public void NewOrder(Order order)
{
lock (this)
{
if (!order.IsPendingNew)
{
return;
}
EnumOpenClose OpenClose = OpenCloseHelper.CheckOpenClose(order);
if (EnumOpenClose.OPEN == OpenClose)
{
if (order.Side == OrderSide.Buy)
{
Long.FrozenOpen += order.Qty;
}
else
{
Short.FrozenOpen += order.Qty;
}
}
else
{
if (order.Side == OrderSide.Buy)
{
Short.FrozenClose += order.Qty;
}
else
{
Long.FrozenClose += order.Qty;
}
}
if (order.Side == OrderSide.Buy)
{
Buy.Add(order);
}
else
{
Sell.Add(order);
}
Order_OpenClose[order] = OpenClose;
}
}
/// <summary>
/// 单子被撤
/// </summary>
/// <param name="order"></param>
/// <returns></returns>
public EnumOpenClose OrderCancelled(Order order)
{
lock (this)
{
EnumOpenClose OpenClose = GetOpenClose(order);
if (PositionSide.Long == OpenCloseHelper.CheckLongShort(order, OpenClose))
{
++Long.CumCancelCnt;
}
else
{
++Short.CumCancelCnt;
}
OrderRejected(order);
return(OpenClose);
}
}
/// <summary>
/// 产生了新订单
/// </summary>
/// <param name="order"></param>
public void NewOrder(Order order)
{
lock (this)
{
if (!order.IsPendingNew)
{
return;
}
double Qty = order.Qty;
// 非上海的，平今要转成平仓
EnumOpenClose OpenClose = CloseTodayHelper.Transform(OpenCloseHelper.CheckOpenClose(order));
Order_OpenClose[order] = OpenClose;
switch (OpenClose)
{
case EnumOpenClose.OPEN:
if (order.Side == OrderSide.Buy)
{
//Long.FrozenOpen += Qty;
Long.NewOrderOpen(Qty);
}
else
{
//Short.FrozenOpen += Qty;
Short.NewOrderOpen(Qty);
}
break;
case EnumOpenClose.CLOSE:
if (order.Side == OrderSide.Buy)
{
//Short.FrozenClose += Qty;
Short.NewOrderClose(Qty);
}
else
{
//Long.FrozenClose += Qty;
Long.NewOrderClose(Qty);
}
break;
case EnumOpenClose.CLOSE_TODAY:
if (order.Side == OrderSide.Buy)
{
//Short.FrozenCloseToday += Qty;
//Short.FrozenClose += Qty;
Short.NewOrderCloseToday(Qty);
}
else
{
//Long.FrozenCloseToday += Qty;
//Long.FrozenClose += Qty;
Long.NewOrderCloseToday(Qty);
}
break;
default:
MessageBox.Show("NewOrder");
break;
}
if (order.Side == OrderSide.Buy)
{
Buy.Add(order);
}
else
{
Sell.Add(order);
}
}
}
/// <summary>
/// 产生了新订单
/// </summary>
/// <param name="order"></param>
public void NewOrder(Order order)
{
lock (this)
{
if (!order.IsPendingNew)
{
return;
}
// 非上海的，平今要转成平仓
EnumOpenClose OpenClose = CloseTodayHelper.Transform(OpenCloseHelper.CheckOpenClose(order));
switch (OpenClose)
{
case EnumOpenClose.OPEN:
if (order.Side == OrderSide.Buy)
{
Long.FrozenOpen += order.Qty;
}
else
{
Short.FrozenOpen += order.Qty;
}
break;
case EnumOpenClose.CLOSE:
if (order.Side == OrderSide.Buy)
{
Short.FrozenClose += order.Qty;
}
else
{
Long.FrozenClose += order.Qty;
}
break;
case EnumOpenClose.CLOSE_TODAY:
if (order.Side == OrderSide.Buy)
{
Short.FrozenCloseToday += order.Qty;
Short.FrozenClose += order.Qty;
}
else
{
Long.FrozenCloseToday += order.Qty;
Long.FrozenClose += order.Qty;
}
break;
default:
break;
}
if (order.Side == OrderSide.Buy)
{
Buy.Add(order);
}
else
{
Sell.Add(order);
}
Order_OpenClose[order] = OpenClose;
}
}
