private void OnSetMyOrder(int row, int rowsCount, string portfolio, string symbol, StOrder_State state,
StOrder_Action action, StOrder_Type type, StOrder_Validity validity, double price, double amount,
double stop, double filled, DateTime datetime, string id, string no, int cookie)
{
ProduceMessage(
TopicName.SetMyOrder,
JsonSerializer.Serialize(
new SetMyOrder
{
Row = row,
RowsCount = rowsCount,
Portfolio = portfolio,
Symbol = symbol,
State = state,
Action = action,
Type = type,
Validity = validity,
Price = price,
Amount = amount,
PriceStop = stop,
FilledVolume = filled,
DateTime = datetime,
OrderId = id,
StockOrderId = no,
UniqueId = cookie
}
)
);
}
private void OnUpdateOrder(string portfolio, string symbol, StOrder_State state, StOrder_Action action,
StOrder_Type type, StOrder_Validity validity, double price, double amount, double stop, double filled,
DateTime datetime, string orderId, string orderStockId, int statusMask, int cookie, string description)
{
ProduceMessage(
TopicName.UpdateOrder,
JsonSerializer.Serialize(
new UpdateOrder
{
Portfolio = portfolio,
Symbol = symbol,
State = state,
Action = action,
Type = type,
Validity = validity,
Price = price,
Amount = amount,
PriceStop = stop,
FilledVolume = filled,
DateTime = datetime,
OrderId = orderId,
StockOrderId = orderStockId,
StatusMask = statusMask,
UniqueId = cookie,
Error = description
}
)
);
}
public void PlaceOrder(string symbol, ActionEnum action, OrderTypeEnum type, double price, double volume, double stopPrice, int cookie)
{
try
{
if (IsConnected)
{
WriteToLog("Place order. Symbol: {0}; Action: {1}; Price: {2}; Volume: {3}",
symbol, action, price, volume);
StOrder_Validity validity = (type == OrderTypeEnum.STOP ? StOrder_Validity.StOrder_Validity_Day : StOrder_Validity.StOrder_Validity_Gtc);
SmartComServer.PlaceOrder(Portfolio, symbol, action == ActionEnum.BUY ? StOrder_Action.StOrder_Action_Buy : StOrder_Action.StOrder_Action_Sell
, type == OrderTypeEnum.LIMIT ? StOrder_Type.StOrder_Type_Limit : StOrder_Type.StOrder_Type_StopLimit, validity
, price, volume, stopPrice, cookie);
}
} catch (Exception e)
{
throw new SmartException(e);
}
}
public UpdateOrder(string portfolio, string symbol, StOrder_State state, StOrder_Action action, StOrder_Type type, StOrder_Validity validity, double price, double amount, double stop, double filled, DateTime date, string orderId, string orderNo, int status_mask, int cookie)
{
this.portfolio = portfolio;
this.symbol = symbol;
this.state = state;
this.action = action;
this.type = type;
this.validity = validity;
this.price = price;
this.orderAmount = amount;
this.stop = stop;
this.orderUnfilled = filled;
this.datetime = date;
this.orderId = orderId;
this.orderNo = orderNo;
this.statusMask = status_mask;
this.cookie = cookie;
}
public void SendOrder(Order order)
{
StOrder_Action action;
if (order.Side == Side.Buy)
{
action = StOrder_Action.StOrder_Action_Buy;
}
else
{
action = StOrder_Action.StOrder_Action_Sell;
}
StOrder_Type type;
type = StOrder_Type.StOrder_Type_Limit;
StOrder_Validity validity = StOrder_Validity.StOrder_Validity_Day;
double price = Convert.ToDouble(order.Price);
double volume = Convert.ToDouble(order.Volume);
int cookie = Convert.ToInt32(order.NumberUser);
lock (_smartComServerLocker)
{
SmartServer.PlaceOrder(order.PortfolioNumber, order.SecurityNameCode, action, type,
validity,
price, volume, 0, cookie);
}
_numsSendToExecuteOrders.Add(new TransactioinSmartComSendState()
{
NumTransaction = order.NumberUser,
TimeSendTransaction = DateTime.Now
});
}
private void OnUpdateOrder(string portfolio, string symbol, StOrder_State smartState, StOrder_Action smartAction, StOrder_Type smartType, StOrder_Validity smartValidity, double price, double amount, double stop, double filled, DateTime datetime, string orderid, string orderno, int statusMask, int cookie)
{
SmartOrderState state;
switch (smartState)
{
case StOrder_State.StOrder_State_ContragentReject:
state = SmartOrderState.ContragentReject;
break;
case StOrder_State.StOrder_State_Submited:
state = SmartOrderState.Submited;
break;
case StOrder_State.StOrder_State_Pending:
state = SmartOrderState.Pending;
break;
case StOrder_State.StOrder_State_Open:
state = SmartOrderState.Open;
break;
case StOrder_State.StOrder_State_Expired:
state = SmartOrderState.Expired;
break;
case StOrder_State.StOrder_State_Cancel:
state = SmartOrderState.Cancel;
break;
case StOrder_State.StOrder_State_Filled:
state = SmartOrderState.Filled;
break;
case StOrder_State.StOrder_State_Partial:
state = SmartOrderState.Partial;
break;
case StOrder_State.StOrder_State_ContragentCancel:
state = SmartOrderState.ContragentReject;
break;
case StOrder_State.StOrder_State_SystemReject:
state = SmartOrderState.SystemReject;
break;
case StOrder_State.StOrder_State_SystemCancel:
state = SmartOrderState.SystemCancel;
break;
default:
throw new ArgumentOutOfRangeException("smartState");
}
SmartOrderType type;
switch (smartType)
{
case StOrder_Type.StOrder_Type_Market:
type = SmartOrderType.Market;
break;
case StOrder_Type.StOrder_Type_Limit:
type = SmartOrderType.Limit;
break;
case StOrder_Type.StOrder_Type_Stop:
type = SmartOrderType.Stop;
break;
case StOrder_Type.StOrder_Type_StopLimit:
type = SmartOrderType.StopLimit;
break;
default:
throw new ArgumentOutOfRangeException("smartType");
}
SmartOrderValidity validity;
switch (smartValidity)
{
case StOrder_Validity.StOrder_Validity_Day:
validity = SmartOrderValidity.Day;
break;
case StOrder_Validity.StOrder_Validity_Gtc:
validity = SmartOrderValidity.Gtc;
break;
default:
throw new ArgumentOutOfRangeException("smartValidity");
}
OnUpdateOrder(portfolio, symbol, state, ToWrapper(smartAction), type, validity, price, amount, stop, filled, datetime, orderid, orderno, statusMask, cookie);
}
private void SmartServerOnUpdateOrder(string portfolio, string symbol, StOrder_State state, StOrder_Action action, StOrder_Type type, StOrder_Validity validity, double price, double amount, double stop, double filled, DateTime datetime, string orderid, string orderno, int statusMask, int cookie, string description)
{
try
{
Order order = new Order();
order.NumberUser = cookie;
order.NumberMarket = orderno;
order.SecurityNameCode = symbol;
order.Price = Convert.ToDecimal(price);
order.Volume = Convert.ToInt32(amount);
order.VolumeExecute = Convert.ToInt32(amount) - Convert.ToInt32(filled);
order.NumberUser = cookie;
order.Comment = orderid;
order.PortfolioNumber = portfolio;
if (_ordersWhithId.Find(o => o.Comment == order.Comment) == null)
{
_ordersWhithId.Add(order);
}
if (state == StOrder_State.StOrder_State_Open ||
state == StOrder_State.StOrder_State_Submited)
{
order.State = OrderStateType.Activ;
order.TimeCallBack = datetime;
_numsIncomeExecuteOrders.Add(cookie);
}
if (state == StOrder_State.StOrder_State_Pending)
{
order.TimeCallBack = datetime;
order.State = OrderStateType.Pending;
_numsIncomeExecuteOrders.Add(cookie);
return;
}
if (state == StOrder_State.StOrder_State_Cancel ||
state == StOrder_State.StOrder_State_SystemCancel)
{
order.TimeCancel = datetime;
order.State = OrderStateType.Cancel;
_numsIncomeCancelOrders.Add(cookie);
_numsIncomeExecuteOrders.Add(cookie);
}
if (state == StOrder_State.StOrder_State_SystemReject)
{
order.State = OrderStateType.Fail;
order.VolumeExecute = 0;
order.TimeCancel = datetime;
order.TimeCallBack = datetime;
_numsIncomeExecuteOrders.Add(cookie);
_numsIncomeCancelOrders.Add(cookie);
}
if (state == StOrder_State.StOrder_State_Filled)
{
order.VolumeExecute = order.Volume;
order.TimeCallBack = datetime;
order.TimeDone = datetime;
order.State = OrderStateType.Done;
_numsIncomeExecuteOrders.Add(cookie);
}
if (state == StOrder_State.StOrder_State_Partial)
{
order.State = OrderStateType.Patrial;
order.TimeCallBack = datetime;
_numsIncomeExecuteOrders.Add(cookie);
}
if (action == StOrder_Action.StOrder_Action_Buy ||
action == StOrder_Action.StOrder_Action_Cover)
{
order.Side = Side.Buy;
}
else
{
order.Side = Side.Sell;
}
if (type == StOrder_Type.StOrder_Type_Limit)
{
order.TypeOrder = OrderPriceType.Limit;
}
else
{
order.TypeOrder = OrderPriceType.Market;
}
if (MyOrderEvent != null)
{
MyOrderEvent(order);
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
}
void scom_UpdateOrder(string portfolio, string symbol
, StOrder_State state, StOrder_Action action, StOrder_Type type, StOrder_Validity validity
, double price, double amount, double stop, double filled, DateTime datetime, string orderid, string orderno, int status_mask, int cookie)
{
if (!Trading)
{
return;
}
string messageInf = "";
//string messageInf = "(" + DateTime.Now.ToString("HH:mm:ss:fff", CultureInfo.InvariantCulture) + ")"
// + "\tUpdateOrder(" + action.ToString() + "): " + cookie + "(" + orderid + " | " + orderno + ") price: " + price.ToString() + " stop: " + stop.ToString() + " filled: " + filled.ToString() + ": ";
allClaims.AddOrderIdAndOrderNo(cookie, amount, action, orderid, orderno);
string roundtrip = "";
switch (state)
{
case StOrder_State.StOrder_State_Pending:
allClaims.dicAllClaims[cookie].dt_State_Pending = DateTime.Now;
roundtrip = (allClaims.dicAllClaims[cookie].dtEnter - allClaims.dicAllClaims[cookie].dt_State_Pending).TotalMilliseconds.ToString();
messageInf += DateTime.Now.ToString("HH:mm:ss:fff") + " UpdateOrder Размещен у брокера ";
break;
case StOrder_State.StOrder_State_Open:
allClaims.dicAllClaims[cookie].dt_State_Open = DateTime.Now;
roundtrip = (allClaims.dicAllClaims[cookie].dtEnter - allClaims.dicAllClaims[cookie].dt_State_Open).TotalMilliseconds.ToString();
messageInf += DateTime.Now.ToString("HH:mm:ss:fff") + " UpdateOrder Выведен на рынок ";
break;
case StOrder_State.StOrder_State_Cancel:
allClaims.dicAllClaims[cookie].dt_State_Cancel = DateTime.Now;
roundtrip = (allClaims.dicAllClaims[cookie].dtEnter - allClaims.dicAllClaims[cookie].dt_State_Cancel).TotalMilliseconds.ToString();
messageInf += DateTime.Now.ToString("HH:mm:ss:fff") + " UpdateOrder Отменён ";
break;
case StOrder_State.StOrder_State_Filled:
allClaims.dicAllClaims[cookie].dt_State_Filled = DateTime.Now;
roundtrip = (allClaims.dicAllClaims[cookie].dtEnter - allClaims.dicAllClaims[cookie].dt_State_Filled).TotalMilliseconds.ToString();
messageInf += DateTime.Now.ToString("HH:mm:ss:fff") + " UpdateOrder Исполнен ";
break;
case StOrder_State.StOrder_State_Partial:
allClaims.dicAllClaims[cookie].dt_State_Partial = DateTime.Now;
roundtrip = (allClaims.dicAllClaims[cookie].dtEnter - allClaims.dicAllClaims[cookie].dt_State_Partial).TotalMilliseconds.ToString();
messageInf += DateTime.Now.ToString("HH:mm:ss:fff") + " UpdateOrder Исполнен частично amount: " + amount.ToString() + " filled:" + filled.ToString();
break;
default:
break;
}
if (OnInformation != null)
{
OnInformation(InfoElement.logfile, messageInf + " cook:" + cookie + " orderid:" + orderid + " orderNo:" + orderno + " lotCount:" + lotCount.ToString() + " roundTrip:" + roundtrip);
}
}
void scom_SetMyOrder(int row, int nrows, string portfolio, string symbol, StOrder_State state, StOrder_Action action, StOrder_Type type, StOrder_Validity validity
, double price, double amount, double stop, double filled, DateTime datetime, string id, string no, int cookie)
{
allClaims.AddOrderIdAndOrderNo(cookie, amount, action, id, no);
string messageInf = DateTime.Now.ToString("HH:mm:ss:fff") + " SetMyOrders " + cookie;
if (OnInformation != null)
{
OnInformation(InfoElement.logfile, messageInf);
}
}
public void PlaceOrder(string portfolio, string symbol, StOrder_Action action, StOrder_Type type, StOrder_Validity validity, double price, double amount, double stop, int cookie)
{
this.ordersPlaced++;
}