private bool IsOverflooded(TradeTransactionRequest request, MarketOrder order)
{
try
{
var isFlooded = RequestStorage.Instance.CheckOverflood();
if (isFlooded)
{
var errorResponse = new BrokerService.Contract.Entity.BrokerResponse
{
AccountId = request.Account,
Mt4OrderId = request.ClosingPositionId ?? 0,
RejectReason = OrderRejectReason.UnableMassCancel,
Status = OrderStatus.Rejected,
RejectReasonString = "overflood",
RequestId = request.Id,
ValueDate = DateTime.Now
};
ServerInterface.NotifyClientOnOrderRejected(order, errorResponse.RejectReasonString);
return(true);
}
}
catch (Exception ex)
{
Logger.Error("Error in CheckOverflood()", ex);
return(true);
}
return(false);
}
public void RequestProcessed(BrokerService.Contract.Entity.BrokerResponse response)
{
var request = RequestStorage.Instance.FindRequest(response.RequestId);
if (request == null)
{
Logger.Info("MT4 executor - исходный запрос не найден: " + response);
return;
}
Logger.Info("Ответ MT4 executor: " + response);
if (response.Status != OrderStatus.Executed)
{
return;
}
// закрытие ордера
if (request.request.IsClosingRequest)
{
if (!response.Price.HasValue)
{
Logger.Error("Ответ MT4 executor - закрытие позиции - нет цены");
return;
}
ServerInterface.CloseOrder(request.requestedOrder.ID,
response.Price.Value, PositionExitReason.Closed);
return;
}
// открытие ордера
if (!response.Price.HasValue)
{
response.RejectReason = OrderRejectReason.UnknownOrder;
}
if (response.RejectReason.HasValue && response.RejectReason.Value != OrderRejectReason.None)
{
ServerInterface.NotifyClientOnOrderRejected(request.requestedOrder,
response.RejectReasonString);
Logger.DebugFormat("{0}: order {1} is rejected for reason {2}",
DealerCode, request.requestedOrder.ToStringShort(), response.RejectReason);
return;
}
var order = request.requestedOrder;
order.PriceEnter = (float)response.Price.Value;
order.AccountID = request.request.Account;
order.TimeEnter = DateTime.Now;
order.State = PositionState.Opened;
order.MasterOrder = response.Mt4OrderId;
int openedOrderId;
ServerInterface.SaveOrderAndNotifyClient(order, out openedOrderId);
}
public void RequestProcessed(BrokerService.Contract.Entity.BrokerResponse response)
{
var request = RequestStorage.Instance.FindRequest(response.RequestId);
if (request == null)
{
Logger.Info("MT4 executor - исходный запрос не найден: " + response);
return;
}
Logger.Info("Ответ MT4 executor: " + response);
if (response.Status != OrderStatus.Executed)
{
return;
}
// закрытие ордера
if (request.request.IsClosingRequest)
{
if (!response.Price.HasValue)
{
Logger.Error("Ответ MT4 executor - закрытие позиции - нет цены");
return;
}
ServerInterface.CloseOrder(request.requestedOrder.ID,
response.Price.Value, PositionExitReason.Closed);
return;
}
// открытие ордера
if (!response.Price.HasValue)
{
response.RejectReason = OrderRejectReason.UnknownOrder;
}
if (response.RejectReason.HasValue && response.RejectReason.Value != OrderRejectReason.None)
{
ServerInterface.NotifyClientOnOrderRejected(request.requestedOrder,
response.RejectReasonString);
Logger.DebugFormat("{0}: order {1} is rejected for reason {2}",
DealerCode, request.requestedOrder.ToStringShort(), response.RejectReason);
return;
}
// сравнить запрошенную и итоговые цены
if (request.request.RequestedPrice > 0)
{
// ReSharper disable once PossibleInvalidOperationException
var delta = Math.Abs(response.Price.Value - request.request.RequestedPrice);
var deltaRel = delta * 100 / Math.Min(response.Price.Value, request.request.RequestedPrice);
if (deltaRel > 5)
{
var errorStr = string.Format("{0}: order {1} is rejected: requested price ({2}) is far beyond the resulted price ({3})",
DealerCode, request.requestedOrder.ToStringShort(),
request.request.RequestedPrice.ToStringUniformPriceFormat(true),
response.Price.Value.ToStringUniformPriceFormat(true));
Logger.Error(errorStr);
response.RejectReason = OrderRejectReason.UnknownOrder;
response.RejectReasonString = errorStr;
ServerInterface.NotifyClientOnOrderRejected(request.requestedOrder,
response.RejectReasonString);
return;
}
}
var order = request.requestedOrder;
order.PriceEnter = (float)response.Price.Value;
order.AccountID = request.request.Account;
order.TimeEnter = DateTime.Now;
order.State = PositionState.Opened;
order.MasterOrder = response.Mt4OrderId;
int openedOrderId;
ServerInterface.SaveOrderAndNotifyClient(order, out openedOrderId);
}
private bool IsOverflooded(TradeTransactionRequest request, MarketOrder order)
{
try
{
var isFlooded = RequestStorage.Instance.CheckOverflood();
if (isFlooded)
{
var errorResponse = new BrokerService.Contract.Entity.BrokerResponse
{
AccountId = request.Account,
Mt4OrderId = request.ClosingPositionId ?? 0,
RejectReason = OrderRejectReason.UnableMassCancel,
Status = OrderStatus.Rejected,
RejectReasonString = "overflood",
RequestId = request.Id,
ValueDate = DateTime.Now
};
ServerInterface.NotifyClientOnOrderRejected(order, errorResponse.RejectReasonString);
return true;
}
}
catch (Exception ex)
{
Logger.Error("Error in CheckOverflood()", ex);
return true;
}
return false;
}
