/// <summary>
/// 通知成交價
/// </summary>
private static void MrWangConnection_OnMatchInfo(Match match)
{
foreach (var orders in listOCO)
{
if (orders.Item1.Price >= match.MatchPrice)
{
MrWangConnection.SnedOrder(orders.Item1);
listOCORemove.Add(orders);
}
else if (orders.Item2.Price <= match.MatchPrice)
{
MrWangConnection.SnedOrder(orders.Item2);
listOCORemove.Add(orders);
}
}
if (listOCORemove.Count > 0)
{
foreach (var orders in listOCORemove)
{
listOCO.Remove(orders);
}
listOCORemove.Clear();
}
}
/// <summary>
/// 通知成交價
/// </summary>
private static void MrWangConnection_OnMatchInfo(Match match)
{
Console.ForegroundColor = ConsoleColor.White;
Console.WriteLine($"{match.Symbol} Last:{match.MatchPrice}");
foreach (var order in orders.ToArray())
{
if (order.Symbol == match.Symbol)
{
if (order.Side == SideEnum.Buy)
{
if (match.MatchPrice >= order.Price)
{
order.TimeInForce = TimeInForceEnum.ROD;
order.OrderType = OrderTypeEnum.otLimit;
MrWangConnection.SnedOrder(order);
orders.Remove(order);
}
}
else if (order.Side == SideEnum.Sell)
{
if (match.MatchPrice <= order.Price)
{
order.TimeInForce = TimeInForceEnum.ROD;
order.OrderType = OrderTypeEnum.otLimit;
MrWangConnection.SnedOrder(order);
orders.Remove(order);
}
}
else
{
Console.WriteLine("Error");
}
}
}
}
private static void SendOrder(QuoteOrder quoteOrder)
{
var bidOrder = new Order()
{
Side = SideEnum.Buy,
Symbol = quoteOrder.Symbol,
Qty = quoteOrder.BidQty,
Price = quoteOrder.Bid,
TimeInForce = TimeInForceEnum.ROD,
OrderType = OrderTypeEnum.otLimit,
};
quoteOrder.BidOrderBook = MrWangConnection.SnedOrder(bidOrder);
var AskOrder = new Order()
{
Side = SideEnum.Sell,
Symbol = quoteOrder.Symbol,
Qty = quoteOrder.AskQty,
Price = quoteOrder.Ask,
TimeInForce = TimeInForceEnum.ROD,
OrderType = OrderTypeEnum.otLimit,
};
quoteOrder.AskOrderBook = MrWangConnection.SnedOrder(AskOrder);
}
/// <summary>
/// 通知登入結果事件
/// </summary>
private static void MrWangConnection_OnLogonReply(int Code, string Msg)
{
if (Code == 0)
{
//登入成功
Console.WriteLine("登入成功。");
Console.WriteLine("訂閱商品TXFD9。");
//地4步 訂閱報價
MrWangConnection.SubscribeQuote("TXFD9");
//產生下單物件
Order order = new Order();
{
order.Symbol = "TXFD9";
order.Side = SideEnum.Buy;
order.Price = 10700;
order.Qty = 1;
order.OrderType = OrderTypeEnum.otLimit;
order.TimeInForce = TimeInForceEnum.IOC;
};
MrWangConnection.SnedOrder(order);
}
else
{
//登入失敗
Console.WriteLine($"Code:{Code} Msg:{Msg}");
}
}
private static void BuyThreshold(double Price, Match match, int pos)
{
if (match.MatchPrice >= Price)
{
Order order = new Order()
{
Symbol = "TXFD9",
Side = SideEnum.Buy,
Qty = 1,
Price = match.MatchPrice,
OrderType = OrderTypeEnum.otMarket,
TimeInForce = TimeInForceEnum.IOC,
};
if (Position <= pos)
{
Position++;
MrWangConnection.SnedOrder(order);
}
}
}
public string SendOrder(Order order)
{
return(MrWangConnection.SnedOrder(order));
}
/// <summary>
/// 通知成交價
/// </summary>
private static void MrWangConnection_OnMatchInfo(Match match)
{
if (Position == 99)
{
return;
}
if (match.MatchPrice >= 10895)
{
Order order = new Order()
{
Symbol = "TXFD9",
Side = SideEnum.Buy,
Qty = 1,
Price = match.MatchPrice,
OrderType = OrderTypeEnum.otMarket,
TimeInForce = TimeInForceEnum.IOC,
};
if (Position <= 0)
{
Position++;
MrWangConnection.SnedOrder(order);
}
}
else if (match.MatchPrice <= 10843)
{
Order order = new Order()
{
Symbol = "TXFD9",
Side = SideEnum.Sell,
Qty = 1,
Price = match.MatchPrice,
OrderType = OrderTypeEnum.otMarket,
TimeInForce = TimeInForceEnum.IOC,
};
if (Position >= 0)
{
Position--;
MrWangConnection.SnedOrder(order);
}
}
if (match.Time == "13:44:00")
{
if (Position > 0)
{
Position = 99;
Order order = new Order()
{
Symbol = "TXFD9",
Side = SideEnum.Sell,
Qty = 1,
Price = match.MatchPrice,
OrderType = OrderTypeEnum.otMarket,
TimeInForce = TimeInForceEnum.IOC,
};
MrWangConnection.SnedOrder(order);
}
else if (Position < 0)
{
Position = 99;
Order order = new Order()
{
Symbol = "TXFD9",
Side = SideEnum.Buy,
Qty = 1,
Price = match.MatchPrice,
OrderType = OrderTypeEnum.otMarket,
TimeInForce = TimeInForceEnum.IOC,
};
MrWangConnection.SnedOrder(order);
}
}
}
private static void SendTimeCancelOrder(CanceledOrder canceledOrder)
{
canceledOrder.OrderBook = MrWangConnection.SnedOrder(canceledOrder);
listTimeCancel.Add(canceledOrder);
}
/// <summary>
/// 通知成交價
/// </summary>
private static void MrWangConnection_OnMatchInfo(Match match)
{
listAVG10Price.Add(match.MatchPrice);
listAVG20Price.Add(match.MatchPrice);
listAVG30Price.Add(match.MatchPrice);
if (listAVG10Price.Count > 10)
{
listAVG10Price.RemoveAt(0);
}
if (listAVG20Price.Count > 30)
{
listAVG20Price.RemoveAt(0);
}
if (listAVG30Price.Count > 50)
{
listAVG30Price.RemoveAt(0);
}
double AVG10Price = Math.Round(listAVG10Price.Average(x => x), 0);
double AVG20Price = Math.Round(listAVG20Price.Average(x => x), 0);
double AVG30Price = Math.Round(listAVG30Price.Average(x => x), 0);
if (AVG10Price > AVG20Price && AVG20Price > AVG30Price)
{
Console.ForegroundColor = ConsoleColor.Red;
Order order = new Order()
{
Symbol = "TXFD9",
Side = SideEnum.Buy,
Qty = 1,
Price = match.MatchPrice,
OrderType = OrderTypeEnum.otMarket,
TimeInForce = TimeInForceEnum.IOC,
};
if (Position <= 0)
{
Position++;
MrWangConnection.SnedOrder(order);
}
}
else if (AVG10Price < AVG20Price && AVG20Price < AVG30Price)
{
Console.ForegroundColor = ConsoleColor.Green;
Order order = new Order()
{
Symbol = "TXFD9",
Side = SideEnum.Sell,
Qty = 1,
Price = match.MatchPrice,
OrderType = OrderTypeEnum.otMarket,
TimeInForce = TimeInForceEnum.IOC,
};
if (Position >= 0)
{
Position--;
MrWangConnection.SnedOrder(order);
}
}
else
{
Console.ForegroundColor = ConsoleColor.White;
}
//Console.WriteLine($"{match.Time} -> Symbol:{match.Symbol}" +
//$" Last:{match.MatchPrice} x {match.MatchQty}" +
//$" Volume:{match.Volume} AVG10:{AVG10Price} AVG20:{AVG20Price} AVG30:{AVG30Price}");
}