/// <summary>
/// Adds the specified order to be processed
/// </summary>
/// <param name="request">The order to be processed</param>
public OrderTicket Process(OrderRequest request)
{
if (_algorithm.LiveMode)
{
Log.Trace("BrokerageTransactionHandler.Process(): " + request);
}
switch (request.OrderRequestType)
{
case OrderRequestType.Submit:
return AddOrder((SubmitOrderRequest) request);
case OrderRequestType.Update:
return UpdateOrder((UpdateOrderRequest) request);
case OrderRequestType.Cancel:
return CancelOrder((CancelOrderRequest) request);
default:
throw new ArgumentOutOfRangeException();
}
}
/// <summary>
/// Processes the order request
/// </summary>
/// <param name="request">The request to be processed</param>
/// <returns>The order ticket for the request</returns>
public OrderTicket ProcessRequest(OrderRequest request)
{
var submit = request as SubmitOrderRequest;
if (submit != null)
{
submit.SetOrderId(GetIncrementOrderId());
}
return _orderProcessor.Process(request);
}
public OrderTicket Process(OrderRequest request)
{
throw new NotImplementedException();
}
/// <summary>
/// Adds the specified order to be processed
/// </summary>
/// <param name="request">The order to be processed</param>
public OrderTicket Process(OrderRequest request)
{
switch (request.OrderRequestType)
{
case OrderRequestType.Submit:
return AddOrder((SubmitOrderRequest) request);
case OrderRequestType.Update:
return UpdateOrder((UpdateOrderRequest) request);
case OrderRequestType.Cancel:
return CancelOrder((CancelOrderRequest) request);
default:
throw new ArgumentOutOfRangeException();
}
}
/// <summary>
/// Helper method to create an error response due to a zero order quantity
/// </summary>
public static OrderResponse ZeroQuantity(OrderRequest request)
{
return(Error(request, OrderResponseErrorCode.OrderQuantityZero,
Invariant($"Unable to {request.OrderRequestType.ToLower()} order with id {request.OrderId} that has zero quantity.")
));
}
/// <summary>
/// Handles a generic order request
/// </summary>
/// <param name="request"><see cref="OrderRequest"/> to be handled</param>
/// <returns><see cref="OrderResponse"/> for request</returns>
public void HandleOrderRequest(OrderRequest request)
{
OrderResponse response;
switch (request.OrderRequestType)
{
case OrderRequestType.Submit:
response = HandleSubmitOrderRequest((SubmitOrderRequest)request);
break;
case OrderRequestType.Update:
response = HandleUpdateOrderRequest((UpdateOrderRequest)request);
break;
case OrderRequestType.Cancel:
response = HandleCancelOrderRequest((CancelOrderRequest)request);
break;
default:
throw new ArgumentOutOfRangeException();
}
// mark request as processed
request.SetResponse(response, OrderRequestStatus.Processed);
}
/// <summary>
/// Helper method to create an error response due to a bad order id
/// </summary>
public static OrderResponse UnableToFindOrder(OrderRequest request)
{
return(Error(request, OrderResponseErrorCode.UnableToFindOrder,
Invariant($"Unable to locate order with id {request.OrderId}.")
));
}
/// <summary>
/// Helper method to create an error response due to the "New" order status
/// </summary>
public static OrderResponse InvalidNewStatus(OrderRequest request, Order order)
{
return(Error(request, OrderResponseErrorCode.InvalidNewOrderStatus,
Invariant($"Unable to update or cancel order with id {request.OrderId} and status {order.Status} because the submit confirmation has not been received yet.")
));
}
/// <summary>
/// Helper method to create an error response due to an invalid order status
/// </summary>
public static OrderResponse InvalidStatus(OrderRequest request, Order order)
{
return(Error(request, OrderResponseErrorCode.InvalidOrderStatus,
Invariant($"Unable to update order with id {request.OrderId} because it already has {order.Status} status.")
));
}
/// <summary>
/// Helper method to create an error response from a request
/// </summary>
public static OrderResponse Error(OrderRequest request, OrderResponseErrorCode errorCode, string errorMessage)
{
return(new OrderResponse(request.OrderId, errorCode, errorMessage));
}
/// <summary>
/// Helper method to create a successful response from a request
/// </summary>
public static OrderResponse Success(OrderRequest request)
{
return(new OrderResponse(request.OrderId, OrderResponseErrorCode.None, null));
}