static void testMarket4()
{
AMarket market = AMarket.GetInstance(MarketVendor.Exchange);
ETF etf = new ETF("510050", Exchange.SHE);
Stock s = new Stock("601318", Exchange.SHE);
market.SubscribeBidAskBook(etf, 2);
market.SubscribeBidAskBook(s, 2);
market.Dispose();
}
static void testMarket2()
{
AMarket market = AMarket.GetInstance(MarketVendor.Exchange);
Option o1 = new Option("90000528", Exchange.SHE);
Option o2 = new Option("90000526", Exchange.SHE);
Option o3 = new Option("90000543", Exchange.SHE);
market.SubscribeBidAskBook(o1, 5);
market.SubscribeBidAskBook(o2, 5);
market.SubscribeBidAskBook(o3, 5);
while (true)
{
o1.bidaskbook.DebugPrint();
o2.bidaskbook.DebugPrint();
o3.bidaskbook.DebugPrint();
}
}
static void testMarket3()
{
AMarket market = AMarket.GetInstance(MarketVendor.Exchange);
Option o = new Option("90000528", Exchange.SHE);
market.SubscribeBidAskBook(o, 1);
while (true)
{
o.bidaskbook.DebugPrint();
}
}
public virtual void Run()
{
//筛选期权合约
if (_options4mm == null || _options4mm.Count == 0)
{
MessageManager.GetInstance().Add(MessageType.Information, string.Format("没有设置需要做市的期权合约"));
return;
}
//做市开始
MessageManager.GetInstance().Add(MessageType.Information, string.Format("进程{2}-{0}:标的{1}", this.name, _options4mm[0].underlying.name, instanceid));
//订阅行情
foreach (Option o in _options4mm)
{
_optionengine.SubscribeBidAskBook(o, 5);
}
MessageManager.GetInstance().Add(MessageType.Information, string.Format("已订阅{0}个期权合约", _options4mm.Count));
//暂停1s
Thread.Sleep(1000);
MessageManager.GetInstance().Add(MessageType.Information, string.Format("开始做市"));
//开市做市
while (!IsStop)
{
//常发射心跳，避免丢失连接
_entrustengine.SendHeartbeat();
#region 做市
foreach (Option o in _options4mm)
{
switch (o.bidaskbook.phase)
{
case TradingPhase.CALL: //开盘集合竞价
case TradingPhase.UCALL: //收盘集合竞价
case TradingPhase.VOLBREAK: //熔断集合竞价
//集合竞价策略
this.makemarket4call(o);
break;
case TradingPhase.TRADE: //连续竞价
//连续竞价策略
this.makemarket4trade(o);
break;
case TradingPhase.END: //闭市
//退出前做一次委托
this.makemarket4trade(o);
IsStop = true;
MessageManager.GetInstance().Add(MessageType.Information, "已闭市");
break;
case TradingPhase.PAUSE: //临时停牌
//忽略该合约
continue;
case TradingPhase.START: //开市前
this.makemarket4trade(o);
MessageManager.GetInstance().Add(MessageType.Information, "开市前准备");
Thread.Sleep(5000);
break;
case TradingPhase.BREAK: //午休
//休息5秒
MessageManager.GetInstance().Add(MessageType.Information, "午休");
Thread.Sleep(5000);
break;
default:
break;
}
if (IsPause || IsStop)
{
break;
}
}
#endregion
#region 暂停
if (IsPause && !IsStop)
{
MessageManager.GetInstance().Add(MessageType.Information, string.Format("暂停"));
int cnt = 0;
while (IsPause && !IsStop)
{
Thread.Sleep(500);
//每30秒发射一次心跳，避免丢失连接
cnt++;
if (cnt >= 30)
{
cnt = 0;
_entrustengine.SendHeartbeat();
}
}
}
#endregion
}
MessageManager.GetInstance().Add(MessageType.Information, string.Format("做市已停止"));
}
