public override void Notify(Guid tradeGuid, OpenStatus status, double dealQty = 0, double dealPrice = 0, string weituobianhao = "", string pendWeituobianhao = "")
{
lock (lock_tps)
{
for (int i = 0; i < tps.ToArray().Count(); i++)
{
var t = tps[i];
if (t.TradeGuid == tradeGuid)
{
if (status == OpenStatus.Opened)
{
t.EnterPoint.OpenPrice = dealPrice;
decimal realDealQty = (decimal)dealQty + (decimal)t.EnterPoint.PartDealQty - (decimal)t.EnterPoint.DealQty;
holdHands += realDealQty;
t.Status = OpenStatus.Opened;
frozenBuyHands -= realDealQty;
t.EnterPoint.DealQty = (double)((decimal)dealQty + (decimal)t.EnterPoint.PartDealQty);
RaiseMessage(new PolicyMessageEventArgs("策略已接受开仓通知"));
if (t.EnterPoint.SecInfo.Key == eosbtcsi.Key)
{
double huanbiqty = Math.Floor(dealPrice * (double)realDealQty * SecInfo.JingDu) / SecInfo.JingDu;
double eosqty = Math.Floor((double)realDealQty * eosusdtsi.JingDu) / eosusdtsi.JingDu;
if (t.EnterPoint.OpenType == OpenType.Buy)
{
if ((double)realDealQty > eosusdtsi.MinQty)
{
OpenArgs oa = new OpenArgs(
eosusdt.Bid,
eosqty,
OpenType.Sell,
eosusdtsi,
eosusdt,
t.TpRemark);
OpenDelete od = new OpenDelete(OpenThread);
od.BeginInvoke(oa, null, null);
EosUsdtStatus = false;
}
if (huanbiqty >= SecInfo.MinQty)
{
OpenArgs oa2 = new OpenArgs(
currentTick.Ask,
huanbiqty,
OpenType.Buy,
SecInfo,
currentTick,
t.TpRemark);
OpenDelete od2 = new OpenDelete(OpenThread);
od2.BeginInvoke(oa2, null, null);
BtcUsdtStatus = false;
}
}
else
{
if ((double)realDealQty > eosusdtsi.MinQty)
{
OpenArgs oa = new OpenArgs(
eosusdt.Ask,
eosqty,
OpenType.Buy,
eosusdtsi,
eosusdt,
t.TpRemark);
OpenDelete od = new OpenDelete(OpenThread);
od.BeginInvoke(oa, null, null);
EosUsdtStatus = false;
}
if (huanbiqty >= SecInfo.MinQty)
{
OpenArgs oa2 = new OpenArgs(
currentTick.Bid,
huanbiqty,
OpenType.Sell,
SecInfo,
currentTick,
t.TpRemark);
OpenDelete od2 = new OpenDelete(OpenThread);
od2.BeginInvoke(oa2, null, null);
BtcUsdtStatus = false;
}
}
EosBtcStatus = true;
}
else if (t.EnterPoint.SecInfo.Key == eosusdtsi.Key)
{
EosUsdtStatus = true;
}
else if (t.EnterPoint.SecInfo.Key == SecInfo.Key)
{
BtcUsdtStatus = true;
}
}
else if (status == OpenStatus.Open)
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受开仓下单通知", this.policyName)));
}
else if (status == OpenStatus.Close)
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受平仓下单通知", this.policyName)));
}
else if (status == OpenStatus.Closed)
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受平仓通知", this.policyName)));
}
else if (status == OpenStatus.OpenPending)
{
t.EnterPoint.PartDealQty = t.EnterPoint.DealQty;
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略HoldHands:{1}", this.policyName, holdHands)));
}
else if (status == OpenStatus.ClosePending)
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略HoldHands:{1}", this.policyName, holdHands)));
}
else if (status == OpenStatus.Failed)
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受失败通知", this.policyName)));
}
else if (status == OpenStatus.PartOpend)
{
if (dealQty > (t.EnterPoint.DealQty - t.EnterPoint.PartDealQty))
{
decimal realDealQty = (decimal)dealQty + (decimal)t.EnterPoint.PartDealQty - (decimal)t.EnterPoint.DealQty;
holdHands += realDealQty;
frozenBuyHands -= realDealQty;
t.EnterPoint.DealQty = dealQty + t.EnterPoint.PartDealQty;
if (t.EnterPoint.SecInfo.Key == eosbtcsi.Key)
{
double huanbiqty = Math.Floor(dealPrice * (double)realDealQty * SecInfo.JingDu) / SecInfo.JingDu;
double eosqty = Math.Floor((double)realDealQty * eosusdtsi.JingDu) / eosusdtsi.JingDu;
if (t.EnterPoint.OpenType == OpenType.Buy)
{
if ((double)realDealQty > eosusdtsi.MinQty)
{
OpenArgs oa = new OpenArgs(
eosusdt.Bid,
eosqty,
OpenType.Sell,
eosusdtsi,
eosusdt,
t.TpRemark);
OpenDelete od = new OpenDelete(OpenThread);
od.BeginInvoke(oa, null, null);
EosUsdtStatus = false;
}
if (huanbiqty >= SecInfo.MinQty)
{
OpenArgs oa2 = new OpenArgs(
currentTick.Ask,
huanbiqty,
OpenType.Buy,
SecInfo,
currentTick,
t.TpRemark);
OpenDelete od2 = new OpenDelete(OpenThread);
od2.BeginInvoke(oa2, null, null);
BtcUsdtStatus = false;
}
}
else
{
if ((double)realDealQty > eosusdtsi.MinQty)
{
OpenArgs oa = new OpenArgs(
eosusdt.Ask,
eosqty,
OpenType.Buy,
eosusdtsi,
eosusdt,
t.TpRemark);
OpenDelete od = new OpenDelete(OpenThread);
od.BeginInvoke(oa, null, null);
EosUsdtStatus = false;
}
if (huanbiqty >= SecInfo.MinQty)
{
OpenArgs oa2 = new OpenArgs(
currentTick.Bid,
huanbiqty,
OpenType.Sell,
SecInfo,
currentTick,
t.TpRemark);
OpenDelete od2 = new OpenDelete(OpenThread);
od2.BeginInvoke(oa2, null, null);
BtcUsdtStatus = false;
}
}
EosBtcStatus = true;
}
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受部分入场成交通知，成交数量:{1}", this.policyName, dealQty)));
}
}
else if (status == OpenStatus.PartClosed)
{
if (dealQty > (t.OutPoint.DealQty - t.OutPoint.PartDealQty))
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受部分出场成交通知，成交数量:{1}", this.policyName, dealQty)));
decimal realDealQty = (decimal)dealQty + (decimal)t.OutPoint.PartDealQty - (decimal)t.OutPoint.DealQty;
holdHands -= realDealQty;
frozenSellHands -= realDealQty;
t.OutPoint.DealQty = dealQty + t.OutPoint.PartDealQty;
}
}
else if (status == OpenStatus.OpenCanceled)
{
if (t.EnterPoint.SecInfo.Key == eosbtcsi.Key)
{
EosBtcStatus = true;
}
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受入场撤单通知", this.policyName)));
}
else if (status == OpenStatus.CloseCanceled)
{
frozenSellHands -= (decimal)dealQty;
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受出场撤单通知", this.policyName)));
}
else if (status == OpenStatus.OpenRest)
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接收开仓剩余通知,数量：{1}", this.policyName, dealQty)));
}
else if (status == OpenStatus.CloseRest)
{
holdHands -= (decimal)dealQty;
frozenSellHands -= (decimal)dealQty;
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接收平仓剩余通知,数量：{1}", this.policyName, dealQty)));
}
}
}
}
}
private void OpenThread(OpenArgs oa)
{
Open(oa.Price, oa.Qty, oa.Opentype, oa.Si, oa.Tickdata, oa.Tr);
}
