/// <summary>
/// 撤销挂单。
/// </summary>
public void CancelOpenHangingOrder()
{
CheckBackgroundWorker("未成交撤单");
if (m_arbitrageOrder.HasUnFinishOrderBook == false)
{
AutoTraderNotice notice = CreateTraderNotice(AutoTraderNoticeType.Order, "没有未完成委托单，无需撤单");
SafeFireAutoTraderNotice(notice);
return;
}
else
{
string text = "正在进行撤单操作";
AutoTraderNotice notice = CreateTraderNotice(text);
SafeFireAutoTraderNotice(notice);
WriteTraderNoticeLog(notice);
}
//未完成单先撤单
foreach (ArbitrageTask task in m_arbitrageOrder.OpenTaskGroup.TaskList)
{
if (task.HasUnFinishOrderBook)
{
List <USeOrderBook> unFinishOrderBooks = task.UnFinishOrderBooks;
foreach (USeOrderBook orderBook in unFinishOrderBooks)
{
string message = string.Empty;
bool cancelResult = m_orderDriver.CancelOrder(orderBook.OrderNum, orderBook.Instrument, out message);
if (cancelResult == false)
{
AutoTraderNotice errorNotice = CreateTraderNotice(AutoTraderNoticeType.Order, "撤单失败");
SafeFireAutoTraderNotice(errorNotice);
}
}
}
}
{
AutoTraderNotice notice = CreateTraderNotice("撤单完成,等待撤单结果");
SafeFireAutoTraderNotice(notice);
WriteTraderNoticeLog(notice);
}
}