/// <summary>
/// Unhooks Limit Order events (New/Cancellation/Execution/Rejection)
/// </summary>
/// <param name="limitOrderProvider">TradeHub Limit Order Provider object</param>
private void UnregisterLimitOrderEvents(ILimitOrderProvider limitOrderProvider)
{
limitOrderProvider.NewArrived -= OnNewArrived;
limitOrderProvider.CancellationArrived -= OnCancellationArrived;
limitOrderProvider.ExecutionArrived -= OnExecutionArrived;
limitOrderProvider.RejectionArrived -= OnOrderRejectionArrived;
}
/// <summary>
/// Hooks Limit Order events (New/Cancellation/Execution/Rejection)
/// </summary>
/// <param name="limitOrderProvider">TradeHub Limit Order Provider object</param>
private void RegisterLimitOrderEvents(ILimitOrderProvider limitOrderProvider)
{
// Unhook to avoid multiple event registration
UnregisterLimitOrderEvents(limitOrderProvider);
limitOrderProvider.NewArrived += OnNewArrived;
limitOrderProvider.CancellationArrived += OnCancellationArrived;
limitOrderProvider.ExecutionArrived += OnExecutionArrived;
limitOrderProvider.RejectionArrived += OnOrderRejectionArrived;
}
/// <summary>
/// Handles New Limit Order Request messages from Applications
/// </summary>
/// <param name="limitOrder">TradeHub Limit Order</param>
/// <param name="appId">Unique Application ID</param>
public void LimitOrderRequestReceived(LimitOrder limitOrder, string appId)
{
try
{
if (Logger.IsDebugEnabled)
{
Logger.Debug(
"New Limit Order request received from: " + appId + limitOrder.OrderID + " for: " +
limitOrder.OrderExecutionProvider,
_type.FullName, "LimitOrderRequestReceived");
}
IOrderExecutionProvider orderExecutionProvider;
if (_providersMap.TryGetValue(limitOrder.OrderExecutionProvider, out orderExecutionProvider))
{
ILimitOrderProvider limitOrderProvider = orderExecutionProvider as ILimitOrderProvider;
if (limitOrderProvider != null)
{
// Modify Order ID by appending Application ID in the front
limitOrder.OrderID = appId + "|" + limitOrder.OrderID;
// Register Market Order Events
RegisterLimitOrderEvents(limitOrderProvider);
// Send Limit Order to Execution Provider
limitOrderProvider.SendLimitOrder(limitOrder);
}
else
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Requested provider doesn't support Limit Orders", _type.FullName, "LimitOrderRequestReceived");
}
}
}
else
{
if (Logger.IsInfoEnabled)
{
Logger.Info(
"Order Execution Provider module not available for: " + limitOrder.OrderExecutionProvider,
_type.FullName, "LimitOrderRequestReceived");
}
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "LimitOrderRequestReceived");
}
}
/// <summary>
/// Handles New Cancel Order Request messages from Applications
/// </summary>
/// <param name="order">TradeHub Order</param>
/// <param name="appId">Unique Application ID</param>
public void CancelOrderRequestReceived(Order order, string appId)
{
try
{
if (Logger.IsDebugEnabled)
{
Logger.Debug(
"New Cancel Order request received from: " + appId + order.OrderID + " for: " +
order.OrderExecutionProvider,
_type.FullName, "CancelOrderRequestReceived");
}
IOrderExecutionProvider orderExecutionProvider;
if (_providersMap.TryGetValue(order.OrderExecutionProvider, out orderExecutionProvider))
{
ILimitOrderProvider limitOrderProvider = orderExecutionProvider as ILimitOrderProvider;
if (limitOrderProvider != null)
{
// Modify Order ID by appending Application ID in the front
order.OrderID = appId + "|" + order.OrderID;
// Send Order Cancel request to Execution Provider
limitOrderProvider.CancelLimitOrder(order);
}
else
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Requested provider doesn't support Order Cancellations", _type.FullName, "CancelOrderRequestReceived");
}
}
}
else
{
if (Logger.IsInfoEnabled)
{
Logger.Info(
"Order Execution Provider module not available for: " + order.OrderExecutionProvider,
_type.FullName, "CancelOrderRequestReceived");
}
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "CancelOrderRequestReceived");
}
}
