private void UpddateMarketData(object sender, USeMarketDataChangedEventArgs e)
{
USeOrderSide orderSide = GetChoiceDirection();
this.labelUpper.Text = e.MarketData.AskPrice.ToString();
this.labelLower.Text = e.MarketData.BidPrice.ToString();
USeFundDetail fundDetail = USeManager.Instance.FundCalculator.FundDetail;
Debug.Assert(fundDetail != null);
decimal available = fundDetail.Available;
decimal priceScole = USeManager.Instance.OrderDriver.QueryInstrumentVolumeMultiple(m_selectedInstrument);
USeMargin useMargin = USeManager.Instance.OrderDriver.QueryInstrumentMargin(m_selectedInstrument);
decimal margin = 0m;
if (orderSide == USeOrderSide.Buy)
{
this.numericUpDownPrice.Value = e.MarketData.AskPrice;
margin = (useMargin.BrokerLongMarginRatioByMoney * priceScole * this.numericUpDownPrice.Value) + useMargin.BrokerLongMarginRatioByVolume;
}
else if (orderSide == USeOrderSide.Sell)
{
this.numericUpDownPrice.Value = e.MarketData.BidPrice;
margin = (useMargin.BrokerShortMarginRatioByMoney * priceScole * this.numericUpDownPrice.Value) + useMargin.BrokerShortMarginRatioByVolume;
}
else
{
Debug.Assert(false);
}
decimal miniVolumnMoney = margin > 0 ? decimal.Divide(available, margin) : 0;
this.Label_CanVolumn.Text = (Math.Floor(miniVolumnMoney)).ToString();
}
private void QuoteDriver_OnMarketDataChanged(object sender, USeMarketDataChangedEventArgs e)
{
if (IsMyCareInstrument(e.MarketData.Instrument) == false)
{
return;
}
UpdateMarketData(e.MarketData);
}
/// <summary>
/// 行情通知
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void QuoteDriver_OnMarketDataChanged(object sender, USeMarketDataChangedEventArgs e)
{
if (this.InvokeRequired)
{
this.BeginInvoke(new EventHandler <USeMarketDataChangedEventArgs>(QuoteDriver_OnMarketDataChanged), sender, e);
return;
}
UpdateMarketData(e.MarketData);
}
private void QuoteDriver_OnMarketDataChanged(object sender, USeMarketDataChangedEventArgs e)
{
if (this.InvokeRequired)
{
this.BeginInvoke(new EventHandler <USeMarketDataChangedEventArgs>(QuoteDriver_OnMarketDataChanged), sender, e);
return;
}
MarketDataViewModel marketModel = m_quoteDataSource.FirstOrDefault(p => p.Instrument == e.MarketData.Instrument);
if (marketModel != null)
{
marketModel.Update(e.MarketData);
}
}
/// <summary>
/// 行情变更通知事件。
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void QuoteDriver_OnMarketDataChanged(object sender, USeMarketDataChangedEventArgs e)
{
if (m_backgroundRunFlag == false)
{
//监控流程未启动
return;
}
if (IsMyCareInstrument(e.MarketData.Instrument) == false)
{
//不是自己关心的行情
return;
}
//行情触发流程监控运行
m_operatorEvent.Set();
}
private void QuoteDriver_OnMarketDataChanged(object sender, USeMarketDataChangedEventArgs e)
{
if (this.InvokeRequired)
{
this.BeginInvoke(new EventHandler <USeMarketDataChangedEventArgs>(QuoteDriver_OnMarketDataChanged), sender, e);
return;
}
////找到对应ins的合约根据多空方向计算浮动盈亏
//PositionDataViewModel Position_Model = m_position_data_source.FirstOrDefault(p => (p.InstrumentCode == e.MarketData.Instrument.InstrumentCode));
//Position_Model
//if (Position_Model != null)
//{
// marketModel.Update(e.MarketData);
//}
}
public void QuoteDriver_OnMarketDataChanged(object sender, USeMarketDataChangedEventArgs e)
{
USeMarketData marketData = e.MarketData;
#region 测试观察早盘的集合竞价的数据
string str = string.Format("InsName:{0} ,Open:{1} ,High:{2} ,Low:{3},Close:{4},LastPrice:{5},OpenInterest:{6},SettlementPrice:{7},Volume{8},DateTime:{9}",
marketData.Instrument.InstrumentCode, marketData.OpenPrice, marketData.HighPrice, marketData.LowPrice, marketData.ClosePrice,
marketData.LastPrice, marketData.OpenInterest, marketData.SettlementPrice, marketData.Volume, marketData.UpdateTime);
WriteMessage(str);
#endregion
if (IgnoreMarketData(marketData)) // 行情忽略检查
{
return;
}
ProcessUSeMarketData(marketData);
if (m_listenerList != null && m_listenerList.Count > 0)
{
foreach (IMarketDataListener listener in m_listenerList)
{
try
{
listener.ReceiveMarketData(marketData);
}
catch (Exception ex)
{
Debug.Assert(false, ex.Message);
}
}
}
Interlocked.Increment(ref m_receiverCount);
m_lastMarketDataTime = marketData.UpdateTime;
}
/// <summary>
/// 更新交易面板的跟踪价格
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void QuoteDriver_OnMarketDataChanged(object sender, USeMarketDataChangedEventArgs e)
{
lock (m_syncObj)
{
if (m_freshOrderPrice == false)
{
return;
}
if (m_selectedInstrument == null)
{
return;
}
if (m_selectedInstrument != e.MarketData.Instrument)
{
return;
}
}
if (this.InvokeRequired)
{
this.BeginInvoke(new EventHandler <USeMarketDataChangedEventArgs>(UpddateMarketData), sender, e);
return;
}
}
//public void OnArbitrageCombineInstrumentAdd_Changed(ArbitrageCombineInstrument arbitrageInstrument)
//{
// Debug.Assert(arbitrageInstrument != null);
// //ToDo::
// if (arbitrageInstrument.ProductID != m_product.ProductCode) return;
// ArbitrageCombineInstrumentData combineMarketData = new ArbitrageCombineInstrumentData();
// combineMarketData.ArbitrageCombineInstrument = arbitrageInstrument;
// combineMarketData.FarDistanceBuyPrice = 0m;
// combineMarketData.FarDistanceBuyVolumn = 0;
// combineMarketData.FarDistanceSellPrice = 0m;
// combineMarketData.FarDistanceSellVolumn = 0;
// combineMarketData.NearDistanceBuyPrice = 0m;
// combineMarketData.NearDistanceBuyVolumn = 0;
// combineMarketData.NearDistanceSellPrice = 0m;
// combineMarketData.NearDistanceSellVolumn = 0;
// combineMarketData.NearLastPrice = 0m;
// combineMarketData.FarLastPrice = 0m;
// ArbitrageCombineInstrumentViewModel combineMarketDataModel = ArbitrageCombineInstrumentViewModel.CreatArbitrageCombineInstrumentViewModel(combineMarketData);
// m_CombineInstrumentList.Add(combineMarketDataModel.ArbitrageCombineInstrument);
// m_dataSource.Insert(0, combineMarketDataModel);
// USeManager.Instance.QuoteDriver.Subscribe(arbitrageInstrument.FirstInstrument);
// USeManager.Instance.QuoteDriver.Subscribe(arbitrageInstrument.SecondInstrument);
//}
//public void OnArbitrageCombineInstrumentRemove_Changed(ArbitrageCombineInstrument arbitrageInstrument)
//{
// Debug.Assert(arbitrageInstrument != null);
// //Todo::
// if (arbitrageInstrument.ProductID != m_product.ProductCode) return;
// ArbitrageCombineInstrumentViewModel combinIns = (from ins in m_dataSource
// where ins.ArbitrageCombineInstrument == arbitrageInstrument
// select ins).FirstOrDefault();
// if (combinIns != null)
// {
// m_dataSource.Remove(combinIns);
// m_CombineInstrumentList.Remove(combinIns.ArbitrageCombineInstrument);
// }
//}
/// <summary>
/// 订阅的市场价格更改。
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void QuoteDriver_OnMarketDataChanged(object sender, USeMarketDataChangedEventArgs e)
{
if (this.InvokeRequired)
{
this.BeginInvoke(new EventHandler <USeMarketDataChangedEventArgs>(QuoteDriver_OnMarketDataChanged), sender, e);
return;
}
if (USeTraderProtocol.GetVarieties(e.MarketData.Instrument.InstrumentCode) != m_product.ProductCode)
{
return;
}
m_marketDataDic[e.MarketData.Instrument] = e.MarketData;
foreach (ArbitrageCombineInstrument combineIns in m_CombineInstrumentList)
{
USeInstrument firIns = combineIns.FirstInstrument;
USeInstrument secIns = combineIns.SecondInstrument;
if (m_marketDataDic.ContainsKey(firIns) && m_marketDataDic.ContainsKey(secIns))
{
ArbitrageCombineInstrumentData combineMarketData = new ArbitrageCombineInstrumentData();
combineMarketData.ArbitrageCombineInstrument = combineIns;
combineMarketData.FarDistanceBuyPrice = m_marketDataDic[secIns].BidPrice;
combineMarketData.FarDistanceBuyVolumn = m_marketDataDic[secIns].BidSize;
combineMarketData.FarDistanceSellPrice = m_marketDataDic[secIns].AskPrice;
combineMarketData.FarDistanceSellVolumn = m_marketDataDic[secIns].AskSize;
combineMarketData.NearDistanceBuyPrice = m_marketDataDic[firIns].BidPrice;
combineMarketData.NearDistanceBuyVolumn = m_marketDataDic[firIns].BidSize;
combineMarketData.NearDistanceSellPrice = m_marketDataDic[firIns].AskPrice;
combineMarketData.NearDistanceSellVolumn = m_marketDataDic[firIns].AskSize;
combineMarketData.NearLastPrice = m_marketDataDic[firIns].LastPrice;
combineMarketData.FarLastPrice = m_marketDataDic[secIns].LastPrice;
if (m_dataSource.Count == 0)
{
continue;
}
Debug.WriteLine(DateTime.Now.ToString() + "--" + m_dataSource.Count() + combineIns.ArbitrageInstrumentOneCode + combineIns.ArbitrageInstrumentTwoCode);
ArbitrageCombineInstrumentViewModel combineMarketModel = (from p in m_dataSource
where p.ArbitrageCombineInstrument == combineIns
select p).FirstOrDefault();
if (combineMarketModel != null)
{
combineMarketModel.Update(combineMarketData);
}
else
{
m_dataSource.Add(combineMarketModel);
}
}
else
{
continue;
}
}
}
