private byte[] rejectmodifyfunction(MS_OM_REQUEST_TR obj)
{
var obj1 = new MS_OE_REQUEST()
{
header_obj =
{
TransactionCode =IPAddress.HostToNetworkOrder(Convert.ToInt16(2042)),
ErrorCode = 0,
LogTime = 1,
MessageLength = 1024,
},
OrderNumber = 1100100258 + count,
contract_obj =
{
InstrumentName = obj.Contr_dec_tr_Obj.InstrumentName,
Symbol = obj.Contr_dec_tr_Obj.Symbol,
ExpiryDate = obj.Contr_dec_tr_Obj.ExpiryDate,
StrikePrice = obj.Contr_dec_tr_Obj.StrikePrice,
OptionType = obj.Contr_dec_tr_Obj.OptionType
},
AccountNumber = obj.AccountNumber,
Buy_SellIndicator = obj.Buy_SellIndicator,
DisclosedVolume = obj.DisclosedVolume,
Volume = obj.Volume,
Price = obj.Price,
Open_Close = obj.Open_Close,
TraderId = obj.TraderId,
BrokerId = Encoding.ASCII.GetBytes(obj.TraderId.ToString())
};
return DataPacket.RawSerialize(obj1);
}
public byte[] tradeconferm_Mod(MS_OM_REQUEST_TR obj)//,int qty,int rem)
{
var obj1 = new MS_TRADE_CONFIRM_TR()
{
TransactionCode = IPAddress.NetworkToHostOrder((short)(20222)),
ResponseOrderNumber = obj.OrderNumber,
Contr_dec_tr_Obj =
{
InstrumentName = obj.Contr_dec_tr_Obj.InstrumentName,
Symbol = obj.Contr_dec_tr_Obj.Symbol,
ExpiryDate = obj.Contr_dec_tr_Obj.ExpiryDate,
StrikePrice = obj.Contr_dec_tr_Obj.StrikePrice,
OptionType = obj.Contr_dec_tr_Obj.OptionType,
},
AccountNumber = obj.AccountNumber,
Buy_SellIndicator = obj.Buy_SellIndicator,
DisclosedVolume = obj.DisclosedVolume,
FillQuantity =obj.Volume,
Price =obj.Price,
OpenClose = obj.Open_Close,
TraderId = obj.TraderId,
BrokerId = obj.BrokerId,
Token = obj.TokenNo,
VolumeFilledToday = obj.VolumeFilledToday,
RemainingVolume =obj.TotalVolumeRemaining,
FillNumber = IPAddress.NetworkToHostOrder(FillNumber),
FillPrice=obj.Price,
};
FillNumber += 1;
//Console.WriteLine ("FillQuantity1 "+IPAddress.HostToNetworkOrder(obj.Volume));
Console.WriteLine ("Buy_SellIndicator 20222 = "+IPAddress.HostToNetworkOrder(obj.Buy_SellIndicator)+" price :"+IPAddress.HostToNetworkOrder(obj1.FillPrice));
// sendbuffer (Logic.Instance.GetPF (tradeconferm_manual2(obj)));
//obj1.FillQuantity = IPAddress.HostToNetworkOrder (25);
return DataPacket.RawSerialize(obj1);
}
private byte[] modifyfunction(MS_OM_REQUEST_TR obj)
{
var obj1 = new MS_OE_RESPONSE_TR()
{
TokenNo = obj.TokenNo,
nnffield = obj.nnffield,
TransactionCode = IPAddress.NetworkToHostOrder((short)(20074)),
OrderNumber = obj.OrderNumber,
Contr_dec_tr_Obj =
{
InstrumentName = obj.Contr_dec_tr_Obj.InstrumentName,
Symbol = obj.Contr_dec_tr_Obj.Symbol,
ExpiryDate = obj.Contr_dec_tr_Obj.ExpiryDate,
StrikePrice = obj.Contr_dec_tr_Obj.StrikePrice,
OptionType = obj.Contr_dec_tr_Obj.OptionType
},
AccountNumber = obj.AccountNumber,
Buy_SellIndicator = obj.Buy_SellIndicator,
DisclosedVolume = obj.DisclosedVolume,
Volume = obj.Volume,
Price = obj.Price,
Open_Close = obj.Open_Close,
TraderId = obj.TraderId,
BrokerId = Encoding.ASCII.GetBytes(obj.TraderId.ToString()),
};
concurrent.TryUpdate((long)1100100258 + count, obj1, obj1);
Console.WriteLine ("20040 Volume"+IPAddress.HostToNetworkOrder(obj1.Volume));
return DataPacket.RawSerialize(obj1);
}
public byte[] tradeconferm(MS_OM_REQUEST_TR obj)
{
var obj1 = new MS_TRADE_CONFIRM_TR()
{
TransactionCode = IPAddress.NetworkToHostOrder((short)(20222)),
ResponseOrderNumber = obj.OrderNumber,
Contr_dec_tr_Obj =
{
InstrumentName = obj.Contr_dec_tr_Obj.InstrumentName,
Symbol = obj.Contr_dec_tr_Obj.Symbol,
ExpiryDate = obj.Contr_dec_tr_Obj.ExpiryDate,
StrikePrice = obj.Contr_dec_tr_Obj.StrikePrice,
OptionType = obj.Contr_dec_tr_Obj.OptionType,
},
AccountNumber = obj.AccountNumber,
Buy_SellIndicator = obj.Buy_SellIndicator,
DisclosedVolume = obj.DisclosedVolume,
FillQuantity = obj.Volume,
Price = obj.Price,
OpenClose = obj.Open_Close,
TraderId = obj.TraderId,
BrokerId = obj.BrokerId,
Token = obj.TokenNo,
VolumeFilledToday = obj.VolumeFilledToday,
RemainingVolume = obj.TotalVolumeRemaining
};
Console.WriteLine ("FillQuantity1 "+IPAddress.HostToNetworkOrder(obj.Volume));
Console.WriteLine ("FillQuantity2 "+obj.Volume);
return DataPacket.RawSerialize(obj1);
}
public byte[] logicclass(MS_OM_REQUEST_TR obj_1ms)
{
return tradeconferm(obj_1ms);
if (_concurrentDataDictionary.TryGetValue(IPAddress.HostToNetworkOrder(obj_1ms.TokenNo), out _TempFP) == true)
{
if (IPAddress.HostToNetworkOrder(obj_1ms.Buy_SellIndicator) == 1)
{
if (IPAddress.HostToNetworkOrder(obj_1ms.Price) <= _concurrentDataDictionary[IPAddress.HostToNetworkOrder(obj_1ms.TokenNo)].MAXBID)
{
MS_OE_RESPONSE_TR obj_21 = new MS_OE_RESPONSE_TR
{
TransactionCode = IPAddress.NetworkToHostOrder((short)20073),
ReasonCode = IPAddress.NetworkToHostOrder((short)0),
BookType = IPAddress.NetworkToHostOrder((short)1),
GoodTillDate = IPAddress.NetworkToHostOrder(0),
st_ord_flg_obj = new ST_ORDER_FLAGS
{
STOrderFlagIn = GetBitsToByteValue(0, 0, 0, 1, 0, 0, 0, 0),
STOrderFlagOut = GetBitsToByteValue(0, 0, 0, 0, 0, 0, 0, 0),
},
obj_add_order_flg = new ADDITIONAL_ORDER_FLAGS
{
Reserved1 = 2
},
TokenNo = obj_1ms.TokenNo,
Contr_dec_tr_Obj =
{
InstrumentName = obj_1ms.Contr_dec_tr_Obj.InstrumentName,
Symbol = obj_1ms.Contr_dec_tr_Obj.Symbol,
ExpiryDate = obj_1ms.Contr_dec_tr_Obj.ExpiryDate,
StrikePrice = obj_1ms.Contr_dec_tr_Obj.StrikePrice,
OptionType = obj_1ms.Contr_dec_tr_Obj.OptionType
},
AccountNumber = obj_1ms.AccountNumber,
Buy_SellIndicator = obj_1ms.Buy_SellIndicator,
DisclosedVolume = obj_1ms.DisclosedVolume,
Volume = obj_1ms.Volume,
Price = obj_1ms.Price,
Open_Close = obj_1ms.Open_Close,
UserId = obj_1ms.UserId, //IPAddress.NetworkToHostOrder(30072),
BranchId = IPAddress.NetworkToHostOrder((short)4),
TraderId = IPAddress.NetworkToHostOrder(30072),
BrokerId = Encoding.ASCII.GetBytes("12468"),
Settlor = Encoding.ASCII.GetBytes("".ToUpper().PadRight(12)),
Pro_ClientIndicator = IPAddress.NetworkToHostOrder((short)2),
nnffield = obj_1ms.nnffield,
};
obj_1ms.Pro_ClientIndicator = IPAddress.NetworkToHostOrder((short)2);
_concortdict[IPAddress.NetworkToHostOrder(obj_1ms.TokenNo)][IPAddress.NetworkToHostOrder(obj_1ms.Buy_SellIndicator)].AddOrUpdate(IPAddress.NetworkToHostOrder((long)obj_1ms.OrderNumber), obj_21, (k, d) => obj_21);
return modifyfunction(obj_1ms);
}
else if (IPAddress.HostToNetworkOrder(obj_1ms.Price) > _concurrentDataDictionary[IPAddress.HostToNetworkOrder(obj_1ms.TokenNo)].MAXBID)
{
MS_OE_RESPONSE_TR orresponce = new MS_OE_RESPONSE_TR();
_concortdict[IPAddress.NetworkToHostOrder(obj_1ms.TokenNo)][IPAddress.NetworkToHostOrder(obj_1ms.Buy_SellIndicator)].TryRemove(IPAddress.NetworkToHostOrder((long)obj_1ms.OrderNumber), out orresponce);
return tradeconferm(obj_1ms);
}
}
else if (IPAddress.HostToNetworkOrder(obj_1ms.Buy_SellIndicator) == 2)
{
if (IPAddress.HostToNetworkOrder(obj_1ms.Price) >= _concurrentDataDictionary[IPAddress.HostToNetworkOrder(obj_1ms.TokenNo)].MINASK)
{
return modifyfunction(obj_1ms);
}
else if (IPAddress.HostToNetworkOrder(obj_1ms.Price) < _concurrentDataDictionary[IPAddress.HostToNetworkOrder(obj_1ms.TokenNo)].MINASK)
{
return tradeconferm(obj_1ms);
}
}
}
byte[] buff = { };
return buff;
}
private byte[] cancelfunction(MS_OM_REQUEST_TR obj)
{
var obj1 = new MS_OE_RESPONSE_TR()
{
TransactionCode = IPAddress.NetworkToHostOrder((short)(20075)),
OrderNumber = obj.OrderNumber,
Contr_dec_tr_Obj =
{
InstrumentName = obj.Contr_dec_tr_Obj.InstrumentName,
Symbol = obj.Contr_dec_tr_Obj.Symbol,
ExpiryDate = obj.Contr_dec_tr_Obj.ExpiryDate,
StrikePrice = obj.Contr_dec_tr_Obj.StrikePrice,
OptionType = obj.Contr_dec_tr_Obj.OptionType
},
AccountNumber = obj.AccountNumber,
Buy_SellIndicator = obj.Buy_SellIndicator,
DisclosedVolume = obj.DisclosedVolume,
Volume = obj.Volume,
Price = obj.Price,
Open_Close = obj.Open_Close,
TraderId = obj.TraderId,
BrokerId = obj.BrokerId,
nnffield = obj.nnffield,
TokenNo = obj.TokenNo
};
MS_OE_RESPONSE_TR b = new MS_OE_RESPONSE_TR();
concurrent.TryRemove((long)DoubleEndianChange(obj.OrderNumber), out b);
return DataPacket.RawSerialize(obj1);
}
