internal DeferredAutoFillInfo Add(Transaction tran)
{
var order = tran.FirstOrder;
var isBuy = order.IsBuy;
var price = order.SetPrice;
DeferredAutoFillInfo entity = new DeferredAutoFillInfo(isBuy, price, tran);
this.InnerAdd(entity, tran.InstrumentId);
return(entity);
}
private List <OrderPriceInfo> GetPricesForBO(DeferredAutoFillInfo item)
{
Price buyPrice = null;
Price sellPrice = null;
var tran = item.Transaction;
var order = tran.FirstOrder;
if (order.BestPrice != null)
{
buyPrice = sellPrice = order.BestPrice;
}
else
{
var quotation = tran.AccountInstrument.GetQuotation(tran.SubmitorQuotePolicyProvider);
buyPrice = quotation.BuyPrice;
sellPrice = quotation.SellPrice;
}
return(this.CreateOrderPriceInfos(tran, buyPrice, sellPrice));
}
private List <OrderPriceInfo> GetBuySellPrice(DeferredAutoFillInfo item)
{
List <OrderPriceInfo> result = new List <OrderPriceInfo>();
var tran = item.Transaction;
foreach (var eachOrder in tran.Orders)
{
Price buyPrice = null, sellPrice = null;
if (eachOrder.IsBuy)
{
this.SetPrice(ref buyPrice, tran, eachOrder);
}
else
{
this.SetPrice(ref sellPrice, tran, eachOrder);
}
result.Add(new OrderPriceInfo(eachOrder.Id, buyPrice, sellPrice));
}
return(result);
}
private void InnerAdd(DeferredAutoFillInfo item, Guid instrumentId)
{
lock (_mutex)
{
List <DeferredAutoFillInfo> autoFillEntities = null;
if (!_deferredAutoFillEntitiesDict.TryGetValue(instrumentId, out autoFillEntities))
{
autoFillEntities = new List <DeferredAutoFillInfo>(AUTO_FILL_ENTITY_LIST_LOAD_FACTOR);
_deferredAutoFillEntitiesDict.Add(instrumentId, autoFillEntities);
}
Logger.InfoFormat("tranID = {0}, isValid ={1}", item.Transaction.Id, item.IsValid);
if (item.IsValid)
{
autoFillEntities.Add(item);
}
else
{
TransactionExpireChecker.Default.Add(item.Transaction);
}
}
}
internal void CancelInvalidAutoFillTransaction(DeferredAutoFillInfo entity, int dealay = 0)
{
Action action = () =>
{
if (dealay > 0)
{
Thread.Sleep(dealay);
}
try
{
iExchangeEngine.Default.Cancel(entity.Transaction, CancelReason.OtherReason);
}
catch (TransactionServerException tranException)
{
Logger.Warn(tranException.ToString());
}
catch (Exception ex)
{
Logger.Error(ex);
}
};
Task.Factory.StartNew(action);
}