/// <summary>
/// Обработка заявки как новой
/// </summary>
private Message HandleOrderStateAsNewOrder(OrderStatus message, out Order order)
{
Logger.Debug().Print(
"New order received",
LogFields.ExchangeOrderId(message.order_id),
LogFields.ChainOrderId(message.chain_order_id),
LogFields.State(ConvertionHelper.GetOrderState(message)),
LogFields.AccountId(message.account_id),
LogFields.ExecOrderId(message.exec_order_id)
);
// Ищем счет для заявки
string accountCode;
using (accountsLock.ReadLock())
{
if (!accountCodesById.TryGetValue(message.account_id, out accountCode))
{
Logger.Error().Print(
"Unable to process order: account is unknown",
LogFields.ExchangeOrderId(message.order_id),
LogFields.AccountId(message.account_id)
);
order = null;
return(null);
}
}
// Ищем инструмент для заявки
var instrument = instrumentResolver.GetInstrument(message.order.contract_id);
if (instrument == null)
{
// Пришла заявка по неизвестному инструменту
Logger.Error().Print(
"Received an order but no matching instrument is found. Put to pending orders",
LogFields.ExchangeOrderId(message.order_id),
LogFields.ContractId(message.order.contract_id),
LogFields.Account(accountCode)
);
using (ordersLock.Lock())
{
pendingOrders.Enqueue(message);
pendingOrderAddedEvent.Set();
}
order = null;
return(null);
}
using (ordersLock.Lock())
{
if (ordersByOrderExchangeId.TryGetValue(message.chain_order_id, out order))
{
// Race condition, такая заявка уже есть, надобно обработать ее через OSCM
return(HandleOrderStateAsOrderStateChange(order, message));
}
Guid transactionId;
if (Guid.TryParse(message.order.cl_order_id, out transactionId))
{
if (ordersByTransactionId.TryGetValue(transactionId, out order))
{
// Такая заявка уже есть, надобно обработать ее через OSCM
order.OrderExchangeId = message.chain_order_id;
ordersByOrderExchangeId.Add(message.chain_order_id, order);
return(HandleOrderStateAsOrderStateChange(order, message));
}
}
else
{
transactionId = Guid.Empty;
}
// Создаем новую внешнюю заявку
order = new Order
{
OrderExchangeId = message.chain_order_id,
Instrument = instrument,
Type = ConvertionHelper.GetOrderType(message),
Account = accountCode,
Price = instrumentResolver.ConvertPriceBack(message.order.contract_id, message.order.limit_price),
Quantity = message.order.qty,
ActiveQuantity = message.remaining_qty,
Operation = message.order.side == (uint)WebAPI.Order.Side.BUY ? OrderOperation.Buy : OrderOperation.Sell,
State = ConvertionHelper.GetOrderState(message),
DateTime = adapter.ResolveDateTime(message.status_utc_time),
Comment = ConvertionHelper.GetComment(message),
TransactionId = transactionId
};
ordersByOrderExchangeId.Add(message.chain_order_id, order);
orderStatusByChainOrderId[message.chain_order_id] = message;
return(new ExternalOrderMessage {
Order = order
});
}
}
private async Task <TimeBarRequest> PrepareTimeBarRequestAsync(
Instrument instrument,
DateTime begin,
DateTime end,
HistoryProviderSpan span,
TimeBarRequest.RequestType type)
{
var contractId = await instrumentResolver.GetContractIdAsync(instrument);
if (contractId == uint.MaxValue)
{
return(await Task.FromResult <TimeBarRequest>(null));
}
TimeBarParameters.BarUnit barUnit;
uint unitsNumber = 0;
switch (span)
{
case HistoryProviderSpan.Minute:
barUnit = TimeBarParameters.BarUnit.MIN;
unitsNumber = 1;
break;
case HistoryProviderSpan.Minute5:
barUnit = TimeBarParameters.BarUnit.MIN;
unitsNumber = 5;
break;
case HistoryProviderSpan.Minute10:
barUnit = TimeBarParameters.BarUnit.MIN;
unitsNumber = 10;
break;
case HistoryProviderSpan.Minute15:
barUnit = TimeBarParameters.BarUnit.MIN;
unitsNumber = 15;
break;
case HistoryProviderSpan.Minute30:
barUnit = TimeBarParameters.BarUnit.MIN;
unitsNumber = 30;
break;
case HistoryProviderSpan.Hour:
barUnit = TimeBarParameters.BarUnit.HOUR;
unitsNumber = 1;
break;
case HistoryProviderSpan.Hour4:
barUnit = TimeBarParameters.BarUnit.HOUR;
unitsNumber = 4;
break;
case HistoryProviderSpan.Day:
// Для DAY units_number не заполняется
barUnit = TimeBarParameters.BarUnit.DAY;
break;
case HistoryProviderSpan.Week:
// Для WEEK units_number не заполняется
barUnit = TimeBarParameters.BarUnit.WEEK;
break;
case HistoryProviderSpan.Month:
// Для MONTH units_number не заполняется
barUnit = TimeBarParameters.BarUnit.MONTH;
break;
default:
throw new ArgumentOutOfRangeException(nameof(span), span, $"Invalid time span - {span}");
}
var message = new TimeBarRequest
{
request_id = adapter.GetNextRequestId(),
request_type = (uint)type,
time_bar_parameters = new TimeBarParameters
{
contract_id = contractId,
bar_unit = (uint)barUnit,
units_number = unitsNumber,
from_utc_time = adapter.ResolveDateTime(begin),
to_utc_time = adapter.ResolveDateTime(end)
}
};
return(message);
}
