private void OnOrderStatusChanged(DispatchedOrder dispatchedOrder)
{
if (dispatchedOrder == null)
{
return;
}
if (dispatchedOrder.Request.AssociatedObject != null)
{
StoplossOrder order = dispatchedOrder.Request.AssociatedObject as StoplossOrder;
if (order == null)
{
return;
}
if (TradingHelper.IsFinalStatus(dispatchedOrder.LastStatus))
{
lock (_orderLockObj)
{
if (!IsSentOrder(order))
{
return;
}
ILog logger = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);
if (logger != null)
{
logger.InfoFormat(
"Stoploss order executed: id {0} code {1} status {2} suceeded volume {3}.",
order.OrderId,
order.SecurityCode,
dispatchedOrder.LastStatus,
dispatchedOrder.SucceededVolume);
}
order.UpdateExistingVolume(dispatchedOrder.SucceededVolume);
RemoveSentOrder(order);
if (order.ExistingVolume > 0)
{
// the order has not been finished yet, put it back into active order
AddActiveStoplossOrder(order);
if (TradingHelper.IsSucceededFinalStatus(dispatchedOrder.LastStatus))
{
// send out order again
SendStoplossOrder(order);
}
}
}
}
}
}
private void QueryOrderStatus(object state)
{
if (!Monitor.TryEnter(_dispatcherLockObj))
{
// ignore this refresh because previous refreshing is still on going.
return;
}
if (_isStopped)
{
return;
}
if (_client == null || !_client.IsLoggedOn())
{
return;
}
try
{
bool hasActiveOrder = false;
lock (_orderLockObj)
{
hasActiveOrder = _allActiveOrders.Count > 0;
}
if (!hasActiveOrder)
{
return;
}
string error;
var submittedOrders = _client.QuerySubmittedOrderToday(out error).ToList();
if (submittedOrders.Count() == 0)
{
if (!string.IsNullOrEmpty(error))
{
ILog logger = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);
if (logger != null)
{
logger.WarnFormat("Failed to query cancellable order. error: {0}", error);
}
}
}
else
{
foreach (var order in submittedOrders)
{
DispatchedOrder dispatchedOrder;
lock (_orderLockObj)
{
if (!_allActiveOrders.TryGetValue(order.OrderNo, out dispatchedOrder))
{
// not submitted by the dispatcher or the order is finished, ignore it.
continue;
}
}
// check if order status has been changed and notify client if necessary
CheckOrderStatusChangeAndNotify(ref dispatchedOrder, order);
// remove order in finished status
if (TradingHelper.IsFinalStatus(order.Status))
{
lock (_orderLockObj)
{
_allActiveOrders.Remove(dispatchedOrder.OrderNo);
}
}
}
}
}
catch (Exception ex)
{
ILog logger = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);
if (logger != null)
{
logger.ErrorFormat("Exception in querying order status: {0}", ex);
}
}
finally
{
Monitor.Exit(_dispatcherLockObj);
}
}
