private void ValidateLotBalanceCommon(Commands.OrderRelationCommunicationCommandBase command)
{
var openOrder = command.Account.GetOrder(command.OrderRelationData.OpenOrderId);
var closedLot = command.OrderRelationData.ClosedLot;
var physicalCloseOrder = command.CloseOrder as Physical.PhysicalOrder;
if (physicalCloseOrder != null && physicalCloseOrder.PhysicalTradeSide == PhysicalTradeSide.Delivery)
{
var physicalOpenOrder = openOrder as Physical.PhysicalOrder;
Debug.Assert(physicalCloseOrder != null);
if (physicalOpenOrder.DeliveryLockLot < closedLot)
{
string errorDetail = string.Format("openOrder={0}, closeOrder={1}, DeliveryLockLot = {2}, closedLot = {3}", openOrder.Id, physicalCloseOrder.Id, physicalOpenOrder.DeliveryLockLot, closedLot);
throw new TransactionServerException(TransactionError.ExceedOpenLotBalance, errorDetail);
}
}
else
{
if (openOrder.LotBalance < closedLot)
{
string errorDetail = string.Format("openOrder={0}, closeOrder={1}, lotBalance = {2}, closedLot = {3}", openOrder.Id, command.CloseOrder.Id, openOrder.LotBalance, closedLot);
throw new TransactionServerException(TransactionError.ExceedOpenLotBalance, errorDetail);
}
}
}
protected void Visit(Commands.OrderRelationCommunicationCommandBase command)
{
this.ValidateCommon(command);
this.ValidateLotBalanceCommon(command);
command.ConstructParams.Fill(command.Account, command.OrderRelationData);
command.CreateOrderRelation();
}
private void ValidateCommon(Commands.OrderRelationCommunicationCommandBase command)
{
var openOrder = command.Account.GetOrder(command.OrderRelationData.OpenOrderId);
if (openOrder == null)
{
string errorDetail = string.Format("openOrderId = {0}, closeOrderId = {1}", command.OrderRelationData.OpenOrderId, command.OrderRelationData.CloseOrderId);
throw new TransactionServerException(TransactionError.OpenOrderNotExists, errorDetail);
}
bool isSameAccount = command.Account == openOrder.Owner.Owner;
bool isSameInstrument = command.CloseOrder.Owner.SettingInstrument() == openOrder.Owner.SettingInstrument();
bool isSameDirection = command.CloseOrder.IsBuy == openOrder.IsBuy;
if (!isSameAccount || !isSameInstrument || !openOrder.IsOpen || isSameDirection)
{
StringBuilder sb = new StringBuilder();
if (!isSameAccount)
{
sb.AppendFormat("is not the same account, close order account id = {0}, open order account id = {1}", command.Account.Id, openOrder.Owner.Owner.Id);
}
if (!isSameInstrument)
{
var closeInstrument = command.CloseOrder.Owner.SettingInstrument();
var openInstrument = openOrder.Owner.SettingInstrument();
sb.AppendFormat("is not the same instrument, close order instrument id = {0}, open order instrument id = {1}", closeInstrument.Id, openInstrument.Id);
}
if (!openOrder.IsOpen)
{
sb.AppendFormat("open order is not open id = {0}", openOrder.Id);
}
if (isSameDirection)
{
sb.AppendFormat("open order and close order is in the same directory isbuy = {0}", openOrder.IsBuy);
}
throw new TransactionServerException(TransactionError.InvalidOrderRelation, sb.ToString());
}
}