/// <summary>
/// Returns Jurisdiction by code.
/// </summary>
/// <param name="code">The jurisdiction code.</param>
/// <param name="returnAllGroups">True, to return all jurisdiction groups.</param>
/// <returns></returns>
public static JurisdictionDto GetJurisdiction(string code, bool returnAllGroups)
{
// Assign new cache key, specific for site guid and response groups requested
string cacheKey = OrderCache.CreateCacheKey("jurisdiction-code", code, returnAllGroups.ToString());
JurisdictionDto dto = null;
// check cache first
object cachedObject = OrderCache.Get(cacheKey);
if (cachedObject != null)
{
dto = (JurisdictionDto)cachedObject;
}
// Load the object
if (dto == null)
{
DataCommand cmd = OrderDataHelper.CreateConfigDataCommand();
cmd.CommandText = "[ecf_Jurisdiction_JurisdictionCode]";
cmd.Parameters = new DataParameters();
cmd.Parameters.Add(new DataParameter("ApplicationId", OrderConfiguration.Instance.ApplicationId, DataParameterType.UniqueIdentifier));
cmd.Parameters.Add(new DataParameter("JurisdictionCode", code, DataParameterType.NVarChar, 50));
cmd.Parameters.Add(new DataParameter("ReturnAllGroups", returnAllGroups, DataParameterType.Bit));
cmd.DataSet = new JurisdictionDto();
cmd.TableMapping = DataHelper.MapTables("Jurisdiction", "JurisdictionGroup", "JurisdictionRelation");
DataResult results = DataService.LoadDataSet(cmd);
dto = (JurisdictionDto)results.DataSet;
}
return(dto);
}
//重载OnRecvDataMsg方法，接收行情数据
// 请注意：
// 1. 不要在这个函数里做耗时操作
// 2. 只在这个函数里做数据获取工作 -- 将数据复制到其它数据缓存区，由其它线程做业务逻辑处理
public override void OnRecvDataMsg(TDFMSG msg)
{
if (msg.MsgID == TDFMSGID.MSG_DATA_MARKET)
{
//行情消息
TDFMarketData[] marketDataArr = msg.Data as TDFMarketData[];
MarketDataCache.Enqueue(marketDataArr);
}
else if (msg.MsgID == TDFMSGID.MSG_DATA_TRANSACTION)
{
//逐笔成交
TDFTransaction[] transactionDataArr = msg.Data as TDFTransaction[];
TransactionCache.Enqueue(transactionDataArr);
}
else if (msg.MsgID == TDFMSGID.MSG_DATA_ORDER)
{
//逐笔委托
TDFOrder[] orderDataArr = msg.Data as TDFOrder[];
OrderCache.Enqueue(orderDataArr);
}
else if (msg.MsgID == TDFMSGID.MSG_DATA_ORDERQUEUE)
{
//委托队列
TDFOrderQueue[] orderQueueDataArr = msg.Data as TDFOrderQueue[];
OrderQueueCache.Enqueue(orderQueueDataArr);
}
}
public void SetUp()
{
_tableNumber = 5;
_requestingUser = "******";
_orderRepository = new Mock <IOrderRepository>();
_sut = new OrderCache(_orderRepository.Object);
}
/// <summary>
/// Delete an estate object.
/// </summary>
/// <param name="key">Key of object to delete.</param>
/// <returns>True if object was successfully deleted.</returns>
public static bool DeleteObject(int key)
{
if (DealCache.ContainsKey(key))
{
return false;
}
OrderCache.Query (new SqlFieldsQuery
($"delete from Orders where ObjectID={key};"));
BookmarkCache.Query (new SqlFieldsQuery
($"delete from Bookmarks where ObjectID={key};"));
MatchCache.Query (new SqlFieldsQuery
($"delete from Matches where ObjectID={key};"));
ObjectCache.Remove(key);
return true;
}
/// <summary>
/// Gets the jurisdictions and jurisdiction groups for the specified jurisdiction type.
/// </summary>
/// <param name="jurisdictionType">JurisdictionType. 1 - tax, 2 - shipping. null - all jurisdictions.</param>
/// <returns></returns>
public static JurisdictionDto GetJurisdictions(JurisdictionType?jurisdictionType)
{
// Assign new cache key, specific for site guid and response groups requested
string cacheKey = OrderCache.CreateCacheKey("jurisdictions", jurisdictionType.HasValue ? jurisdictionType.Value.ToString() : String.Empty);
JurisdictionDto dto = null;
// check cache first
object cachedObject = OrderCache.Get(cacheKey);
if (cachedObject != null)
{
dto = (JurisdictionDto)cachedObject;
}
// Load the object
if (dto == null)
{
DataCommand cmd = OrderDataHelper.CreateConfigDataCommand();
cmd.CommandText = "[ecf_Jurisdiction]";
cmd.Parameters = new DataParameters();
cmd.Parameters.Add(new DataParameter("ApplicationId", OrderConfiguration.Instance.ApplicationId, DataParameterType.UniqueIdentifier));
if (jurisdictionType.HasValue)
{
cmd.Parameters.Add(new DataParameter("JurisdictionType", jurisdictionType.Value.GetHashCode(), DataParameterType.Int));
}
cmd.DataSet = new JurisdictionDto();
cmd.TableMapping = DataHelper.MapTables("Jurisdiction", "JurisdictionGroup", "JurisdictionRelation");
DataResult results = DataService.LoadDataSet(cmd);
dto = (JurisdictionDto)results.DataSet;
// Insert to the cache collection
OrderCache.Insert(cacheKey, dto, OrderConfiguration.Instance.Cache.PaymentCollectionTimeout);
}
return(dto);
}
/// <summary>
/// Gets the shipping methods.
/// </summary>
/// <param name="languageid">The languageid.</param>
/// <param name="returnInactive">if set to <c>true</c> [return inactive].</param>
/// <returns></returns>
public static ShippingMethodDto GetShippingMethods(string languageid, bool returnInactive)
{
// Assign new cache key, specific for site guid and response groups requested
string cacheKey = OrderCache.CreateCacheKey("shipping-methods", languageid, returnInactive.ToString());
ShippingMethodDto dto = null;
// check cache first
object cachedObject = OrderCache.Get(cacheKey);
if (cachedObject != null)
{
dto = (ShippingMethodDto)cachedObject;
}
// Load the object
if (dto == null)
{
DataCommand cmd = OrderDataHelper.CreateConfigDataCommand();
cmd.CommandText = "[ecf_ShippingMethod_Language]";
cmd.Parameters = new DataParameters();
cmd.Parameters.Add(new DataParameter("ApplicationId", OrderConfiguration.Instance.ApplicationId, DataParameterType.UniqueIdentifier));
cmd.Parameters.Add(new DataParameter("LanguageId", String.IsNullOrEmpty(languageid) ? null : languageid, DataParameterType.NVarChar, 10));
cmd.Parameters.Add(new DataParameter("ReturnInactive", returnInactive, DataParameterType.Bit));
cmd.DataSet = new ShippingMethodDto();
cmd.TableMapping = DataHelper.MapTables("ShippingOption", "ShippingOptionParameter", "ShippingMethod", "ShippingMethodParameter", "ShippingMethodCase", "ShippingCountry", "ShippingRegion", "ShippingPaymentRestriction", "Package", "ShippingPackage");
DataResult results = DataService.LoadDataSet(cmd);
dto = (ShippingMethodDto)results.DataSet;
// Insert to the cache collection
OrderCache.Insert(cacheKey, dto, OrderConfiguration.Instance.Cache.ShippingCollectionTimeout);
}
return(dto);
}
public void ClearCache()
{
TDFMarketData[] tmp;
while (MarketDataCache.TryDequeue(out tmp) == true)
{
;
}
TDFTransaction[] tmp2;
while (TransactionCache.TryDequeue(out tmp2) == true)
{
;
}
TDFOrder[] tmp3;
while (OrderCache.TryDequeue(out tmp3) == true)
{
;
}
TDFOrderQueue[] tmp4;
while (OrderQueueCache.TryDequeue(out tmp4) == true)
{
;
}
}
/// <summary>
/// Put Order entity into the cache. <br/>
/// NOTE: usually order is put with empty AgentID. <br/>
/// Referential integrity check is done on: <br/>
/// Order.ClientID - Person.key <br/>
/// Order.ObjectID - EstateObject.key
/// </summary>
/// <param name="value"></param>
public static void PutOrder (Order value)
{
using (var tx = Client.GetTransactions().TxStart())
{
// Error if Person with key = value.ClientID is not found.
if (!(PersonCache.ContainsKey(value.ClientID)))
{
tx.Commit();
throw new ReferentialException ("Can not put new entry into Order cache.")
{
Operation = "put",
TableName = "Order",
FieldName = "ClientID",
ReadableMessage = $"Can not put new entry into Order cache because Person with key {value.ClientID} does not exist."
};
}
// Error if EstateObject with key = value.ObjectID is not found.
if (!(ObjectCache.ContainsKey(value.ObjectID)))
{
tx.Commit();
throw new ReferentialException ("Can not put new entry into Order cache.")
{
Operation = "put",
TableName = "Order",
FieldName = "ObjectID",
ReadableMessage = $"Can not put new entry into Order cache because EstateObject with key {value.ObjectID} does not exist."
};
}
// Normal operation
long key = (((long)value.ClientID)<<32) + value.ObjectID;
OrderCache.Put (key, value);
tx.Commit();
}
}
/// <summary>
/// Gets the countries.
/// </summary>
/// <param name="returnInactive">If true, all countries will be returned, otherwise only visible.</param>
/// <returns></returns>
public static CountryDto GetCountries(bool returnInactive)
{
// Assign new cache key, specific for site guid and response groups requested
string cacheKey = OrderCache.CreateCacheKey("countries", returnInactive.ToString());
CountryDto dto = null;
// check cache first
object cachedObject = OrderCache.Get(cacheKey);
if (cachedObject != null)
{
dto = (CountryDto)cachedObject;
}
// Load the object
if (dto == null)
{
DataCommand cmd = OrderDataHelper.CreateConfigDataCommand();
cmd.CommandText = "[ecf_Country]";
cmd.Parameters = new DataParameters();
cmd.Parameters.Add(new DataParameter("ApplicationId", OrderConfiguration.Instance.ApplicationId, DataParameterType.UniqueIdentifier));
cmd.Parameters.Add(new DataParameter("ReturnInactive", returnInactive, DataParameterType.Bit));
cmd.DataSet = new CountryDto();
cmd.TableMapping = DataHelper.MapTables("Country", "StateProvince");
DataResult results = DataService.LoadDataSet(cmd);
dto = (CountryDto)results.DataSet;
// Insert to the cache collection
OrderCache.Insert(cacheKey, dto, OrderConfiguration.Instance.Cache.CountryCollectionTimeout);
}
return(dto);
}
private void initTables()
{
_oc = new OrderCache(_app);
_oc.OnOrder += _oc_OnOrder;
_oc.Start();
state = OrderState.ConnectionPending;
PST = new PositionTable(_app);
PST.WantData(PST.TqlForPositions(), true, false);
PST.OnPosition += PST_OnPosition;
PST.Start();
XPAT = new XPermsAccountsTable(_app);
XPAT.OnXPermsAccounts += XPAT_OnXPermsAccounts;
XPAT.WantData(XPAT.TqlForXPermsAccounts(), true, false);
XPAT.Start();
TBL = new LiveQuoteTable(_app);
TBL.OnData += TBL_OnData;
_bw.RunWorkerAsync();
_conn = true;
}
private void initTables()
{
_oc = new OrderCache(_app);
_oc.OnOrder += _oc_OnOrder;
_oc.Start();
state = OrderState.ConnectionPending;
PST = new PositionTable(_app);
PST.WantData(PST.TqlForPositions(), true, false);
PST.OnPosition += PST_OnPosition;
PST.Start();
XPAT = new XPermsAccountsTable(_app);
XPAT.OnXPermsAccounts += XPAT_OnXPermsAccounts;
XPAT.WantData(XPAT.TqlForXPermsAccounts(), true, false);
XPAT.Start();
TBL = new LiveQuoteTable(_app);
TBL.OnData += TBL_OnData;
_bw.RunWorkerAsync();
_conn = true;
}
public void placeOrder(OrderDirections directions)
{
cancelOrder();
cache = new OrderCache(app);
this.directions = directions;
OrderBuilder bld = new OrderBuilder(cache);
state = State.ConnectionPending;
using (OrderWatcher watch = new OrderWatcher(cache, bld.OrderTag)) {
cache.Start();
while (state != State.ConnectionDead && state != State.OrderFinished)
{
if (!WaitAny(10000, watch.WaitHandles))
{
WriteLine("TIMED OUT WaitAny(10000) WAITING FOR RESPONSE");
break;
}
OrderWatcher.Action action;
while (watch.GetNext(out action, out ord))
{
switch (action)
{
case OrderWatcher.Action.Live:
if (state == State.ConnectionPending)
{
WriteLine("SUBMITTING ORDER");
state = State.OrderPending;
bld.SetAccount(Configuration.getValue("Configuration/Account/Bank"),
Configuration.getValue("Configuration/Account/Branch"),
Configuration.getValue("Configuration/Account/Customer"),
Configuration.getValue("Configuration/Account/Deposit"));
bld.SetBuySell(OrderBuilder.BuySell.BUY);
bld.SetExpiration(OrderBuilder.Expiration.DAY);
bld.SetRoute(directions.Route);
bld.SetSymbol(directions.Symbol, getExchange(directions), OrderBuilder.SecurityType.STOCKOPT);
bld.SetVolume(directions.Size);
bld.SetPriceLimit(directions.LimitPrice);
if (directions.Simulated)
{
WriteLine("Am sending simulated order");
}
else
{
WriteLine("Am sending real order");
cache.SubmitOrder(bld);
}
}
break;
case OrderWatcher.Action.Dead:
WriteLine("CONNECTION FAILED");
state = State.ConnectionDead;
break;
case OrderWatcher.Action.Order:
DisplayOrder(ord);
if (state == State.OrderPending && ord.Type == "UserSubmitOrder")
{
if (ord.CurrentStatus == "COMPLETED")
{
WriteLine("Order Completed");
state = State.OrderFinished;
}
else
{
WriteLine("Order UNEXPECTEDLY FINISHED");
state = State.OrderFinished;
}
}
else if (state == State.CancelPending)
{
if (ord.CurrentStatus == "COMPLETED" || ord.CurrentStatus == "DELETED")
{
state = State.OrderFinished;
}
}
if (ord.Type == "ExchangeTradeOrder")
{
WriteLine("GOT FILL FOR {0} {1} AT {2}", ord.Buyorsell, ord.Volume, ord.Price);
}
if (ord.Type == "ExchangeKillOrder")
{
WriteLine("GOT KILL");
}
break;
} // end switch
} // end while getNext
} // end while state
} // end using watch
WriteLine("DONE PLACING ORDER");
}
public void placeOrder(OrderDirections directions)
{
cancelOrder();
cache = new OrderCache(app);
this.directions = directions;
OrderBuilder bld = new OrderBuilder(cache);
state = State.ConnectionPending;
using (OrderWatcher watch = new OrderWatcher(cache, bld.OrderTag)) {
cache.Start();
while (state != State.ConnectionDead && state != State.OrderFinished) {
if (!WaitAny(10000, watch.WaitHandles) ) {
WriteLine("TIMED OUT WaitAny(10000) WAITING FOR RESPONSE");
break;
}
OrderWatcher.Action action;
while (watch.GetNext(out action, out ord)) {
switch (action) {
case OrderWatcher.Action.Live:
if (state == State.ConnectionPending) {
WriteLine("SUBMITTING ORDER");
state = State.OrderPending;
bld.SetAccount(Configuration.getValue("Configuration/Account/Bank"),
Configuration.getValue("Configuration/Account/Branch"),
Configuration.getValue("Configuration/Account/Customer"),
Configuration.getValue("Configuration/Account/Deposit"));
bld.SetBuySell(OrderBuilder.BuySell.BUY);
bld.SetExpiration(OrderBuilder.Expiration.DAY);
bld.SetRoute(directions.Route);
bld.SetSymbol(directions.Symbol, getExchange(directions), OrderBuilder.SecurityType.STOCKOPT);
bld.SetVolume(directions.Size);
bld.SetPriceLimit(directions.LimitPrice);
if (directions.Simulated) {
WriteLine("Am sending simulated order");
}
else {
WriteLine("Am sending real order");
cache.SubmitOrder(bld);
}
}
break;
case OrderWatcher.Action.Dead:
WriteLine("CONNECTION FAILED");
state = State.ConnectionDead;
break;
case OrderWatcher.Action.Order:
DisplayOrder(ord);
if( state==State.OrderPending && ord.Type=="UserSubmitOrder" ) {
if( ord.CurrentStatus=="COMPLETED") {
WriteLine("Order Completed");
state = State.OrderFinished;
}
else {
WriteLine("Order UNEXPECTEDLY FINISHED" );
state = State.OrderFinished;
}
}
else if (state == State.CancelPending) {
if( ord.CurrentStatus=="COMPLETED" || ord.CurrentStatus=="DELETED" )
state = State.OrderFinished;
}
if (ord.Type == "ExchangeTradeOrder")
WriteLine("GOT FILL FOR {0} {1} AT {2}", ord.Buyorsell, ord.Volume, ord.Price);
if (ord.Type == "ExchangeKillOrder")
WriteLine("GOT KILL");
break;
} // end switch
} // end while getNext
} // end while state
} // end using watch
WriteLine("DONE PLACING ORDER");
}