internal static XElement CreateDeleteXmlForTrader(this OrderChange orderChange)
{
var result = orderChange.CreateDeleteXMLCommon();
result.Add(orderChange.Account.ToXml());
return(result);
}
private static Command CreateOrderCutCommand(this OrderChange orderChange)
{
CutCommand cutCommand = new CutCommand();
cutCommand.AccountID = orderChange.AccountId;
cutCommand.Content = orderChange.CreateOrderCutXml().ToXmlNode();
return(cutCommand);
}
internal static XElement CreateDeleteXml(this OrderChange orderChange)
{
//此处实现有问题，新系统如何通知删单时受影响的单，现在还不清楚
//XElement affectedOrdersNode = new XElement("AffectedOrders");
//affectedOrdersNode.Add(orderChange.Tran.ToXml());
//result.Add(affectedOrdersNode);
return(orderChange.CreateDeleteXMLCommon());
}
internal static Command CreateHitCommand(this OrderChange orderChange)
{
HitCommand hitCommand = new HitCommand();
hitCommand.Content = orderChange.CreateHitXml().ToXmlNode();
Logger.WarnFormat("CreateHitCommand content = {0}", hitCommand.Content);
return(hitCommand);
}
private static XElement CreateExecuteXml(this OrderChange orderChange)
{
XElement result = new XElement("Content");
result.Add(orderChange.Account.ToXml());
result.Add(orderChange.Tran.ToXml());
return(result);
}
private static XElement CreateDeleteXMLCommon(this OrderChange orderChange)
{
XElement result = new XElement("Delete");
XElement deletedOrderNode = new XElement("DeletedOrder");
result.Add(deletedOrderNode);
deletedOrderNode.SetAttributeValue("ID", XmlConvert.ToString(orderChange.Source.Id));
deletedOrderNode.SetAttributeValue("AccountID", XmlConvert.ToString(orderChange.AccountId));
deletedOrderNode.SetAttributeValue("InstrumentID", XmlConvert.ToString(orderChange.InstrumentId));
return(result);
}
private void ProcessForOrderDeleted(XElement accountXml, OrderChange orderChange)
{
Logger.InfoFormat("ProcessForOrderDeleted content = {0}", accountXml);
foreach (XElement eachTran in accountXml.Element("Transactions").Elements("Transaction"))
{
Guid tranId = eachTran.AttrToGuid("ID");
if (orderChange.TranId != tranId)
{
orderChange.AffectedTrans.Add((Transaction)orderChange.Account.GetTran(tranId));
}
}
}
private static XElement CreateOrderCutXml(this OrderChange orderChange)
{
XElement result = new XElement("Cut");
var accountNode = orderChange.Account.ToXml();
result.Add(accountNode);
XElement transNode = new XElement("Transactions");
accountNode.Add(transNode);
transNode.Add(orderChange.Tran.ToXml());
return(result);
}
internal static XElement CreateHitXml(this OrderChange orderChange)
{
XElement root = new XElement("Hit");
Order order = (Order)orderChange.Source;
XElement orderElement = new XElement("Order");
root.Add(orderElement);
orderElement.SetAttributeValue("ID", order.Id);
orderElement.SetAttributeValue("AccountID", orderChange.AccountId);
orderElement.SetAttributeValue("InstrumentID", orderChange.InstrumentId);
orderElement.SetAttributeValue("HitCount", order.HitCount);
orderElement.SetAttributeValue("BestPrice", order.BestPrice);
orderElement.SetAttributeValue("BestTime", XmlConvert.ToString((new SqlDateTime(order.BestTime ?? DateTime.MinValue)).Value, DateTimeFormat.Xml));
return(root);
}
private static Command CreateOrderChangedCommand(this OrderChange orderChange)
{
AccountUpdateCommand accountUpdateCommand = null;
Order order = (Order)orderChange.Source;
if ((order.Owner.InstrumentCategory == InstrumentCategory.Physical || order.LotBalance > 0) && order.Phase == OrderPhase.Executed && orderChange.PropertyType != PropertyChangeType.None)
{
XmlDocument xmlDoc = new XmlDocument();
if (accountUpdateCommand == null)
{
accountUpdateCommand = new AccountUpdateCommand();
accountUpdateCommand.AccountID = order.Account.Id;
accountUpdateCommand.Content = xmlDoc.CreateElement("Orders");
}
XmlElement orderNode = xmlDoc.CreateElement("Order");
orderNode.SetAttribute("ID", XmlConvert.ToString(order.Id));
if (orderChange.PropertyType.Contains(PropertyChangeType.AutoLimitPrice))
{
string autoLimitPrice = (order.AutoLimitPrice == null ? "" : (string)order.AutoLimitPrice);
orderNode.SetAttribute("AutoLimitPrice", autoLimitPrice);
}
if (orderChange.PropertyType.Contains(PropertyChangeType.AutoStopPrice))
{
string autoStopPrice = (order.AutoStopPrice == null ? "" : (string)order.AutoStopPrice);
orderNode.SetAttribute("AutoStopPrice", autoStopPrice);
}
if (orderChange.PropertyType.Contains(PropertyChangeType.PaidPledgeBalance))
{
orderNode.SetAttribute("PaidPledgeBalance", XmlConvert.ToString(order.PaidPledgeBalance));
}
if (orderChange.PropertyType.Contains(PropertyChangeType.PaidPledge))
{
orderNode.SetAttribute("PaidPledge", XmlConvert.ToString(order.PaidPledge));
}
if (orderChange.PropertyType.Contains(PropertyChangeType.HasOverdue))
{
orderNode.SetAttribute("IsInstalmentOverdue", XmlConvert.ToString(order.IsInstalmentOverdue));
}
accountUpdateCommand.Content.AppendChild(orderNode);
}
return(accountUpdateCommand);
}
internal static List <Command> ToCommand(this OrderChange orderChange)
{
List <Command> result = new List <Command>();
if (orderChange.ChangeType == Protocal.Commands.OrderChangeType.Placed || orderChange.ChangeType == Protocal.Commands.OrderChangeType.Placing)
{
PlaceCommand placeCommand = new PlaceCommand();
placeCommand.InstrumentID = orderChange.InstrumentId;
placeCommand.AccountID = orderChange.AccountId;
placeCommand.IsAutoFill = orderChange.Source.IsAutoFill;
XElement placeNode = new XElement("Place");
placeNode.Add(((Transaction)orderChange.Source.Owner).ToXml());
placeCommand.Content = placeNode.ToXmlNode();
result.Add(placeCommand);
Logger.InfoFormat("create place command {0}", placeCommand.Content.OuterXml);
}
else if (orderChange.ChangeType == Protocal.Commands.OrderChangeType.Canceled)
{
CancelCommand cancelCommand = new CancelCommand();
cancelCommand.InstrumentID = orderChange.InstrumentId;
cancelCommand.AccountID = orderChange.AccountId;
cancelCommand.TransactionID = orderChange.TranId;
if (orderChange.Source.CancelReason != null)
{
cancelCommand.CancelReason = orderChange.Source.CancelReason.Value;
Logger.InfoFormat("Create cancel command, accountId = {0}, tranId={1}, cancelReason = {2}", cancelCommand.AccountID, cancelCommand.TransactionID, cancelCommand.CancelReason);
}
cancelCommand.ErrorCode = TransactionError.OK;
result.Add(cancelCommand);
}
else if (orderChange.ChangeType == Protocal.Commands.OrderChangeType.Deleted)
{
//DeleteCommand deleteCommand = new DeleteCommand();
//deleteCommand.AccountID = orderChange.Source.Owner.Owner.Id;
//deleteCommand.InstrumentID = orderChange.Source.Owner.InstrumentId;
//deleteCommand.Content = orderChange.CreateDeleteXml().ToXmlNode();
//result.Add(deleteCommand);
//Logger.InfoFormat("delete command content1 = {0}", deleteCommand.Content.OuterXml);
DeleteCommand deleteCommand2 = new DeleteCommand();
deleteCommand2.AccountID = orderChange.Source.Owner.Owner.Id;
deleteCommand2.InstrumentID = orderChange.Source.Owner.InstrumentId;
var root = orderChange.CreateDeleteXmlForTrader();
XElement affectedOrderNode = new XElement("AffectedOrders");
foreach (var eachTran in orderChange.AffectedTrans)
{
affectedOrderNode.Add(eachTran.ToXml());
}
root.Add(affectedOrderNode);
deleteCommand2.Content = root.ToXmlNode();
result.Add(deleteCommand2);
Logger.InfoFormat("delete command content2 = {0}", deleteCommand2.Content.OuterXml);
//此处实现有问题，新系统如何通知删单时受影响的单，现在还不清楚
}
else if (orderChange.ChangeType == Protocal.Commands.OrderChangeType.Executed)
{
ExecuteCommand executeCommand = new ExecuteCommand();
executeCommand.AccountID = orderChange.AccountId;
executeCommand.InstrumentID = orderChange.InstrumentId;
executeCommand.TranID = orderChange.TranId;
executeCommand.Content = orderChange.CreateExecuteXml().ToXmlNode();
result.Add(executeCommand);
Logger.InfoFormat("create execute command {0}", executeCommand.Content.OuterXml);
}
else if (orderChange.ChangeType == Protocal.Commands.OrderChangeType.Cut)
{
result.Add(orderChange.CreateOrderCutCommand());
}
else if (orderChange.ChangeType == Protocal.Commands.OrderChangeType.Changed)
{
result.Add(orderChange.CreateOrderChangedCommand());
}
else if (orderChange.ChangeType == Protocal.Commands.OrderChangeType.Hit)
{
result.Add(orderChange.CreateHitCommand());
}
else
{
throw new NotSupportedException(string.Format("Change Type {0} is not supported yet", orderChange.ChangeType));
}
return(result);
}
