public bool TryPickPendingCancel(string id, out OrderRecord record)
{
if (_pendingCancel.TryGetValue(id, out record))
{
_pendingCancel.Remove(id);
return(true);
}
return(false);
}
public void AddCancelPending(Order order)
{
var key = _orderIds[order.Id];
if (!_working.TryGetValue(key, out var record))
{
record = new OrderRecord(order);
}
_pendingCancel[key] = record;
}
public OrderRecord PendingToWorking(string localId, string orderId)
{
if (_pendingNew.TryGetValue(localId, out var order))
{
_pendingNew.Remove(localId);
var record = new OrderRecord(order);
_working.Add(orderId, record);
_orderIds[order.Id] = orderId;
return(record);
}
return(null);
}
private static ExecutionReport CreateReport(OrderRecord record, OrderStatus ordStatus, ExecType execType, string text = "")
{
var report = new ExecutionReport(record.Order);
report.DateTime = DateTime.Now;
report.AvgPx = record.AvgPx;
report.CumQty = record.CumQty;
report.LeavesQty = record.LeavesQty;
report.OrdStatus = ordStatus;
report.ExecType = execType;
report.Text = text == "" ? record.Order.Text : text;
return(report);
}
private bool TryPickWorking(string orderId, out OrderRecord record, bool remove = true)
{
if (_working.TryGetValue(orderId, out record))
{
if (remove)
{
_working.Remove(orderId);
_orderIds.Remove(record.Order.Id);
}
return(true);
}
return(false);
}
public bool TryPickRejected(string id, out OrderRecord record)
{
return(TryPickWorking(id, out record));
}
public bool TryPeek(string id, out OrderRecord record)
{
return(TryPickWorking(id, out record, false));
}
public bool TryPickCancelled(string id, out OrderRecord record)
{
return(TryPickWorking(id, out record));
}