/// <summary>
/// 撤单-选中的表中特定的委托单
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button_CancelOrder_Click(object sender, EventArgs e)
{
DataGridViewSelectedRowCollection rows_collection = this.gridOrder.SelectedRows;
if (rows_collection.Count == 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "请选中可撤的委托单...");
return;
}
;
foreach (DataGridViewRow row in rows_collection)
{
OrderBookViewModel orderBookView = row.DataBoundItem as OrderBookViewModel;
if (orderBookView.IsFinish)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "选中的委托单不可撤...");
return;
}
string error_info = string.Empty;
bool bResult = USeManager.Instance.OrderDriver.CancelOrder(orderBookView.OrderNum, orderBookView.Instrument, out error_info);
if (bResult == false)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, error_info);
}
}
}
private void cbxSellInstrument_SelectedIndexChanged(object sender, EventArgs e)
{
if (this.cbxSellInstrument.SelectedIndex < 0)
{
//Debug.Assert(false);
return;
}
USeInstrument sellInstrument = GetSellInstrumentFromUI();
if (sellInstrument == null || m_sellInstrument == sellInstrument)
{
return;
}
m_sellInstrument = sellInstrument;
m_sellMarketData = null;
try
{
USeManager.Instance.QuoteDriver.Subscribe(sellInstrument);
USeMarketData marketData = USeManager.Instance.QuoteDriver.QuickQuery(sellInstrument);
UpdateMarketData(marketData);
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "订阅行情失败," + ex.Message);
}
SetPriceControlValue();
}
private void btnOK_Click(object sender, EventArgs e)
{
MessageBox.Show("开仓参数不允许修改");
return;
string errorMessage = string.Empty;
ArbitrageOpenArgument openArg = this.arbitrageOrderOpenArgumentViewControl1.GetOpenArgument(out errorMessage);
if (openArg == null)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, errorMessage);
return;
}
try
{
m_autoTrader.SetOpenArgument(openArg);
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
}
this.DialogResult = DialogResult.Yes;
this.Close();
}
/// <summary>
/// 点击移除。
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button2_Click(object sender, EventArgs e)
{
int count = this.listBox_ArbitrageIns.Items.Count;
if (count <= 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "套利组合合约列表为空");
return;
}
else if (this.listBox_ArbitrageIns.SelectedItems.Count == 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "请选择需要从套利组合列表中移除的组合合约");
return;
}
ArbitrageCombineInstrument combineIns = this.listBox_ArbitrageIns.SelectedItem as ArbitrageCombineInstrument;
//控件删除
this.listBox_ArbitrageIns.Items.Remove(combineIns);
//内存删除
Debug.Assert(m_arbitrageInstrumentList.Contains(combineIns));
m_arbitrageInstrumentList.Remove(combineIns);
//发布移除事件
SafeFireOnArbitrageCombineInsRemoveChanged(combineIns);
}
private void UseSystemConfigForm_Load(object sender, EventArgs e)
{
try
{
USeSystemSetting setting = USeManager.Instance.SystemConfigManager.GetSystemSetting();
Debug.Assert(setting != null);
switch (setting.MarketPriceMethods)
{
case USeMarketPriceMethod.OpponentPrice: this.rbnMarketPriceMethod_OpponentPrice.Checked = true; break;
case USeMarketPriceMethod.OnePriceTick: this.rbnMarketPriceMethod_OnePriceTick.Checked = true; break;
case USeMarketPriceMethod.TwoPriceTick: this.rbnMarketPriceMethod_TwoPriceTick.Checked = true; break;
case USeMarketPriceMethod.ThreePriceTick: this.rbnMarketPriceMethod_ThreePriceTick.Checked = true; break;
}
this.txtTaskOrder_TaskMaxTryCount.Text = setting.TaskOrder.TaskMaxTryCount.ToString();
this.txtTaskOrder_TryOrderMinInterval.Text = ((int)setting.TaskOrder.TryOrderMinInterval.TotalMilliseconds).ToString();
this.txtOrderMargin_MaxUseRate.Text = (setting.OrderMargin.MaxUseRate * 100).ToString();
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "加载系统配置信息失败," + ex.Message);
}
}
private bool VerifyDataCheck(FrontSeverConfigViewModel data)
{
Debug.Assert(data != null);
bool conditionStrIsNull = data.BrokerID == string.Empty ||
data.BrokerName == string.Empty ||
data.QuoteFrontAddress == string.Empty ||
data.TradeFrontAddress == string.Empty;
if (conditionStrIsNull)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "有选项为空，请填入信息......");
return(false);
}
if (data.QuoteFrontPort <= 0 || data.QuoteFrontPort >= 65535)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "请填入正确的行情端口号......");
return(false);
}
if (data.TradeFrontPort <= 0 || data.TradeFrontPort >= 65535)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "请填入正确的交易端口号......");
return(false);
}
return(true);
}
private void BindData()
{
try
{
if (m_arbitrageOrder != null)
{
if (m_arbitrageOrder.State <= ArbitrageOrderState.Opened)
{
this.tabControl1.SelectedTab = this.tpOpen;
}
else
{
this.tabControl1.SelectedTab = this.tpClose;
}
this.Text = string.Format("套利单 [{0}] 详情", m_arbitrageOrder.Alias);
this.arbitrageCloseArgumentView2Control1.SetCloseArgument(m_arbitrageOrder.CloseArgument);
this.arbitrageOpenArgumentView2Control1.SetOpenArgument(m_arbitrageOrder.OpenArgument);
this.openTaskGroupView.SetDataSource(m_arbitrageOrder.OpenTaskGroup);
this.closeTaskGroupView.SetDataSource(m_arbitrageOrder.CloseTaskGroup);
}
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, ex.Message);
}
}
/// <summary>
/// 添加预警
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button_AddNotify_Click(object sender, EventArgs e)
{
ArbitragePriceSpreadAlarmType monitorType = this.arbitragePriceSpreadMonitorTypeControl.MonitorType;
PriceSpreadSide priceSpreadSide = this.priceSpreadSideControl_Alarm.PriceSpreadSide;
decimal threshold = this.nudPriceSpreadThreshold_Alarm.Value;
ArbitrageAlarmArgument args = new ArbitrageAlarmArgument();
args.MonitorType = monitorType;
args.PriceSpreadSide = priceSpreadSide;
args.PriceSpreadThreshold = threshold;
ArbitrageAlarmArgumentViewModel model = ArbitrageAlarmArgumentViewModel.CreatViewModel(args);
ArbitrageAlarmArgumentViewModel hasModel = (from m in m_dataSourceAlarm
where m.Equals(model)
select m).FirstOrDefault();
if (hasModel != null)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "不能添加重复的预警");
return;
}
m_dataSourceAlarm.Add(ArbitrageAlarmArgumentViewModel.CreatViewModel(args));
}
private void SetDefaultAribtrageArgument()
{
ArbitrageCombineOrderSetting combineSetting = null;
try
{
string brokerId = USeManager.Instance.LoginUser.BrokerId;
string account = USeManager.Instance.LoginUser.Account;
combineSetting = USeManager.Instance.DataAccessor.GetCombineOrderSetting(brokerId, account, m_product.ProductCode);
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, "获取套利下单参数异常:" + ex.Message);
return;
}
if (combineSetting == null)
{
combineSetting = CreateDefaultCombineOrderSetting();
}
//开仓参数
this.preferentialSideControl_OpenArg.PreferentialSide = (combineSetting.OpenFirstDirection == USeDirection.Long) ? USeOrderSide.Buy : USeOrderSide.Sell;
this.orderPriceTypeControl_OpenNearArg.OrderPriceType = combineSetting.NearPriceStyle;
this.orderPriceTypeControl_OpenFarArg.OrderPriceType = combineSetting.FarPriceStyle;
this.priceSpreadSideControl_OpenSpreadArg.PriceSpreadSide = PriceSpreadSide.LessOrEqual;
this.nudPriceSpreadThreshold_OpenArg.Value = 0;
this.nudDifferentialUnit_OpenArg.Value = 0;
this.nudOrderQtyUint_OpenArg.Value = combineSetting.OpenVolumnPerNum;
this.nudTotalOrderQty_OpenArg.Value = combineSetting.OpenVolumn;
//平仓参数
this.preferentialSideControl_CloseArg.PreferentialSide = (combineSetting.CloseFirstDirection == USeDirection.Long) ? USeOrderSide.Buy : USeOrderSide.Sell;
this.orderPriceTypeControl_CloseNearArg.OrderPriceType = combineSetting.NearPriceStyle;
this.orderPriceTypeControl_CloseFarArg.OrderPriceType = combineSetting.FarPriceStyle;
this.priceSpreadSideControl_CloseSpreadArg.PriceSpreadSide = PriceSpreadSide.LessOrEqual;
this.nudPriceSpreadThreshold_CloseArg.Value = 0;
this.nudDifferentialUnit_CloseArg.Value = 0;
//止损
this.priceSpreadSideControl_StopLossArg.PriceSpreadSide = PriceSpreadSide.LessOrEqual;
this.nudPriceSpreadThreshold_StopLossArg.Value = 0;
//预警
this.arbitragePriceSpreadMonitorTypeControl.MonitorType = ArbitragePriceSpreadAlarmType.Open;
this.nudPriceSpreadThreshold_Alarm.Value = 0;
#if DEBUG
this.arbitrageOperationSideControl.OperationSide = ArbitrageOperationSide.BuyNearSellFar;
this.nudPriceSpreadThreshold_OpenArg.Value = -50;
this.nudPriceSpreadThreshold_CloseArg.Value = -70;
this.nudPriceSpreadThreshold_StopLossArg.Value = -30;
this.nudTotalOrderQty_OpenArg.Value = 10;
this.nudDifferentialUnit_OpenArg.Value = 2;
this.nudDifferentialUnit_CloseArg.Value = 2;
this.nudOrderQtyUint_OpenArg.Value = 2;
this.nudOrderQtyUint_CloseArg.Value = 2;
#endif
}
private void button_User_Click(object sender, EventArgs e)
{
//对外发布更改事件
SafeFireOnArbitrageCombineInsChanged(m_arbitrageInstrumentList);
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "已保存设置，可继续操作");
return;
}
/// <summary>
/// 添加
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button_Add_Click(object sender, EventArgs e)
{
Debug.Assert(this.listBox_InsOne.Items.Count != 0);
Debug.Assert(this.listBox_InsTwo.Items.Count != 0);
USeInstrument firstIns = (USeInstrument)this.listBox_InsOne.SelectedItem;
USeInstrument SecIns = (USeInstrument)this.listBox_InsTwo.SelectedItem;
if (firstIns == null)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "请选择近月合约");
return;
}
if (SecIns == null)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "请选择远月合约");
return;
}
if (firstIns.InstrumentCode == SecIns.InstrumentCode)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "不能选择相同的合约");
return;
}
if (firstIns.InstrumentCode.CompareTo(SecIns.InstrumentCode) > 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "请选择较近月的远月合约");
return;
}
else
{
ArbitrageCombineInstrument arbitrageCombineInstrument = new ArbitrageCombineInstrument();
arbitrageCombineInstrument.FirstInstrument = firstIns;
arbitrageCombineInstrument.SecondInstrument = SecIns;
arbitrageCombineInstrument.ProductID = m_product.ProductCode;
foreach (object o in this.listBox_ArbitrageIns.Items)
{
ArbitrageCombineInstrument combineInstrument = o as ArbitrageCombineInstrument;
if (combineInstrument.FirstInstrument.Equals(arbitrageCombineInstrument.FirstInstrument) &&
combineInstrument.SecondInstrument.Equals(arbitrageCombineInstrument.SecondInstrument))
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "已经存在该套利组合合约，不能重复添加");
return;
}
}
//添加到界面
this.listBox_ArbitrageIns.Items.Add(arbitrageCombineInstrument);
//添加到内存
m_arbitrageInstrumentList.Add(arbitrageCombineInstrument);
//发布添加事件通知
SafeFireOnArbitrageCombineInsAddChanged(arbitrageCombineInstrument);
}
}
private void btnQuery_Click(object sender, EventArgs e)
{
List <ArbitrageOrderBookViewModel> modelList = CreateViewModelList();
this.gridArbitrage.AutoGenerateColumns = false;
this.gridArbitrage.DataSource = modelList;
if (modelList == null || modelList.Count <= 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "未找到历史套利单");
}
}
private void tsmiOpen_StopOpenChaseOrder_Click(object sender, EventArgs e)
{
try
{
m_autoTrader.StopOpenChaseOrder();
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, ex.Message);
}
}
private void tsmiOpen_ForceOpenFinish_Click(object sender, EventArgs e)
{
try
{
m_autoTrader.ForceOpenFinish();
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, ex.Message);
}
}
private void tsmiOpen_CancelOrder_Click(object sender, EventArgs e)
{
try
{
m_autoTrader.CancelOpenHangingOrder();
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
}
}
private void btnOK_Click(object sender, EventArgs e)
{
List <FrontSeverConfig> serverList = new List <FrontSeverConfig>();
GlobalFontServerConfig globalConfig = new GlobalFontServerConfig();
try
{
foreach (FrontSeverConfigViewModel data in m_dataSource)
{
if (VerifyDataCheck(data) == false)
{
return;
}
FrontSeverConfig itemConfig = new FrontSeverConfig();
itemConfig.BrokerID = data.BrokerID; //经纪商代码
itemConfig.BrokerName = data.BrokerName; //经纪商
itemConfig.QuoteFrontAddress = data.QuoteFrontAddress; //行情地址
itemConfig.QuoteFrontPort = data.QuoteFrontPort; //行情端口
itemConfig.TradeFrontAddress = data.TradeFrontAddress; //交易地址
itemConfig.TradeFrontPort = data.TradeFrontPort; //交易端口
itemConfig.AuthCode = data.AuthCode;
itemConfig.UserProductInfo = data.UserProductInfo;
serverList.Add(itemConfig);
}
globalConfig.ServerList = serverList;
if (serverList.Count > 0)
{
globalConfig.DefaultBrokerId = serverList[serverList.Count - 1].BrokerID;
}
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, "保存服务信息失败," + ex.Message);
return;
}
try
{
USeManager.Instance.DataAccessor.SaveGlobalFontServerConfig(globalConfig);
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, "保存服务信息失败," + ex.Message);
return;
}
this.DialogResult = DialogResult.Yes;
this.Close();
}
private void tsmClose_TransferToHistory_Click(object sender, EventArgs e)
{
try
{
m_autoTrader.TransferToHistoryArbitrage();
System.Threading.Thread.Sleep(200); // [yangming]加个延时，防止还未保存文件
USeManager.Instance.AutoTraderManager.RemoveAutoTrader(m_autoTrader.TraderIdentify);
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, ex.Message);
}
}
private void MainForm_FormClosing(object sender, FormClosingEventArgs e)
{
if (USeManager.Instance.AutoTraderManager.HasUnfinishOrderBook())
{
string text = "当前有挂单中的委托单,退出后可能不能正常处理套利单状态";
if (DialogResult.Yes != USeFuturesSpiritUtility.ShowYesNoMessageBox(this, text))
{
e.Cancel = true;
return;
}
}
this.investorFundControl1.Stop();
this.arbitrageOrderListControl1.Stop();
}
/// <summary>
/// 远月合约组合框选择更改
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void Cbx_FarInstrumentSelectChanged(object sender, EventArgs e)
{
USeInstrument instrument = this.cbxFarInstrument.SelectedItem as USeInstrument;
Debug.Assert(instrument != null);
try
{
USeManager.Instance.QuoteDriver.Subscribe(instrument);
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "行情订阅异常:" + ex.Message);
return;
}
}
private void btnOK_Click(object sender, EventArgs e)
{
try
{
m_orderDriver.SettlementInfoConfirm();
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, "结算单确认失败," + ex.Message);
return;
}
this.DialogResult = DialogResult.Yes;
this.Close();
}
/// <summary>
/// 套利组合下单
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void btnOpenArbitrageOrder_Click(object sender, EventArgs e)
{
string errorMessage = "";
if (CheckArgument(out errorMessage) == false)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "[套利参数设定]" + "\n" + errorMessage);
return;
}
if (CreateNewArbitrageOrder())
{
this.Close();
}
}
/// <summary>
/// 移除预警
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button_CancelNotify_Click(object sender, EventArgs e)
{
DataGridViewSelectedRowCollection selectRows = this.gridAlarmCondition.SelectedRows;
if (selectRows == null || selectRows.Count == 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "请选择要移除的预警");
return;
}
;
foreach (DataGridViewRow row in selectRows)
{
ArbitrageAlarmArgumentViewModel model = row.DataBoundItem as ArbitrageAlarmArgumentViewModel;
m_dataSourceAlarm.Remove(model);
}
}
/// <summary>
/// 确定按键。
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button_Ok_Click(object sender, EventArgs e)
{
//存文件，成功之后发布事件;存文件失败继续修改
Debug.Assert(m_arbitrageInstrumentList != null);
bool iDataAccesserStore = ArbitrageInstrumentsDataAccesserStore(m_arbitrageInstrumentList);
if (iDataAccesserStore == false)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "保存套利合约单设置失败，请重试");
return;
}
SafeFireOnArbitrageCombineInsChanged(m_arbitrageInstrumentList);
this.DialogResult = DialogResult.Yes;
this.Close();
}
/// <summary>
/// 近远月比较
/// </summary>
/// <param name="firIns"></param>
/// <param name="secIns"></param>
/// <returns></returns>
private bool CompareExpireDateSecUpperFir(USeInstrument nearInstrument, USeInstrument farInstrument)
{
if (nearInstrument == null || farInstrument == null)
{
return(false);
}
try
{
string productIDFir = USeTraderProtocol.GetVarieties(nearInstrument.InstrumentCode);
string ProductIDSec = USeTraderProtocol.GetVarieties(farInstrument.InstrumentCode);
Debug.Assert(productIDFir.Equals(ProductIDSec));
List <USeInstrumentDetail> instrumentDetailList = USeManager.Instance.OrderDriver.QueryInstrumentDetail(productIDFir);
USeInstrumentDetail nearDetail = (from d in instrumentDetailList
where nearInstrument.InstrumentCode == d.Instrument.InstrumentCode
select d).FirstOrDefault();
USeInstrumentDetail farDetail = (from d in instrumentDetailList
where farInstrument.InstrumentCode == d.Instrument.InstrumentCode
select d).FirstOrDefault();
Debug.Assert(nearDetail != null);
Debug.Assert(farDetail != null);
if (nearDetail.ExpireDate >= farDetail.ExpireDate)
{
return(false);
}
else
{
return(true);
}
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "合约设定有误" + ex.Message);
return(false);
}
}
private void buttonOrder_Click(object sender, EventArgs e)
{
if (this.comboBoxInstrument.Text == string.Empty)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "合约项为空，请选入合约信息");
return;
}
if (this.numericUpDownPrice.Value <= 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "价格为不能为0或负数");
return;
}
if (this.numericUpDownVolume.Value <= 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "数量不能为0或负数");
return;
}
decimal orderPrice = 0m;
if (m_freshOrderPrice)
{
orderPrice = GetMarketOrderPrice();
}
else
{
orderPrice = this.numericUpDownPrice.Value;
}
string error_info = string.Empty;
USeOrderNum orderNum = USeManager.Instance.OrderDriver.PlaceOrder(m_selectedInstrument, (int)this.numericUpDownVolume.Value, GetMarketOrderPrice(), GetChoiceOffsetType(), GetChoiceDirection(), out error_info);
if (orderNum == null)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, error_info);
}
}
private List <USeArbitrageOrder> LoadHistoryArbitrageOrderList()
{
//读取所有历史套利单信息
List <USeArbitrageOrder> USeArbitrageOrderList = new List <USeArbitrageOrder>();
try
{
Debug.Assert(USeManager.Instance.LoginUser != null);
string brokerId = USeManager.Instance.LoginUser.BrokerId;
string account = USeManager.Instance.LoginUser.Account;
DateTime?beginTime = null;
if (this.dateTimePicker1.Checked)
{
beginTime = this.dateTimePicker1.Value.Date;
}
DateTime?endTime = null;
if (this.dateTimePicker2.Checked)
{
endTime = this.dateTimePicker2.Value.Date.AddDays(1);
}
List <USeArbitrageOrder> HistoryArbitrageOrdersList = USeManager.Instance.DataAccessor.GetHistoryArbitrageOrders(brokerId, account, beginTime, endTime);
if (HistoryArbitrageOrdersList == null)
{
return(USeArbitrageOrderList);
}
else
{
return(HistoryArbitrageOrdersList);
}
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "LoadHistoryArbitrageOrderList error :" + ex.Message);
return(USeArbitrageOrderList);
}
}
private void ArbitrageQuoteChoiceForm_Load(object sender, EventArgs e)
{
try
{
Initialize();
InitializeAccountInfo();
InitializeProductCombox();
//先到文件中读取所有之前存在的品种套利组合
m_arbitrageInstrumentList = GetArbitrageCombineInsList();
//默认品种选择
SetDefultProduct();
}
catch (Exception ex)
{
Debug.Assert(false, ex.Message);
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, ex.Message);
this.Close();
}
}
/// <summary>
/// 撤单-所有委托单中的未成交单
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button_CancelAllOrders_Click(object sender, EventArgs e)
{
List <USeOrderBook> orderBookList = USeManager.Instance.OrderDriver.QueryOrderBooks();
List <USeOrderBook> allCancelOrdersList = new List <USeOrderBook>();
foreach (USeOrderBook orderBook in orderBookList)
{
if (orderBook.IsFinish)
{
continue;
}
allCancelOrdersList.Add(orderBook);
}
if (allCancelOrdersList.Count == 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "未查询到委托单可撤...");
return;
}
CancelOrdersForm cancelOrderForm = new CancelOrdersForm(allCancelOrdersList);
if (DialogResult.OK == cancelOrderForm.ShowDialog())
{
foreach (USeOrderBook orderCancel in allCancelOrdersList)
{
string error_info = string.Empty;
bool bResult = USeManager.Instance.OrderDriver.CancelOrder(orderCancel.OrderNum, orderCancel.Instrument, out error_info);
if (bResult == false)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, error_info);
}
}
}
}
private void btnStartOrStop_Click(object sender, EventArgs e)
{
try
{
this.btnStartOrStop.Enabled = false;
if (m_autoTrader.State == AutoTraderState.Disable)
{
Debug.Assert(this.btnStartOrStop.Text == "启动");
m_autoTrader.StartOpenOrCloseMonitor();
//启动
}
else if (m_autoTrader.State == AutoTraderState.Enable)
{
Debug.Assert(this.btnStartOrStop.Text == "停止");
m_autoTrader.StopOpenOrCloseMonitor();
}
}
catch (Exception ex)
{
this.btnStartOrStop.Enabled = true;
USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
}
}
/// <summary>
/// 创建组合套利单下单参数
/// </summary>
private bool CreateNewArbitrageOrder()
{
USeInstrument nearInstrument = this.cbxNearInstrument.SelectedItem as USeInstrument;
USeInstrument farInstrument = this.cbxFarInstrument.SelectedItem as USeInstrument;
ArbitrageOperationSide operationSide = this.arbitrageOperationSideControl.OperationSide;
ArbitrageOpenArgument openArg = new ArbitrageOpenArgument();
if (operationSide == ArbitrageOperationSide.BuyNearSellFar)
{
openArg.BuyInstrument = nearInstrument;
openArg.SellInstrument = farInstrument;
openArg.BuyInstrumentOrderPriceType = this.orderPriceTypeControl_OpenNearArg.OrderPriceType;
openArg.SellInstrumentOrderPriceType = this.orderPriceTypeControl_OpenFarArg.OrderPriceType;
}
else if (operationSide == ArbitrageOperationSide.SellNearBuyFar)
{
openArg.BuyInstrument = farInstrument;
openArg.SellInstrument = nearInstrument;
openArg.BuyInstrumentOrderPriceType = this.orderPriceTypeControl_OpenFarArg.OrderPriceType;
openArg.SellInstrumentOrderPriceType = this.orderPriceTypeControl_OpenNearArg.OrderPriceType;
}
else
{
Debug.Assert(false);
}
openArg.NearOrderPriceType = this.orderPriceTypeControl_OpenNearArg.OrderPriceType;
openArg.FarOrderPriceType = this.orderPriceTypeControl_OpenFarArg.OrderPriceType;
openArg.PreferentialSide = this.preferentialSideControl_OpenArg.PreferentialSide;
openArg.OpenCondition = new PriceSpreadCondition()
{
PriceSpreadSide = this.priceSpreadSideControl_OpenSpreadArg.PriceSpreadSide,
PriceSpreadThreshold = this.nudPriceSpreadThreshold_OpenArg.Value
};
openArg.TotalOrderQty = (int)this.nudTotalOrderQty_OpenArg.Value;
openArg.OrderQtyUint = (int)this.nudOrderQtyUint_OpenArg.Value;
openArg.DifferentialUnit = (int)this.nudDifferentialUnit_OpenArg.Value;
ArbitrageCloseArgument closeArg = new ArbitrageCloseArgument();
if (operationSide == ArbitrageOperationSide.BuyNearSellFar)
{
closeArg.BuyInstrument = farInstrument;
closeArg.SellInstrument = nearInstrument;
closeArg.BuyInstrumentOrderPriceType = this.orderPriceTypeControl_CloseFarArg.OrderPriceType;
closeArg.SellInstrumentOrderPriceType = this.orderPriceTypeControl_CloseNearArg.OrderPriceType;
}
else if (operationSide == ArbitrageOperationSide.SellNearBuyFar)
{
closeArg.BuyInstrument = nearInstrument;
closeArg.SellInstrument = farInstrument;
closeArg.BuyInstrumentOrderPriceType = this.orderPriceTypeControl_CloseNearArg.OrderPriceType;
closeArg.SellInstrumentOrderPriceType = this.orderPriceTypeControl_CloseFarArg.OrderPriceType;
}
closeArg.NearOrderPriceType = this.orderPriceTypeControl_CloseNearArg.OrderPriceType;
closeArg.FarOrderPriceType = this.orderPriceTypeControl_CloseFarArg.OrderPriceType;
closeArg.PreferentialSide = this.preferentialSideControl_CloseArg.PreferentialSide;
closeArg.CloseCondition = new PriceSpreadCondition()
{
PriceSpreadSide = this.priceSpreadSideControl_CloseSpreadArg.PriceSpreadSide,
PriceSpreadThreshold = this.nudPriceSpreadThreshold_CloseArg.Value
};
closeArg.OrderQtyUint = (int)this.nudOrderQtyUint_CloseArg.Value;
closeArg.DifferentialUnit = (int)this.nudDifferentialUnit_CloseArg.Value;
ArbitrageStopLossArgument stopLossArg = null;
if (this.cbxStopLossFlag.Checked)
{
stopLossArg = new ArbitrageStopLossArgument();
stopLossArg.StopLossCondition = new PriceSpreadCondition()
{
PriceSpreadSide = this.priceSpreadSideControl_StopLossArg.PriceSpreadSide,
PriceSpreadThreshold = this.nudPriceSpreadThreshold_StopLossArg.Value
};
}
List <ArbitrageAlarmArgument> alarmArgList = new List <ArbitrageAlarmArgument>();
if (m_dataSourceAlarm != null && m_dataSourceAlarm.Count > 0)
{
foreach (ArbitrageAlarmArgumentViewModel alarmView in m_dataSourceAlarm)
{
alarmArgList.Add(ArbitrageAlarmArgumentViewModel.CreatAlarmData(alarmView));
}
}
ArbitrageArgument argument = new ArbitrageArgument();
argument.ProductID = m_product.ProductCode;
argument.NearInstrument = nearInstrument;
argument.FarInstrument = farInstrument;
argument.OperationSide = operationSide;
argument.OpenArg = openArg;
argument.CloseArg = closeArg;
argument.StopLossArg = stopLossArg;
argument.AlarmArgs = alarmArgList;
string errorMessage = string.Empty;
if (VerifyMargin(argument.OpenArg, out errorMessage) == false)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, errorMessage);
return(false);
}
decimal evaluateMargin = EvaluateMargin(argument.OpenArg);
string text = string.Format("套利单预计占用保证金 {0},确定跟单么?", evaluateMargin.ToString("#,0"));
if (DialogResult.Yes != USeFuturesSpiritUtility.ShowYesNoMessageBox(this, text))
{
return(false);
}
try
{
AutoTraderManager traderManager = USeManager.Instance.AutoTraderManager;
Debug.Assert(traderManager != null);
AutoTrader trader = traderManager.CreateNewAutoTrader(argument, USeManager.Instance.LoginUser);
trader.BeginOpen();
//[yangming]创建后应该启动跟单
trader.StartOpenOrCloseMonitor();
USeManager.Instance.DataSaver.AddSaveTask(trader.GetArbitrageOrder());
//同时保存所有的ArbitrageArgument便于下次修改
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
return(false);
}
return(true);
}
