private TradeOrder GetWaiting(string symbolId, double price) {
TradeOrder cTrust = null;
again: if (__iMaxTrustIndex > __iTrustIndex) {
string sTrustTicket = __iTrustIndex.ToString();
cTrust = __cEntrusts.GetTrade(sTrustTicket);
if (cTrust == null) {
Interlocked.Increment(ref __iTrustIndex);
goto again;
} else {
if (cTrust.SymbolId.Equals(symbolId) && cTrust.Price == price) {
Interlocked.Increment(ref __iTrustIndex);
__cEntrusts.Remove(sTrustTicket);
} else {
cTrust = null;
}
}
}
return cTrust;
}
private void SendNextBars(int previousBar) {
while (__cReserves.Count > 0) {
string sTicket = __cReserves.Peek(); //取出以 name 當作 ticket 的委託單字串(NextBars 都先以 name 當作委託單的 ticket 號碼)
TradeOrder cTrust = __cEntrusts.GetTrade(sTicket); //取得委託單資訊
if (cTrust.BarNumber > previousBar) {
break;
} else {
__cReserves.Dequeue(); //移除保留的 name
__cEntrusts.Remove(sTicket); //移除暫存的委託單
if (__cPNextBarRequires.Contains(sTicket)) { //檢查有符合條件才下單
cTrust.Ticket = GetTrustID(); //設定委託ID
__cEntrusts.Add(cTrust); //加入至委託列表內
if (cTrust.IsReverse) { //如果有反轉倉單
CancelLimit(cTrust.Action); //取消所有反向之前的限價委託單
}
this.SendTrust(cTrust, Bars.Open.Value); //發送委託單
}
}
}
}
private void TradeTimer_onElapsed(object sender, ElapsedEventArgs e)
{
bool bBusy = false;
lock (__oLock) {
bBusy = __bTradeBusy;
if (!bBusy)
{
__bTradeBusy = true;
}
}
if (!bBusy)
{
bool bUpdate = __cQueue.Count > 0;
while (__cQueue.Count > 0)
{
ResponseEvent cResponse = null;
lock (__cQueue) {
cResponse = __cQueue.Dequeue();
}
ResponseType cType = cResponse.ResponseType;
if (cType == ResponseType.Update)
{
continue;
}
string sSymbolId = cResponse.SymbolId;
ITradeOrder cOrder = cResponse.TradeOrder;
string sTicket = cOrder.Ticket;
switch (cType)
{
case ResponseType.Cancel: //取消委託
case ResponseType.Trust: //委託回報
if (cType == ResponseType.Cancel)
{
__cTrusts.Remove(sTicket);
}
else
{
if (cOrder.Contracts == 0)
{
__cTrusts.Remove(sTicket);
}
else
{
__cTrusts.Add(new _TradeInfo(cOrder, sSymbolId));
}
}
break;
case ResponseType.Deal: //成交回報
EOrderAction cAction = cOrder.Action;
if (cAction == EOrderAction.Buy || cAction == EOrderAction.SellShort)
{
TradeList <ITrade> cOpenTrades = cResponse.OpenTrades;
if (cOpenTrades != null && cOpenTrades.Count > 0)
{
ITrade cTrade = cOpenTrades.GetTrade(sTicket);
if (cTrade != null)
{
__cOpens.Add(new _TradeInfo(cTrade, sSymbolId));
}
}
}
else
{
List <ITrade> cCloseTrades = cResponse.CloseTrades;
int iHistoryCount = cResponse.LatestHistoryCount;
if (iHistoryCount > 0)
{
int iHistoryIndex = cResponse.LatestHistoryIndex;
if (iHistoryIndex > -1)
{
for (int i = 0; i < iHistoryCount; i++)
{
ITrade cTrade = cCloseTrades[iHistoryIndex + i];
__cCloses.Add(new _TradeInfo(cTrade.EntryOrder, sSymbolId, 0));
__cCloses.Add(new _TradeInfo(cTrade.ExitOrder, sSymbolId, cTrade.Profit));
if (cTrade.IsTradeClosed)
{
__cOpens.Remove(cTrade.Ticket);
}
}
}
}
}
break;
}
}
if (bUpdate)
{
__cUpdateTimer.Start();
onUpdate(this, EventArgs.Empty);
}
lock (__oLock) {
__bTradeBusy = false;
}
}
}
