private void validateTicksize(Instrument instrument, double price) {
TickType ts = instrument.getTickscale();
if (ts.canVerifyPrice()) {
if (!ts.isValid(price)) {
delim().append(INVALID_PRICE);
ts.writeError(price, _err);
}
} else {
ReusableString msg = TLC.instance().pop();
msg.append(MISSING_TICK).append(instrument.getRIC());
_log.warn(msg);
TLC.instance().pushback(msg);
}
}
private void commonValidation(Exchange ex, OrderRequest req, Order order, long now) {
if (req.getClOrdId().length() == 0) addError(MISSING_CLORDID);
validateHandlingInstruction(req.getHandlInst());
validateAge(req.getTransactTime(), now);
Instrument inst = req.getInstrument();
final ViewString exDest = req.getExDest();
final ViewString secEx = req.getSecurityExchange();
final double price = order.getPendingVersion().getMarketPrice();
if (exDest.length() > 0 && !ex.getRecCode().equals(exDest)) {
delim()
.append(EXDEST_MISMATCH)
.append(exDest)
.append(Strings.EXPECTED)
.append(ex.getRecCode());
}
if (secEx.length() > 0 && !ex.getRecCode().equals(secEx)) {
delim().append(SECEX_MISMATCH).append(secEx).append(Strings.EXPECTED).append(ex.getRecCode());
}
validateTicksize(inst, price);
if (inst.isRestricted()
&& !canTradeRestricted(req.getClient(), req.getBookingType(), req.getOrderCapacity())) {
delim()
.append(RESTRICTED)
.append(req.getBookingType())
.append(Strings.ORDCAP)
.append(req.getOrderCapacity());
}
if (!inst.isEnabled()) {
delim().append(INSTRUMENT_DISABLED).append(inst.getRIC());
}
TradingRange band = inst.getValidTradingRange();
band.valid(price, req.getSide().getIsBuySide(), _err);
}
/** dont do validation that the exchange validator is doing */
@Override
public boolean validate(NewOrderSingle msg, Order order) {
reset();
final Instrument inst = msg.getInstrument();
final Exchange ex = inst.getExchange();
if (!inst.isTestInstrument()) { // dont validate test instruments at ALL
final long now = System.currentTimeMillis();
commonValidation(ex, msg, order, now);
final OMExchangeValidator exchangeValidator =
(OMExchangeValidator) ex.getExchangeEventValidator();
// qty validation done in exchangevalidator
if (exchangeValidator != null) exchangeValidator.validate(msg, _err, now);
}
return _err.length() == 0;
}
@Override
public boolean validate(CancelReplaceRequest newVersion, Order order) {
reset();
final OrderVersion lastAcc = order.getLastAckedVerion();
final OrderRequest previous = (OrderRequest) lastAcc.getBaseOrderRequest();
final int cumQty = order.getLastAckedVerion().getCumQty();
final Instrument inst = newVersion.getInstrument();
final Exchange ex = inst.getExchange();
if (!inst.isTestInstrument()) { // dont validate test instruments at ALL
final long now = System.currentTimeMillis();
final int newOrdQty = newVersion.getOrderQty();
commonValidation(ex, newVersion, order, now);
if (newVersion.getCurrency() != previous.getCurrency()) { // CANT CHANGE CCY
delim()
.append(UNABLE_TO_CHANGE_CCY)
.append(Strings.FROM)
.append(previous.getCurrency().toString())
.append(Strings.TO)
.append(newVersion.getCurrency().toString());
}
if (newVersion.getOrdType() != previous.getOrdType()) {
delim()
.append(UNABLE_TO_CHANGE_ORDTYPE)
.append(Strings.FROM)
.append(previous.getOrdType().toString())
.append(Strings.TO)
.append(newVersion.getOrdType().toString());
}
if (newVersion.getSide() != previous.getSide()) {
delim()
.append(UNABLE_TO_CHANGE_SIDE)
.append(Strings.FROM)
.append(previous.getSide().toString())
.append(Strings.TO)
.append(newVersion.getSide().toString());
}
if (!newVersion.getSymbol().equals(previous.getSymbol())) {
delim()
.append(UNABLE_TO_CHANGE_SYM)
.append(Strings.FROM)
.append(previous.getSymbol())
.append(Strings.TO)
.append(newVersion.getSymbol());
}
if (newVersion.getPrice() == previous.getPrice()
&& newOrdQty == previous.getOrderQty()
&& newVersion.getTimeInForce() == previous.getTimeInForce()) {
delim().append(MAJOR_FIELDS_UNCHANGED);
}
if (newOrdQty < cumQty) {
delim()
.append(CANNOT_AMEND_BELOW_CQTY)
.append(newOrdQty)
.append(Strings.CUMQTY)
.append(cumQty);
}
final OMExchangeValidator exchangeValidator =
(OMExchangeValidator) ex.getExchangeEventValidator();
if (exchangeValidator != null) {
exchangeValidator.validate(newVersion, _err, now);
}
}
return _err.length() == 0;
}
