public static Trade CreateTrade(Security security, System.DateTime datetime, double price, double volume, string tradeno, SmartCOM3Lib.StOrder_Action action)
{
return new Trade()
{
ID = tradeno,
Time = datetime,
Price = (decimal)price,
Volume = (decimal)volume,
Direction = SmartToSide(action).Value,
Security = security
};
}
public void CancelOrders(Security security = null, eSide? direction = null)
{
//TODO
}
private void _smartServer_UpdateBidAsk(string symbol, int row, int nrows, double bid, double bidsize, double ask, double asksize)
{
if (row == 0)
{
updateSecurity = this.Lookup(symbol, "symbol");
updateSecurity.Depth.Update(row, nrows, bid, bidsize, ask, asksize);
}
else if (updateSecurity != null)
{
if (row < updateSecurity.Depth.Depth)
{
updateSecurity.Depth.Update(row, nrows, bid, bidsize, ask, asksize);
}
if (updateSecurity.Depth.IsUpdate)
{
updateSecurity.Depth.IsUpdate = false;
OnMarketDepthChanged(updateSecurity.Depth);
updateSecurity = null;
}
}
}
public Order CreateBuyLimit(Portfolio portfolio, Security security, decimal price, decimal volume)
{
++_lastUserId;
return new Order()
{
UserID = _lastUserId,
Portfolio = portfolio,
Security = security,
Direction = eSide.Buy,
Type = eOrderType.Limit,
Price = price,
Volume = volume
};
}
public Order CreateBuyStopLimit(Portfolio portfolio, Security security, decimal volume)
{
++_lastUserId;
return new Order()
{
UserID = _lastUserId,
Portfolio = portfolio,
Security = security,
Direction = eSide.Sell,
Type = eOrderType.Market,
Price = 1,
Volume = volume
};
}
public void RegisterMarketDepths(Security security)
{
if (!RegisteredMarketDepths.Contains(security))
{
_smartServer.ListenBidAsks(security.Symbol);
RegisteredMarketDepths.Add(security);
}
}
public void UnRegisterMarketDepths(Security security)
{
if (RegisteredMarketDepths.Contains(security))
{
_smartServer.CancelBidAsks(security.Symbol);
RegisteredMarketDepths.Remove(security);
}
}
public void UnRegisterSecurity(Security security)
{
if (RegisteredSecurities.Contains(security))
{
_smartServer.CancelQuotes(security.Symbol);
RegisteredSecurities.Remove(security);
}
}
public void RegisterSecurity(Security security)
{
if (!RegisteredSecurities.Contains(security))
{
_smartServer.ListenQuotes(security.Symbol);
RegisteredSecurities.Add(security);
}
}
public void UnRegisterTrades(Security security)
{
if (RegisteredTrades.Contains(security))
{
_smartServer.CancelTicks(security.Symbol);
RegisteredTrades.Remove(security);
}
}
public void RegisterTrades(Security security)
{
if (!RegisteredTrades.Contains(security))
{
_smartServer.ListenTicks(security.Symbol);
RegisteredTrades.Add(security);
}
}
private void OnNewSecurities(Security security, bool lastEvent)
{
if (NewSecurities != null) NewSecurities(security, lastEvent);
}