internal static MappedOrder From(DataRow row)
{
MappedOrder order = new MappedOrder();
order.ID = (Guid)row["ID"];
order.TransactionID = (Guid)row["TransactionID"];
order.TransactionType = (byte)row["TransactionType"];
order.OrderTypeID = (int)row["OrderTypeID"];
order.AccountID = (Guid)row["AccountID"];
order.InstrumentID = (Guid)row["InstrumentID"];
order.ContractSize = (decimal)row["ContractSize"];
order.BeginTime = (DateTime)row["BeginTime"];
order.EndTime = (DateTime)row["EndTime"];
order.ExpireType = (int)row["ExpireType"];
order.SubmitTime = (DateTime)row["SubmitTime"];
order.ExecuteTime = (DateTime)row["ExecuteTime"];
order.SubmitorID = (Guid)row["SubmitorID"];
order.ApproverID = row["ApproverID"] == DBNull.Value ? Guid.Empty : (Guid)row["ApproverID"];
order.TradeOption = (byte)row["TradeOption"];
order.IsOpen = (bool)row["IsOpen"];
order.IsBuy = (bool)row["IsBuy"];
order.SetPrice = row["SetPrice"] == DBNull.Value ? null : (string)row["SetPrice"];
order.SetPrice2 = row["SetPrice2"] == DBNull.Value ? null : (string)row["SetPrice2"];
order.SetPriceMaxMovePips = (int)row["SetPriceMaxMovePips"];
order.ExecutePrice = (string)row["ExecutePrice"];
order.Lot = (decimal)row["Lot"];
order.OriginalLot = (decimal)row["OriginalLot"];
order.LotBalance = (decimal)row["LotBalance"];
order.DQMaxMove = (int)row["DQMaxMove"];
order.TransactionSubType = (byte)row["TransactionSubType"];
order.InstrumentCategory = (int)row["InstrumentCategory"];
order.IsLocal = (bool)row["IsLocal"];
return(order);
}
private void BookMappedOrder(object state)
{
while (this.started)
{
if (this.waitingForBookOrders.Count > 0)
{
int index = 0;
MappedOrder order = null;
while (index < this.waitingForBookOrders.Count)//get order which account doesn't have error
{
order = this.waitingForBookOrders[index];
if (!this.hasErrorAccounts.Contains(order.AccountID))
{
break;
}
else
{
index++;
order = null;
}
}
if (order == null)//if no order which account doesn't have error, try to book the first order
{
order = this.waitingForBookOrders[0];
}
if (this.Book(order))
{
this.waitingForBookOrders.Remove(order);
}
else
{
if (!this.hasErrorAccounts.Contains(order.AccountID))
{
hasErrorAccounts.Add(order.AccountID);
}
}
}
else
{
Thread.Sleep(500);
}
}
}
private void TagAsBooked(MappedOrder order, string info)
{
try
{
using (SqlConnection connection = new SqlConnection(this.connectionStr))
{
SqlCommand command = connection.CreateCommand();
command.CommandText = "MappedOrder_TagAsBooked";
command.CommandType = CommandType.StoredProcedure;
connection.Open();
command.Parameters.Add("@orderId", SqlDbType.UniqueIdentifier).Value = order.ID;
command.Parameters.Add("@bookResult", SqlDbType.NVarChar).Value = info;
command.ExecuteNonQuery();
}
}
catch (Exception exception)
{
AppDebug.LogEvent("StateServer", string.Format("TagAsBooked failed, error = {0} \n {1}", exception, order.ToXmlNode().OuterXml), System.Diagnostics.EventLogEntryType.Warning);
}
}
private void ProcessMappedOrders(DataSet dataSet)
{
if (dataSet.Tables[0].Rows.Count > 0)
{
Dictionary <Guid, MappedOrder> orders = new Dictionary <Guid, MappedOrder>();
foreach (DataRow dataRow in dataSet.Tables[0].Rows)
{
MappedOrder order = MappedOrder.From(dataRow);
this.waitingForBookOrders.Add(order);
orders.Add(order.ID, order);
}
foreach (DataRow dataRow in dataSet.Tables[1].Rows)
{
MappedOrderRelation relation = MappedOrderRelation.From(dataRow);
orders[relation.CloseOrderID].AddRelation(relation);
}
this.waitingForBookOrders.Sort(MappedOrderComparer.Default);
}
}
private bool Book(MappedOrder order)
{
order.Adjust();
TransactionError error = this.bookExecutor(order);
if (error != TransactionError.RuntimeError)
{
if (error != TransactionError.OK)
{
AppDebug.LogEvent("StateServer", string.Format("Book failed, error = {0} \n {1}", error, order.ToXmlNode().OuterXml), System.Diagnostics.EventLogEntryType.Warning);
}
this.TagAsBooked(order, string.Format("Book restult is {0}", error));
return(true);
}
else
{
AppDebug.LogEvent("StateServer", string.Format("Book failed, error = {0} \n {1}", error, order.ToXmlNode().OuterXml), System.Diagnostics.EventLogEntryType.Warning);
return(false);
}
}
