public void ProcessPlaceMessage(PlaceMessage placeMessage) { foreach (CommonTransaction commonTransaction in placeMessage.Transactions) { this.Process(commonTransaction, false); } foreach (CommonOrder commonOrder in placeMessage.Orders) { commonOrder.ExchangeCode = placeMessage.ExchangeCode; this.Process(commonOrder,false); } //Change Order status foreach (CommonTransaction commonTransaction in placeMessage.Transactions) { Transaction tran = this._Transactions[commonTransaction.Id]; this.TranPhaseManager.UpdateTransaction(tran); foreach (Order order in tran.Orders) { this.AddOrderTaskEntity(order); } } }
public void ProcessPlaceMessage(PlaceMessage placeMessage) { string exchangeCode = placeMessage.ExchangeCode; foreach (CommonTransaction commonTransaction in placeMessage.Transactions) { this.ProcessTransaction(exchangeCode,commonTransaction, false); if (commonTransaction.OrderType == OrderType.SpotTrade || commonTransaction.OrderType == OrderType.Limit || commonTransaction.OrderType == OrderType.Stop) { this.Scheduler.Add(this.RemoveTransactionWhenTimeOver, commonTransaction.Id, DateTime.Now.AddSeconds(commonTransaction.OrderValidDuration)); } } foreach (CommonOrder commonOrder in placeMessage.Orders) { commonOrder.ExchangeCode = placeMessage.ExchangeCode; this.Process(commonOrder,false); } foreach (CommonOrderRelation orderRelation in placeMessage.OrderRelations) { this.Process(orderRelation); } //Change Order status foreach (CommonTransaction commonTransaction in placeMessage.Transactions) { Transaction tran = this._Transactions[commonTransaction.Id]; this.TranPhaseManager.UpdateTransaction(tran); foreach (Order order in tran.Orders) { this.AddOrderTaskEntity(order); } } }