public static bool AllowAccept(OrderTask orderTask,QuotePolicyDetail quotePolicyDetail,string origin,int acceptDQVariation)
{
//Allow: (isNormal = IsBuy), SetPrice >= Calculated.Quotepolicy.Ask, SetPrice <= Calculated.Quotepolicy.Bid
InstrumentClient instrument = orderTask.Transaction.Instrument;
Price ask = null;
Price bid = null;
Price marketOriginPrice = new Price(origin, instrument.NumeratorUnit, instrument.Denominator);
marketOriginPrice = marketOriginPrice + acceptDQVariation;
if (quotePolicyDetail.PriceType == PriceType.WatchOnly)
{
int diffValue = instrument.GetSourceAskBidDiffValue();
bid = marketOriginPrice;
ask = bid + diffValue;
}
else if (quotePolicyDetail.PriceType == PriceType.OriginEnable)
{
bid = marketOriginPrice + quotePolicyDetail.AutoAdjustPoints + (0 - quotePolicyDetail.SpreadPoints);
var diffValue = instrument.GetSourceAskBidDiffValue();
ask = bid + (Math.Abs(diffValue)) + (quotePolicyDetail.SpreadPoints);
}
else
{
bid = marketOriginPrice + (quotePolicyDetail.AutoAdjustPoints);
ask = bid + (quotePolicyDetail.SpreadPoints);
}
Price setPrice = new Price(orderTask.SetPrice, instrument.NumeratorUnit, instrument.Denominator);
if(instrument.IsNormal == (orderTask.IsBuy == BuySell.Buy))
{
if (ask != null)
{
return setPrice > ask;
}
}
else
{
if (bid != null)
{
return setPrice < bid;
}
}
return false;
}
public bool AllowAccept(OrderTask orderTask,QuotePolicyDetail quotePolicyDetail, bool isBuy, string marketPrice, int acceptDQVariation)
{
InstrumentClient instrument = orderTask.Transaction.Instrument;
Price marketPricePrice = Price.CreateInstance(marketPrice, instrument.NumeratorUnit, instrument.Denominator);
marketPricePrice = marketPricePrice + acceptDQVariation;
if (quotePolicyDetail.PriceType == PriceType.OriginEnable)
{
marketPricePrice = marketPricePrice + quotePolicyDetail.AutoAdjustPoints + (0 - quotePolicyDetail.SpreadPoints);
}
else
{
marketPricePrice = marketPricePrice + (quotePolicyDetail.AutoAdjustPoints);
}
Price setPrice = new Price(orderTask.SetPrice, instrument.NumeratorUnit, instrument.Denominator);
if (instrument.IsNormal == isBuy)
{
if (marketPricePrice != null)
{
return setPrice > marketPricePrice;
}
}
else
{
if (marketPricePrice != null)
{
return setPrice < marketPricePrice;
}
}
return false;
}
internal ExchangeQuotation GetExchangeQuotation(string exchangeCode, QuotePolicyDetail quotePolicyDetail)
{
List<ExchangeQuotation> exchangeQuotations = null;
if(this._ExchangeQuotations.TryGetValue(exchangeCode,out exchangeQuotations))
{
ExchangeQuotation exchangeQuotation = exchangeQuotations.SingleOrDefault(P => P.QuotationPolicyId == quotePolicyDetail.QuotePolicyId && P.InstruemtnId == quotePolicyDetail.InstrumentId);
return exchangeQuotation;
}
else
{
return null;
}
}
internal ExchangeQuotation GetExchangeQuotation(string exchangeCode, QuotePolicyDetail quotePolicyDetail)
{
if (this.ExchangeSettingManagers.ContainsKey(exchangeCode))
{
ExchangeQuotation exchangeQuotation = this.ExchangeSettingManagers[exchangeCode].ExchangeQuotations[quotePolicyDetail.QuotePolicyId][quotePolicyDetail.InstrumentId];
return exchangeQuotation;
}
else
{
return null;
}
}
private void SubtractBuySellLot(InstrumentClient instrument, QuotePolicyDetail quotePolicyDetail, bool isBuy, decimal lotBalance)
{
instrument.BuyLot -= isBuy ? lotBalance : 0;
instrument.SellLot -= !isBuy ? lotBalance : 0;
if (quotePolicyDetail != null)
{
quotePolicyDetail.BuyLot -= isBuy ? lotBalance : 0;
quotePolicyDetail.SellLot -= !isBuy ? lotBalance : 0;
}
}
