private void OnClientResponse(ClientResponse response)
{
SendOutMessage(new PortfolioMessage
{
PortfolioName = response.Id,
Currency = TransaqHelper.ToCurrency(response.Currency),
});
if (response.MlIntraDay != null)
{
SendOutMessage(
this
.CreatePortfolioChangeMessage(response.Id)
.Add(PositionChangeTypes.Leverage, response.MlIntraDay.Value));
}
//if (MicexRegisters)
// SendCommand(new RequestPortfolioTPlusMessage {Client = response.Id});
}
private void OnClientResponse(ClientResponse response)
{
if (response.Remove)
{
return;
}
SendOutMessage(new PortfolioMessage
{
PortfolioName = response.Id,
Currency = TransaqHelper.ToCurrency(response.Currency),
});
if (!response.Union.IsEmpty())
{
SendOutMessage(new PortfolioMessage
{
PortfolioName = response.Union
});
}
if (!response.FortsAcc.IsEmpty())
{
SendOutMessage(new PortfolioMessage
{
PortfolioName = response.FortsAcc
});
}
//if (response.MlIntraDay != null)
//{
// SendOutMessage(
// this
// .CreatePortfolioChangeMessage(response.Id)
// .Add(PositionChangeTypes.Leverage, response.MlIntraDay.Value));
//}
//if (MicexRegisters)
// SendCommand(new RequestPortfolioTPlusMessage {Client = response.Id});
}
private void ProcessRegisterMessage(OrderRegisterMessage regMsg)
{
DateTime?expDate;
if (regMsg.TillDate == null || regMsg.TillDate == DateTimeOffset.MaxValue)
{
expDate = null;
}
else
{
expDate = regMsg.TillDate.Value.ToLocalTime(TimeHelper.Moscow);
}
BaseCommandMessage command;
switch (regMsg.OrderType)
{
case OrderTypes.Limit:
case OrderTypes.Market:
{
command = new NewOrderMessage
{
ByMarket = regMsg.OrderType == OrderTypes.Market,
Client = regMsg.PortfolioName,
Quantity = regMsg.Volume.To <int>(),
Unfilled = regMsg.TimeInForce.ToTransaq(),
BuySell = regMsg.Side.ToTransaq(),
Price = regMsg.Price,
SecId = (int)regMsg.SecurityId.Native,
ExpDate = expDate,
BrokerRef = regMsg.Comment,
Hidden = (int)(regMsg.Volume - (regMsg.VisibleVolume ?? regMsg.Volume)),
};
break;
}
case OrderTypes.Conditional:
{
var cond = (TransaqOrderCondition)regMsg.Condition;
if (cond.Type == TransaqOrderConditionTypes.Algo)
{
command = new NewCondOrderMessage
{
ByMarket = regMsg.OrderType == OrderTypes.Market,
Client = regMsg.PortfolioName,
Quantity = regMsg.Volume.To <int>(),
BuySell = regMsg.Side.ToTransaq(),
Price = regMsg.Price,
SecId = (int)regMsg.SecurityId.Native,
CondType = cond.AlgoType ?? TransaqAlgoOrderConditionTypes.None,
CondValue = cond.AlgoValue ?? 0m,
ValidAfterType = cond.AlgoValidAfterType ?? TransaqAlgoOrderValidTypes.TillCancelled,
ValidAfter = cond.AlgoValidAfter,
ValidBeforeType = cond.AlgoValidBeforeType ?? TransaqAlgoOrderValidTypes.TillCancelled,
ValidBefore = cond.AlgoValidBefore,
ExpDate = expDate,
BrokerRef = regMsg.Comment,
Hidden = (int)(regMsg.Volume - (regMsg.VisibleVolume ?? regMsg.Volume)),
};
}
else // if (regMsg.Condition is TransaqOrderCondition)
{
if (!cond.CheckConditionUnitType())
{
throw new InvalidOperationException(LocalizedStrings.Str3549);
}
var stopOrder = new NewStopOrderMessage
{
SecId = (int)regMsg.SecurityId.Native,
Client = regMsg.PortfolioName,
BuySell = regMsg.Side.ToTransaq(),
LinkedOrderNo = cond.LinkedOrderId.To <string>(),
ExpDate = expDate,
ValidFor = expDate,
};
switch (cond.Type)
{
case TransaqOrderConditionTypes.StopLoss:
stopOrder.StopLoss = TransaqHelper.CreateStopLoss(cond);
break;
case TransaqOrderConditionTypes.TakeProfit:
stopOrder.TakeProfit = TransaqHelper.CreateTakeProfit(cond);
break;
case TransaqOrderConditionTypes.TakeProfitStopLoss:
stopOrder.StopLoss = TransaqHelper.CreateStopLoss(cond);
stopOrder.TakeProfit = TransaqHelper.CreateTakeProfit(cond);
break;
}
command = stopOrder;
}
//else
// throw new InvalidOperationException(LocalizedStrings.Str3550Params.Put(regMsg.Condition, regMsg.TransactionId));
break;
}
case OrderTypes.Repo:
{
command = new NewRepoOrderMessage
{
SecId = (int)regMsg.SecurityId.Native,
Client = regMsg.PortfolioName,
BuySell = regMsg.Side.ToTransaq(),
CpFirmId = regMsg.RepoInfo.Partner,
MatchRef = regMsg.RepoInfo.MatchRef,
BrokerRef = regMsg.Comment,
Price = regMsg.Price,
Quantity = regMsg.Volume.To <int>(),
SettleCode = regMsg.RepoInfo.SettleCode,
RefundRate = regMsg.RepoInfo.RefundRate,
Rate = regMsg.RepoInfo.Rate,
};
break;
}
case OrderTypes.ExtRepo:
{
command = new NewMRepoOrderMessage
{
SecId = (int)regMsg.SecurityId.Native,
Client = regMsg.PortfolioName,
BuySell = regMsg.Side.ToTransaq(),
CpFirmId = regMsg.RepoInfo.Partner,
MatchRef = regMsg.RepoInfo.MatchRef,
BrokerRef = regMsg.Comment,
Price = regMsg.Price,
Quantity = regMsg.Volume.To <int>(),
SettleCode = regMsg.RepoInfo.SettleCode,
RefundRate = regMsg.RepoInfo.RefundRate,
Value = regMsg.RepoInfo.Value,
Term = regMsg.RepoInfo.Term,
Rate = regMsg.RepoInfo.Rate,
StartDiscount = regMsg.RepoInfo.StartDiscount,
LowerDiscount = regMsg.RepoInfo.LowerDiscount,
UpperDiscount = regMsg.RepoInfo.UpperDiscount,
BlockSecurities = regMsg.RepoInfo.BlockSecurities,
};
break;
}
case OrderTypes.Rps:
{
command = new NewRpsOrderMessage
{
SecId = (int)regMsg.SecurityId.Native,
Client = regMsg.PortfolioName,
BuySell = regMsg.Side.ToTransaq(),
CpFirmId = regMsg.RpsInfo.Partner,
MatchRef = regMsg.RpsInfo.MatchRef,
BrokerRef = regMsg.Comment,
Price = regMsg.Price,
Quantity = regMsg.Volume.To <int>(),
SettleCode = regMsg.RpsInfo.SettleCode,
};
break;
}
case OrderTypes.Execute:
{
//command = new NewReportMessage
//{
// BuySell = regMsg.Side.ToTransaq(),
//};
//break;
throw new NotImplementedException();
}
default:
throw new ArgumentOutOfRangeException();
}
var result = SendCommand(command);
_orders.Add(result.TransactionId, regMsg.TransactionId);
_ordersTypes.Add(regMsg.TransactionId, command is NewCondOrderMessage ? OrderTypes.Limit : regMsg.OrderType);
}
