// Update by parent order event
public void Update(BfParentOrderEvent poe)
{
if (poe.EventType != BfOrderEventType.Trigger)
{
return;
}
AcceptanceId = poe.ChildOrderAcceptanceId;
}
public void OnParentOrderEvent(BfParentOrderEvent poe)
{
if (poe.ParentOrderAcceptanceId != _order.AcceptanceId)
{
throw new ApplicationException();
}
_order.Update(poe);
switch (poe.EventType)
{
case BfOrderEventType.Order: // Order accepted
ChangeState(BfxTransactionState.Idle);
NotifyEvent(BfxTransactionEventType.Ordered, poe);
break;
case BfOrderEventType.OrderFailed:
ChangeState(BfxTransactionState.Idle);
NotifyEvent(BfxTransactionEventType.OrderFailed, poe);
break;
case BfOrderEventType.Cancel:
ChangeState(BfxTransactionState.Closed);
NotifyEvent(BfxTransactionEventType.Canceled, poe);
break;
case BfOrderEventType.CancelFailed:
ChangeState(BfxTransactionState.Idle);
NotifyEvent(BfxTransactionEventType.CancelFailed, poe);
break;
case BfOrderEventType.Trigger:
Log.Trace($"Trigger {poe.Side} P:{poe.Price} S:{poe.Size}");
break;
case BfOrderEventType.Expire:
ChangeState(BfxTransactionState.Closed);
NotifyEvent(BfxTransactionEventType.Expired, poe);
break;
case BfOrderEventType.Complete:
if (Order.State == BfxOrderState.Completed)
{
ChangeState(BfxTransactionState.Closed);
NotifyEvent(BfxTransactionEventType.Completed, poe);
}
break;
case BfOrderEventType.Unknown:
case BfOrderEventType.Execution:
throw new NotSupportedException();
}
}
public void Update(BfParentOrderEvent poe)
{
_orderMethod = poe.ParentOrderType;
LastUpdatedTime = poe.EventDate;
switch (poe.EventType)
{
case BfOrderEventType.Order:
OrderDate = poe.EventDate; // Is it same value to real ordered date ?
ExpireDate = poe.ExpireDate;
ChangeState(BfxOrderState.Ordered);
break;
case BfOrderEventType.OrderFailed:
ChangeState(BfxOrderState.OrderFailed);
break;
case BfOrderEventType.Cancel:
ChangeState(BfxOrderState.Canceled);
break;
case BfOrderEventType.CancelFailed:
ChangeState(BfxOrderState.CancelFailed);
break;
case BfOrderEventType.Trigger:
_childOrders[poe.ChildOrderIndex - 1].Update(poe);
break;
case BfOrderEventType.Expire:
ChangeState(BfxOrderState.Expired);
break;
case BfOrderEventType.Complete:
CompletedCount++;
Log.Trace($"BfOrderEventType.Complete received. count = {CompletedCount}");
switch (OrderType)
{
case BfOrderType.IFD:
case BfOrderType.IFDOCO:
if (CompletedCount == 2)
{
ChangeState(BfxOrderState.Completed);
}
break;
}
break;
case BfOrderEventType.Unknown:
case BfOrderEventType.Execution:
throw new NotSupportedException();
}
}
public void Update(BfParentOrderEvent poe)
{
ParentOrderAcceptanceId = poe.ParentOrderAcceptanceId;
ParentOrderId = poe.ParentOrderId;
AcceptanceId = poe.ChildOrderAcceptanceId;
ChildOrderIndex = poe.ChildOrderIndex - 1;
switch (poe.EventType)
{
case BfOrderEventType.Trigger:
ExpireDate = poe.ExpireDate;
break;
case BfOrderEventType.Complete:
break;
}
}
internal void ForwardParentOrderEvents(BfParentOrderEvent poe)
{
OrderCache?.RegisterParentOrderEvent(poe);
// Sometimes parent order event arraives faster than send order process completes.
var tx = _parentOrderTransactions.GetOrAdd(poe.ParentOrderAcceptanceId, key => new BfxParentTransactionPlaceHolder());
if (tx is BfxParentTransactionPlaceHolder placeHolder)
{
Log.Info($"Parent transaction place holder found or placed. {poe.ParentOrderAcceptanceId} {poe.EventType}");
placeHolder.ParentOrderEvents.Add(poe);
return;
}
if (!(tx is BfxParentTransaction txParent))
{
throw new ApplicationException();
}
txParent.OnParentOrderEvent(poe);
if (poe.EventType == BfOrderEventType.Trigger)
{
if (!(txParent.Order.Children[poe.ChildOrderIndex - 1] is BfxChildOrder childOrder))
{
throw new ApplicationException();
}
if (!string.IsNullOrEmpty(childOrder.AcceptanceId))
{
var txChild = new BfxChildTransaction(this, childOrder, txParent);
_childOrderTransactions.AddOrUpdate(childOrder.AcceptanceId, txChild, (key, value) =>
{
Log.Info($"Child transaction place holder found and merged to parent. {childOrder.AcceptanceId} Parent.{poe.EventType}");
if (!(value is BfxChildTransactionPlaceHolder placeHolder))
{
throw new ApplicationException();
}
// ToList() prevents "Collection was modified; enumeration operation may not execute."
placeHolder.ChildOrderEvents.ToList().ForEach(coe => txParent.OnChildOrderEvent(coe));
return(txChild);
});
public void Update(BfParentOrderEvent poe)
{
AcceptanceId = poe.ParentOrderAcceptanceId;
OrderId = poe.ParentOrderId;
State = poe.EventType switch
{
BfOrderEventType.Complete => BfOrderState.Completed,
BfOrderEventType.Cancel => BfOrderState.Canceled,
BfOrderEventType.Expire => BfOrderState.Expired,
BfOrderEventType.OrderFailed => BfOrderState.Rejected,
_ => BfOrderState.Active
};
if (poe.EventType == BfOrderEventType.Order)
{
OrderDate = poe.EventDate;
ExpireDate = poe.ExpireDate;
}
if (poe.EventType == BfOrderEventType.OrderFailed)
{
OrderFailedReason = poe.OrderFailedReason;
}
}
}
static void OnParentOrderEvent(BfParentOrderEvent poe)
{
switch (poe.EventType)
{
}
}
public DbParentOrder(BfProductCode productCode, BfParentOrderEvent poe)
{
ProductCode = productCode;
OrderType = poe.ParentOrderType;
Update(poe);
}
protected void NotifyEvent(BfxTransactionEventType oet, BfParentOrderEvent poe) => NotifyEvent(oet, poe.EventDate, poe);
void IBfOrderSource.RegisterParentOrderEvent(BfParentOrderEvent poe)
{
}
