private void Client_MyOrderEvent(int numUser, string portfolio, PrivateOrderRawEvent orderInfo)
{
lock (_orderLocker)
{
var needOrder = _myOrders.Find(o => o.NumberUser == numUser);
if (needOrder == null)
{
return;
}
var order = new OsEngine.Entity.Order();
order.NumberUser = numUser;
order.PortfolioNumber = portfolio;
order.SecurityNameCode = needOrder.SecurityNameCode;
if (orderInfo.Id == -1)
{
order.State = OrderStateType.Fail;
order.Price = needOrder.Price;
order.Volume = needOrder.Volume;
order.Side = needOrder.Side;
order.NumberMarket = needOrder.NumberMarket;
MyOrderEvent?.Invoke(order);
return;
}
order.NumberMarket = orderInfo.Id.ToString();
order.Price = ParseDecimal(orderInfo.Price);
order.TimeCallBack = new DateTime(1970, 1, 1).AddMilliseconds(Convert.ToDouble(orderInfo.Timestamp));
order.Volume = needOrder.Volume;
order.Side = orderInfo.order_type == PrivateOrderRawEvent.OrderType.Bid ? Side.Buy : Side.Sell;
decimal quantity = ParseDecimal(orderInfo.Quantity);
decimal cancelVolume = ParseDecimal(orderInfo.QuantityLeftBeforeCancellation);
if (quantity == 0 && cancelVolume == needOrder.Volume)
{
order.State = OrderStateType.Cancel;
DelOrder(needOrder);
}
else if (quantity == 0 && cancelVolume == 0)
{
order.State = OrderStateType.Done;
DelOrder(needOrder);
}
else if (quantity == order.Volume)
{
order.State = OrderStateType.Activ;
}
else if (needOrder.Volume != quantity && quantity != 0)
{
order.State = OrderStateType.Patrial;
}
MyOrderEvent?.Invoke(order);
}
}
public void SendOrder(OsEngine.Entity.Order order)
{
lock (_locker)
{
_myOrders.Add(order);
}
_client.SendOrder(order);
}
public void CanselOrder(OsEngine.Entity.Order order)
{
_client.CancelLimitOrder(order);
}