/// <summary>
/// 初始化。
/// </summary>
/// <param name="arbitrageOrderList">套利单信息。</param>
/// <param name="orderDriver">交易驱动。</param>
/// <param name="quoteDriver">行情驱动。</param>
/// <param name="alarmManager">预警管理类。</param>
/// <param name="systemConfigManager">系统配置管理类。</param>
public void Initialize(List <USeArbitrageOrder> arbitrageOrderList, USeOrderDriver orderDriver, USeQuoteDriver quoteDriver, AlarmManager alarmManager, SystemConfigManager systemConfigManager)
{
m_orderDriver = orderDriver;
m_quoteDriver = quoteDriver;
m_alarmManager = alarmManager;
m_systemConfigManager = systemConfigManager;
m_systemConfigManager.OnSystemSettingChanged += M_systemConfigManager_OnSystemSettingChanged1;
if (arbitrageOrderList == null || arbitrageOrderList.Count <= 0)
{
return;
}
lock (m_syncObj)
{
int maxAliasNum = 0; // 当日别名最大号码
TaskOrderSetting taskOrderSetting = m_systemConfigManager.GetTaskOrderSetting();
foreach (USeArbitrageOrder arbitrageOrder in arbitrageOrderList)
{
AutoTrader autoTrader = new AutoTrader();
autoTrader.SetRecordLogger(USeManager.Instance.CommandLogger);
autoTrader.SetTryOrderCondition(taskOrderSetting.TaskMaxTryCount, taskOrderSetting.TryOrderMinInterval);
autoTrader.Initialize(arbitrageOrder, m_orderDriver, m_quoteDriver, m_alarmManager);
autoTrader.OnNotify += AutoTrader_OnNotify;
autoTrader.OnAlarm += AutoTrader_OnAlarm;
autoTrader.OnStateChanged += AutoTrader_OnStateChanged;
autoTrader.OnArbitrageOrderChanged += AutoTrader_OnArbitrageOrderChanged;
m_autoTraderDic.Add(autoTrader.TraderIdentify, autoTrader);
if (arbitrageOrder.CreateTime.Date == DateTime.Today && arbitrageOrder.AliasNum > maxAliasNum)
{
maxAliasNum = arbitrageOrder.AliasNum;
}
}
m_aliasIdCrateor.Set(maxAliasNum);
}
}
/// <summary>
/// 初始化套利下单机。
/// </summary>
/// <param name="arbitrageOrder">套利单信息。</param>
/// <param name="orderDriver">下单驱动。</param>
/// <param name="quoteDriver">行情驱动。</param>
/// <param name="alarmManager">预警管理类。</param>
public void Initialize(USeArbitrageOrder arbitrageOrder, USeOrderDriver orderDriver, USeQuoteDriver quoteDriver, AlarmManager alarmManager)
{
if (m_initialized)
{
throw new ApplicationException(string.Format("{0} already initialized.", this));
}
if (arbitrageOrder == null)
{
throw new ArgumentNullException("arbitrageOrder", "arbitrageOrder is null");
}
if (orderDriver == null)
{
throw new ArgumentNullException("orderDriver", "orderDriver is null");
}
if (quoteDriver == null)
{
throw new ArgumentNullException("quoteDrvier", "quoteDrvier is null");
}
if (alarmManager == null)
{
throw new ArgumentNullException("alarmManager", "alarmManager is null");
}
try
{
lock (m_syncObj)
{
m_arbitrageOrder = arbitrageOrder.Clone();
m_orderDriver = orderDriver;
m_quoteDriver = quoteDriver;
}
m_orderDriver.OnOrderBookChanged += OrderDriver_OnOrderBookChanged;
m_quoteDriver.OnMarketDataChanged += QuoteDriver_OnMarketDataChanged;
if (arbitrageOrder.OpenArgument != null)
{
m_quoteDriver.Subscribe(arbitrageOrder.OpenArgument.BuyInstrument);
m_quoteDriver.Subscribe(arbitrageOrder.OpenArgument.SellInstrument);
}
string text = string.Format("初始化套利单完成,当前状态为[{0}]", arbitrageOrder.State.ToDescription());
AutoTraderNotice notice = CreateTraderNotice(text);
SafeFireAutoTraderNotice(notice);
WriteTraderNoticeLog(notice);
}
catch (Exception ex)
{
string text = string.Format("初始化套利单失败,原因:{0}", ex.Message);
AutoTraderNotice notice = CreateTraderNotice(text);
SafeFireAutoTraderNotice(notice);
WriteTraderNoticeLog(notice);
throw new Exception("初始化自定下单机失败");
}
m_initialized = true;
}