public void AddOrderProcessBuySellLot(Guid instrumentId,Order deletedOrder)
{
//if (_RepairNewOrderMultiNotifyOrders.Exists(order.id)) ??
//{
// return;
//}
//else
//{
// _RepairNewOrderMultiNotifyOrders.Add(order.id, order.id);
//}
Phase phase = deletedOrder.Phase;
decimal lotBalance = deletedOrder.LotBalance;
bool isOpen = deletedOrder.OpenClose == OpenClose.Open;
bool isBuy = deletedOrder.BuySell == BuySell.Buy;
InstrumentClient instrument = this._ExchangeDataManager.GetExchangeSetting(deletedOrder.ExchangeCode).Instruments.Values.SingleOrDefault(P => P.Id == instrumentId);
Customer customer = new Customer();
QuotePolicyDetail quotePolicyDetail = this._ExchangeDataManager.ExchangeSettingManagers["WF01"].GetQuotePolicyDetail(instrumentId, customer);
ObservableCollection<CloseOrder> closeOrders = deletedOrder.CloseOrders;
if (phase == Phase.Executed || phase == Phase.Completed)
{
instrument.LastLot = deletedOrder.Lot;
instrument.LastSales = (isBuy ? "B" : "S") + deletedOrder.ExecutePrice.ToString();
}
if (isOpen)
{
this.AddBuySellLot(instrument, quotePolicyDetail, isBuy, lotBalance);
}
else
{
foreach (CloseOrder closeOrder in closeOrders)
{
bool closeOrderIsBuy = !isBuy;
this.SubtractBuySellLot(instrument, quotePolicyDetail, closeOrderIsBuy, lotBalance);
}
}
}
public QuotePriceClient(QuoteMessage quoteMessage, int waitTimes, InstrumentClient instrument, Customer customer, ExchangeQuotation quotation)
{
this._ExchangeQuotation = quotation;
this._Origin = quotation.Origin;
this._CustomerClient = customer;
this._Instrument = instrument;
this._ExchangeCode = quoteMessage.ExchangeCode;
this._CustomerId = quoteMessage.CustomerID;
this._InstrumentId = quoteMessage.InstrumentID;
this._Lot = (decimal)quoteMessage.QuoteLot;
this._AnswerLot = this._Lot;
this._BSStatus = (BSStatus)quoteMessage.BSStatus;
this._BuyLot = this._BSStatus == BSStatus.Buy ? this._Lot : decimal.Zero;
this._SellLot = this._BSStatus == BSStatus.Sell ? this._Lot : decimal.Zero;
if (this._BSStatus == BSStatus.Both)
{
this._BuyLot = this._Lot;
this._SellLot = this._Lot;
}
this._WaitTimes = waitTimes;
this._TimeStamp = quoteMessage.TimeStamp;
}
