private static void OnIncomingMsg(IMcdrFromAdmin[] msgs)
{
try
{
foreach (var msg in msgs)
{
if (msg is McdrSessionUp)
{
try
{
_clientSessionKey = ((McdrSessionUp)msg).SessionKey;
_IsMcsdSessionUp = true;
}
catch (Exception ex)
{
Console.WriteLine(ex.ToString());
}
}
}
}
catch (Exception exp)
{
SystemLogger.LogErrorAsync("Failed to handle received MCSD from Admin Message . Error : " + exp.ToString());
}
}
public void Handle(AllocRes msg)
{
if (msg != null)
{
switch (msg.ResType)
{
case ALLOC_RES_TYPES.ALLOC_ACCEPTED_RES:
case ALLOC_RES_TYPES.ALLOC_UPDATED_RES:
HandleUpdatedAllocation(msg);
break;
case ALLOC_RES_TYPES.ALLOC_REFUSED_RES:
case ALLOC_RES_TYPES.ALLOC_UPDATE_REFUSED_RES:
HandleRejectAllocation(msg);
break;
default:
// log here.
SystemLogger.LogErrorAsync(string.Format("Unhandled message type received from MCSD : ", msg.ResType));
break;
}
}
}
//timer to check connectivity with MCSD should be added to establish connection with MCSD if it went down during the session.
#endregion
#region Constructor
#endregion
#region private members
private static void InitializeDeclerations()
{
try
{
m_MCSDresponseQueueIP = SystemConfigurations.GetAppSetting("MCSDresponseQueueIP");
m_MCSDresponseQueueName = SystemConfigurations.GetAppSetting("MCSDresponseQueueName");
m_MCSDUserName = SystemConfigurations.GetAppSetting("MCSD_UserName");
m_MCSD_Password = SystemConfigurations.GetAppSetting("MCSD_Password");
m_OverrideMCSDQueue = Boolean.Parse(SystemConfigurations.GetAppSetting("OverrideMCSDQueue"));
m_FlushMCSDUpdatesOffline = Boolean.Parse(SystemConfigurations.GetAppSetting("FlushMCSDUpdatesOffline"));
_McsdServicePingIntervals = int.Parse(SystemConfigurations.GetAppSetting("McsdServicePingIntervals"));
m_IncomingMessageDelegate = new IMCDSCallbackHandler.IncomingMessageDelegate(OnIncomingMsg);
m_callbackHandler = new IMCDSCallbackHandler(m_IncomingMessageDelegate);
m_InstanceContext = new InstanceContext(m_callbackHandler);
m_factory = new DuplexChannelFactory <IMcdrAdmin>(m_InstanceContext, "netTcpBinding_IMcdrAdmin");
subRequest = new MCDR.Contract.Entities.ToAdmin.subReq();
}
catch (Exception exp)
{
SystemLogger.LogErrorAsync("MCSDManager Constructor Error: " + exp.ToString());
}
}
private static void Unsubscribe()
{
try
{
m_clientMcsd.Unsubscribe();
}
catch (Exception exp)
{
SystemLogger.LogErrorAsync("Unsubscribtion from MCSD Service Failed. Error : " + exp.ToString());
SystemLogger.WriteOnConsoleAsync(true, "Unsubscribtion from MCSD Service Failed. Error : " + exp.ToString(), ConsoleColor.Red, ConsoleColor.Black, true);
}
}
private static void PingMCSDService()
{
try
{
while (_IsPingToMcsdStarted)
{
m_clientMcsd.Ping();
System.Threading.Thread.Sleep(_McsdServicePingIntervals);
}
}
catch (Exception exp)
{
SystemLogger.LogErrorAsync("Pinging MCSD Service Failed. Error : " + exp.ToString());
}
}
private static void HandleReceivedMSCDMessages()
{
MessageQueue m_msgSenderQueue = new MessageQueue(string.Format(@"Formatname:DIRECT=TCP:{0}\private$\{1}", m_MCSDresponseQueueIP, m_MCSDresponseQueueName));
XmlMessageFormatter formatter = new XmlMessageFormatter(new Type[] { typeof(McdrTestReq), typeof(AllocRes) });
while (true)
{
try
{
System.Messaging.Message msg = (System.Messaging.Message)m_msgSenderQueue.Receive();
if (msg == null)
{
continue;
}
object recievedMsg = formatter.Read(msg);
if (recievedMsg.GetType() == typeof(McdrTestReq))
{
try
{
IMcdrToAdmin msgTo = new McdrTestRes()
{
TestKey = ((McdrTestReq)recievedMsg).TestKey
};
m_clientMcsd.HandleMsg(msgTo);
}
catch (Exception ex)
{
Console.Write(ex.ToString());
}
}
else if (recievedMsg.GetType() == typeof(AllocRes))
{
AllocRes respMsg = (AllocRes)recievedMsg;
m_mcsdRouter.PushMessage(respMsg);
}
}
catch (Exception exp)
{
SystemLogger.LogErrorAsync("Error while handling MCSD Message. Error : " + exp.ToString());
continue;
}
}
}
static void MCSDManager_Closed(object sender, EventArgs e)
{
try
{
_IsMcsdSessionUp = false;
SystemLogger.LogErrorAsync("MCSD Session Closed");
}
catch (Exception exp)
{
SystemLogger.LogErrorAsync(exp.ToString());
}
finally
{
// try to connect again.
//Subscribe();
taskReSubscribe = new Thread(new ThreadStart(Subscribe));
taskReSubscribe.IsBackground = true;
taskReSubscribe.Start();
}
}
public void Handle(QuickFix.Message msg)
{
long orderID = -1;
// check message type tag, if execution report then push execution report update
QuickFix.MsgType msgType = new QuickFix.MsgType();
string msgTypeString = msg.getHeader().getField(m_msgTypeTag);
if (msgTypeString == m_MsgTypeTagValueToHandle)
{
Counters.IncrementCounter(CountersConstants.OrderCancelRejectRspMsgs);
//SystemLogger.WriteOnConsole(true, string.Format("new message recieved, Type: {0}, Message: '{1}'", msgTypeString, msg.ToXML()), ConsoleColor.Cyan, ConsoleColor.Black, false);
SingleOrder order = null;
// get order id
if (msg.isSetField(11))
{
orderID = long.Parse(msg.getField(11).Split(new char[] { '-' })[0]);
try
{
order = OrdersManager.GetOrder(orderID);
}
catch (Exception ex) // order not found
{
// get borse order id
string bourseOrderID = msg.getField(37);
order = OrdersManager.GetOrder(bourseOrderID);
if (order == null)
{
SystemLogger.WriteOnConsoleAsync(true, string.Format("order BourseOrderID {0} not found !", bourseOrderID), ConsoleColor.Red, ConsoleColor.Black, true);
return;
}
}
} // then search by borse order id
else if (msg.isSetField(37))
{
string bourseOrderID = msg.getField(37);
order = OrdersManager.GetOrder(bourseOrderID);
if (order == null)
{
SystemLogger.WriteOnConsoleAsync(true, string.Format("order BourseOrderID {0} not found !", bourseOrderID), ConsoleColor.Red, ConsoleColor.Black, true);
return;
}
}
lock (order)
{
string reason = string.Empty;
if (msg.isSetField(102))
{
try
{
reason = Lookups.GetOrderCancelRejectReasonsLookup(msg.getField(102)).MessageEn + " ,";
}
catch (Exception ex)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.WriteOnConsoleAsync(true, string.Format("Error getting order cancel reject reason: {0}", ex.Message), ConsoleColor.Red, ConsoleColor.Black, false);
}
}
if (msg.isSetField(58))
{
reason += msg.getField(58) + " ";
}
Nullable <DateTime> transactionDateTime = null;
if (msg.isSetField(60))
{
transactionDateTime = msg.getUtcTimeStamp(60);
}
LookupItem statusLookup = Lookups.GetOrderStatusLookup(msg.getField(39));
string status = statusLookup.CodeValue;
Guid requesterOrderID = (Guid)order[SingleOrderProperties.RequesterOrderID];
// find subscribed callbacks
//order[SingleOrderProperties.OrderStatus] = status;
bool isPendingCancel = false;
bool isPendingReplace = false;
string orderNote = string.Empty;
if (order[SingleOrderProperties.OrderStatus].ToString() == ORD_STATUS.PendingCancel)
{
isPendingCancel = true;
orderNote = "Order cancel has been refused by bourse: " + reason;
}
else if (order[SingleOrderProperties.OrderStatus].ToString() == ORD_STATUS.PendingReplace)
{
// handle diff allocation cancellation
isPendingReplace = true;
orderNote = "Order replace has been refused by bourse: " + reason;
#region Handle Mcsd Reset Allocation
try
{
if (order[SingleOrderProperties.IsMcsdAllocRequired] != null)
{
if (Convert.ToBoolean(order[SingleOrderProperties.IsMcsdAllocRequired]) == true)
{
order[SingleOrderProperties.ActionOnAllocResponse] = ActionOnAllocResponse.DoNothing;
int mcsdQty = Convert.ToInt32(order[SingleOrderProperties.McsdrAllocQty]);
// orderid = Convert.ToInt64(order[SingleOrderProperties.OrderID]);
OrdersManager.HandleRejectedOrderAllocation(orderID, mcsdQty);
}
}
}
catch (Exception exp)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.LogErrorAsync(string.Format("Error, Reset MCSD allocation of Order {0}, Error : {1}", orderID, exp.ToString()));
}
#endregion
}
else
{
orderNote = "Order cancel/replace has been refused by bourse: " + reason;
}
// create IResponseMessage
string username = OrdersManager.GetOrdSessionIfAvailable((long)order[SingleOrderProperties.OrderID]);
if (username != null)
{
try
{
if (isPendingCancel)
{
Sessions.Push(username, new IResponseMessage[] { new Fix_OrderCancelRejected()
{
Message = reason, RequesterOrderID = requesterOrderID, OrderStatus = order[SingleOrderProperties.OriginalOrderStatus].ToString()
} });
}
else if (isPendingReplace)
{
Sessions.Push(username, new IResponseMessage[] { new Fix_OrderReplaceRejected()
{
Message = reason, RequesterOrderID = requesterOrderID, OrderStatus = order[SingleOrderProperties.OriginalOrderStatus].ToString()
} });
}
else
{
Sessions.Push(username, new IResponseMessage[] { new Fix_OrderReplaceCancelReject()
{
Message = reason, RequesterOrderID = requesterOrderID, OrderStatus = order[SingleOrderProperties.OriginalOrderStatus].ToString()
} });
}
}
catch (Exception ex)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.WriteOnConsoleAsync(true, string.Format("error sending order cancel reject to clients: {0}", ex.Message), ConsoleColor.Red, ConsoleColor.Black, true);
}
}
// update databse
try
{
DatabaseMethods db = new DatabaseMethods();
order[SingleOrderProperties.OrderStatus] = order[SingleOrderProperties.OriginalOrderStatus];
order[SingleOrderProperties.IsPending] = false;
order[SingleOrderProperties.Note] =
order[SingleOrderProperties.Note2] = "Action Status: " + status;
order[SingleOrderProperties.ModifiedDateTime] = transactionDateTime == null ? DateTime.Now : transactionDateTime;
Dictionary <string, object> orders_Columns = new Dictionary <string, object>();
orders_Columns.Add(SingleOrderProperties.OrderStatus, order[SingleOrderProperties.OriginalOrderStatus]);
orders_Columns.Add(SingleOrderProperties.Note, order[SingleOrderProperties.Note]);
orders_Columns.Add(SingleOrderProperties.Note2, order[SingleOrderProperties.Note2]);
orders_Columns.Add(SingleOrderProperties.ActionOnAllocResponse, ActionOnAllocResponse.DoNothing);
orders_Columns.Add(SingleOrderProperties.ModifiedDateTime, transactionDateTime == null ? DateTime.Now : transactionDateTime);
orders_Columns.Add(SingleOrderProperties.IsPending, false);
Dictionary <string, object> orders_Filters = new Dictionary <string, object>();
orders_Filters.Add(SingleOrderProperties.OrderID, order[SingleOrderProperties.OrderID]);
Dictionary <string, object> ordersDetails_Columns = new Dictionary <string, object>();
ordersDetails_Columns.Add(SingleOrdDetailsProps.OrderID, order[SingleOrderProperties.OrderID]);
ordersDetails_Columns.Add(SingleOrdDetailsProps.ClOrderID, order[SingleOrderProperties.ClOrderID]);
ordersDetails_Columns.Add(SingleOrdDetailsProps.OrigClOrdID, order[SingleOrderProperties.OrigClOrdID]);
ordersDetails_Columns.Add(SingleOrdDetailsProps.ExecutionMsgType, msgTypeString);
ordersDetails_Columns.Add(SingleOrdDetailsProps.AvgPrice, order[SingleOrderProperties.AvgPrice]);
ordersDetails_Columns.Add(SingleOrdDetailsProps.CurrentPrice, order[SingleOrderProperties.CurrentPrice]);
ordersDetails_Columns.Add(SingleOrdDetailsProps.ExecPrice, order[SingleOrderProperties.LastExecPrice]);
ordersDetails_Columns.Add(SingleOrdDetailsProps.CurrentQuantity, order[SingleOrderProperties.CurrentQuantity]);
ordersDetails_Columns.Add(SingleOrdDetailsProps.ExecutedQuantity, order[SingleOrderProperties.ExecutedQuantity]);
ordersDetails_Columns.Add(SingleOrdDetailsProps.LastExecQuantity, order[SingleOrderProperties.LastExecQuantity]);
ordersDetails_Columns.Add(SingleOrdDetailsProps.RemainingQuantity, order[SingleOrderProperties.RemainingQuantity]);
ordersDetails_Columns.Add(SingleOrdDetailsProps.ExecType, order[SingleOrderProperties.ExecType]);
ordersDetails_Columns.Add(SingleOrdDetailsProps.OrderStatus, order[SingleOrderProperties.OrderStatus]);
ordersDetails_Columns.Add(SingleOrdDetailsProps.Note, order[SingleOrderProperties.Note]);
ordersDetails_Columns.Add(SingleOrdDetailsProps.OrderType, order[SingleOrderProperties.OrderType]);
ordersDetails_Columns.Add(SingleOrdDetailsProps.TimeInForce, order[SingleOrderProperties.TimeInForce]);
ordersDetails_Columns.Add(SingleOrdDetailsProps.IsResponse, true);
if (order[SingleOrderProperties.OrderStatus].ToString() == ORD_STATUS.PendingCancel)
{
ordersDetails_Columns.Add(SingleOrdDetailsProps.IsCancelResponse, true);
}
else if (order[SingleOrderProperties.OrderStatus].ToString() == ORD_STATUS.PendingReplace)
{
ordersDetails_Columns.Add(SingleOrdDetailsProps.IsModifyResponse, true);
}
else
{
ordersDetails_Columns.Add(SingleOrdDetailsProps.IsModifyResponse, true);
ordersDetails_Columns.Add(SingleOrdDetailsProps.IsCancelResponse, true);
}
ordersDetails_Columns.Add(SingleOrdDetailsProps.DateTime, DateTime.Now);
ordersDetails_Columns.Add(SingleOrdDetailsProps.ExecutionDate, transactionDateTime == null ? DateTime.Now : transactionDateTime);
ordersDetails_Columns.Add(SingleOrdDetailsProps.ExecutionRecievedDateTime, DateTime.Now);
db.UpdateOrderDetails(orders_Columns, orders_Filters, ordersDetails_Columns);
db = null;
}
catch (Exception ex)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.WriteOnConsoleAsync(true, string.Format("error updating order cancel reject into the db error: {0}", ex.Message), ConsoleColor.Red, ConsoleColor.Black, true);
}
}
}
}
public bool Handle(IRequestMessage msg)
{
try
{
Type msgType = msg.GetType();
if (typeof(IRequestMessage).IsAssignableFrom(msgType))
{
if (typeof(NewSingleOrder) == msgType)
{
System.Diagnostics.Stopwatch sw = new System.Diagnostics.Stopwatch();
sw.Start();
Counters.IncrementCounter(CountersConstants.ClientsNewOrderReqs);
NewSingleOrder order = (NewSingleOrder)msg;
#region validate client key
if (order.ClientKey == Guid.Empty || order.ClientKey == null)
{
SystemLogger.LogEventAsync(string.Format("ClientKey [{0}] not valid! ", order.ClientKey.ToString()));
return(true);
}
string username = Sessions.GetUsername(order.ClientKey);
if (!Sessions.IsSubscribedToSendMsg(username))
{
SystemLogger.LogEventAsync(string.Format("ClientKey [{0}] not subscribed", order.ClientKey));
return(true);
}
#endregion validate client key
#region validate stock group
Stock stock = StocksDefinitions.GetStockByCode(order.SecurityID);
if (stock == null)
{
Sessions.Push(Sessions.GetUsername(order.ClientKey), new IResponseMessage[] { new Fix_OrderRefusedByService()
{
ClientKey = order.ClientKey, RefuseMessage = "Stock Not Found!", RequesterOrderID = order.RequesterOrderID
} });
}
#endregion validate stock group
#region validate currency
CurrencyItem currency = Currencies.GetCurrencyByCode(stock.CurrencyCode);
#endregion validate currency
#region validate order details
string validation = ValidateOrder(username, order);
#endregion validate order details
#region not valid order
if (validation != "valid")
{
try
{
SystemLogger.LogEventAsync(string.Format("OrderRefusedByService RequesterOrderID: {0}, Reason: {1}", order.RequesterOrderID, validation));
Sessions.Push(Sessions.GetUsername(order.ClientKey), new IResponseMessage[] { new Fix_OrderRefusedByService()
{
ClientKey = order.ClientKey, RefuseMessage = validation, RequesterOrderID = order.RequesterOrderID
} });
}
catch (Exception ex)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.LogEventAsync(string.Format("Error sending refused order to the client, ClientKey {0}, Error: {1}", order.ClientKey, ex.Message));
}
return(true);
}
#endregion not valid order
OrdersManager.HandleNewSingleOrder(username, order.ClientKey, order.RequesterOrderID, order.ClientID, order.CustodyID, order.SecurityID, order.OrderSide, Math.Round(order.Price, m_orderPriceDigitsRounding), order.Quantity, order.OrderType, DateTime.Now, order.TimeInForce, currency, order.ExchangeID, order.DateTime, stock.GroupID, stock.MarketID, order.HandleInst, order.ExpirationDateTime, order.OptionalParam);
sw.Stop();
SystemLogger.LogEventAsync(string.Format("new order handled in {0} ms ", sw.ElapsedMilliseconds));
sw = null;
return(true);
}
}
return(false);
}
catch (Exception ex)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.LogErrorAsync("NewSingleOrderHandler Error: " + ex.Message);
return(true);
}
}
public static void Initialize()
{
_key_Session = new Dictionary <Guid, SessionInfo>();
_username_Session = new Dictionary <string, SessionInfo>();
//m_iUpdateMessageDelegate = new IUpdateMessageDelegate(UpdateClientInternal);
DateTime dtNow = DateTime.Now;
FixDbEntities dbContext = new FixDbEntities();
// remove old sessions
IQueryable <Session> sessionsToDelete = dbContext.Sessions.Select(s => s);
foreach (Session s in sessionsToDelete)
{
if (s.ConnectionDateTime.Date != DateTime.Now.Date)
{
dbContext.SessionsHistories.Add(CreateHistory(s));
dbContext.Sessions.Remove(s);
}
}
dbContext.SaveChanges();
// remove unsubscribed sessions
IQueryable <Session> unSubSessions = dbContext.Sessions.Where(s => !s.IsSubscribed);
foreach (Session s in unSubSessions)
{
dbContext.SessionsHistories.Add(CreateHistory(s));
dbContext.Sessions.Remove(s);
}
dbContext.SaveChanges();
IQueryable <Session> sessions = dbContext.Sessions.Where(s => s.IsSubscribed == true).OrderByDescending(d => d.ConnectionDateTime);
foreach (Session sub in sessions)
{
try
{
// if not today subscriber or there are a double record for same session key
if (_key_Session.ContainsKey(sub.SessionKey) || sub.ConnectionDateTime.Date != DateTime.Now.Date)
{
dbContext.SessionsHistories.Add(CreateHistory(sub));
dbContext.Sessions.Remove(sub);
continue;
}
// make sure that you have only one record for each session
sub.IsOnline = false;
SessionInfo details = new SessionInfo()
{
SessionKey = sub.SessionKey,
Callback = null, // waiting for reactivation
FlushUpdatesOffline = sub.FlushUpdatesOffline,
IsOnline = false,
QueueMachine = sub.QueueIP,
QueueName = sub.QueueName,
QueuePath = sub.QueuePath,
Queue = new MessageQueue(sub.QueuePath)
};
Login login = dbContext.Logins.SingleOrDefault(l => l.UserName == sub.UserName);
if (login == null)
{
continue;
}
details.LoginInfo = new LoginInfo()
{
Username = login.UserName, CanPlaceOrder = login.CanPlaceOrder, CanReplicate = login.CanReplicate
};
_key_Session.Add(sub.SessionKey, details);
_username_Session.Add(login.UserName, details);
}
catch (Exception ex)
{
SystemLogger.LogErrorAsync("Error while retriving subscribers from database: " + ex.ToString());
}
}
dbContext.SaveChanges();
_updater = new Thread(new ThreadStart(CheckEndOfSession));
_updater.IsBackground = true;
_updater.Start();
}
public bool Handle(IRequestMessage msg)
{
try
{
Type msgType = msg.GetType();
if (typeof(IRequestMessage).IsAssignableFrom(msgType))
{
if (typeof(ModifyCancelOrder) == msgType)
{
Counters.IncrementCounter(CountersConstants.ClientsReplaceOrderReqs);
ModifyCancelOrder modifyOrder = (ModifyCancelOrder)msg;
SingleOrder order = OrdersManager.GetOrder(modifyOrder.RequesterOrderID);
#region order existanse validation
if (order == null)
{
Sessions.Push(Sessions.GetUsername(modifyOrder.ClientKey), new IResponseMessage[] { new Fix_OrderReplaceRefusedByService()
{
ClientKey = modifyOrder.ClientKey, RefuseReason = "Order Not Found!", RequesterOrderID = modifyOrder.RequesterOrderID
} });
SystemLogger.LogEventAsync(string.Format("Order Not Found RequesterID {0} ", modifyOrder.RequesterOrderID));
return(true);
}
#endregion order existanse validation
lock (order)
{
#region check order activation
// check ispending before isactive becoz a pendingnew order might be not isactive but ispending
bool isPending, isMcsdPending = false;
isPending = Convert.ToBoolean(order[SingleOrderProperties.IsPending]);
isMcsdPending = Convert.ToBoolean(order[SingleOrderProperties.IsPendingMcsd]);
if (isPending || isMcsdPending)
{
Sessions.Push(Sessions.GetUsername(modifyOrder.ClientKey), new IResponseMessage[] { new Fix_OrderReplaceRefusedByService()
{
ClientKey = modifyOrder.ClientKey, RefuseReason = !isMcsdPending ? "Order is in pending request" : "Awaiting for allocation response", RequesterOrderID = modifyOrder.RequesterOrderID
} });
return(true);
}
bool isActive = false;
isActive = Convert.ToBoolean(order[SingleOrderProperties.IsActive]);
if (!isActive)
{
Sessions.Push(Sessions.GetUsername(modifyOrder.ClientKey), new IResponseMessage[] { new Fix_OrderReplaceRefusedByService()
{
ClientKey = modifyOrder.ClientKey, RefuseReason = "Order not active any more", RequesterOrderID = modifyOrder.RequesterOrderID
} });
return(true);
}
#endregion check order activation
#region order validation
// ValidateOrder
string validation = ValidateOrder(modifyOrder, order);
if (validation != "valid")
{
Sessions.Push(Sessions.GetUsername(modifyOrder.ClientKey), new IResponseMessage[] { new Fix_OrderReplaceRefusedByService()
{
ClientKey = modifyOrder.ClientKey, RefuseReason = validation, RequesterOrderID = modifyOrder.RequesterOrderID
} });
return(true);
}
#endregion order validation
// handle ClOrderID and OrigClOrdID
OrdersManager.HandleModifyOrder(Sessions.GetUsername(modifyOrder.ClientKey), modifyOrder.ClientKey, modifyOrder.RequesterOrderID, (long)order[SingleOrderProperties.OrderID], modifyOrder.Quantity, Math.Round(modifyOrder.Price, m_orderPriceDigitsRounding), modifyOrder.OrderType, modifyOrder.TimeInForce, modifyOrder.OptionalParam);
return(true);
}
}
}
return(false);
}
catch (Exception ex)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.LogErrorAsync("ModifyCancelOrderHandler Error: " + ex.Message);
return(true);
}
}
