/// <summary>
/// Creates a batch command to delete a proposed order and it's links.
/// </summary>
/// <param name="remoteBatch"></param>
/// <param name="remoteTransaction"></param>
/// <param name="parentProposedOrder"></param>
public static void Delete(RemoteBatch remoteBatch, RemoteTransaction remoteTransaction,
ClientMarketData.ProposedOrderRow parentProposedOrder)
{
// These define the assembly and the types within those assemblies that will be used to create the proposed orders on
// the middle tier.
RemoteAssembly remoteAssembly = remoteBatch.Assemblies.Add("Service.Core");
RemoteType proposedOrderType = remoteAssembly.Types.Add("Shadows.WebService.Core.ProposedOrder");
RemoteType proposedOrderTreeType = remoteAssembly.Types.Add("Shadows.WebService.Core.ProposedOrderTree");
// Proposed orders have a hierarchy. For example, orders for equities will be linked to
foreach (ClientMarketData.ProposedOrderTreeRow proposedOrderTree in
parentProposedOrder.GetProposedOrderTreeRowsByFKProposedOrderProposedOrderTreeParentId())
{
// Create a command to delete the relationship between the parent and child.
RemoteMethod deleteRelation = proposedOrderTreeType.Methods.Add("Delete");
deleteRelation.Transaction = remoteTransaction;
deleteRelation.Parameters.Add("rowVersion", proposedOrderTree.RowVersion);
deleteRelation.Parameters.Add("parentId", proposedOrderTree.ParentId);
deleteRelation.Parameters.Add("childId", proposedOrderTree.ChildId);
// This relatioship will give us access to the child proposed order.
ClientMarketData.ProposedOrderRow childProposedOrder =
proposedOrderTree.ProposedOrderRowByFKProposedOrderProposedOrderTreeChildId;
// Create a command to delete the child proposed order.
RemoteMethod deleteChild = proposedOrderType.Methods.Add("Delete");
deleteChild.Transaction = remoteTransaction;
deleteChild.Parameters.Add("rowVersion", childProposedOrder.RowVersion);
deleteChild.Parameters.Add("proposedOrderId", childProposedOrder.ProposedOrderId);
}
// Create a command to delete the parent proposed order.
RemoteMethod deleteParent = proposedOrderType.Methods.Add("Delete");
deleteParent.Transaction = remoteTransaction;
deleteParent.Parameters.Add("rowVersion", parentProposedOrder.RowVersion);
deleteParent.Parameters.Add("proposedOrderId", parentProposedOrder.ProposedOrderId);
}
private static void Update(RemoteBatch remoteBatch, RemoteTransaction remoteTransaction,
ClientMarketData.ProposedOrderRow parentProposedOrder, decimal quantityInstruction)
{
// These define the assembly and the types within those assemblies that will be used to create the proposed orders on
// the middle tier.
RemoteAssembly remoteAssembly = remoteBatch.Assemblies.Add("Service.Core");
RemoteType proposedOrderType = remoteAssembly.Types.Add("Shadows.WebService.Core.ProposedOrder");
ClientMarketData.AccountRow accountRow = parentProposedOrder.AccountRow;
ClientMarketData.SecurityRow securityRow = parentProposedOrder.SecurityRowByFKSecurityProposedOrderSecurityId;
// This will turn the signed quantity into an absolute quantity and a transaction code (e.g. -1000 is turned into a
// SELL of 1000 shares).
decimal parentQuantity = Math.Abs(quantityInstruction);
int parentTransactionTypeCode = TransactionType.Calculate(securityRow.SecurityTypeCode,
parentProposedOrder.PositionTypeCode, quantityInstruction);
// The time in force first comes from the user preferences, next, account settings and finally defaults to a day
// orders.
int timeInForceCode = !ClientPreferences.IsTimeInForceCodeNull() ? ClientPreferences.TimeInForceCode :
!accountRow.IsTimeInForceCodeNull() ? accountRow.TimeInForceCode : TimeInForce.DAY;
// The destination blotter comes first from the user preferences, second from the account preferences, and finally uses
// the auto-routing logic.
int blotterId = !ClientPreferences.IsBlotterIdNull() ? ClientPreferences.BlotterId :
!accountRow.IsBlotterIdNull() ? accountRow.BlotterId :
TradingSupport.AutoRoute(securityRow, parentQuantity);
// Create a command to update the proposed order.
RemoteMethod updateParent = proposedOrderType.Methods.Add("Update");
updateParent.Transaction = remoteTransaction;
updateParent.Parameters.Add("rowVersion", parentProposedOrder.RowVersion);
updateParent.Parameters.Add("proposedOrderId", parentProposedOrder.ProposedOrderId);
updateParent.Parameters.Add("accountId", parentProposedOrder.AccountId);
updateParent.Parameters.Add("securityId", parentProposedOrder.SecurityId);
updateParent.Parameters.Add("settlementId", parentProposedOrder.SettlementId);
updateParent.Parameters.Add("blotterId", blotterId);
updateParent.Parameters.Add("positionTypeCode", parentProposedOrder.PositionTypeCode);
updateParent.Parameters.Add("transactionTypeCode", parentTransactionTypeCode);
updateParent.Parameters.Add("timeInForceCode", timeInForceCode);
updateParent.Parameters.Add("orderTypeCode", OrderType.Market);
updateParent.Parameters.Add("quantity", parentQuantity);
foreach (ClientMarketData.ProposedOrderTreeRow proposedOrderTree in
parentProposedOrder.GetProposedOrderTreeRowsByFKProposedOrderProposedOrderTreeParentId())
{
ClientMarketData.ProposedOrderRow childProposedOrder =
proposedOrderTree.ProposedOrderRowByFKProposedOrderProposedOrderTreeChildId;
// If this is the settlement part of the order, then adjust the quantity.
if (childProposedOrder.SecurityId == parentProposedOrder.SettlementId)
{
// The settlement security is needed for the calculation of the cash impact of this trade.
ClientMarketData.CurrencyRow currencyRow =
MarketData.Currency.FindByCurrencyId(childProposedOrder.SettlementId);
decimal marketValue = parentQuantity * securityRow.QuantityFactor *
Price.Security(currencyRow, securityRow) * securityRow.PriceFactor *
TransactionType.GetCashSign(parentTransactionTypeCode);
decimal childQuantity = Math.Abs(marketValue);
int childTransactionTypeCode = TransactionType.Calculate(securityRow.SecurityTypeCode,
parentProposedOrder.PositionTypeCode, marketValue);
// Create a command to update the proposed order.
RemoteMethod updateChild = proposedOrderType.Methods.Add("Update");
updateChild.Transaction = remoteTransaction;
updateChild.Parameters.Add("rowVersion", childProposedOrder.RowVersion);
updateChild.Parameters.Add("proposedOrderId", childProposedOrder.ProposedOrderId);
updateChild.Parameters.Add("accountId", childProposedOrder.AccountId);
updateChild.Parameters.Add("securityId", childProposedOrder.SecurityId);
updateChild.Parameters.Add("settlementId", childProposedOrder.SettlementId);
updateChild.Parameters.Add("blotterId", blotterId);
updateChild.Parameters.Add("positionTypeCode", parentProposedOrder.PositionTypeCode);
updateChild.Parameters.Add("transactionTypeCode", childTransactionTypeCode);
updateChild.Parameters.Add("timeInForceCode", timeInForceCode);
updateChild.Parameters.Add("orderTypeCode", OrderType.Market);
updateChild.Parameters.Add("quantity", childQuantity);
}
}
}
