public async void Visit(KillOrderTransaction transaction)
{
try
{
var reply = await transClient.CancelOrder(new CancelOrder { order_id = transaction.OrderExchangeId });
OnMessageReceived(TransactionReply.Accepted(transaction, reply.code));
var oscm = new OrderStateChangeMessage
{
TransactionId = transaction.TransactionId,
OrderExchangeId = reply.code,
Quantity = reply.qty,
ActiveQuantity = reply.qtyLeft,
FilledQuantity = reply.qty_executed,
ChangeTime = DateTime.Now,
State = OrderState.Cancelled
};
OnMessageReceived(oscm);
}
catch (FTEException e)
{
OnMessageReceived(TransactionReply.Rejected(transaction, e.Message));
}
}
public void Accept(string clOrderId)
{
Guid transactionId;
using (_transactionIdsLock.Lock())
{
if (!_clientOrderIdToTransactionIdMap.TryGetValue(clOrderId, out transactionId))
{
return;
}
Forget(clOrderId);
}
_sendMessage(TransactionReply.Accepted(transactionId));
}
private void TrySendTransactionReplyAccepted(Guid transactionId)
{
using (transactionIdsByRequestIdLock.Lock())
{
uint requestId;
if (transactionRequestIds.TryGetValue(transactionId, out requestId))
{
transactionIdsByRequestId.Remove(requestId);
}
if (!transactionRequestIds.Remove(transactionId))
{
return;
}
}
OnMessageReceived(TransactionReply.Accepted(transactionId));
}
public async void Visit(NewOrderTransaction transaction)
{
try
{
//internal async Task<string> ResolveInstrumentAsync(Instrument instrument)
//{
// var data = await instrumentConverter.ResolveInstrumentAsync(this, instrument);
// return data?.Symbol;
//}
var data = await connector.ResolveInstrumentDataAsync(transaction.Instrument);
if (data == null)
{
OnMessageReceived(TransactionReply.Rejected(transaction, $"Unable to get symbol of {transaction.Instrument}"));
return;
}
if (!accounts.TryGetValue(transaction.Account, out var account))
{
OnMessageReceived(TransactionReply.Rejected(transaction, $"Не найден счет {transaction.Account}"));
return;
}
var order = new SpimexAdapter.FTE.Order
{
account = account.code,
firm = account.firm,
client = account.client,
security = data.Symbol,
board = data.Board,
@type = transaction.GetOrderType(),
@params = transaction.GetOrderParams(),
buy_sell = transaction.GetOperation(),
price = PriceHelper.FromPrice(transaction.Price),
qty = transaction.Quantity,
trn = transaction.TransactionId.ToString("N"),
isMarketMaker = transaction.IsMarketMakerOrder,
comment = transaction.Comment,
};
var reply = await transClient.SendOrder(order);
OnMessageReceived(TransactionReply.Accepted(transaction, reply.code));
OrderState?state = null;
switch (reply.status)
{
case OrderStatus.CANCELED:
state = OrderState.Cancelled;
break;
case OrderStatus.MATCHED:
state = OrderState.Filled;
break;
case OrderStatus.FREEZED:
case OrderStatus.QUEUED:
state = reply.qty_executed > 0 ? OrderState.PartiallyFilled : OrderState.Active;
break;
}
var oscm = new OrderStateChangeMessage
{
TransactionId = transaction.TransactionId,
OrderExchangeId = reply.code,
Quantity = order.qty,
ActiveQuantity = reply.qtyLeft,
FilledQuantity = reply.qty_executed,
Price = PriceHelper.ToPrice(order.price),
ChangeTime = DateTime.Now,
State = state
};
OnMessageReceived(oscm);
}
catch (FTEException e)
{
OnMessageReceived(TransactionReply.Rejected(transaction, e.Message));
}
}