public void ProcessOrderCancelReject(QuickFix.Message msg, string bolsa)
{
try
{
OrderCancelReject ocr = (OrderCancelReject)msg;
// Buscar a ordem original a partir do OrigClOrdID
string clordid = ocr.ClOrdID.getValue();
int account;
if (bolsa.Equals(ExchangePrefixes.BOVESPA, StringComparison.InvariantCultureIgnoreCase))
{
string acc = ocr.IsSetAccount()? ocr.Account.getValue(): string.Empty;
if (!string.IsNullOrEmpty(acc))
{
acc = (acc.Remove(acc.Length - 1));
account = 0;
}
else
{
account = 0;
}
}
else
{
account = ocr.IsSetAccount()? Convert.ToInt32(ocr.Account.getValue()): 0;
}
OrderDbInfo orderOrig = null;
if (account != 0)
{
orderOrig = _db.BuscarOrdem(clordid, account, ocr.Symbol.getValue());
}
else
{
orderOrig = _db.BuscarOrdemPorClOrdEOrigClOrd(clordid, ocr.OrigClOrdID.getValue(), ocr.Symbol.getValue());
}
if (orderOrig.ClOrdID.Equals(string.Empty))
{
logger.Info("Problema ao consultar informacoes da ordem original");
return;
}
// Preencher informacoes de tb_fix_order_detail (rejection)
OrderDbDetalheInfo detail = new OrderDbDetalheInfo();
detail.OrderID = orderOrig.OrderID;
//detail.OrderQty = orderOrig.OrderQty;
//detail.OrderQtyRemaining = orderOrig.OrderQtyRemaining;
//detail.Price = orderOrig.Price;
detail.OrderStatusID = (int)FixOrderStatus.REJEITADA;
detail.TransactTime = ocr.IsSetField(Tags.TransactTime)? ocr.TransactTime.getValue(): DateTime.MinValue;
detail.Description = ocr.IsSetField(Tags.Text) ? ocr.Text.getValue() : string.Empty;
detail.CxlRejResponseTo = ocr.IsSetField(Tags.CxlRejResponseTo) ? ocr.CxlRejResponseTo.getValue().ToString() : string.Empty;
detail.CxlRejReason = ocr.IsSetField(Tags.CxlRejReason)? ocr.CxlRejReason.getValue(): 0;
detail.FixMsgSeqNum = Convert.ToInt32(ocr.Header.GetField(Tags.MsgSeqNum));
if (!_db.InserirOrdemDetalhe(detail, clordid))
{
logger.Info("Problemas na inserção da ordem detalhe");
return;
}
// Buscar as informacoes da tabela update, utilizando o OrigClOrdID da ordem original
OrderDbUpdateInfo orderUpdate = _db.BuscarOrdemUpdate(orderOrig.OrigClOrdID);
// Atribuir as informacoes do update no order original
orderOrig.ClOrdID = orderUpdate.ClOrdID;
orderOrig.OrdStatus = orderUpdate.OrdStatusID;
orderOrig.Price = orderUpdate.Price;
orderOrig.OrderQty = orderUpdate.Quantidade;
orderOrig.OrderQtyApar = orderUpdate.Quantidade_Aparente;
orderOrig.OrderQtyMin = orderUpdate.Quantidade_Minima;
//orderOrig.OrderQtyRemaining = orderUpdate.Quantidade_Exec;
orderOrig.ExpireDate = orderUpdate.Dt_Validade;
orderOrig.OrigClOrdID = string.Empty;
orderOrig.MsgFix = ocr.ToString().Replace('\x01', '|');
// Atualizar as informacoes do update na tabela da ordem original
if (!_db.AtualizarOrdem(orderOrig))
{
logger.Info("Problemas na atualizacao da ordem (mensagem ordercancelreject). ClOrdID: " + orderOrig.ClOrdID);
return;
}
DropCopyCallbackManager.Instance.EnqueueCallback(orderOrig);
}
catch (Exception ex)
{
logger.Error("Problemas no processamento da mensagem OrderCancelReject: " + ex.Message, ex);
}
}
