Ejemplo n.º 1
0
        private void InsertToMock(Order order)
        {
            if (order.CloseOrders.Count == 0)
            {
                OnRspQryOrder(this, new OrderEventArgs(() => Add(order)));

                order.RemainVolume = order.Volume;

                order.OrderRef = tradeApi.MaxOrderRef++.ToString();

                order.FrontID = tradeApi.FrontID;

                order.SessionID = tradeApi.SessionID;

                order.TradePrice = order.Price;

                order.TradeDate = tradeApi.TradingDay;

                order.TradeTime = DateTime.Now.ToString("HH:mm:ss");

                order.StatusType = EnumOrderStatus.已开仓;
            }
            else
            {

                foreach (var closeOrder in order.GetClosingOrders())
                {
                    closeOrder.OrderRef = tradeApi.MaxOrderRef++.ToString();

                    closeOrder.FrontID = tradeApi.FrontID;

                    closeOrder.SessionID = tradeApi.SessionID;

                    closeOrder.StatusType = EnumOrderStatus.平仓中;
                    closeOrder.OrderSysID = tradeApi.MaxOrderRef++.ToString();

                    var tradeField = new CThostFtdcTradeField();

                    tradeField.TradeID = tradeApi.MaxOrderRef++.ToString();

                    tradeField.OrderSysID = closeOrder.OrderSysID;

                    tradeField.Price = closeOrder.Price;

                    tradeField.TradeDate = tradeApi.TradingDay;

                    tradeField.TradeTime = DateTime.Now.ToString("HH:mm:ss");

                    var o = UpdateTradeID(tradeField);

                    if (o == null || o.StatusType != EnumOrderStatus.已平仓) continue;

                    OnRspQryOrder(this, new OrderEventArgs(() => HandleOrderClose(o)));
                    if (!HasMoney) HasMoney = true;
                }
            }
        }
        public void ComplexEntityTest()
        {
            IRepository<Customer> _customerRepo = new MongoRepository<Customer>();
            IRepository<Product> _productRepo = new MongoRepository<Product>();

            var customer = new Customer();
            customer.FirstName = "Erik";
            customer.LastName = "Swaun";
            customer.Phone = "123 99 8767";
            customer.Email = "*****@*****.**";
            customer.HomeAddress = new Address
            {
                Address1 = "Main bulevard",
                Address2 = "1 west way",
                PostCode = "89560",
                City = "Tempare",
                Country = "Arizona"
            };

            var order = new Order();
            order.PurchaseDate = DateTime.Now.AddDays(-2);
            var orderItems = new List<OrderItem>();

            var shampoo = _productRepo.Add(new Product() { Name = "Palmolive Shampoo", Price = 5 });
            var paste = _productRepo.Add(new Product() { Name = "Mcleans Paste", Price = 4 });

            var item1 = new OrderItem { Product = shampoo, Quantity = 1 };
            var item2 = new OrderItem { Product = paste, Quantity = 2 };

            orderItems.Add(item1);
            orderItems.Add(item2);

            order.Items = orderItems;

            customer.Orders = new List<Order>
            {
                order
            };

            _customerRepo.Add(customer);

            Assert.IsNotNull(customer.Id);
            Assert.IsNotNull(customer.Orders[0].Items[0].Product.Id);

            // get the orders
            var theOrders = _customerRepo.Where(c => c.Id == customer.Id).Select(c => c.Orders).ToList();
            var theOrderItems = theOrders[0].Select(o => o.Items);

            Assert.IsNotNull(theOrders);
            Assert.IsNotNull(theOrderItems);
        }
Ejemplo n.º 3
0
        private void HandleOrderClose(Order order)
        {
            var orderLog = new OrderLog();
            ObjectUtils.Copy(order, orderLog);
            orderLog.Id = null;

            sw.EnterWriteLock();

            orders.Remove(order);
            orderlogs.Add(orderLog);
            orderLogRepo.Add(orderLog);
            OrderRepository.Delete(order);

            sw.ExitWriteLock();
        }
Ejemplo n.º 4
0
        private void InsertToCTP(Order order)
        {
            if (order.CloseOrders.Count == 0)
            {
                OnRspQryOrder(this, new OrderEventArgs(() => Add(order)));

                int orderRef = tradeApi.OrderInsert(order.InstrumentId, order.OffsetFlag, order.Direction, order.Price,
                    order.Volume);

                order.RemainVolume = order.Volume;

                order.OrderRef = orderRef.ToString();

                order.FrontID = tradeApi.FrontID;

                order.SessionID = tradeApi.SessionID;

                order.StatusType = EnumOrderStatus.开仓中;
            }
            else
            {
                foreach (var closeOrder in order.GetClosingOrders())
                {

                    var orderRef = tradeApi.OrderInsert(closeOrder.InstrumentId, closeOrder.OffsetFlag,
                        closeOrder.Direction,
                        closeOrder.Price,
                        closeOrder.Volume);

                    closeOrder.OrderRef = orderRef.ToString();

                    closeOrder.FrontID = tradeApi.FrontID;

                    closeOrder.SessionID = tradeApi.SessionID;

                    closeOrder.StatusType = EnumOrderStatus.平仓中;
                }

                //order.StatusType = EnumOrderStatus.平仓中;
            }
        }
Ejemplo n.º 5
0
        public void OrderInsert(Order order)
        {
            //InsertToMock(order);

            InsertToCTP(order);
        }
Ejemplo n.º 6
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        private Order Add(Order order)
        {
            sw.EnterWriteLock();

            order.Id = null;
            orders.Add(order);

            var o = OrderRepository.Add(order);

            sw.ExitWriteLock();

            return o;
        }
Ejemplo n.º 7
0
        public void OpenOrder(string instrumentId, TThostFtdcDirectionType direction)
        {
            var order = new Order();
            order.OffsetFlag = TThostFtdcOffsetFlagType.Open;
            order.Direction = direction;
            order.InstrumentId = instrumentId;

            order.Price = 0;
            order.Volume = 1;
            order.StrategyType = "Open Order By User";

            OrderInsert(order);
        }
Ejemplo n.º 8
0
 public void DeleteOrder(Order order)
 {
     OnRspQryOrder(this, new OrderEventArgs(() => HandleOrderClose(order)));
 }
Ejemplo n.º 9
0
        public void CloseOrder(Order order)
        {
            var neworder = new Order
            {
                OffsetFlag = order.IsTodayOrder
                    ? TThostFtdcOffsetFlagType.CloseToday
                    : TThostFtdcOffsetFlagType.Close,
                Direction = order.Direction == TThostFtdcDirectionType.Buy
                    ? TThostFtdcDirectionType.Sell
                    : TThostFtdcDirectionType.Buy,
                InstrumentId = order.InstrumentId,
                Price = 0,
                Volume = order.RemainVolume,
                StrategyType = "Close Order By User"
            };

            order.CloseOrders.Add(neworder);

            OrderInsert(order);
        }
Ejemplo n.º 10
0
        public void ChangeCloseOrder(Order lastOrder, Order closeorder)
        {
            CancelOrder(lastOrder);

            lastOrder.CloseOrders[0] = closeorder;

            OrderInsert(lastOrder);
        }
Ejemplo n.º 11
0
        public void CancelOrder(Order order)
        {
            if (order == null) return;

            sw.EnterWriteLock();

            if (order.CloseOrders.Count == 0)
            {
                tradeApi.CancelOrder(order.OrderRef, order.FrontID, order.SessionID, order.InstrumentId);

                OnRspQryOrder(this, new OrderEventArgs(() => orders.Remove(order)));

                OrderRepository.Delete(order);
            }
            else
            {
                foreach (var item in order.GetClosingOrders())
                {
                    tradeApi.CancelOrder(item.OrderRef, item.FrontID, item.SessionID, item.InstrumentId);
                    item.CloseOrders.Remove(item);
                }

                order.StatusType = EnumOrderStatus.已开仓;
                OrderRepository.Update(order);
            }

            sw.ExitWriteLock();
        }