internal static decimal CalculateTotalAutoCloseLot(AccountClass.Instrument instrument, bool isBuy, decimal unfilledLot, Dictionary <Guid, decimal> remainLotsDict)
{
decimal result = 0m;
decimal remainUnfilledLot = unfilledLot;
foreach (Transaction eachTran in instrument.GetTransactions())
{
if (remainUnfilledLot <= 0)
{
break;
}
foreach (Order eachOrder in eachTran.Orders)
{
if (eachOrder.IsBuy != isBuy && eachOrder.IsOpen && eachOrder.Phase == OrderPhase.Executed)
{
var items = FilledCalculator.CalculateOrderCanCloseLot(eachOrder, unfilledLot, remainLotsDict);
decimal canClosedLot = items.Item1;
decimal remainLot = items.Item2;
remainLotsDict[eachOrder.Id] = remainLot - canClosedLot;
remainUnfilledLot -= canClosedLot;
result += canClosedLot;
if (remainUnfilledLot <= 0)
{
break;
}
}
}
}
return(result);
}
internal static MarginAndQuantityResult CalculateUnfilledMarginArgsForPlacePendingOrder(AccountClass.Instrument instrument, Transaction tran, bool isBuy, Dictionary <Guid, decimal> remainFilledLotPerOrderDict)
{
MarginAndQuantityResult result = new MarginAndQuantityResult();
bool isAutoClose = tran.Owner.IsAutoClose || instrument.IsPhysical;
decimal canAutoCloseLot = CalculateUnfilledAutoCloseLot(instrument, tran, isBuy, isAutoClose, remainFilledLotPerOrderDict);
Dictionary <Guid, decimal> unfilledLotPerTran = null;
if (isAutoClose && canAutoCloseLot > 0)
{
decimal totalAutoCloseLot = FilledCalculator.CalculateTotalAutoCloseLot(instrument, isBuy, canAutoCloseLot, remainFilledLotPerOrderDict);
unfilledLotPerTran = CalculateRemainUnfilledLotPerTransactionInSameDirection(instrument, isBuy, totalAutoCloseLot);
}
result = CalculateUnfilledMarginAndQuantity(instrument, isBuy, unfilledLotPerTran);
return(result);
}
private static decimal InnerCalculatePreCheckNecessary(AccountClass.Instrument instrument, Transaction tran, bool isBuy)
{
MarginAndQuantityResult unfilledArgs = new MarginAndQuantityResult();
Dictionary <Guid, decimal> remainFilledLotPerOrderDict = new Dictionary <Guid, decimal>();
if (tran.IsPending)
{
unfilledArgs = UnfilledCalculator.CalculateUnfilledMarginArgsForPlacePendingOrder(instrument, tran, isBuy, remainFilledLotPerOrderDict);
}
MarginAndQuantityResult filledArgs = new MarginAndQuantityResult();
MarginAndQuantityResult marginArgs = new MarginAndQuantityResult();
instrument.InitializeFilledAndMarginArgs(isBuy, unfilledArgs, filledArgs, marginArgs);
filledArgs += FilledCalculator.CalculateFillMarginAndQuantity(instrument, isBuy, remainFilledLotPerOrderDict);
return(CalculateNecessary(instrument, isBuy, marginArgs, filledArgs));
}