public IEnumerable <OrderChangeInfo> ApplyChanges(ExecutionMessage message, bool isCancel, Action <Order> process)
{
if (process is null)
{
throw new ArgumentNullException(nameof(process));
}
var order = Order;
OrderChangeInfo retVal;
if (order.State == OrderStates.Done)
{
// данные о заявке могут приходить из маркет-дата и транзакционного адаптеров
retVal = new OrderChangeInfo(order, _raiseNewOrder, false);
_raiseNewOrder = false;
process(order);
yield return(retVal);
//throw new InvalidOperationException("Изменение заявки в состоянии Done невозможно.");
}
else if (order.State == OrderStates.Failed)
{
// some adapters can resend order's info
//throw new InvalidOperationException();
yield break;
}
var isPending = order.State == OrderStates.Pending;
// is we have Pending order and received Done event
// add intermediate Active event
if (isPending && message.OrderState == OrderStates.Done)
{
var clone = message.TypedClone();
clone.OrderState = OrderStates.Active;
clone.Balance = null;
foreach (var i in ApplyChanges(clone, false, process))
{
yield return(i);
}
}
if (message.OrderId != null)
{
order.Id = message.OrderId.Value;
}
if (!message.OrderStringId.IsEmpty())
{
order.StringId = message.OrderStringId;
}
if (!message.OrderBoardId.IsEmpty())
{
order.BoardId = message.OrderBoardId;
}
if (message.Balance != null)
{
order.Balance = ((decimal?)order.Balance).ApplyNewBalance(message.Balance.Value, order.TransactionId, _parent._logReceiver);
}
if (message.OrderState != null)
{
order.ApplyNewState(message.OrderState.Value, _parent._logReceiver);
}
if (order.Time == DateTimeOffset.MinValue)
{
order.Time = message.ServerTime;
}
// для новых заявок используем серверное время,
// т.к. заявка получена первый раз и не менялась
// ServerTime для заявки - это время регистрации
order.LastChangeTime = _raiseNewOrder ? message.ServerTime : message.LocalTime;
order.LocalTime = message.LocalTime;
//нулевой объем может быть при перерегистрации
if (order.Volume == 0 && message.OrderVolume != null)
{
order.Volume = message.OrderVolume.Value;
}
if (message.Commission != null)
{
order.Commission = message.Commission;
}
if (!message.CommissionCurrency.IsEmpty())
{
order.CommissionCurrency = message.CommissionCurrency;
}
if (message.TimeInForce != null)
{
order.TimeInForce = message.TimeInForce.Value;
}
if (message.Latency != null)
{
if (isCancel)
{
order.LatencyCancellation = message.Latency.Value;
}
else if (isPending)
{
if (order.State != OrderStates.Pending)
{
order.LatencyRegistration = message.Latency.Value;
}
}
}
if (message.AveragePrice != null)
{
order.AveragePrice = message.AveragePrice;
}
if (message.Yield != null)
{
order.Yield = message.Yield;
}
message.CopyExtensionInfo(order);
retVal = new OrderChangeInfo(order, _raiseNewOrder, true);
_raiseNewOrder = false;
process(order);
yield return(retVal);
}
