public void ProcessOrderCancelReplaceRequest(QuickFix.Message msg, string bolsa)
{
try
{
OrderCancelReplaceRequest ocrr = (OrderCancelReplaceRequest)msg;
string origclordid = ocrr.OrigClOrdID.getValue();
int account;
if (bolsa.Equals(ExchangePrefixes.BOVESPA, StringComparison.InvariantCultureIgnoreCase))
{
string acc = ocrr.Account.getValue();
acc = (acc.Remove(acc.Length - 1));
account = Convert.ToInt32(acc);
}
else
{
account = Convert.ToInt32(ocrr.Account.getValue());
}
// Buscar ordem original
OrderDbInfo orderOrig = _db.BuscarOrdem(origclordid, account, ocrr.Symbol.getValue());
// Adicionar as informacoes da ordem original na tabela de upodate
if (orderOrig.OrderID == 0)
{
logger.Info("OCRR - Nao achou a ordem em questao!!!: " + origclordid);
return;
}
// Adicionar informacoes originais na tabela update
OrderDbUpdateInfo updt = new OrderDbUpdateInfo();
updt.Account = orderOrig.Account;
updt.Instrumento = orderOrig.Symbol;
updt.OrderID = orderOrig.OrderID;
updt.ClOrdID = orderOrig.ClOrdID;
updt.OrdStatusID = orderOrig.OrdStatus;
updt.Price = orderOrig.Price;
updt.Quantidade = orderOrig.OrderQty;
updt.Quantidade_Exec = orderOrig.CumQty;
updt.Quantidade_Aparente = Convert.ToInt32(orderOrig.OrderQtyApar);
updt.Quantidade_Minima = Convert.ToInt32(orderOrig.OrderQtyMin);
updt.Dt_Validade = orderOrig.ExpireDate;
updt.Dt_Atualizacao = orderOrig.TransactTime;
updt.TimeInForce = orderOrig.TimeInForce;
if (!_db.InserirOrdermUpdate(updt))
{
logger.Error("Erro ao inserir o registro na tabela tb_fix_order_update");
return;
}
// Adicionar as novas informacoes pertinentes na tabela detail
OrderDbDetalheInfo detail = new OrderDbDetalheInfo();
detail.OrderID = orderOrig.OrderID;
detail.TransactID = "";
detail.OrderQty = Convert.ToInt32(ocrr.OrderQty.getValue());
detail.Price = ocrr.IsSetField(Tags.Price)? ocrr.Price.getValue(): Decimal.Zero;
detail.OrderStatusID = (int)FixOrderStatus.SUBSTITUICAO_SOLICITADA;
detail.TransactTime = ocrr.TransactTime.getValue();
detail.Description = DescMsg.OCRR_PENDING_MODIFICATION;
detail.FixMsgSeqNum = Convert.ToInt32(ocrr.Header.GetField(Tags.MsgSeqNum));
if (!_db.InserirOrdemDetalhe(detail, orderOrig.ClOrdID))
{
logger.Error("Erro ao inserir o registro na tabela tb_fix_order_update - msg de modificacao");
return;
}
// Atualizar a informacao original na tabela tb_fix_order
// Atualiza os campos gravados na tabela tb_fix_order_update
// Ordem original já se encontra em orderOrig
orderOrig.OrigClOrdID = ocrr.OrigClOrdID.getValue();
orderOrig.ClOrdID = ocrr.ClOrdID.getValue();
orderOrig.OrdStatus = (int)FixOrderStatus.SUBSTITUICAO_SOLICITADA;
orderOrig.TransactTime = ocrr.TransactTime.getValue();
if (ocrr.IsSetField(Tags.ExpireDate))
{
orderOrig.ExpireDate = DateTime.ParseExact(ocrr.ExpireDate.getValue() + "235959", "yyyyMMddHHmmss", CultureInfo.InvariantCulture);
}
else
{
orderOrig.ExpireDate = DateTime.MinValue;
}
orderOrig.TimeInForce = ocrr.IsSetField(Tags.TimeInForce) ? ocrr.TimeInForce.getValue().ToString() : "0";
orderOrig.OrderQty = Convert.ToInt32(ocrr.OrderQty.getValue());
orderOrig.OrderQtyMin = ocrr.IsSetField(Tags.MinQty) ? ocrr.MinQty.getValue() : 0;
orderOrig.OrderQtyApar = ocrr.IsSetField(Tags.MaxFloor) ? ocrr.MaxFloor.getValue() : 0;
orderOrig.Price = ocrr.IsSetField(Tags.Price)? ocrr.Price.getValue(): Decimal.Zero;
orderOrig.Memo = ocrr.IsSetField(Tags.Memo) ? ocrr.GetField(Tags.Memo): string.Empty;
orderOrig.FixMsgSeqNum = Convert.ToInt32(ocrr.Header.GetField(Tags.MsgSeqNum));
orderOrig.MsgFix = ocrr.ToString().Replace('\x01', '|');
orderOrig.HandlInst = ocrr.IsSetField(Tags.HandlInst) ? ocrr.HandlInst.getValue().ToString() : string.Empty;
if (!_db.AtualizarOrdem(orderOrig))
{
logger.Info("Problemas na atualizacao da ordem (mensagem de modificacao). ClOrdID: " + orderOrig.ClOrdID);
return;
}
DropCopyCallbackManager.Instance.EnqueueCallback(orderOrig);
}
catch (Exception ex)
{
logger.Error("Problemas no processamento da mensagem OrderCancelReplaceRequest: " + ex.Message, ex);
}
}
public static void ConsistirAlteracaoOrdem(OrderCancelReplaceRequest occr, string exchange)
{
// Basic order identification
if (string.IsNullOrEmpty(occr.Account.ToString()))
{
throw new ArgumentException("Account field must be provided");
}
if (string.IsNullOrEmpty(occr.OrigClOrdID.ToString()))
{
//if (ordem.OrigClOrdID == null || ordem.OrigClOrdID.Length <= 0)
throw new ArgumentException("OrigClOrdID field must be provided");
}
if (string.IsNullOrEmpty(occr.ClOrdID.ToString()))
{
throw new ArgumentException("ClOrdID field must be provided");
}
// Instrument Identification Block
if (string.IsNullOrEmpty(occr.Symbol.ToString()))
{
throw new ArgumentException("Symbol must be provided");
}
// "obrigatorio" somente para bmf (nao obrigatorio na mensageria, mas dah erro se enviar
// sem este campo para bmf)
//if (exchange.Equals(ExchangePrefixes.BMF, StringComparison.InvariantCultureIgnoreCase))
//{
// if (string.IsNullOrEmpty(occr.SecurityID.ToString()))
// throw new ArgumentException("SecurityID field must be provided");
//}
if (string.IsNullOrEmpty(occr.OrderQty.ToString()))
{
throw new ArgumentException("OrderQty must be > 0 ");
}
if (occr.IsSetField(Tags.NoPartyIDs))
{
try
{
Group partyIDs = occr.GetGroup(1, Tags.NoPartyIDs);
if (string.IsNullOrEmpty(partyIDs.GetField(Tags.PartyID)))
{
throw new ArgumentException("ExecBroker must be provided");
}
}
catch
{
throw new ArgumentException("ExecBroker must be provided");
}
}
// Valido somente se estiver atribuido, campo nao obrigatorio
if (occr.IsSetField(Tags.TimeInForce))
{
TimeInForce tif = occr.TimeInForce;
if (tif == null)
{
throw new ArgumentException("TimeInForce is invalid");
}
if (tif.ToString().Equals(TimeInForce.GOOD_TILL_DATE.ToString()))
{
if (!string.IsNullOrEmpty(occr.ExpireDate.ToString()))
{
DateTime dtExpireDate = DateTime.ParseExact(occr.ExpireDate.ToString(), "yyyyMMdd", CultureInfo.InvariantCulture);
if (dtExpireDate.Date < DateTime.Now.Date)
{
throw new ArgumentException("ExpireDate is invalid");
}
}
else
{
throw new ArgumentException("ExpireDate is invalid");
}
}
}
OrdType ordType = occr.OrdType;
if (ordType == null)
{
throw new ArgumentException("OrdType is invalid");
}
// Verifica envio do preco
switch (ordType.ToString()[0])
{
case OrdType.LIMIT: // OrdemTipoEnum.Limitada:
case OrdType.MARKET_WITH_LEFTOVER_AS_LIMIT: // OrdemTipoEnum.MarketWithLeftOverLimit:
if (occr.Price.getValue() <= new Decimal(0.0))
{
throw new ArgumentException("Price must be > 0");
}
break;
case OrdType.STOP_LIMIT: // OrdemTipoEnum.StopLimitada:
//case OrdemTipoEnum.StopStart:
if (occr.Price.getValue() <= new Decimal(0.0))
{
throw new ArgumentException("Price must be > 0");
}
if (occr.StopPx.getValue() <= new Decimal(0.0))
{
throw new ArgumentException("StopPrice must be > 0");
}
break;
case OrdType.MARKET: // OrdemTipoEnum.Mercado:
case OrdType.ON_CLOSE: //OrdemTipoEnum.OnClose:
break;
default:
if (occr.Price.getValue() <= new Decimal(0.0))
{
throw new ArgumentException("Price must be > 0");
}
break;
}
if (occr.IsSetMaxFloor())
{
if (occr.MaxFloor.getValue() < new Decimal(0))
{
throw new ArgumentException("MaxFloor must be >= 0");
}
}
if (occr.IsSetMinQty())
{
if (occr.MinQty.getValue() < new Decimal(0))
{
throw new ArgumentException("MinQty must be >= 0");
}
}
}