public void InserirOrdemDetalhe(OrderDbDetalheInfo detail, string clordid)
{
try
{
loggerCliente.InfoFormat(_sb_prc_fix_inserir_ordem_detalhe.ToString(),
detail.TransactID, clordid, detail.OrderQty, detail.OrderQtyRemaining, detail.CumQty, detail.TradeQty,
detail.Price, detail.OrderStatusID, detail.Description,
DateTime.MinValue == detail.TransactTime ? "NULL" : "'" + detail.TransactTime.ToString("yyyy-MM-dd HH:mm:sss.fff") + "'",
detail.CxlRejResponseTo,
detail.CxlRejReason, detail.FixMsgSeqNum);
}
catch (Exception ex)
{
logger.Error("Problemas na escrita do arquivo InserirOrdemDetalhe: " + ex.Message, ex);
}
}
public bool InserirOrdemDetalhe(OrderDbDetalheInfo orderDt, string clOrdID)
{
try
{
AbrirConexao(_strConnectionStringDefault);
_sqlCommand = new SqlCommand("prc_fix_inserir_ordem_detalhe", _sqlConn);
_sqlCommand.CommandType = System.Data.CommandType.StoredProcedure;
_sqlCommand.Parameters.Add(new SqlParameter("@TransactID", orderDt.TransactID));
_sqlCommand.Parameters.Add(new SqlParameter("@OrderID", orderDt.OrderID));
_sqlCommand.Parameters.Add(new SqlParameter("@ClOrdID", clOrdID));
_sqlCommand.Parameters.Add(new SqlParameter("@OrderQty", orderDt.OrderQty));
_sqlCommand.Parameters.Add(new SqlParameter("@OrdQtyRemaining", orderDt.OrderQtyRemaining));
_sqlCommand.Parameters.Add(new SqlParameter("@CumQty", orderDt.CumQty));
_sqlCommand.Parameters.Add(new SqlParameter("@TradeQty", orderDt.TradeQty));
_sqlCommand.Parameters.Add(new SqlParameter("@Price", orderDt.Price));
_sqlCommand.Parameters.Add(new SqlParameter("@OrderStatusID", orderDt.OrderStatusID));
_sqlCommand.Parameters.Add(new SqlParameter("@Description", orderDt.Description));
if (orderDt.TransactTime == DateTime.MinValue)
{
_sqlCommand.Parameters.Add(new SqlParameter("@EventTime", DateTime.Now));
}
else
{
_sqlCommand.Parameters.Add(new SqlParameter("@EventTime", orderDt.TransactTime));
}
_sqlCommand.Parameters.Add(new SqlParameter("@CxlRejResponseTo", orderDt.CxlRejResponseTo));
_sqlCommand.Parameters.Add(new SqlParameter("@CxlRejReason", orderDt.CxlRejReason));
_sqlCommand.Parameters.Add(new SqlParameter("@FixMsgSeqNum", orderDt.FixMsgSeqNum));
int rows = _sqlCommand.ExecuteNonQuery();
FecharConexao();
return(true);
}
catch (Exception ex)
{
_dbArq.InserirOrdemDetalhe(orderDt, clOrdID);
FecharConexao();
logger.Error("InserirOrdemDetalhe(): " + ex.Message, ex);
return(false);
}
}
private bool _er_Update(ExecutionReport er, FixOrderStatus ordS, string desc, string bolsa)
{
try
{
int account;
if (bolsa.Equals(ExchangePrefixes.BOVESPA, StringComparison.InvariantCultureIgnoreCase))
{
string acc = er.Account.getValue();
acc = (acc.Remove(acc.Length - 1));
account = Convert.ToInt32(acc);
}
else
{
account = Convert.ToInt32(er.Account.getValue());
}
// Buscar Ordem Original, de algum jeito!!!
// 1a. tentativa: Tentar via ExchangeNumber
// 2a. tentativa: Tentar via ClOrdID e OrigClOrdID
// 3a. tentativa: Tentar via ClOrdID no tb_fix_order_update e buscar a ordem pelo OrderID
// 4a. tentativa: ahhh foda-se, nao achou mesmo
OrderDbInfo orderOrig = null;
// 1a. tentativa
if (er.IsSetOrderID() && !er.OrderID.getValue().Equals("NONE"))
{
orderOrig = _db.BuscarOrdemPorExchangeNumber(er.OrderID.getValue());
}
// 2a. Tentativa
if (null == orderOrig || orderOrig.OrderID == 0)
{
orderOrig = _db.BuscarOrdem(er.ClOrdID.getValue(), account, er.Symbol.getValue());
if (orderOrig.OrderID == 0)
{
// Se ordem nao encontrada, entao procurar pelo OrigClOrdID
if (er.IsSetOrigClOrdID())
{
orderOrig = _db.BuscarOrdem(er.OrigClOrdID.getValue(), account, er.Symbol.getValue());
if (orderOrig.OrderID == 0)
{
orderOrig = _db.BuscarOrdem(er.OrigClOrdID.getValue(), account, er.Symbol.getValue(), true);
//if (orderOrig.OrderID == 0)
//{
// logger.Info("01 ER - Nao achou a ordem em questao!!!: " + er.OrigClOrdID.getValue() + " Status: " + ordS.ToString() + " Desc: " + desc);
// return false;
//}
}
else
{
orderOrig = _db.BuscarOrdem(er.OrigClOrdID.getValue(), account, er.Symbol.getValue());
}
}
else
{
orderOrig = _db.BuscarOrdem(er.ClOrdID.getValue(), account, er.Symbol.getValue(), true);
//if (orderOrig.OrderID == 0)
//{
// logger.Info("02 ER - Nao achou a ordem em questao!!!: " + er.ClOrdID.getValue() + " Status: " + ordS.ToString() + " Desc: " + desc);
// return false;
//}
}
}
}
// 3a. Tentativa
if (null == orderOrig || orderOrig.OrderID == 0)
{
// Buscar a partir de tb_fix_order_update
OrderDbUpdateInfo orderUpdate = _db.BuscarOrdemUpdate(er.ClOrdID.getValue());
// Buscar ordem original a partir do order ID
if (orderUpdate.OrderID != 0)
{
orderOrig = _db.BuscarOrdemPorOrderID(orderUpdate.OrderID);
}
else
{
logger.Info("01 ER - Nao achou a ordem em questao!!!: " + er.ClOrdID.getValue() + " Status: " + ordS.ToString() + " Desc: " + desc);
return(false);
}
}
if (null == orderOrig || orderOrig.OrderID == 0)
{
logger.Info("02 ER - Nao achou a ordem em questao!!!: " + er.ClOrdID.getValue() + " Status: " + ordS.ToString() + " Desc: " + desc);
return(false);
}
//}
//else
//{
// orderOrig = _db.BuscarOrdemPorExchangeNumber(er.OrderID.getValue());
// if (orderOrig.OrderID == 0)
// {
// logger.Info("ER - Nao achou a ordem em questao via exchange number (OrderID ER)!!!: " + er.OrderID.getValue() + " Status: " + ordS.ToString() + " Desc: " + desc);
// return false;
// }
// }
// Adicionar OrdemDetalhe
OrderDbDetalheInfo detail = new OrderDbDetalheInfo();
detail.OrderID = orderOrig.OrderID;
detail.TransactID = er.ExecID.getValue();
detail.OrderQty = Convert.ToInt32(er.OrderQty.getValue());
detail.Price = er.IsSetField(Tags.Price) ? er.Price.getValue() : Decimal.Zero;
detail.OrderStatusID = (int)ordS;
detail.TransactTime = er.TransactTime.getValue();
if (er.IsSetField(Tags.Text))
{
detail.Description = desc + " - " + er.Text.getValue();
}
else
{
detail.Description = desc;
}
detail.TradeQty = er.IsSetField(Tags.LastQty) ? Convert.ToInt32(er.LastQty.getValue()) : 0;
detail.CumQty = er.IsSetField(Tags.CumQty) ? Convert.ToInt32(er.CumQty.getValue()) : 0;
detail.FixMsgSeqNum = Convert.ToInt32(er.Header.GetField(Tags.MsgSeqNum));
if (!_db.InserirOrdemDetalhe(detail, orderOrig.ClOrdID))
{
logger.Info("Erro ao inserir o registro na tabela tb_fix_order_update");
return(false);
}
// Atualizar Ordem
orderOrig.ExchangeNumberID = er.OrderID.getValue();
orderOrig.OrdStatus = (int)ordS;
orderOrig.TransactTime = er.TransactTime.getValue();
// orderOrig.ClOrdID = er.ClOrdID.getValue();
// if (er.IsSetOrigClOrdID())
// orderOrig.OrigClOrdID = er.OrigClOrdID.getValue();
if (er.IsSetField(Tags.LeavesQty))
{
orderOrig.OrderQtyRemaining = Convert.ToInt32(er.LeavesQty.getValue());
}
if (er.IsSetField(Tags.CumQty))
{
orderOrig.CumQty = Convert.ToInt32(er.CumQty.getValue());
}
orderOrig.Memo = er.IsSetField(Tags.Memo) ? er.GetField(Tags.Memo): string.Empty;
if (!_db.AtualizarOrdem(orderOrig))
{
logger.Info("Problemas na atualizacao da ordem. ClOrdID: " + orderOrig.ClOrdID);
return(false);
}
DropCopyCallbackManager.Instance.EnqueueCallback(orderOrig);
return(true);
}
catch (Exception ex)
{
logger.Error("_er_Update: Erro na atualizacao dos status da ordem: " + ex.Message, ex);
return(false);
}
}
public void ProcessOrderCancelReject(QuickFix.Message msg, string bolsa)
{
try
{
OrderCancelReject ocr = (OrderCancelReject)msg;
// Buscar a ordem original a partir do OrigClOrdID
string clordid = ocr.ClOrdID.getValue();
int account;
if (bolsa.Equals(ExchangePrefixes.BOVESPA, StringComparison.InvariantCultureIgnoreCase))
{
string acc = ocr.IsSetAccount()? ocr.Account.getValue(): string.Empty;
if (!string.IsNullOrEmpty(acc))
{
acc = (acc.Remove(acc.Length - 1));
account = 0;
}
else
{
account = 0;
}
}
else
{
account = ocr.IsSetAccount()? Convert.ToInt32(ocr.Account.getValue()): 0;
}
OrderDbInfo orderOrig = null;
if (account != 0)
{
orderOrig = _db.BuscarOrdem(clordid, account, ocr.Symbol.getValue());
}
else
{
orderOrig = _db.BuscarOrdemPorClOrdEOrigClOrd(clordid, ocr.OrigClOrdID.getValue(), ocr.Symbol.getValue());
}
if (orderOrig.ClOrdID.Equals(string.Empty))
{
logger.Info("Problema ao consultar informacoes da ordem original");
return;
}
// Preencher informacoes de tb_fix_order_detail (rejection)
OrderDbDetalheInfo detail = new OrderDbDetalheInfo();
detail.OrderID = orderOrig.OrderID;
//detail.OrderQty = orderOrig.OrderQty;
//detail.OrderQtyRemaining = orderOrig.OrderQtyRemaining;
//detail.Price = orderOrig.Price;
detail.OrderStatusID = (int)FixOrderStatus.REJEITADA;
detail.TransactTime = ocr.IsSetField(Tags.TransactTime)? ocr.TransactTime.getValue(): DateTime.MinValue;
detail.Description = ocr.IsSetField(Tags.Text) ? ocr.Text.getValue() : string.Empty;
detail.CxlRejResponseTo = ocr.IsSetField(Tags.CxlRejResponseTo) ? ocr.CxlRejResponseTo.getValue().ToString() : string.Empty;
detail.CxlRejReason = ocr.IsSetField(Tags.CxlRejReason)? ocr.CxlRejReason.getValue(): 0;
detail.FixMsgSeqNum = Convert.ToInt32(ocr.Header.GetField(Tags.MsgSeqNum));
if (!_db.InserirOrdemDetalhe(detail, clordid))
{
logger.Info("Problemas na inserção da ordem detalhe");
return;
}
// Buscar as informacoes da tabela update, utilizando o OrigClOrdID da ordem original
OrderDbUpdateInfo orderUpdate = _db.BuscarOrdemUpdate(orderOrig.OrigClOrdID);
// Atribuir as informacoes do update no order original
orderOrig.ClOrdID = orderUpdate.ClOrdID;
orderOrig.OrdStatus = orderUpdate.OrdStatusID;
orderOrig.Price = orderUpdate.Price;
orderOrig.OrderQty = orderUpdate.Quantidade;
orderOrig.OrderQtyApar = orderUpdate.Quantidade_Aparente;
orderOrig.OrderQtyMin = orderUpdate.Quantidade_Minima;
//orderOrig.OrderQtyRemaining = orderUpdate.Quantidade_Exec;
orderOrig.ExpireDate = orderUpdate.Dt_Validade;
orderOrig.OrigClOrdID = string.Empty;
orderOrig.MsgFix = ocr.ToString().Replace('\x01', '|');
// Atualizar as informacoes do update na tabela da ordem original
if (!_db.AtualizarOrdem(orderOrig))
{
logger.Info("Problemas na atualizacao da ordem (mensagem ordercancelreject). ClOrdID: " + orderOrig.ClOrdID);
return;
}
DropCopyCallbackManager.Instance.EnqueueCallback(orderOrig);
}
catch (Exception ex)
{
logger.Error("Problemas no processamento da mensagem OrderCancelReject: " + ex.Message, ex);
}
}
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);
}
}
