private static void checkAggregateOrders(IList<IOrder> orderList, bool netting)
{
int childCount = 0;
int wrongStatusCount = 0;
string err = "";
if (orderList != null)
{
foreach (Order order in orderList)
{
if (order.IsAggregateOrder)
{
// Only add to Aggregated orders that are not yet approved and not aggregated themselves
if (order.Status == OrderStati.New && order.parentOrder == null)
{
OrderSearchKey SearchKey = new OrderSearchKey(order, netting);
if (!aggregatedOrders.ContainsKey(SearchKey))
{
aggregatedOrders.Add(SearchKey, order);
aggregatedOrderKeys.Add(SearchKey);
// how many children?
if (netting)
{
SearchKey.Count = order.ChildOrders.Count;
}
}
else
{
//TODO -> Delete aggregate order and orphan the children
}
}
else
wrongStatusCount++;
}
else
{
childCount++;
}
}
if (childCount > 0)
{
err = string.Format("{0} child orders were found.", childCount.ToString());
}
if (wrongStatusCount > 0)
{
err = err + (err != "" ? "\n" : "") + string.Format("{0} child orders were found.", childCount.ToString());
}
if (err != "")
{
throw new ApplicationException("Can not do aggregation:/n" + err);
}
}
}
private static bool getKeyFromAggregatedOrders(ref OrderSearchKey searchKey)
{
bool success = false;
foreach (var item in aggregatedOrders)
{
if (item.Key.Equals(searchKey))
{
searchKey = item.Key;
success = true;
break;
}
}
return success;
}
private static OrderSearchKey addToList(Order newOrder, IOrderRouteMapper routeMapper, bool aggrOnStg, bool netting)
{
int index;
OrderSearchKey SearchKey = new OrderSearchKey(newOrder, netting);
if (!getKeyFromAggregatedOrders(ref SearchKey))
{
if (!(newOrder.parentOrder == null))
{
aggregatedOrders.Add(SearchKey, newOrder.parentOrder);
}
else
{
switch (newOrder.OrderType)
{
case OrderTypes.Monetary:
if (aggrOnStg)
{
if (netting)
aggregatedOrders.Add(SearchKey, new StgMonetaryOrder((IStgMonetaryOrder)newOrder));
else
aggregatedOrders.Add(SearchKey, new StgMonetaryOrder(getClearingAccount(newOrder), (IAggregateMonetaryOrder)newOrder, routeMapper));
}
else
aggregatedOrders.Add(SearchKey, new AggregateMonetaryOrder(getClearingAccount(newOrder), (IMonetaryOrder)newOrder));
break;
case OrderTypes.SizeBased:
if (aggrOnStg)
{
if (netting)
aggregatedOrders.Add(SearchKey, new StgSizeOrder((IStgSizeOrder)newOrder));
else
aggregatedOrders.Add(SearchKey, new StgSizeOrder(getClearingAccount(newOrder), (IAggregateSizeOrder)newOrder, routeMapper));
}
else
aggregatedOrders.Add(SearchKey, new AggregateSizeOrder(getClearingAccount(newOrder), (IOrderSizeBased)newOrder));
break;
default:
//OrderTypes.AmountBased:
if (aggrOnStg)
{
if (netting)
aggregatedOrders.Add(SearchKey, new StgAmtOrder((IStgAmtOrder)newOrder));
else
aggregatedOrders.Add(SearchKey, new StgAmtOrder(getClearingAccount(newOrder), (IAggregateAmtOrder)newOrder, routeMapper));
}
else
aggregatedOrders.Add(SearchKey, new AggregateAmtOrder(getClearingAccount(newOrder), (IOrderAmountBased)newOrder));
break;
}
}
aggregatedOrderKeys.Add(SearchKey);
}
else
{
// return same Key -> stored in collection
int i = aggregatedOrderKeys.IndexOf(SearchKey);
aggregatedOrderKeys[i] = SearchKey;
}
return SearchKey;
}