/// <summary>Inserts a Match record.</summary>
/// <param name="transaction">Commits or rejects a set of commands as a unit</param>
/// <param name="contraOrderId">The value for the ContraOrderId column.</param>
/// <param name="createdTime">The value for the CreatedTime column.</param>
/// <param name="timerId">The value for the TimerId column.</param>
/// <param name="statusCode">The value for the StatusCode column.</param>
/// <param name="workingOrderId">The value for the WorkingOrderId column.</param>
public static int Insert(AdoTransaction adoTransaction, SqlTransaction sqlTransaction, ref long rowVersion, int contraOrderId, System.DateTime createdTime, object timerId, int statusCode, int workingOrderId)
{
// Accessor for the Match Table.
ServerMarketData.MatchDataTable matchTable = ServerMarketData.Match;
// Apply Defaults
if ((timerId == null))
{
timerId = System.DBNull.Value;
}
// Increment the row version
rowVersion = ServerMarketData.RowVersion.Increment();
// Insert the record into the ADO database.
ServerMarketData.MatchRow matchRow = matchTable.NewMatchRow();
matchRow[matchTable.RowVersionColumn] = rowVersion;
matchRow[matchTable.ContraOrderIdColumn] = contraOrderId;
matchRow[matchTable.CreatedTimeColumn] = createdTime;
matchRow[matchTable.TimerIdColumn] = timerId;
matchRow[matchTable.StatusCodeColumn] = statusCode;
matchRow[matchTable.WorkingOrderIdColumn] = workingOrderId;
matchTable.AddMatchRow(matchRow);
adoTransaction.DataRows.Add(matchRow);
// Insert the record into the SQL database.
SqlCommand sqlCommand = new SqlCommand("insert \"Match\" (\"rowVersion\",\"ContraOrderId\",\"CreatedTime\",\"MatchId\",\"TimerId\",\"S" +
"tatusCode\",\"WorkingOrderId\") values (@rowVersion,@contraOrderId,@createdTime,@ma" +
"tchId,@timerId,@statusCode,@workingOrderId)");
sqlCommand.Connection = sqlTransaction.Connection;
sqlCommand.Transaction = sqlTransaction;
sqlCommand.Parameters.Add(new SqlParameter("@rowVersion", SqlDbType.BigInt, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, rowVersion));
sqlCommand.Parameters.Add(new SqlParameter("@contraOrderId", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, contraOrderId));
sqlCommand.Parameters.Add(new SqlParameter("@createdTime", SqlDbType.DateTime, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, createdTime));
sqlCommand.Parameters.Add(new SqlParameter("@matchId", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, matchRow[matchTable.MatchIdColumn]));
sqlCommand.Parameters.Add(new SqlParameter("@timerId", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, timerId));
sqlCommand.Parameters.Add(new SqlParameter("@statusCode", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, statusCode));
sqlCommand.Parameters.Add(new SqlParameter("@workingOrderId", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, workingOrderId));
sqlCommand.ExecuteNonQuery();
// Return Statements
return(matchRow.MatchId);
}
/// <summary>Inserts a Match record using Metadata Parameters.</summary>
/// <param name="transaction">Commits or rejects a set of commands as a unit.</param>
/// <param name="remoteMethod">Contains the metadata parameters and exceptions for this command.</param>
public static void Decline(ParameterList parameters)
{
// Accessor for the Match Table.
ServerMarketData.MatchDataTable matchTable = ServerMarketData.Match;
// Extract the parameters from the command batch.
AdoTransaction adoTransaction = parameters["adoTransaction"];
SqlTransaction sqlTransaction = parameters["sqlTransaction"];
int matchId = parameters["matchId"];
long rowVersion = parameters["rowVersion"];
ServerMarketData.MatchRow matchRow = matchTable.FindByMatchId(matchId);
if (matchRow != null)
{
// Time stamps and user stamps
int modifiedUserId = ServerMarketData.UserId;
DateTime modifiedTime = DateTime.Now;
// Call the internal method to complete the operation.
MarkThree.Guardian.Core.Match.Update(adoTransaction, sqlTransaction, ref rowVersion, null, null, matchRow.MatchId, null, Status.Declined, null);
// Call the internal method to decline the contra side of this match.
foreach (ServerMarketData.MatchRow contraMatchRow in matchTable.Rows)
{
if (contraMatchRow.WorkingOrderId == matchRow.ContraOrderId &&
contraMatchRow.ContraOrderId == matchRow.WorkingOrderId)
{
rowVersion = contraMatchRow.RowVersion;
MarkThree.Guardian.Core.Match.Update(adoTransaction, sqlTransaction, ref rowVersion, null, null, contraMatchRow.MatchId, null, Status.Declined, null);
}
}
}
// Return values.
parameters["rowVersion"] = rowVersion;
}
/// <summary>Inserts a Negotiation record using Metadata Parameters.</summary>
/// <param name="transaction">Commits or rejects a set of commands as a unit.</param>
/// <param name="remoteMethod">Contains the metadata parameters and exceptions for this command.</param>
public static void Decline(ParameterList parameters)
{
// Accessor for the Match Table.
ServerMarketData.MatchDataTable matchTable = ServerMarketData.Match;
// Extract the parameters from the command batch.
AdoTransaction adoTransaction = parameters["adoTransaction"];
SqlTransaction sqlTransaction = parameters["sqlTransaction"];
int matchId = parameters["matchId"];
int negotiationId = int.MinValue;
long rowVersion = long.MinValue;
ServerMarketData.MatchRow matchRow = matchTable.FindByMatchId(matchId);
if (matchRow != null)
{
// See if there is already a pending offer.
bool isFound = false;
foreach (ServerMarketData.NegotiationRow innerNegotiationRow in matchRow.GetNegotiationRows())
{
if (innerNegotiationRow.StatusCode == Status.Declined)
{
throw new Exception("This offer has previously been declined.");
}
if (innerNegotiationRow.StatusCode == Status.Pending)
{
// Call the internal method to complete the operation.
rowVersion = innerNegotiationRow.RowVersion;
negotiationId = innerNegotiationRow.NegotiationId;
MarkThree.Guardian.Core.Negotiation.Update(adoTransaction, sqlTransaction, ref rowVersion,
matchId, null, negotiationId, null, Status.Declined);
isFound = true;
}
}
// Call the internal method to complete the operation.
if (!isFound)
{
negotiationId = MarkThree.Guardian.Core.Negotiation.Insert(adoTransaction, sqlTransaction, ref rowVersion, null, matchId,
0.0m, Status.Declined);
}
// If there's a counter offer, then notify the couter part that the offer has been declined.
// This will find the contra matching record.
int contraMatchIndex =
ServerMarketData.Match.KeyMatchWorkingOrderIdContraOrderId.Find(new object[] { matchRow.ContraOrderId, matchRow.WorkingOrderId });
if (contraMatchIndex == -1)
{
throw new Exception(string.Format("Corruption: the match record for {0}, {1} can't be found", matchRow.ContraOrderId, matchRow.WorkingOrderId));
}
ServerMarketData.MatchRow contraMatchRow =
(ServerMarketData.MatchRow)ServerMarketData.Match.KeyMatchWorkingOrderIdContraOrderId[contraMatchIndex].Row;
// When both sides have agreed to the Negotiation, the Destination Orders are generated.
foreach (MarketData.NegotiationRow contraNegotiationRow in contraMatchRow.GetNegotiationRows())
{
if (contraNegotiationRow.StatusCode == Status.Pending)
{
rowVersion = contraNegotiationRow.RowVersion;
MarkThree.Guardian.Core.Negotiation.Update(adoTransaction, sqlTransaction, ref rowVersion, null, null, contraNegotiationRow.NegotiationId, null, Status.Declined);
}
}
}
// Return values.
parameters["rowVersion"] = rowVersion;
parameters.Return = negotiationId;
}
/// <summary>Inserts a Negotiation record using Metadata Parameters.</summary>
/// <param name="transaction">Commits or rejects a set of commands as a unit.</param>
/// <param name="remoteMethod">Contains the metadata parameters and exceptions for this command.</param>
public static void Offer(ParameterList parameters)
{
// Accessor for the Match Table.
ServerMarketData.MatchDataTable matchTable = ServerMarketData.Match;
// Extract the parameters from the command batch.
AdoTransaction adoTransaction = parameters["adoTransaction"];
SqlTransaction sqlTransaction = parameters["sqlTransaction"];
int matchId = parameters["matchId"];
decimal quantity = parameters["quantity"];
int negotiationId = int.MinValue;
long rowVersion = long.MinValue;
ServerMarketData.MatchRow matchRow = matchTable.FindByMatchId(matchId);
if (matchRow != null)
{
// Rule #1: Insure that there are no pending offers.
foreach (ServerMarketData.NegotiationRow innerNegotiationRow in matchRow.GetNegotiationRows())
{
if (innerNegotiationRow.StatusCode == Status.Pending)
{
throw new Exception("There is already an offer pending.");
}
if (innerNegotiationRow.StatusCode == Status.Declined)
{
throw new Exception("This offer has previously been declined.");
}
}
// Time stamps and user stamps
int createdUserId = ServerMarketData.UserId;
DateTime createdTime = DateTime.Now;
int modifiedUserId = ServerMarketData.UserId;
DateTime modifiedTime = DateTime.Now;
// This will find the contra matching record.
int contraMatchIndex =
ServerMarketData.Match.KeyMatchWorkingOrderIdContraOrderId.Find(new object[] { matchRow.ContraOrderId, matchRow.WorkingOrderId });
if (contraMatchIndex == -1)
{
throw new Exception(string.Format("Corruption: the match record for {0}, {1} can't be found", matchRow.ContraOrderId, matchRow.WorkingOrderId));
}
ServerMarketData.MatchRow contraMatchRow =
(ServerMarketData.MatchRow)ServerMarketData.Match.KeyMatchWorkingOrderIdContraOrderId[contraMatchIndex].Row;
// When both sides have agreed to the Negotiation, the Destination Orders are generated.
ServerMarketData.NegotiationRow contraNegotiationRow = null;
foreach (MarketData.NegotiationRow innerNegotiationRow in contraMatchRow.GetNegotiationRows())
{
if (innerNegotiationRow.StatusCode == Status.Pending)
{
contraNegotiationRow = innerNegotiationRow;
break;
}
}
// This means that there's an offer on the other side.
if (contraNegotiationRow == null)
{
// There is no opposite side of this transaction yet. It will be placed in the negotation table and wait there
// until it times out, or the other side accepts the offer.
long negotiationRowVersion = long.MinValue;
negotiationId = MarkThree.Guardian.Core.Negotiation.Insert(adoTransaction, sqlTransaction, ref negotiationRowVersion,
null, matchId, quantity, Status.Pending);
}
else
{
// At this point, there is an offer on both sides of the match for a follow-on order. We'll create orders and
// executions for both sides of the trade for the minimum agreed upon quantity.
ServerMarketData.WorkingOrderRow workingOrderRow = matchRow.WorkingOrderRow;
ServerMarketData.WorkingOrderRow contraOrderRow = contraNegotiationRow.MatchRow.WorkingOrderRow;
// The quantity of this negotiation will be the minimum of the two offers.
decimal matchedQuantity = quantity < contraNegotiationRow.Quantity ? quantity : contraNegotiationRow.Quantity;
// Create the order on this side of the trade.
long rowVersionDestionation = long.MinValue;
int destinationOrderId = MarkThree.Guardian.Core.DestinationOrder.Insert(adoTransaction, sqlTransaction,
ref rowVersionDestionation, null, null, createdTime, createdUserId, Negotiation.destinationId, null, null,
null, workingOrderRow[ServerMarketData.WorkingOrder.LimitPriceColumn], modifiedTime, modifiedUserId,
workingOrderRow.OrderTypeCode, matchedQuantity, workingOrderRow.PriceTypeCode, State.Acknowledged, Status.New,
workingOrderRow[ServerMarketData.WorkingOrder.StopPriceColumn], createdUserId, workingOrderRow.TimeInForceCode,
workingOrderRow.WorkingOrderId);
// Create the Execution for this side of the trade.
long rowVersionExecution = long.MinValue;
int executionId = MarkThree.Guardian.Core.Execution.Insert(adoTransaction, sqlTransaction,
ref rowVersionExecution, null, null, createdTime, createdUserId, destinationOrderId, State.Acknowledged,
workingOrderRow.PriceRow.LastPrice, matchedQuantity, null, null, null, modifiedTime, modifiedUserId,
null, null, null, DateTime.Now, null, State.Sent, DateTime.Now, null, null, null, null);
// There is no opposite side of this transaction yet. It will be placed in the negotation table and wait there
// until it times out, or the other side accepts the offer.
long negotiationRowVersion = long.MinValue;
negotiationId = MarkThree.Guardian.Core.Negotiation.Insert(adoTransaction, sqlTransaction, ref negotiationRowVersion,
executionId, matchId, quantity, Status.Accepted);
// Create an order for the agreed upon quantity.
int contraDestinationOrderId = MarkThree.Guardian.Core.DestinationOrder.Insert(adoTransaction, sqlTransaction,
ref rowVersionDestionation, null, null, createdTime, createdUserId, Negotiation.destinationId, null, null,
null, contraOrderRow[ServerMarketData.WorkingOrder.LimitPriceColumn], modifiedTime, modifiedUserId,
contraOrderRow.OrderTypeCode, matchedQuantity, contraOrderRow.PriceTypeCode, State.Acknowledged, Status.New,
contraOrderRow[ServerMarketData.WorkingOrder.StopPriceColumn], createdUserId, contraOrderRow.TimeInForceCode,
contraOrderRow.WorkingOrderId);
// Create an execution for the agreed upon quantity
int contraExecutionId = MarkThree.Guardian.Core.Execution.Insert(adoTransaction, sqlTransaction,
ref rowVersionExecution, null, null, createdTime, createdUserId, contraDestinationOrderId,
State.Acknowledged, contraOrderRow.PriceRow.LastPrice, matchedQuantity, null, null, null, modifiedTime,
modifiedUserId, null, null, null, DateTime.Now, null, State.Sent, DateTime.Now, null, null, null, null);
// Update the contra offer.
long contraNegotiationRowVersion = contraNegotiationRow.RowVersion;
MarkThree.Guardian.Core.Negotiation.Update(adoTransaction, sqlTransaction, ref contraNegotiationRowVersion, contraExecutionId, null,
contraNegotiationRow.NegotiationId, null, Status.Accepted);
}
}
// Return values.
parameters["rowVersion"] = rowVersion;
parameters.Return = negotiationId;
}
/// <summary>Inserts a Match record using Metadata Parameters.</summary>
/// <param name="transaction">Commits or rejects a set of commands as a unit.</param>
/// <param name="remoteMethod">Contains the metadata parameters and exceptions for this command.</param>
public static void Accept(ParameterList parameters)
{
// Accessor for the Match Table.
ServerMarketData.MatchDataTable matchTable = ServerMarketData.Match;
// Extract the parameters from the command batch.
AdoTransaction adoTransaction = parameters["adoTransaction"];
SqlTransaction sqlTransaction = parameters["sqlTransaction"];
int matchId = parameters["matchId"];
long rowVersion = parameters["rowVersion"];
ServerMarketData.MatchRow matchRow = matchTable.FindByMatchId(matchId);
if (matchRow != null)
{
// Time stamps and user stamps
int createdUserId = ServerMarketData.UserId;
DateTime createdTime = DateTime.Now;
int modifiedUserId = ServerMarketData.UserId;
DateTime modifiedTime = DateTime.Now;
// Call the internal method to complete the operation.
MarkThree.Guardian.Core.Match.Update(adoTransaction, sqlTransaction, ref rowVersion, null, null,
matchRow.MatchId, null, Status.Accepted, null);
// This is the working order associated with the match.
ServerMarketData.WorkingOrderRow workingOrderRow = matchRow.WorkingOrderRow;
// This will find the contra order.
int contraMatchIndex =
ServerMarketData.Match.KeyMatchWorkingOrderIdContraOrderId.Find(new object[] { matchRow.ContraOrderId, matchRow.WorkingOrderId });
if (contraMatchIndex == -1)
{
throw new Exception(string.Format("Corruption: the match record for {0}, {1} can't be found", matchRow.ContraOrderId, matchRow.WorkingOrderId));
}
ServerMarketData.MatchRow contraMatchRow =
(ServerMarketData.MatchRow)ServerMarketData.Match.KeyMatchWorkingOrderIdContraOrderId[contraMatchIndex].Row;
// When both sides have agreed to the match, the Destination Orders are generated.
if (contraMatchRow.StatusCode != Status.Accepted)
{
return;
}
ServerMarketData.WorkingOrderRow contraOrderRow = contraMatchRow.WorkingOrderRow;
decimal quantity = workingOrderRow.SubmittedQuantity < contraOrderRow.SubmittedQuantity ? workingOrderRow.SubmittedQuantity : contraOrderRow.SubmittedQuantity;
long rowVersionDestionation = long.MinValue;
int destinationOrderId = MarkThree.Guardian.Core.DestinationOrder.Insert(adoTransaction, sqlTransaction,
ref rowVersionDestionation, null, null, createdTime, createdUserId, Match.destinationId, null, null,
null, workingOrderRow[ServerMarketData.WorkingOrder.LimitPriceColumn], modifiedTime, modifiedUserId,
workingOrderRow.OrderTypeCode, quantity, workingOrderRow.PriceTypeCode, State.Acknowledged, Status.New,
workingOrderRow[ServerMarketData.WorkingOrder.StopPriceColumn], createdUserId, workingOrderRow.TimeInForceCode,
workingOrderRow.WorkingOrderId);
long rowVersionExecution = long.MinValue;
MarkThree.Guardian.Core.Execution.Insert(adoTransaction, sqlTransaction, ref rowVersionExecution, null, null, null,
null, createdTime, createdUserId, destinationOrderId, State.Acknowledged, workingOrderRow.PriceRow.LastPrice,
quantity, null, null, null, modifiedTime, modifiedUserId, null, null, null, DateTime.Now, null, State.Sent,
DateTime.Now, null, null, null, null);
rowVersion = contraMatchRow.RowVersion;
MarkThree.Guardian.Core.Match.Update(adoTransaction, sqlTransaction, ref rowVersion, null, null,
contraMatchRow.MatchId, null, Status.Accepted, null);
int contraDestinationOrderId = MarkThree.Guardian.Core.DestinationOrder.Insert(adoTransaction, sqlTransaction,
ref rowVersionDestionation, null, null, createdTime, createdUserId, Match.destinationId, null, null,
null, contraOrderRow[ServerMarketData.WorkingOrder.LimitPriceColumn], modifiedTime, modifiedUserId,
contraOrderRow.OrderTypeCode, quantity, contraOrderRow.PriceTypeCode, State.Acknowledged, Status.New,
contraOrderRow[ServerMarketData.WorkingOrder.StopPriceColumn], createdUserId, contraOrderRow.TimeInForceCode,
contraOrderRow.WorkingOrderId);
MarkThree.Guardian.Core.Execution.Insert(adoTransaction, sqlTransaction, ref rowVersionExecution, null, null, null,
null, createdTime, createdUserId, contraDestinationOrderId, State.Acknowledged,
contraOrderRow.PriceRow.LastPrice, quantity, null, null, null, modifiedTime, modifiedUserId, null, null, null,
DateTime.Now, null, State.Sent, DateTime.Now, null, null, null, null);
}
// Return values.
parameters["rowVersion"] = rowVersion;
}
/// <summary>Updates a Match record.</summary>
/// <param name="transaction">Commits or rejects a set of commands as a unit</param>
/// <param name="rowVersion">The version number of the row</param>
/// <param name="contraOrderId">The value for the ContraOrderId column.</param>
/// <param name="createdTime">The value for the CreatedTime column.</param>
/// <param name="matchId">The value for the MatchId column.</param>
/// <param name="timerId">The value for the TimerId column.</param>
/// <param name="statusCode">The value for the StatusCode column.</param>
/// <param name="workingOrderId">The value for the WorkingOrderId column.</param>
public static void Update(AdoTransaction adoTransaction, SqlTransaction sqlTransaction, ref long rowVersion, object contraOrderId, object createdTime, int matchId, object timerId, object statusCode, object workingOrderId)
{
// Accessor for the Match Table.
ServerMarketData.MatchDataTable matchTable = ServerMarketData.Match;
// Rule #1: Make sure the record exists before updating it.
ServerMarketData.MatchRow matchRow = matchTable.FindByMatchId(matchId);
if ((matchRow == null))
{
throw new Exception(string.Format("The Match table does not have an element identified by {0}", matchId));
}
// Rule #2: Optimistic Concurrency Check
if ((matchRow.RowVersion != rowVersion))
{
throw new System.Exception("This record is busy. Please try again later.");
}
// Apply Defaults
if ((contraOrderId == null))
{
contraOrderId = matchRow[matchTable.ContraOrderIdColumn];
}
if ((createdTime == null))
{
createdTime = matchRow[matchTable.CreatedTimeColumn];
}
if ((timerId == null))
{
timerId = matchRow[matchTable.TimerIdColumn];
}
if ((statusCode == null))
{
statusCode = matchRow[matchTable.StatusCodeColumn];
}
if ((workingOrderId == null))
{
workingOrderId = matchRow[matchTable.WorkingOrderIdColumn];
}
// Increment the row version
rowVersion = ServerMarketData.RowVersion.Increment();
// Update the record in the ADO database.
matchRow[matchTable.RowVersionColumn] = rowVersion;
matchRow[matchTable.ContraOrderIdColumn] = contraOrderId;
matchRow[matchTable.CreatedTimeColumn] = createdTime;
matchRow[matchTable.TimerIdColumn] = timerId;
matchRow[matchTable.StatusCodeColumn] = statusCode;
matchRow[matchTable.WorkingOrderIdColumn] = workingOrderId;
adoTransaction.DataRows.Add(matchRow);
// Update the record in the SQL database.
SqlCommand sqlCommand = new SqlCommand("update \"Match\" set \"RowVersion\"=@rowVersion,\"ContraOrderId\"=@contraOrderId,\"Creat" +
"edTime\"=@createdTime,\"TimerId\"=@timerId,\"StatusCode\"=@statusCode,\"WorkingOrderId" +
"\"=@workingOrderId where \"MatchId\"=@matchId");
sqlCommand.Connection = sqlTransaction.Connection;
sqlCommand.Transaction = sqlTransaction;
sqlCommand.Parameters.Add(new SqlParameter("@rowVersion", SqlDbType.BigInt, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, rowVersion));
sqlCommand.Parameters.Add(new SqlParameter("@contraOrderId", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, contraOrderId));
sqlCommand.Parameters.Add(new SqlParameter("@createdTime", SqlDbType.DateTime, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, createdTime));
sqlCommand.Parameters.Add(new SqlParameter("@matchId", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, matchId));
sqlCommand.Parameters.Add(new SqlParameter("@timerId", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, timerId));
sqlCommand.Parameters.Add(new SqlParameter("@statusCode", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, statusCode));
sqlCommand.Parameters.Add(new SqlParameter("@workingOrderId", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, null, DataRowVersion.Current, workingOrderId));
// Update the record in the SQL database.
sqlCommand.ExecuteNonQuery();
}
