public int addFills(OrderFillStruct ofs) // stored the fills in db and send it to fillpublisher
{
OrderDAO ord = new OrderDAO();
int ordStatus = ord.addOrderFills(ofs);
if (ordStatus == -1)
{
Console.WriteLine("error in DB");
return(-1);
}
else if (ordStatus == 0)
{
Console.WriteLine("This Order is completed now [Order ID] = " + ofs.OrderNo);
}
else
{
Console.WriteLine("Order qty diff : " + ordStatus);
}
string machineID = "";
string userID = "";
ord.getMachineAndUserFromDB(ofs.OrderNo, ref machineID, ref userID);
OMFillPub ofp = new OMFillPub();
if (ofp.zmqUpdate(ofs, machineID, userID) == 0)
{
Console.WriteLine("Zmq update success");
}
else
{
Console.WriteLine("Zmq update fail");
}
return(0);
}
public int FIXResponseHandler(Int32 OrderID, string ExchangeOrderId, Int32 origOrdID, char status, string status_msg, string other_msg, float price, char orderType)
{
string data = "";
OrderDAO ord = new OrderDAO();
OrderStruct os = new OrderStruct();
int iret = -1;
if (status == 'X') // i am considering the reject of amendment.
{ // rejected so move the order to originalID
iret = ord.setOrdersWithReplacedFixResponse(origOrdID, getExecType(status), ExchangeOrderId, ref os);
}
else if (status == '5')
{ // accepted the amendment i.e. Replaced so add the new ord no.
iret = ord.setOrdersWithReplacedFixResponse(OrderID, getExecType(status), ExchangeOrderId, ref os);
} // In case of Order Rejected - call DB for reject status.
else if (status == 'D')
{
iret = ord.setOrdersWithFixResponseRestated(OrderID, getExecType(status), ExchangeOrderId, price, orderType, ref os);
os.price = price;
os.orderType = Convert.ToInt32(orderType);
}
else
{
iret = ord.setOrdersWithFixResponse(OrderID, getExecType(status), ExchangeOrderId, ref os);
}
if (iret == -1)
{
Console.WriteLine("Error from DB [" + data + "]");
//return -1;
}
else
{
Console.WriteLine("Order Updated");
}
data = new string(os.machineID) + ":" + new string(os.userID) + ":" + os.OrderNo + ":" + new string(os.OrderStatus) + ":" + ExchangeOrderId + ":" + status + ":" + status_msg + ":" + other_msg;
OMFillPub ofp = new OMFillPub();
if (ofp.zmqUpdates(data) == 0)
{
Console.WriteLine("Zmq update success");
}
else
{
Console.WriteLine("Zmq update fail");
}
ord.addFIXResponse(OrderID, ExchangeOrderId, status, status_msg, other_msg);
return(0);
}
public int FIXResponseCanModRejectHandler(Int32 OrderID, string ExchangeOrderId, Int32 origOrdID, char status, string status_msg, string other_msg)
{
string data = "";
OrderDAO ord = new OrderDAO();
OrderStruct os = new OrderStruct();
int iret = -1;
Console.WriteLine("FIXResponseCanModRejectHandler : " + status);
if (status == '1')
{ // rejected so move the order to originalID
//iret = ord.setOrdersWithReplacedFixResponse(origOrdID, "CANCEL_REJECTED", ExchangeOrderId, ref os);
iret = ord.setOrdersWithFixResponse(OrderID, "CANCEL_REJECTED", ExchangeOrderId, ref os);
}
else if (status == '2')
{ // rejected so move the order to originalID
//iret = ord.setOrdersWithReplacedFixResponse(origOrdID, "MODIFY_REJECTED", ExchangeOrderId, ref os);
iret = ord.setOrdersWithFixResponse(OrderID, "MODIFY_REJECTED", ExchangeOrderId, ref os);
}
if (iret == -1)
{
Console.WriteLine("Error from DB [" + data + "]");
//return -1;
}
else
{
Console.WriteLine("Order Updated");
}
data = new string(os.machineID) + ":" + new string(os.userID) + ":" + os.OrderNo + ":" + new string(os.OrderStatus) + ":" + ExchangeOrderId + ":" + status + ":" + status_msg + ":" + other_msg;
OMFillPub ofp = new OMFillPub();
if (ofp.zmqUpdates(data) == 0)
{
Console.WriteLine("Zmq update success");
}
else
{
Console.WriteLine("Zmq update fail");
}
ord.addFIXResponse(OrderID, ExchangeOrderId, status, status_msg, other_msg);
return(0);
}
public int FIXResponseHandlerForFill(int OrderID, string ExchangeOrderId, float qty, float price, float filledQty, string status, char exectype)
{
OrderDAO ord = new OrderDAO();
OrderStruct os = new OrderStruct();
int orderNo = ord.getOrderNoFromOrderID(OrderID);
ord.addOrderFillsFromFIX(OrderID, orderNo, ExchangeOrderId, qty, price, filledQty, status);
ord.getOrderFromDB(orderNo, ref os);
float pos = ord.getCurrentPosition(os.tokenID, new string(os.userID));
string other_msg = Convert.ToString(pos);
string data = new string(os.machineID) + ":" + new string(os.userID) + ":" + os.OrderNo + ":" + new string(os.OrderStatus) + ":" + ExchangeOrderId + ":" + exectype + ":" + status + ":" + other_msg;
OMFillPub ofp = new OMFillPub();
if (ofp.zmqUpdates(data) == 0)
{
Console.WriteLine("Zmq update success");
}
else
{
Console.WriteLine("Zmq update fail");
}
return(0);
}