private static Order Deviation(Order order,
OrderDeviationMode mode, int threshold,
OrderDeviationMethod method,
OrderPriceAdjustMethod adjustMethod,
byte slippage, byte maxTry)
{
var info = GetOrderInfo(order);
if (mode == OrderDeviationMode.Disabled)
{
info.DeviationMode = mode;
}
else
{
switch (info.DeviationMode)
{
case OrderDeviationMode.QuoteAndTrade:
case OrderDeviationMode.Trade:
case OrderDeviationMode.Time:
info.DeviationMode |= mode;
break;
default:
info.DeviationMode = mode;
break;
}
}
info.DeviationInfo.Threshold = threshold;
info.DeviationInfo.Method = method;
info.DeviationInfo.PriceAdjustMethod = adjustMethod;
info.DeviationInfo.Slippage = slippage;
info.DeviationInfo.MaxTry = maxTry;
return(order);
}
public void Load(byte[] bytes)
{
using (var stream = new MemoryStream(bytes))
using (var reader = new BinaryReader(stream)) {
OpenClose = (OpenCloseType)reader.ReadByte();
HedgeFlag = (HedgeFlagType)reader.ReadByte();
Side = (OrderSide)reader.ReadByte();
DeviationMode = (OrderDeviationMode)reader.ReadByte();
FailedMethod = (OrderAdjustFailedMethod)reader.ReadByte();
ParentOrderId = reader.ReadInt32();
Market2Limit.LoadForm(reader);
DeviationInfo.LoadForm(reader);
}
}
private static Order PriceDeviation(Order order, byte priceOffset, OrderDeviationMode mode,
OrderPriceAdjustMethod adjustMethod = OrderPriceAdjustMethod.MatchPrice, byte slippage = 1, byte maxTry = 3)
{
return(Deviation(order, mode, priceOffset, OrderDeviationMethod.PriceAdjust, adjustMethod, slippage, maxTry));
}
