Частичное исполнение лимитной заявки

private void TakeOrderProcessing(Order order)
{

if (_isStopping)
return;

order.Comment = "Take";

try
{

if (this.Root.SessionState != eSessionState.ActiveSession)
throw new Exception("Не могу выставить заявку - сессия неактивна!");

order.WhenChanged(this.Connector).Do(o =>
{
this.AddDebugLog("{0} заявка изменена. {1}", o.Comment, o);

var bl = ETSBlocks.FirstOrDefault(b => b.Take.Orders.Any(ord => ord.TransactionId == o.TransactionId));
if (bl != null)
Take.CanChange = bl.Take.Orders.Any(ord => ord.State == OrderStates.Active);

}).Apply(this);

order.WhenRegistered(this.Connector).Do(o =>
{

var bl = ETSBlocks.FirstOrDefault(b => b.Take.Orders.Any(ord => ord.TransactionId == o.TransactionId));

if (bl != null)
Take.CanChange = bl.Take.Orders.Any(ord => ord.State == OrderStates.Active);


this.AddDebugLog("{0} заявка зарегистрирована. {1}", o.Comment, o);
}).Apply(this).Once();

var orderWhenRegisterFailed = order.WhenRegisterFailed(this.Connector);

orderWhenRegisterFailed.Do(of =>
{
this.AddWarningLog("Ошибка регистрации {0} заявки. {1}. {2}", of.Order.Comment, of.Order, of.Error.Message);
this.Rules.RemoveRulesByToken(orderWhenRegisterFailed.Token, orderWhenRegisterFailed);
}).Apply(this);

var orderWhenCanceled = order.WhenCanceled(this.Connector);

orderWhenCanceled.Do(o =>
{
this.AddInfoLog("Отменена {0} заявка. {1}", o.Comment, o);

var bl = ETSBlocks.FirstOrDefault(b => b.Take.Orders.Any(ord => ord.TransactionId == o.TransactionId));

if (bl != null)
{

Take.CanChange = bl.Take.Orders.Any(ord => ord.State == OrderStates.Active);

if (AlgorithmStatus == AlgorithmStatuses.SendCancelTake)
{


if (bl.Take.Orders.All(t => t.State != OrderStates.Active))
{
var vol = Volume - bl.Take.Orders.Sum(t => t.Volume - t.Balance);

var newTake = this.CreateOrder(Direction.Invert(), _newTakePrice, vol);

bl.Take.ActivateLevel = _newTakePrice;
bl.Take.Orders.Add(newTake);

this.AddInfoLog("Изменение тейк-заявки. Послылаем команда на выставление новой тейк-заявки. Новая цена {0}", _newTakePrice);

TakeOrderProcessing(newTake);
}

}
}
else
this.AddWarningLog("Не найден TakeStopBlock");

UpdateInfo();

this.Rules.RemoveRulesByToken(orderWhenCanceled.Token, orderWhenCanceled);
}).Apply(this);

var orderWhenMatched = order.WhenMatched(this.Connector);
orderWhenMatched.Do(o =>
{
this.AddInfoLog("Полное исполнение {0} заявки. {1}", o.Comment, o);

var bl = ETSBlocks.FirstOrDefault(b => b.Take.Orders.Any(ord => ord.TransactionId == o.TransactionId));

if (bl != null)
{
Take.CanChange = bl.Take.Orders.Any(ord => ord.State == OrderStates.Active);
var enterVolume = bl.Enter.Orders.Where(ord => ord.State == OrderStates.Done).Sum(ord => ord.Volume - ord.Balance);
var takeVolume = bl.Take.Orders.Where(ord => ord.State == OrderStates.Done).Sum(ord => ord.Volume - ord.Balance);

if (enterVolume == takeVolume)
AlgorithmStatus = AlgorithmStatuses.Take;

}
else
this.AddWarningLog("Не найден TakeStopBlock");

UpdateInfo();

this.Rules.RemoveRulesByToken(orderWhenMatched.Token, orderWhenMatched);
}).Apply(this);

order.WhenPartiallyMatched(this.Connector).Do(o =>
{
if (o.IsMatchedPartially())
{
this.AddInfoLog("Частичное исполнение {0} заявки. {1}", o.Comment, o);
}
}).Apply(this);

order.WhenNewTrade(this.Connector).Do(trade =>
{
var bl = ETSBlocks.FirstOrDefault(b => b.Take.Orders.Any(o => o.TransactionId == trade.Order.TransactionId));
if (bl != null)
{
if (bl.Take.Trades.All(t => t.Trade.Id != trade.Trade.Id))
bl.Take.Trades.Add(trade);
}

UpdateInfo();

}).Apply(this);

AlgorithmStatus = AlgorithmStatuses.SendTake;

this.RegisterOrder(order);

this.AddInfoLog("Послана {0} заявка. Price: {0}", order.Comment, order.Price);
}
catch (Exception ex)
{
this.AddErrorLog(string.Format("{0} / {1}", ex.Message, ex.StackTrace));
}

}