public ElwArbEach(
KospiOptionInfo koi,
List<ElwInfo> elwData,
double strike,
Account optionAccount,
Account elwAccount,
long maxOptionCountPerOnce,
long maxOptionValuePerOnce,
STR_ElwArb parent)
{
_KospiOptionInfo = koi;
_elwData = elwData;
_strike = strike;
_optionAccount = optionAccount;
_elwAccount = elwAccount;
MaxOptionCountPerOnce = maxOptionCountPerOnce;
_maxOptionValuePerOnce = maxOptionValuePerOnce;
_parent = parent;
Boolean bEnableReverse = true;
_eaer = new ElwArbEachReverse(this, bEnableReverse);
_eaecc = new ElwArbEachConditionChecker(this, _eaer, maxOptionCountPerOnce);
}
public ElwArbSweepUnit(
KospiOptionInfo koi,
ElwInfo elwInfo,
long optionCount,
POrder optionOrder,
POrder elwOrder,
STR_ElwArb parent)
{
try
{
// 이 생성자는 인수인계를 받을 때만 사용하도록 한다.
// 주의한다.
_state = State._5_Done;
if (optionOrder.LongShort == elwOrder.LongShort)
{
logger.Error("OptionOrder, ElwOrder same trading direction");
Util.KillWithNotice("OptionOrder, ElwOrder same trading direction");
throw new Exception();
}
OptionAccount = null;
ElwAccount = null;
long elwCount = ElwOptionUtil.ConvertOptionCountToElwCount(elwInfo, optionCount);
OptionOrderGoal = new POrder(
TradingDirection.Short,
optionOrder.Code,
optionCount,
optionOrder.ReqPrice,
optionOrder.TargetAccount,
optionOrder.RMDClone,
MarketType._3_Default,
true);
OptionOrderGoal.AddComment("ElwOptionSweeper.TakeOver.OptionOrderGoal");
OptionOrderGoal.UpdateForRemain(OptionOrderGoal.ReqCount, OptionOrderGoal.InitReqPrice);
ElwOrderGoal = new POrder(
TradingDirection.Long,
elwOrder.Code,
elwCount,
elwOrder.ReqPrice,
elwOrder.TargetAccount,
elwOrder.RMDClone,
MarketType._3_Default,
true);
ElwOrderGoal.AddComment("ElwOptionSweeper.TakeOver.ElwOrderGoal");
ElwOrderGoal.UpdateForRemain(ElwOrderGoal.ReqCount, ElwOrderGoal.InitReqPrice);
ElwOrdersReal = new List<POrder>();
OptionOrdersReal = new List<POrder>();
POrder elwOrderReal = new POrder(ElwOrderGoal);
elwOrderReal.AddComment("ElwOptionSweeper.TakeOver.elwOrderReal");
elwOrderReal.UpdateForRemain(elwOrderReal.ReqCount, elwOrderReal.InitReqPrice);
ElwOrdersReal.Add(elwOrderReal);
POrder optionOrderReal = new POrder(OptionOrderGoal);
optionOrderReal.AddComment("ElwOptionSweeper.TakeOver.optionOrderReal");
optionOrderReal.UpdateForRemain(optionOrderReal.ReqCount, optionOrderReal.InitReqPrice);
OptionOrdersReal.Add(optionOrderReal);
_parent = parent;
KOI = koi;
Key = String.Format("{0};{1}", OptionOrderGoal.Code, ElwOrderGoal.Code);
IsBodySweepQuickly = false;
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
public ElwArbSweepUnit(
KospiOptionInfo koi,
ElwInfo elwInfo,
Account optionAccount,
POrder optionOrder,
Account elwAccount,
POrder elwOrder,
STR_ElwArb parent,
DateTime dtEnd)
{
try
{
KOI = koi;
CurID = ++ID_GENERATOR;
OptionAccount = optionAccount;
OptionOrderGoal = optionOrder;
OptionOrderGoal.AddComment("EOS Constructor");
ElwAccount = elwAccount;
ElwOrderGoal = elwOrder;
ElwOrderGoal.AddComment("EOS Constructor");
_elwInfo = elwInfo;
OptionOrdersReal = new List<POrder>();
ElwOrdersReal = new List<POrder>();
_state = State._1_MuteFewSecs;
Key = String.Format("{0};{1}", OptionOrderGoal.Code, ElwOrderGoal.Code);
ShowState();
_mute = new Timer(ENTER_POSITION_MUTE, "");
RequestInitOrder(ElwOrderGoal, ElwOrdersReal);
_parent = parent;
_parent.IncreaseEnteredArbCount(KOI.Code, OptionOrderGoal.ReqCount);
_dtEnd = dtEnd;
IsBodySweepQuickly = false;
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
finally
{
ElwAccount.DiffFastExactPossibleShortCount(ElwOrderGoal.Code, "ElwOptionSweeper 생성자");
OptionOrderGoal.Free();
optionOrder.Free();
ElwOrderGoal.Free();
elwOrder.Free();
}
}
