private void _t_OnRtnTrade(object sender, TradeArgs e)
{
// 11:03:27.6670057 _t_OnRtnOrderm1801 Buy Open 2889 1 1089408166 | 1 | 000030001000 10043369 全部成交
// 11:03:27.6689683 _t_OnRtnTrade: m1801 Buy Open 2879 1
Log($"OnRtnTrade 交易成交:{e.Value.InstrumentID}\t{e.Value.Direction}\t{e.Value.Offset}\t{e.Value.Price}\t{e.Value.Volume}");
this.addExecutioins((TradeField)e.Value);
}
private void _t_OnRtnTrade(object sender, TradeArgs e)
{
Log($"trade:{e.Value.InstrumentID}\t{e.Value.Direction}\t{e.Value.Offset}\t{e.Value.Price}\t{e.Value.Volume}");
foreach (var v in _t.DicPositionField.Values)
{
Log($"posi:{v.InstrumentID}\t{v.Direction}\t{v.Price}\t{v.Position}");
}
}
private void TradeExt_OnRtnTrade(object sender, TradeArgs e)
{
OrderField of;
if (!DicOrderField.TryGetValue(e.Value.OrderID, out of))
{
return;
}
if (!of.IsLocal)
{
return;
}
}
private void OnTrade(object sender, TradeArgs e)
{
var t = (Trade)sender;
this.Invoke(new Action(() =>
{
_bsTrade.Add(e.Value);
var dirPosi = e.Value.Direction;
if (e.Value.Offset != OffsetType.Open)
{
dirPosi = dirPosi == DirectionType.Buy ? DirectionType.Sell : DirectionType.Buy;
}
var posi = _t.DicPositionField[e.Value.InstrumentID + "_" + dirPosi];
if (_bsPosi.IndexOf(posi) < 0) //持仓0过滤
{
_bsPosi.Add(posi);
}
if (posi.Position <= 0) //条件:Position>0
{
_bsPosi.Remove(posi);
}
//测试一下:filterBindingList只在增减时才会执行
//if (_bsPosi.IndexOf(posi) < 0)
// _bsPosi.Add(posi);
//var list = _bsPosi.DataSource as SortableBindingList<PositionField>;
//var p = list.FirstOrDefault(n => n.InstrumentID == e.Value.InstrumentID && n.Direction == dirPosi);
//if (p == null)
// _bsPosi.Add(_t.DicPositionField[e.Value.InstrumentID + "_" + dirPosi]);
//else if (p.Position == 0)
// _bsPosi.Remove(p);
}));
}
private void _t_OnRtnTrade(object sender, TradeArgs e)
{
Log($"{e.Value.InstrumentID}\t{e.Value.Direction}\t{e.Value.Offset}\t{e.Value.Price}\t{e.Value.Volume}");
}
