/// <summary>
/// Apply new replace requests
/// </summary>
/// <param name="myMsg"></param>
public void ApplyReplaceRequest(KaiTrade.Interfaces.IMessage myMsg)
{
try
{
if (1==1)
{
string mnemonic = "";
KaiTrade.Interfaces.IModifyOrderRequst modifyRequest;
modifyRequest = JsonConvert.DeserializeObject<K2DataObjects.ModifyOrderRequest>(myMsg.Data);
ModifyRequestData r = new ModifyRequestData(crrType.cancel, modifyRequest);
// Get the context - we must have this to access the order
if (_clOrdIDOrderMap.ContainsKey(r.OrigClOrdID))
{
r.OrderContext = _clOrdIDOrderMap[r.OrigClOrdID];
_clOrdIDOrderMap.Add(r.ClOrdID, r.OrderContext);
}
else
{
//sendCancelReplaceRej(replaceData.LastQFMod, QuickFix.CxlRejReason.UNKNOWN_ORDER, "an order does not exist for the modifyOrder");
Exception myE = new Exception("an order does not exist for the modifyOrder");
throw myE;
}
try
{
if (oRLog.IsInfoEnabled)
{
oRLog.Info("modifyOrder:context" + r.OrderContext.ToString());
oRLog.Info("modifyOrder:order" + r.OrderContext.ExternalOrder.ToString());
}
}
catch
{
}
// swap the clordid to the new ones on our stored order
r.OrderContext.ClOrdID =r.ClOrdID;
r.OrderContext.OrigClOrdID = r.OrigClOrdID;
// Use blocking collection
replaceRequests.Add(r);
}
else
{
//sync update
//DoApplyPriceUpdate(update);
}
}
catch (Exception myE)
{
log.Error("ApplyReplaceRequest", myE);
}
}
public void updateFrom(ModifyRequestData r)
{
if (r.Price.HasValue)
{
this.Price = r.Price;
}
if (r.StopPrice.HasValue)
{
this.StopPrice = r.StopPrice;
}
if (r.qty.HasValue)
{
this.qty = r.qty;
}
this.RetryCount = r.RetryCount;
}
public virtual OrderReplaceResult modifyOrder(ModifyRequestData replaceData)
{
return OrderReplaceResult.error;
}