private void InitializeOrder(CommonOrder commonOrder)
{
Transaction transaction = null;
Guid accountId = commonOrder.AccountId;
Guid instrumentId = commonOrder.InstrumentId;
if (!this.ExchangeSettingManager.Instruments.ContainsKey(instrumentId) || !this.ExchangeSettingManager.Accounts.ContainsKey(accountId))
return;
Account account = this.ExchangeSettingManager.Accounts[accountId];
InstrumentClient instrument = this.ExchangeSettingManager.Instruments[instrumentId];
if (!this._Orders.ContainsKey(commonOrder.Id))
{
if (!this._Transactions.ContainsKey(commonOrder.TransactionId))
{
transaction = new Transaction(commonOrder, account, instrument);
this._Transactions.Add(transaction.Id, transaction);
Order order = new Order(transaction, commonOrder);
this._Orders.Add(order.Id, order);
transaction.Add(order);
}
}
else
{
transaction = this._Orders[commonOrder.Id].Transaction;
if (this._Orders[commonOrder.Id].Phase == iExchange.Common.OrderPhase.Executed)
return;
this._Orders[commonOrder.Id].Update(commonOrder);
}
}
private void Process(CommonOrder commonOrder, bool isExecuted)
{
Transaction transaction = null;
if (!this._Orders.ContainsKey(commonOrder.Id))
{
if (!this._Transactions.ContainsKey(commonOrder.TransactionId))
return;
transaction = this._Transactions[commonOrder.TransactionId];
Order order = new Order(transaction, commonOrder);
this._Orders.Add(order.Id, order);
transaction.Add(order);
}
else
{
transaction = this._Orders[commonOrder.Id].Transaction;
if (isExecuted && transaction.SubType == iExchange.Common.TransactionSubType.Match
&& (transaction.Phase == iExchange.Common.OrderPhase.Canceled || transaction.Phase == iExchange.Common.OrderPhase.Executed))
{
return;
}
if (this._Orders[commonOrder.Id].Phase == iExchange.Common.OrderPhase.Executed && isExecuted)
return;
this._Orders[commonOrder.Id].Update(commonOrder);
}
}