public void execDetails(int reqId, Contract contract, Execution execution)
{
IBOrderStatusWrapper data;
if (OrderStatusDic.TryGetValue(execution.OrderId, out data))
{
data.ExecId = execution.ExecId;
}
}
public void commissionReport(CommissionReport commissionReport)
{
//find order by execId
var orderStatus = OrderStatusDic.FirstOrDefault(o => o.Value.ExecId == commissionReport.ExecId);
if (orderStatus.Equals(new KeyValuePair <int, IBOrderStatusWrapper>()))
{
Logger.Error("Received commission report with execId not found " +
$"in orders list, execId is {commissionReport.ExecId}");
return;
}
orderStatus.Value.Data.Commission = commissionReport.Commission;
Consumer.Enqueue(orderStatus.Value.Data);
}
public void orderStatus(int orderId, string status, int filled,
int remaining, double avgFillPrice, int permId, int parentId,
double lastFillPrice, int clientId, string whyHeld)
{
if (OrderStatusDic.ContainsKey(orderId))
{
OrderStatusData orderStatus = OrderStatusDic[orderId].Data;
orderStatus.OrderStatus = (OrderStatus)Enum.Parse(typeof(OrderStatus), status);
orderStatus.LastUpdateTime = DateTime.Now;
orderStatus.LastFillPrice = lastFillPrice;
Consumer.Enqueue(orderStatus);
}
else
{
Logger.Error($"Received order status on request not in OrderStatusDic, orderId is {orderId}");
}
}
public void openOrder(int orderId, Contract contract, Order order, OrderState orderState)
{
CloseIrrelevantOrders();
IBOrderStatusWrapper status;
if (!OrderStatusDic.TryGetValue(orderId, out status))
{
var orderData = order.ToOrderData();
orderData.Contract = contract.ToContract();
status = new IBOrderStatusWrapper(new OrderStatusData(orderId.ToString(), orderData)
{
Id = Guid.NewGuid()
});
OrderStatusDic[orderId] = status;
}
status.Data.LastUpdateTime = DateTime.Now;
double maintMargin = Convert.ToDouble(orderState.MaintMargin);
if (maintMargin < LARGE_NUBMER)
{
status.Data.MaintMargin = maintMargin;
}
Consumer.Enqueue(OrderStatusDic[orderId].Data);
}
private void CloseIrrelevantOrders()
{
OrderStatusDic.RemoveAll(item => DateTime.Now - item.Data.LastUpdateTime > ORDER_MAX_TIME_SPAN &&
item.Data.OrderStatus.In(OrderStatus.Cancelled, OrderStatus.Filled));
}