public void sendExecReport(OrderContext myCntx, string orderID, string status, string execType, double lastQty, int leavesQty, int cumQty, double lastPx, double avePx)
{
myCntx.OrdStatus = status;
myCntx.ExecType = execType;
myCntx.LastAveragePrice = avePx;
K2DataObjects.Fill fill = new K2DataObjects.Fill();
fill.OrderID = orderID;
fill.OrderStatus = status;
fill.ExecType = execType;
fill.FillQty = lastQty;
fill.LeavesQty = leavesQty;
fill.CumQty = cumQty;
fill.LastPx = lastPx;
fill.AvgPx = avePx;
sendExecReport(fill);
}
public void sendExecReport(OrderContext context, string orderID, string status, string execType, double lastQty, int leavesQty, int cumQty, double lastPx, double avePx, string text, string ordRejReason)
{
K2DataObjects.Fill fill = new K2DataObjects.Fill();
fill.OrderID = orderID;
fill.ClOrdID = context.ClOrdID;
fill.OrigClOrdID = context.OrigClOrdID;
fill.OrderStatus = status;
fill.ExecType = execType;
fill.FillQty = lastQty;
fill.LeavesQty = leavesQty;
fill.CumQty = cumQty;
fill.LastPx = lastPx;
fill.AvgPx = avePx;
fill.Text = text;
fill.OrdRejReason = ordRejReason;
sendExecReport(fill);
}
/// <summary>
/// record an order context
/// </summary>
/// <param name="myClOrdID"></param>
/// <param name="myFixMsg"></param>
/// <param name="myApiOrder"></param>
protected OrderContext RecordOrderContext(string myClOrdID, object myApiOrder, string myApiID)
{
OrderContext myCntx = null;
try
{
myCntx = new OrderContext();
myCntx.ClOrdID = myClOrdID;
myCntx.ExternalOrder = myApiOrder;
myCntx.APIOrderID = myApiID;
if (_clOrdIDOrderMap.ContainsKey(myClOrdID))
{
_clOrdIDOrderMap[myClOrdID] = myCntx;
}
else
{
_clOrdIDOrderMap.Add(myClOrdID, myCntx);
}
if (myApiID.Length > 0)
{
if (_apiIDOrderMap.ContainsKey(myApiID))
{
_apiIDOrderMap[myApiID] = myCntx;
}
else
{
_apiIDOrderMap.Add(myApiID, myCntx);
}
}
if (!_activeContextMap.ContainsKey(myCntx.Identity))
{
_activeContextMap.Add(myCntx.Identity, myCntx);
}
}
catch (Exception myE)
{
log.Error("RecordOrderContext", myE);
}
return myCntx;
}
/// <summary>
/// Record a context against a particular cl order ID
/// </summary>
/// <param name="myClOrdID"></param>
/// <param name="myCntx"></param>
protected void RecordOrderContextApiID(string myApiID, OrderContext myCntx)
{
try
{
if (_apiIDOrderMap.ContainsKey(myApiID))
{
_apiIDOrderMap[myApiID] = myCntx;
}
else
{
_apiIDOrderMap.Add(myApiID, myCntx);
}
}
catch (Exception myE)
{
}
}
protected void SetContextCommand(OrderContext myCntx, ORCommand expectedCmd, ORCommand newCmd)
{
try
{
if (myCntx.CurrentCommand != expectedCmd)
{
driverLog.Error("SetContextCommand:unexpected existing cmd:clordid:" + myCntx.ClOrdID + " existing:" + myCntx.CurrentCommand.ToString() + " expectd:" + expectedCmd.ToString() + " new:" + newCmd.ToString());
}
myCntx.CurrentCommand = newCmd;
}
catch (Exception myE)
{
driverLog.Error("SetContextCommand", myE);
}
}
