/// <summary>
/// проверить, не пора ли высылать новую заявку
/// </summary>
public void Check()
{
if (_ordersNeadToCreate == null ||
_ordersNeadToCreate.Count == 0)
{
return;
}
if (_ordersInSystem == null ||
_ordersInSystem.State == OrderStateType.Done)
{
_ordersInSystem = _ordersNeadToCreate[0];
_ordersNeadToCreate.Remove(_ordersInSystem);
if (_type == AcebergType.Open)
{
_position.AddNewOpenOrder(_ordersInSystem);
}
else if (_type == AcebergType.Close)
{
_position.AddNewCloseOrder(_ordersInSystem);
}
else if (_type == AcebergType.ModificateBuy)
{
if (_position.Direction == Side.Buy && _ordersInSystem.Side == Side.Buy ||
_position.Direction == Side.Sell && _ordersInSystem.Side == Side.Sell)
{
_position.AddNewOpenOrder(_ordersInSystem);
}
else
{
_position.AddNewCloseOrder(_ordersInSystem);
}
}
else if (_type == AcebergType.ModificateSell)
{
if (_position.Direction == Side.Buy && _ordersInSystem.Side == Side.Buy ||
_position.Direction == Side.Sell && _ordersInSystem.Side == Side.Sell)
{
_position.AddNewOpenOrder(_ordersInSystem);
}
else
{
_position.AddNewCloseOrder(_ordersInSystem);
}
}
if (NewOrderNeadToExecute != null)
{
NewOrderNeadToExecute(_ordersInSystem);
}
}
}
/// <summary>
/// закрыть позицию
/// </summary>
private void ClosePosition(Position position, int index, DateTime time, decimal price)
{
Order newOrder = new Order();
newOrder.SecurityNameCode = position.SecurityName;
newOrder.Price = price;
newOrder.NumberUser = index;
newOrder.Volume = 1;
newOrder.NumberMarket = index.ToString();
if (SideInter == Side.Buy)
{
newOrder.Side = Side.Sell;
}
else
{
newOrder.Side = Side.Buy;
}
newOrder.TimeCallBack = time;
newOrder.TimeCreate = time;
position.AddNewCloseOrder(newOrder);
MyTrade trade = new MyTrade();
trade.Volume = 1;
trade.Side = newOrder.Side;
trade.NumberOrderParent = index.ToString();
trade.Price = price;
trade.NumberTrade = index + 1.ToString();
trade.Time = time;
position.SetTrade(trade);
}
// внутренние функции управления позицией
// internal position management functions
private void CloseDeal(Position position, OrderPriceType priceType, decimal price, TimeSpan lifeTime,
bool isStopOrProfit)
{
try
{
if (position == null)
{
return;
}
position.ProfitOrderIsActiv = false;
position.StopOrderIsActiv = false;
for (int i = 0; position.CloseOrders != null && i < position.CloseOrders.Count; i++)
{
if (position.CloseOrders[i].State == OrderStateType.Activ &&
position.CloseOrders[i].TypeOrder != OrderPriceType.LimitStop &&
position.CloseOrders[i].TypeOrder != OrderPriceType.MarketStop
)
{
_connector.OrderCancel(position.CloseOrders[i]);
}
}
for (int i = 0; position.OpenOrders != null && i < position.OpenOrders.Count; i++)
{
if (position.OpenOrders[i].State == OrderStateType.Activ &&
position.OpenOrders[i].TypeOrder != OrderPriceType.LimitStop &&
position.OpenOrders[i].TypeOrder != OrderPriceType.MarketStop
)
{
_connector.OrderCancel(position.OpenOrders[i]);
}
}
if (Securiti == null)
{
return;
}
Side sideCloseOrder = Side.Buy;
if (position.Direction == Side.Buy)
{
sideCloseOrder = Side.Sell;
}
price = RoundPrice(price, Securiti, sideCloseOrder);
if (position.State == PositionStateType.Done &&
position.OpenVolume == 0)
{
return;
}
position.State = PositionStateType.Closing;
Order closeOrder = _dealCreator.CreateCloseOrderForDeal(position, price, priceType, lifeTime, StartProgram);
if (closeOrder == null)
{
if (position.OpenVolume == 0)
{
position.State = PositionStateType.OpeningFail;
}
return;
}
if (isStopOrProfit)
{
closeOrder.IsStopOrProfit = true;
}
position.AddNewCloseOrder(closeOrder);
_connector.OrderExecute(closeOrder);
}
catch (Exception error)
{
SetNewLogMessage(error.ToString(), LogMessageType.Error);
}
}