/// <summary>
/// Adds new LimitOrder to list
/// If validation of order is successful it sends NewArrived Message.
/// In case of failure it sends sends rejection.
/// </summary>
public void NewLimitOrderArrived(LimitOrder limitOrder)
{
try
{
if (ValidateMarketOrder(limitOrder))
{
var order = new Order(limitOrder.OrderID,
limitOrder.OrderSide,
limitOrder.OrderSize,
limitOrder.OrderTif,
limitOrder.OrderCurrency,
limitOrder.Security,
limitOrder.OrderExecutionProvider);
if (Logger.IsInfoEnabled)
{
Logger.Info("New Arrived :" + order, _type.FullName, "NewLimitOrderArrived");
}
if (NewArrived != null)
{
NewArrived.Invoke(order);
}
// Execute Limit Order
ExecuteLimitOrder(limitOrder);
//// Add to List
//_limitOrders.Add(limitOrder);
}
else
{
Rejection rejection = new Rejection(limitOrder.Security, OrderExecutionProvider.SimulatedExchange)
{
OrderId = limitOrder.OrderID, DateTime = DateTime.Now, RejectioReason = "Invaild Price Or Size"
};
if (Logger.IsInfoEnabled)
{
Logger.Info("Rejection :" + rejection, _type.FullName, "NewLimitOrderArrived");
}
if (LimitOrderRejection != null)
{
LimitOrderRejection.Invoke(rejection);
}
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "NewLimitOrderArrived");
}
}
/// <summary>
/// New Arrived
/// </summary>
/// <param name="obj"></param>
private void NewOrderArrived(Order obj)
{
try
{
if (Logger.IsInfoEnabled)
{
Logger.Info(obj.ToString(), _type.FullName, "NewOrderArrived");
}
if (NewArrived != null)
{
NewArrived.Invoke(obj);
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "NewOrderArrived");
}
}
