//public new void SetAttributes(Dictionary<string, string> attributes, ref Dictionary<string, string> unusedAttributes)
public new void AddSubElement(IStringifiable subElement)
{
Type type = subElement.GetType();
if (type == typeof(RejectedFills.RecentKeyList))
{
m_RecentKeys = (RejectedFills.RecentKeyList)subElement;
}
else if (type == typeof(RejectedFills.RejectedFillEventArgs))
{
RejectedFills.RejectedFillEventArgs reject = (RejectedFills.RejectedFillEventArgs)subElement;
bool isDuplicate = false;
int n = 0;
while ((!isDuplicate) && (n < m_RejectedFills.Count))
{
isDuplicate = reject.OriginalFillEventArg.IsSameAs(m_RejectedFills[n].OriginalFillEventArg);
n++;
}
if (!isDuplicate)
{
reject.Name = this.Name;// Temp- to add information
m_RejectedFills.Add(reject);
}
}
else
{
base.AddSubElement(subElement);
}
}
//
//
#endregion//Constructors
#region no Properties
// *****************************************************************
// **** Properties ****
// *****************************************************************
//
//
#endregion//Properties
#region Public Methods
// *****************************************************************
// **** Try Add() ****
// *****************************************************************
/// <summary>
/// A fill event is presented to the book for acceptance. The fill event is checked for validity,
/// and if good added to the book. If not, a rejection event argument is created for caller.
/// </summary>
/// <param name="eventArg">fill event argument</param>
/// <param name="rejection">rejection event create if false is returned</param>
/// <returns>true if fill can be accepted, false if not.</returns>
public bool TryAdd(FillEventArgs eventArg, out RejectedFills.RejectedFillEventArgs rejection)
{
rejection = null;
InstrumentKey key = eventArg.TTInstrumentKey;
if (this.IsFillNew(eventArg, out rejection))
{
// Add fill to book
UV.Lib.OrderHubs.Fill aFill = eventArg.Fill;
base.Add(aFill);
// Update fill identification tables
if (m_RecentKeys == null)
{
m_RecentKeys = new RejectedFills.RecentKeyList();
}
m_RecentKeys.Add(eventArg.FillKey);
// Process rejections that are now accepted.
if (eventArg.Type == FillType.UserAdjustment)
{
int n = 0;
while (n < m_RejectedFills.Count)
{
if (m_RejectedFills[n].OriginalFillEventArg.IsSameAs(eventArg))
{
m_RejectedFills.RemoveAt(n);
break;
}
n++;
}
}
return(true);
}
else
{
return(false);
}
/*
* if (eventArg.Type == FillType.Historic || eventArg.Type == FillType.InitialPosition)
* { // If a fill is historic or initial, it needs to be verified that we have not already
* // incorporated this fill into our book in the past.
* // Other fills are blindly accepted since they should not have been seen before.
* if (this.IsFillNew(eventArg, out rejection))
* {
* base.Add(aFill);
* if (m_RecentKeys == null)
* m_RecentKeys = new RejectedFills.RecentKeyList();
* m_RecentKeys.Add(eventArg.FillKey);
* }
* else
* {
* return false;
* }
* }
* else
* { // Other kinds of fills; including "New" and "UserAdjustments" are always accepted as they
* // come in.
* base.Add(aFill);
* if (m_RecentKeys == null)
* m_RecentKeys = new RejectedFills.RecentKeyList();
* m_RecentKeys.Add(eventArg.FillKey);
* }
* return true;
*/
} // TryAdd()
