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);
}