/// <summary>
/// Reports an execution.
/// </summary>
/// <param name="message">The tag based message containing the execution report.</param>
internal static void ReportExecution(Message[] messages)
{
Guid userId = UserService.GetUserId();
foreach (Message message in messages)
{
try
{
TenantDataModel tenantDataModel = DataModel.TenantDataModel;
tenantDataModel.CreateExecution(
null,
null,
null,
null,
DateTime.Now,
userId,
new Guid(message.ClOrdID),
StateCode.Acknowledged,
Guid.NewGuid(),
message.Price,
message.CumQty,
null,
null,
DateTime.Now,
userId,
null,
null,
null,
null,
StateCode.Acknowledged,
null,
null,
null,
null);
}
catch { }
}
}
/// <summary>
/// Updates prices using a United States ticker.
/// </summary>
/// <param name="symbolIndex">The index to use to find the symbol.</param>
/// <param name="symbolKey">The symbol key.</param>
/// <param name="currencyIndex">The index to use to find the currency.</param>
/// <param name="currencyKey">The currency key.</param>
/// <param name="quote">The quote used to update the price.</param>
static void UpdatePriceBySymbolCurrency(
DataModel.IEntityIndex symbolIndex,
Object[] symbolKey,
DataModel.IEntityIndex currencyIndex,
Object[] currencyKey,
Quote quote)
{
// The current transaction and the target data model is extracted from the thread.
DataModelTransaction dataModelTransaction = DataModel.CurrentTransaction;
TenantDataModel tenantDataSet = dataModelTransaction.TenantDataModel;
// This will find the currency of the quote.
DataModel.EntityRow currencyEntityRow = currencyIndex.Find(currencyKey);
if (currencyEntityRow == null)
{
throw new FaultException <RecordNotFoundFault>(new RecordNotFoundFault("Entity", currencyKey));
}
currencyEntityRow.AcquireReaderLock(dataModelTransaction.TransactionId, DataModel.LockTimeout);
dataModelTransaction.AddLock(currencyEntityRow);
if (currencyEntityRow.RowState == System.Data.DataRowState.Detached)
{
throw new FaultException <RecordNotFoundFault>(new RecordNotFoundFault("Entity", currencyKey));
}
Guid currencyId = currencyEntityRow.EntityId;
// This will find the security using the external identifier.
DataModel.EntityRow securityEntityRow = symbolIndex.Find(symbolKey);
if (securityEntityRow == null)
{
throw new FaultException <RecordNotFoundFault>(new RecordNotFoundFault("Entity", symbolKey));
}
securityEntityRow.AcquireReaderLock(dataModelTransaction.TransactionId, DataModel.LockTimeout);
dataModelTransaction.AddLock(securityEntityRow);
if (securityEntityRow.RowState == System.Data.DataRowState.Detached)
{
throw new FaultException <RecordNotFoundFault>(new RecordNotFoundFault("Entity", symbolKey));
}
Guid securityId = securityEntityRow.EntityId;
// If the price record exists, then update it. If it doesn't exist then create it.
Object[] priceKey = new Object[] { securityId, currencyId };
DataModel.PriceRow priceRow = DataModel.Price.PriceKey.Find(priceKey);
if (priceRow == null)
{
tenantDataSet.CreatePrice(
quote.AskPrice,
quote.AskSize,
quote.BidPrice,
quote.BidSize,
null,
currencyId,
null,
quote.LastPrice,
quote.LastSize,
null,
null,
null,
securityId,
null,
null);
}
else
{
priceRow.AcquireReaderLock(dataModelTransaction.TransactionId, DataModel.LockTimeout);
dataModelTransaction.AddLock(priceRow);
if (priceRow.RowState == System.Data.DataRowState.Detached)
{
throw new FaultException <RecordNotFoundFault>(new RecordNotFoundFault("Price", priceKey));
}
tenantDataSet.UpdatePrice(
quote.AskPrice,
quote.AskSize,
quote.BidPrice,
quote.BidSize,
null,
currencyId,
null,
quote.LastPrice,
quote.LastSize,
null,
null,
null,
priceKey,
priceRow.RowVersion,
securityId,
null,
null);
}
}