public Tuple <MyTrade, bool> ProcessMyTradeMessage(Security security, ExecutionMessage message)
{
if (security == null)
{
throw new ArgumentNullException("security");
}
if (message == null)
{
throw new ArgumentNullException("message");
}
if (message.OriginalTransactionId == 0 && message.OrderId == 0 && message.OrderStringId.IsEmpty())
{
throw new ArgumentOutOfRangeException("message", message.OriginalTransactionId, LocalizedStrings.Str715);
}
var myTrade = _cache.GetData(security).MyTrades.TryGetValue(Tuple.Create(message.OriginalTransactionId, message.TradeId));
if (myTrade != null)
{
return(Tuple.Create(myTrade, false));
}
var order = GetOrder(security, message.OriginalTransactionId, message.OrderId, message.OrderStringId);
if (order == null)
{
return(null);
}
var trade = message.ToTrade(EntityFactory.CreateTrade(security, message.TradeId, message.TradeStringId));
return(AddMyTrade(order, trade, message));
}
public Tuple <Trade, bool> ProcessTradeMessage(Security security, ExecutionMessage message)
{
if (security == null)
{
throw new ArgumentNullException("security");
}
if (message == null)
{
throw new ArgumentNullException("message");
}
var trade = GetTrade(security, message.TradeId, message.TradeStringId, (id, stringId) =>
{
var t = message.ToTrade(EntityFactory.CreateTrade(security, id, stringId));
t.LocalTime = message.LocalTime;
t.Time = message.ServerTime;
message.CopyExtensionInfo(t);
return(t);
});
return(trade);
}
public Tuple <MyTrade, bool> ProcessMyTradeMessage(Security security, ExecutionMessage message)
{
if (security == null)
{
throw new ArgumentNullException("security");
}
if (message == null)
{
throw new ArgumentNullException("message");
}
var originalTransactionId = _orderStatusTransactions.Contains(message.OriginalTransactionId)
? 0 : message.OriginalTransactionId;
if (originalTransactionId == 0 && message.OrderId == null && message.OrderStringId.IsEmpty())
{
throw new ArgumentOutOfRangeException("message", originalTransactionId, LocalizedStrings.Str715);
}
var securityData = _cache.GetData(security);
var myTrade = securityData.MyTrades.TryGetValue(Tuple.Create(originalTransactionId, message.TradeId ?? 0));
if (myTrade != null)
{
return(Tuple.Create(myTrade, false));
}
var order = GetOrder(security, originalTransactionId, message.OrderId, message.OrderStringId);
if (order == null)
{
return(null);
}
var trade = message.ToTrade(EntityFactory.CreateTrade(security, message.TradeId, message.TradeStringId));
var isNew = false;
myTrade = securityData.MyTrades.SafeAdd(Tuple.Create(order.TransactionId, trade.Id), key =>
{
isNew = true;
var t = EntityFactory.CreateMyTrade(order, trade);
if (t.ExtensionInfo == null)
{
t.ExtensionInfo = new Dictionary <object, object>();
}
if (message.Commission != null)
{
t.Commission = message.Commission;
}
if (message.Slippage != null)
{
t.Slippage = message.Slippage;
}
message.CopyExtensionInfo(t);
//trades.Add(t);
_cache.MyTrades.Add(t);
return(t);
});
return(Tuple.Create(myTrade, isNew));
// mika
// http://stocksharp.com/forum/yaf_postst1072_Probliemy-so-sdielkami--pozitsiiami.aspx
// из-за того, что сделки по заявке иногда приходит быстрее события NewOrders, неправильно расчитывается поза по стратегиям
//var raiseOrderChanged = false;
//trades.SyncDo(d =>
//{
// var newBalance = order.Volume - d.Sum(t => t.Trade.Volume);
// if (order.Balance > newBalance)
// {
// raiseOrderChanged = true;
// order.Balance = newBalance;
// if (order.Balance == 0)
// order.State = OrderStates.Done;
// }
//});
//if (raiseOrderChanged)
// RaiseOrderChanged(order);
}
public Tuple <MyTrade, bool> ProcessMyTradeMessage(Order order, Security security, ExecutionMessage message, long transactionId)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
var securityData = GetData(security);
if (transactionId == 0 && message.OrderId == null && message.OrderStringId.IsEmpty())
{
throw new ArgumentOutOfRangeException(nameof(message), transactionId, LocalizedStrings.Str715);
}
var myTrade = securityData.MyTrades.TryGetValue(Tuple.Create(transactionId, message.TradeId ?? 0));
if (myTrade != null)
{
return(Tuple.Create(myTrade, false));
}
if (order == null)
{
order = GetOrder(security, transactionId, message.OrderId, message.OrderStringId);
if (order == null)
{
return(null);
}
}
var trade = message.ToTrade(EntityFactory.CreateTrade(security, message.TradeId, message.TradeStringId));
var isNew = false;
myTrade = securityData.MyTrades.SafeAdd(Tuple.Create(order.TransactionId, trade.Id), key =>
{
isNew = true;
var t = EntityFactory.CreateMyTrade(order, trade);
if (t.ExtensionInfo == null)
{
t.ExtensionInfo = new Dictionary <object, object>();
}
if (message.Commission != null)
{
t.Commission = message.Commission;
}
if (message.Slippage != null)
{
t.Slippage = message.Slippage;
}
if (message.PnL != null)
{
t.PnL = message.PnL;
}
if (message.Position != null)
{
t.Position = message.Position;
}
message.CopyExtensionInfo(t);
_myTrades.Add(t);
return(t);
});
return(Tuple.Create(myTrade, isNew));
}