public void SendOrderStatusRequest(FIXOrderStatusRequest request)
{
throw new NotImplementedException();
}
public void SendOrderStatusRequest(FIXOrderStatusRequest request)
{
if (!this.isConnected)
{
this.EmitError(this.Id, -1, "The TDXTradeProvider is not connected.");
}
string outerOrderID = request.OrderID;
OrderRecord orderRecord = this.orders.GetRecord(outerOrderID, 1);
if (orderRecord == null)
{
orderRecord = new OrderRecord();
SingleOrder order = (SingleOrder)OrderManager.Orders.All[request.OrderID];
if (order != null)
{
orderRecord.TransactTime = order.TransactTime;
orderRecord.OrderQty = (long)order.OrderQty;
orderRecord.OrderPrice = order.Price;
orderRecord.SecurityID = order.SecurityID;
switch (order.OrdStatus)
{
case OrdStatus.New:
orderRecord.OrderStatus = OrderStatus.New;
break;
case OrdStatus.PartiallyFilled:
orderRecord.OrderStatus = OrderStatus.PartiallyFilled;
break;
case OrdStatus.Filled:
orderRecord.OrderStatus = OrderStatus.Filled;
break;
case OrdStatus.PendingCancel:
orderRecord.OrderStatus = OrderStatus.PendingCancel;
break;
case OrdStatus.Cancelled:
orderRecord.OrderStatus = OrderStatus.Cancelled;
break;
case OrdStatus.Rejected:
orderRecord.OrderStatus = OrderStatus.Rejected;
break;
default:
orderRecord.OrderStatus = OrderStatus.New;
break;
}
orderRecord.OuterOrderID = order.ClOrdID;
orderRecord.AvgPx = order.AvgPx;
orderRecord.CumQty = (long)order.CumQty;
switch (order.Side)
{
case (Side.Buy):
orderRecord.OrderSide = OrderSide.Buy;
break;
case (Side.Sell):
orderRecord.OrderSide = OrderSide.Sell;
break;
default:
throw new Exception("不支持的买卖指令。");
}
lock (this.orders)
{
this.orders.AddRecord(orderRecord, null, outerOrderID);
}
}
}
this.updateOrders();
}
public void SendOrderStatusRequest(FIXOrderStatusRequest request)
{
throw new NotImplementedException();
}