private void JY_OrderCanceled(object sender, OrderItem e)
{
string[] keys = TradeRA.KeySearch("O_" + e.order_no + "_*");
if (keys.Length == 0 || keys[0].EndsWith("U_0") || keys[0].EndsWith("_F"))
{
return;
}
Order model = new Order()
{
order_no = e.order_no,
deal_count = (int)decimal.Parse(e.deal_count),
cancel_count = (int)decimal.Parse(e.cancel_count),
status = e.status,
};
OrderRA.UpdateStatus(model, keys[0]);
//撤单成功取消冻结
Order order = OrderRA.Get(keys[0]);
MessageBiz.Send(order.user_id.ToString(), MessageTypeEnum.Order_Canceled, "[" + order.code + "]" + order.name + "撤单成功，撤单数量：" + model.cancel_count);
if (e.type == "0")
{
string key_unit = "U_" + order.unit_id;
UnitRA.UpdateCapitalOrderBuy(-order.price * model.cancel_count, key_unit);
}
else if (e.type == "1")
{
string key_position = "P_" + order.code + "_A_" + order.account_id + "_U_" + order.unit_id;
PositionRA.UpdateSellableOrderSell(order.cancel_count, key_position);
}
MonitorRA.Increment("account_" + account_id, "cancel_count");
}
public static void SaveOrder()
{
string[] keys = TradeRA.KeySearch("O_*");
foreach (string key in keys)
{
Order order = OrderRA.Get(key);
if (order.state_enum == OrderStatusEnum.Submitted)
{
order.state_enum = OrderStatusEnum.Abnormal;
}
OrderDA.Add(order);
}
}
private void JY_NewOrder(object sender, OrderItem e)
{
Order order;
string[] keys = TradeRA.KeySearch("O_" + e.order_no + "_*");
//处理系统中是否存在未能正常收到回报但已成功的委托（通常由于下单超时导致）
if (keys.Length == 0 && !string.IsNullOrWhiteSpace(e.request_id) && e.request_id != "0")
{
JY_Order_Done(null, new OrderResult(true, e.order_no, "", e.request_id));
keys = TradeRA.KeySearch("O_" + e.order_no + "_*");
}
if (keys.Length > 0)
{
order = OrderRA.Get(keys[0]);
if (order.cancel_count != (int)decimal.Parse(e.cancel_count))
{
JY_OrderCanceled(null, e);
return;
}
}
else
{
order = new Order();
}
order.deal_count = (int)decimal.Parse(e.deal_count);
order.cancel_count = (int)decimal.Parse(e.cancel_count);
order.status = e.status;
order.time_dt = DateTime.Parse(e.date.ToDate() + " " + e.time.ToTime());
if (keys.Length > 0)
{
OrderRA.UpdateNew(order, keys[0]);
}
else
{
string key = "O_" + e.order_no + "_T_0_U_0";
order.trade_no = "0";
order.order_no = e.order_no;
order.name = e.name;
order.code = e.code;
order.price = decimal.Parse(e.price);
order.count = order.trade_count = (int)decimal.Parse(e.count);
order.type = int.Parse(e.type);
order.account_id = account_id;
order.state_enum = OrderStatusEnum.Success;
OrderRA.Add(order, key);
}
}
private void JY_NewDeal(object sender, DealItem e)
{
Order order = null;
int unit_id = 0;
string[] keys = TradeRA.KeySearch("O_" + e.order_no + "_*");
if (keys.Length > 0)
{
order = OrderRA.Get(keys[0]);
unit_id = order.unit_id;
}
string key = "D_" + e.deal_no + "_O_" + e.order_no + "_U_" + unit_id;
if (TradeRA.KeyExists(key))
{
return;
}
Deal deal = new Deal()
{
code = e.code,
name = e.name,
type = int.Parse(e.type),
count = (int)decimal.Parse(e.count),
money = decimal.Parse(e.money),
time_dt = DateTime.Parse(e.date.ToDate() + " " + e.time.ToTime()),
deal_no = e.deal_no,
order_no = e.order_no,
price = decimal.Parse(e.price),
unit_id = unit_id,
account_id = account_id,
transferred = unit_id > 0 ? 0 : 1,
};
DealRA.Add(deal, key);
//更新成交均价
DealAveragePrice(deal);
//系统内成交
if (unit_id > 0)
{
MessageBiz.Send(order.user_id.ToString(), MessageTypeEnum.Order_Dealt, "[" + deal.code + "]" + deal.name + "已成交，成交数量：" + deal.count);
TradeBiz.NewDeal(deal, order.price);
MonitorRA.Increment("account_" + account_id, "deal_count");
}
}
private void JY_Order_Done(object sender, OrderResult e)
{
string[] keys = TradeRA.KeySearch("O_" + e.request_id + "_*");
if (keys.Length == 0)
{
return;
}
Order order = OrderRA.Get(keys[0]);
if (order.state_enum != OrderStatusEnum.Submitted)
{
return;
}
//委托失败解除冻结
if (!e.result)
{
if (order.type_enum == OrderTypeEnum.Buy)
{
string key_unit = "U_" + order.unit_id;
UnitRA.UpdateCapitalOrderBuy(-order.price * order.count, key_unit);
}
else if (order.type_enum == OrderTypeEnum.Sell)
{
string key_position = "P_" + order.code + "_A_" + order.account_id + "_U_" + order.unit_id;
PositionRA.UpdateSellableOrderSell(order.count, key_position);
}
OrderRA.UpdateOrderFailed(keys[0], e.message);
MessageBiz.Send(order.user_id.ToString(), MessageTypeEnum.Order_Failed, "[" + order.code + "]" + order.name + "委托失败。" + e.message);
MonitorRA.Increment("account_" + account_id, "failed_count");
}
else
{
OrderRA.UpdateOrderSuccess(keys[0], order.unit_id, order.trade_no, e.order_no);
MonitorRA.Increment("account_" + account_id, "success_count");
}
}