/// <summary>
/// Constructor.
/// </summary>
/// <see cref="Message"/>
/// <param name="message">Source message.</param>
public OrderCanceledData(Message message)
{
ClientId = DWConverter.FromProtoUuid(message.ClientId);
OrderCanceledMessage orderCanceledMessage = message.OrderCanceledMsg.Clone();
OrigClientId = DWConverter.FromProtoUuid(orderCanceledMessage.PrevClientId);
TraderId = message.TraderId;
Symbol = SymbolsContainer.GetSymbol(message.MarketId);
MarkPrice = DWConverter.FromProtoDecimal(orderCanceledMessage.MarkPrice);
OrderIds = new List <Guid>();
foreach (ByteString orderId in orderCanceledMessage.OrderIds)
{
OrderIds.Add(DWConverter.FromProtoUuid(orderId));
}
OrderMargin = DWConverter.FromProtoDecimal(orderCanceledMessage.OrderMargin);
PositionMargin = DWConverter.FromProtoDecimal(orderCanceledMessage.PositionMargin);
Status = orderCanceledMessage.Status;
TraderBalance = DWConverter.FromProtoDecimal(orderCanceledMessage.TraderBalance);
TraderBalance2 = DWConverter.FromProtoDecimal(orderCanceledMessage.TraderBalance2);
Upnl = DWConverter.FromProtoDecimal(orderCanceledMessage.Upnl);
BuyOrderMargin = DWConverter.FromProtoDecimal(orderCanceledMessage.BuyOrderMargin);
Pnl = DWConverter.FromProtoDecimal(orderCanceledMessage.Pnl);
SellOrderMargin = DWConverter.FromProtoDecimal(orderCanceledMessage.SellOrderMargin);
BuyOrderQuantity = DWConverter.FromProtoDecimal(orderCanceledMessage.BuyOrderQuantity);
SellOrderQuantity = DWConverter.FromProtoDecimal(orderCanceledMessage.SellOrderQuantity);
AccumQuantity = DWConverter.FromProtoDecimal(orderCanceledMessage.AccumQuantity);
Orders = new List <OrderBase>();
foreach (OrderMessage order in orderCanceledMessage.Orders)
{
Orders.Add(order.OrderType == OrderType.Limit ? (OrderBase) new OrderLimit(order, Symbol) :
new OrderMarket(order, Symbol));
}
}
public void Consume(OrderCanceledMessage message)
{
MessageBox.Show(string.Format("Hey, your order {0} is inserted has been canceled on date {1}.", message.CorrelationId, message.DataCancellazione), "Order Inserted", MessageBoxButtons.OK);
_unsubscribeToken();
_unsubscribeToken = null;
}
private void Handle(OrderCanceledMessage msg)
{
if (msg.Data is null)
{
return;
}
_logger.LogInformation(
$"Order cancelled on {msg.Data.Symbol} | [orderType={msg.Data.Type}] [price={msg.Data.OrderPrice}] [size={msg.Data.OrderSize}] [orderId={msg.Data.OrderId}]");
}
private void SpedizioneAnnullataMittente(AnnulloOrdineMessage message)
{
Console.WriteLine("Ordine Annullato {0} {1}", message.CorrelationId, message.Motivazione);
OrderCanceledMessage orderCanceledMessage = new OrderCanceledMessage
{
CorrelationId = message.Token,
DataCancellazione = DateTime.Now
};
Bus.Context().Respond(orderCanceledMessage);
}
private bool TryHandleOrderUpdateMessages(string message)
{
if (ConditionalOrderTriggerFailureMessage.TryParse(
Serializer,
message,
out var conditionalOrderTriggerFailureMessage))
{
Streams.ConditionalOrderTriggerFailureMessageSubject.OnNext(conditionalOrderTriggerFailureMessage);
return(true);
}
if (ConditionalOrderCanceledMessage.TryParse(Serializer, message, out var conditionalOrderCanceledMessage))
{
Streams.ConditionalOrderCanceledMessageSubject.OnNext(conditionalOrderCanceledMessage);
return(true);
}
if (OrderSubmittedMessage.TryParse(Serializer, message, out var conditionalSubmittedMessage))
{
Streams.OrderSubmittedMessageSubject.OnNext(conditionalSubmittedMessage);
return(true);
}
if (OrderTradedMessage.TryParse(Serializer, message, out var orderTradedMessage))
{
Streams.OrderTradedMessageSubject.OnNext(orderTradedMessage);
return(true);
}
if (OrderCanceledMessage.TryParse(Serializer, message, out var orderCanceledMessage))
{
Streams.OrderCanceledMessageSubject.OnNext(orderCanceledMessage);
return(true);
}
return(false);
}
