOrder.Volume != quantity && quantity != 0)
{
order.State = OrderStateType.Patrial;
}
MyOrderEvent?.Invoke(order);
}
}
/// <summary>
/// takes messages from the common queue, converts them to C # classes and sends them to up
/// берет сообщения из общей очереди, конвертирует их в классы C# и отправляет на верх
/// </summary>
public void Converter()
{
while (true)
{
if (_isDisposed)
{
return;
}
if (!_newMessage.IsEmpty)
{
protobuf.ws.WsResponse response;
if (_newMessage.TryDequeue(out response))
{
try
{
if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.TradeChannelSubscribed)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.TradeChannelSubscribedResponse message = ProtoBuf.Serializer.Deserialize <protobuf.ws.TradeChannelSubscribedResponse>(messageStream);
SendLogMessage("Успешная подписка на все сделки", LogMessageType.System);
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.TradeNotify)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
try
{
protobuf.ws.TradeNotification message = ProtoBuf.Serializer.Deserialize <protobuf.ws.TradeNotification>(messageStream);
message.CurrencyPair = message.CurrencyPair.Replace('/', '_');
NewTradesEvent?.Invoke(message);
}
catch
{
// ignore
}
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.Error)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.ErrorResponse message = ProtoBuf.Serializer.Deserialize <protobuf.ws.ErrorResponse>(messageStream);
var token = response.Meta.Token;
if (message.Message.StartsWith("Channel already subscribed"))
{
continue;
}
if (token.StartsWith("NewOrder"))
{
var order = new PrivateOrderRawEvent();
order.Id = -1;
MyOrderEvent?.Invoke(Convert.ToInt32(token.Split('_')[1]), GetPortfolioName(), order);
}
if (message.Message.StartsWith("insufficient funds"))
{
continue;
}
SendLogMessage("WsClient error : " + message.Message, LogMessageType.Error);
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.ChannelUnsubscribed)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.ChannelUnsubscribedResponse message = ProtoBuf.Serializer.Deserialize <protobuf.ws.ChannelUnsubscribedResponse>(messageStream);
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.LoginResponse)
{
IsConnected = true;
if (Connected != null)
{
Connected();
}
// SendLogMessage("Соединение через вебсокет успешно установлено", LogMessageType.System);
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.BalanceChangeChannelSubscribed)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.PrivateSubscribeBalanceChangeChannelRequest message = ProtoBuf.Serializer.Deserialize <protobuf.ws.PrivateSubscribeBalanceChangeChannelRequest>(messageStream);
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.BalanceChangeNotify)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.PrivateChangeBalanceNotification message = ProtoBuf.Serializer.Deserialize <protobuf.ws.PrivateChangeBalanceNotification>(messageStream);
if (UpdatePortfolio != null)
{
UpdatePortfolio(GetPortfolioName(), message);
}
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.OrderBookNotify)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.OrderBookNotification message = ProtoBuf.Serializer.Deserialize <protobuf.ws.OrderBookNotification>(messageStream);
message.CurrencyPair = message.CurrencyPair.Replace('/', '_');
if (UpdateMarketDepth != null)
{
UpdateMarketDepth(message);
}
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.OrderBookChannelSubscribed)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.OrderBookChannelSubscribedResponse message = ProtoBuf.Serializer.Deserialize <protobuf.ws.OrderBookChannelSubscribedResponse>(messageStream);
// SendLogMessage("Успешная подписка на стакан котировок", LogMessageType.System);
message.CurrencyPair = message.CurrencyPair.Replace('/', '_');
if (NewMarketDepth != null)
{
NewMarketDepth(message);
}
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.PrivateOrderRawChannelSubscribed)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
//SendLogMessage("Успешная подписка на мои ордера", LogMessageType.System);
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.PrivateOrderRawNotify)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.PrivateOrderRawNotification message = ProtoBuf.Serializer.Deserialize <protobuf.ws.PrivateOrderRawNotification>(messageStream);
foreach (var ev in message.Datas)
{
if (!_myOrders.ContainsValue(ev.Id))
{
ev.CurrencyPair = ev.CurrencyPair.Replace('/', '_');
_orderEvents.Add(ev);
}
else
{
var needNumberUser = _myOrders.First(o => o.Value == ev.Id);
ev.CurrencyPair = ev.CurrencyPair.Replace('/', '_');
MyOrderEvent?.Invoke(needNumberUser.Key, GetPortfolioName(), ev);
}
}
//SendLogMessage("Пришла информацияпо ордеру", LogMessageType.System);
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.PrivateTradeChannelSubscribed)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
//SendLogMessage("Успешная подписка на мои сделки", LogMessageType.System);
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.PrivateTradeNotify)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.PrivateTradeNotification message = ProtoBuf.Serializer.Deserialize <protobuf.ws.PrivateTradeNotification>(messageStream);
//SendLogMessage("Пришла моя сделка", LogMessageType.System);
foreach (var t in message.Datas)
{
t.CurrencyPair = t.CurrencyPair.Replace('/', '_');
if (!_myOrders.ContainsValue(t.OrderBuyId))
{
_queueMyTradeEvents.Add(t);
}
else
{
MyTradeEvent?.Invoke(t.OrderBuyId.ToString(), t);
}
if (!_myOrders.ContainsValue(t.OrderSellId))
{
_queueMyTradeEvents.Add(t);
}
else
{
MyTradeEvent?.Invoke(t.OrderSellId.ToString(), t);
}
}
}
}//PUT_LIMIT_ORDER_RESPONSE
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.PutLimitOrderResponse)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.PutLimitOrderResponse message = ProtoBuf.Serializer.Deserialize <protobuf.ws.PutLimitOrderResponse>(messageStream);
var orderData = response.Meta.Token.Split('_');
int id = Convert.ToInt32(orderData[1]);
_myOrders.Add(id, message.OrderId);
HandleAllNeedEvents(message.OrderId);
}
}
}
catch (Exception exception)
{
SendLogMessage(exception.Message, LogMessageType.Error);
SendLogMessage("Message type " + response.Meta.ResponseType, LogMessageType.Error);
}
}
}
else
{
Thread.Sleep(1);
}
}
}