private void processCancelOrder(IDownStreamAdaptor adaptor, CancelOrderRequest req)
{
if (adaptor != null)
{
try
{
adaptor.cancelOrder(req.orderId);
CancelOrderReply rsp = new CancelOrderReply();
rsp.result = true;
rsp.orderId = req.orderId;
rsp.exchangeAccount = req.exchangeAccount;
rsp.message = "success";
_manager.Publish(rsp);
}
catch (Exception e)
{
CancelOrderReply rsp = new CancelOrderReply();
rsp.result = false;
rsp.orderId = req.orderId;
rsp.exchangeAccount = req.exchangeAccount;
rsp.message = e.Message;
_manager.Publish(rsp);
}
}
else
{
CancelOrderReply rsp = new CancelOrderReply();
rsp.result = false;
rsp.orderId = req.orderId;
rsp.exchangeAccount = req.exchangeAccount;
rsp.message = req.exchangeAccount + " not exist";
_manager.Publish(rsp);
}
}
private void processAmendOrder(IDownStreamAdaptor adaptor, AmendOrderRequest req)
{
if (adaptor != null)
{
try
{
adaptor.amendOrder(req.orderId, req.price, req.quantity);
AmendOrderReply rsp = new AmendOrderReply();
rsp.result = true;
rsp.orderId = req.orderId;
rsp.exchangeAccount = req.exchangeAccount;
rsp.message = "sucess";
_manager.Publish(rsp);
}
catch (Exception e)
{
AmendOrderReply rsp = new AmendOrderReply();
rsp.result = false;
rsp.orderId = req.orderId;
rsp.exchangeAccount = req.exchangeAccount;
rsp.message = e.Message;
_manager.Publish(rsp);
}
}
else
{
AmendOrderReply rsp = new AmendOrderReply();
rsp.result = false;
rsp.orderId = req.orderId;
rsp.message = req.exchangeAccount + " not exist";
_manager.Publish(rsp);
}
}
private void processNewOrder(IDownStreamAdaptor adaptor, NewOrderRequest req)
{
if (adaptor != null)
{
try
{
Order order = new Order(req.exchangeAccount, req.symbol, req.orderId, req.price, req.quantity,
(OrderSide)req.orderSide, (OrderType)req.orderType, req.account);
adaptor.newOrder(order);
NewOrderReply rsp = new NewOrderReply();
rsp.result = true;
rsp.orderId = req.orderId;
rsp.exchangeAccount = req.exchangeAccount;
rsp.message = "sucess";
_manager.Publish(rsp);
}
catch (Exception e)
{
NewOrderReply rsp = new NewOrderReply();
rsp.result = false;
rsp.orderId = req.orderId;
rsp.exchangeAccount = req.exchangeAccount;
rsp.message = e.Message;
_manager.Publish(rsp);
}
}
else
{
NewOrderReply rsp = new NewOrderReply();
rsp.result = false;
rsp.orderId = req.orderId;
rsp.exchangeAccount = req.exchangeAccount;
rsp.message = req.exchangeAccount + " not exist";
_manager.Publish(rsp);
}
}
public void OnMessage(object obj)
{
if (!(obj is ISpecificRecord))
{
return;
}
ISpecificRecord avroObj = (ISpecificRecord)obj;
ObjectType type = (ObjectType)avroObj.Get(0);
switch (type)
{
case ObjectType.AmendOrderRequest:
{
AmendOrderRequest req = (AmendOrderRequest)avroObj;
logger.Info("Get AmendOrderRequest: " + req.ToString());
IDownStreamAdaptor adaptor = _manager.downStreamManager.getAdaptorById(req.exchangeAccount);
processAmendOrder(adaptor, req);
break;
}
case ObjectType.CancelOrderRequest:
{
CancelOrderRequest req = (CancelOrderRequest)avroObj;
logger.Info("Get CancelOrderRequest: " + req.ToString());
IDownStreamAdaptor adaptor = _manager.downStreamManager.getAdaptorById(req.exchangeAccount);
processCancelOrder(adaptor, req);
break;
}
case ObjectType.NewOrderRequest:
{
NewOrderRequest req = (NewOrderRequest)avroObj;
logger.Info("Get NewOrderRequest: " + req.ToString());
IDownStreamAdaptor adaptor = _manager.downStreamManager.getAdaptorById(req.exchangeAccount);
processNewOrder(adaptor, req);
break;
}
case ObjectType.SubscribeQuote:
{
SubscribeQuote req = (SubscribeQuote)avroObj;
break;
}
case ObjectType.UnsubscribeQuote:
{
break;
}
default:
{
//Log Error
logger.Error("Undefined ObjectType: " + type);
return;
}
}
}
public AdaptorListener(BusniessManager remoteEventManager, IDownStreamAdaptor adaptor)
{
this._manager = remoteEventManager;
this._adaptor = adaptor;
}
