public static OrderAgent GetUfxAgent(this ProviderManager manager)
{
var ufx = GetUfx(manager);
var agent = GetAgent(manager, OrderAgent.DefaultName);
if (agent == null)
{
agent = new OrderAgent(ProviderManagerFrameworkField.Getter(manager));
manager.AddNew(agent);
}
agent.ExecutionProvider = ufx;
return(agent);
}
/// <summary>
/// 获取订单助手，使用指定服务器、用户的CTP插件
/// </summary>
/// <returns></returns>
public static (OrderAgent, XProvider) NewCtpAgent(this ProviderManager manager, string server, string user, string password)
{
var name = OrderAgent.DefaultName + $"({server}_{user})";
var agent = GetAgent(manager, name);
if (agent == null)
{
agent = new OrderAgent(ProviderManagerFrameworkField.Getter(manager), name);
manager.AddNew(agent);
}
var ctp = NewCtp(manager, server, user, password);
agent.ExecutionProvider = ctp;
//agent.DataProvider = ctp;
return(agent, ctp);
}
public static IDataProvider GetDataProvider(this Strategy strategy, Instrument inst = null)
{
if (inst?.DataProvider != null)
{
return(inst.DataProvider);
}
IDataProvider p = null;
if (DataProviderField != null)
{
p = DataProviderField.Getter(strategy);
}
return(p);
}
public static IExecutionProvider GetExecutionProvider(this Strategy strategy, Instrument inst = null)
{
if (inst?.ExecutionProvider != null)
{
return(inst.ExecutionProvider);
}
IExecutionProvider p = null;
if (ExecutionProviderField != null)
{
p = ExecutionProviderField.Getter(strategy);
}
return(p);
}
public static Strategy_ FindStrategy(this StrategyManager_ manager, int id)
{
var s = StrategiesField1.Getter(manager)[id];
if (s != null && s.Id == id)
{
return(s);
}
s = StrategiesField2.Getter(manager)[id];
if (s != null && s.Id == id)
{
return(s);
}
return(null);
}
public BsonValue ToBson(ExecutionReport cmd)
{
var doc = new BsonDocument();
doc["account"] = account.Getter(cmd);
doc["algoId"] = algoId.Getter(cmd);
doc["avgPx"] = avgPx.Getter(cmd);
doc["clId"] = clId.Getter(cmd);
doc["clientId"] = clientId.Getter(cmd);
doc["clientID"] = clientID.Getter(cmd);
doc["clOrderId"] = clOrderId.Getter(cmd);
doc["commission"] = commission.Getter(cmd);
doc["cumQty"] = cumQty.Getter(cmd);
doc["currencyId"] = (int)currencyId.Getter(cmd);
doc["dateTime"] = dateTime.Getter(cmd);
doc["execId"] = execId.Getter(cmd);
doc["execInst"] = execInst.Getter(cmd);
doc["execType"] = (int)execType.Getter(cmd);
doc["expireTime"] = expireTime.Getter(cmd);
doc["id"] = id.Getter(cmd);
doc["instrumentId"] = instrumentId.Getter(cmd);
doc["isLoaded"] = isLoaded.Getter(cmd);
doc["lastPx"] = lastPx.Getter(cmd);
doc["lastQty"] = lastQty.Getter(cmd);
doc["leavesQty"] = leavesQty.Getter(cmd);
doc["minQty"] = minQty.Getter(cmd);
doc["oCA"] = oCA.Getter(cmd);
doc["orderId"] = orderId.Getter(cmd);
doc["ordQty"] = ordQty.Getter(cmd);
doc["ordStatus"] = (int)ordStatus.Getter(cmd);
doc["ordType"] = (int)ordType.Getter(cmd);
doc["pegDifference"] = pegDifference.Getter(cmd);
doc["portfolioId"] = portfolioId.Getter(cmd);
doc["price"] = price.Getter(cmd);
doc["providerId"] = (int)providerId.Getter(cmd);
doc["providerOrderId"] = providerOrderId.Getter(cmd);
doc["routeId"] = (int)routeId.Getter(cmd);
doc["side"] = (int)side.Getter(cmd);
doc["stopPx"] = stopPx.Getter(cmd);
doc["strategyId"] = strategyId.Getter(cmd);
doc["subSide"] = (int)subSide.Getter(cmd);
doc["text"] = text.Getter(cmd);
doc["timeInForce"] = (int)timeInForce.Getter(cmd);
doc["transactTime"] = transactTime.Getter(cmd);
doc["typeId"] = (int)typeId.Getter(cmd);
return(doc);
}
public static List <byte> Unsubscribe(this SubscriptionManager manager, Instrument inst)
{
var list = new List <byte>();
var dict = SubscriptionManagerSubscriptionsField.Getter(manager);
foreach (var item in dict)
{
if (item.Value.ContainsKey(inst))
{
list.Add((byte)item.Key);
}
}
foreach (var id in list)
{
manager.Unsubscribe(id, inst);
}
return(list);
}
public BsonValue ToBson(ExecutionCommand cmd)
{
var doc = new BsonDocument();
doc["account"] = account.Getter(cmd);
doc["algoId"] = algoId.Getter(cmd);
doc["clId"] = clId.Getter(cmd);
doc["clientId"] = clientId.Getter(cmd);
doc["clientID"] = clientID.Getter(cmd);
doc["clOrderId"] = clOrderId.Getter(cmd);
doc["currencyId"] = (int)currencyId.Getter(cmd);
doc["dateTime"] = dateTime.Getter(cmd);
doc["execInst"] = execInst.Getter(cmd);
doc["executionCommandType"] = (int)executionCommandType.Getter(cmd);
doc["expireTime"] = expireTime.Getter(cmd);
doc["id"] = id.Getter(cmd);
doc["instrumentId"] = instrumentId.Getter(cmd);
doc["isLoaded"] = isLoaded.Getter(cmd);
doc["minQty"] = minQty.Getter(cmd);
doc["oCA"] = oCA.Getter(cmd);
doc["orderId"] = orderId.Getter(cmd);
doc["ordType"] = (int)ordType.Getter(cmd);
doc["pegDifference"] = pegDifference.Getter(cmd);
doc["portfolioId"] = portfolioId.Getter(cmd);
doc["price"] = price.Getter(cmd);
doc["providerId"] = (int)providerId.Getter(cmd);
doc["providerOrderId"] = providerOrderId.Getter(cmd);
doc["qty"] = qty.Getter(cmd);
doc["routeId"] = (int)routeId.Getter(cmd);
doc["side"] = (int)side.Getter(cmd);
doc["stopPx"] = stopPx.Getter(cmd);
doc["strategyId"] = strategyId.Getter(cmd);
doc["subSide"] = (int)subSide.Getter(cmd);
doc["symbol"] = symbol.Getter(cmd);
doc["text"] = text.Getter(cmd);
doc["timeInForce"] = (int)timeInForce.Getter(cmd);
doc["transactTime"] = transactTime.Getter(cmd);
doc["typeId"] = (int)typeId.Getter(cmd);
WriteTable(doc, cmd);
return(doc);
}
public static SmartQuant.IdArray <Strategy> GetStrategies(this Strategy s)
{
return(StrategyByIdField?.Getter(s));
}
public static Framework GetFramework(this Strategy s)
{
return(StrategyFrameworkField.Getter(s));
}
public static Framework GetFramework(this InstrumentManager manager)
{
return(InstrumentManagerFrameworkField.Getter(manager));
}
public static Framework GetFramework(this Instrument inst)
{
return(InstrumentFrameworkField.Getter(inst));
}
public static Framework GetFramework(this EventDispatcher manager)
{
return(EventDispatcherFrameworkField.Getter(manager));
}
public static Framework GetFramework(this DataManager manager)
{
return(DataManagerFrameworkField.Getter(manager));
}
public static Framework GetFramework(this Provider provider)
{
return(ProviderFrameworkField.Getter(provider));
}
public static Framework GetFramework(this Portfolio portfolio)
{
return(PortfolioFrameworkField.Getter(portfolio));
}