void processOrder(TTOrderStatus status, ReadOnlyCollection <Order> orders)
{
foreach (Order order in orders)
{
processOrder(status, order);
Thread.Sleep(5);
}
processSystemMessage(SystemMessage.ORDER_BOOK_DOWNLOAD);
}
void processOrder(TTOrderStatus status, Order order, params Order[] orders)
{
TTOrder oldOrder = null;
// If this order's instrument is not yet in our dictionary, then add the instrument
// to our list and subscribe to the instrument updates if AutoSubscribeInstruments
// is true.
if (!_ttInstruments.ContainsKey(order.InstrumentKey))
{
if (AutoSubscribeInstruments)
{
//TODO: figure out how to subscribe to instruments here
//SubscribeToInstrument(order.InstrumentKey);
/*InstrumentLookupSubscription ils = new InstrumentLookupSubscription(apiSession, Dispatcher.Current, order.InstrumentKey);
* ils.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(ils_Update);
* ils.Start();*/
}
TTInstrument tti = new TTInstrument(order.InstrumentKey);
_ttInstruments.Add(order.InstrumentKey, tti);
}
TTOrder tto;
if (_workingTTOrders.ContainsKey(order.SiteOrderKey))
{
tto = _workingTTOrders[order.SiteOrderKey];
}
else
{
tto = NewTTOrder(order);
}
tto.Status = status;
string orderKey = tto.Key;
// Maintain our working orders
switch (status)
{
case TTOrderStatus.Added:
_workingTTOrders[orderKey] = tto;
break;
case TTOrderStatus.Deleted:
case TTOrderStatus.Filled:
case TTOrderStatus.Rejected:
_workingTTOrders.Remove(orderKey);
break;
case TTOrderStatus.Updated:
oldOrder = tto.Clone();
tto.TTAPI_Order = orders[0];
//newOrder = NewTTOrder(orders[0]);
string newOrderKey = orders[0].SiteOrderKey;
_workingTTOrders.Remove(orderKey);
_workingTTOrders.Add(newOrderKey, tto);
System.Diagnostics.Debug.Assert(orderKey.Equals(newOrderKey));
break;
}
// When we send an order using the SendOrder method, the method creates a
// unique OrderTag and then blocks waiting for that order to be "created".
// It waits for it to appear in the sentOrders dictionary with the OrderTag
// that was generated as the key. This is the only way I could deduce to
// be able to return a TTOrder object to the caller of SendOrder since all
// the order sending methods appear to be asynchronous.
if (!order.OrderTag.Equals(""))
{
_sentOrders[order.OrderTag] = tto;
}
//Console.WriteLine("Working orders size: {0}", workingTTOrders.Count);
if (OnOrder != null)
{
OnOrder(status, _ttInstruments[order.InstrumentKey], tto, oldOrder);
}
}
