public WeiTuoEventArgs(StockWeiTuo wt, DataChangeType dataChangeType)
{
// TODO: Complete member initialization
this.wt = wt;
this.done = false;
this.dataChangeType = dataChangeType;
}
public void Update(StockWeiTuo wt)
{
this.WTnbr = wt.WTnbr;
this.Code = wt.Code;
this.Name = wt.Name;
this.Time = wt.Time;
this.Price = wt.Price;
this.Qty_deal = wt.Qty_deal;
this.WeiTuo_Type = wt.WeiTuo_Type;
this.Title1 = wt.Title1;
this.Title2 = wt.Title2;
this.Status = wt.Status;
this.Qty_cancel = wt.Qty_cancel;
this.Fee = wt.Fee;
this.Price_deal = wt.Price_deal;
}
public override void QueryWeiTuo(JObject jomsg)
{
JObject WeiTuoInfo = jomsg;
JArray jorders = new JArray();
if (WeiTuoInfo.Property("data") != null)
{
jorders = (JArray)WeiTuoInfo["data"];
}
List <StockWeiTuo> WeiTuoList = new List <StockWeiTuo>();
for (int i = 0; i < jorders.Count; i++)
{
JObject jorder = (JObject)jorders[i];
StockWeiTuo wt = new StockWeiTuo();
System.DateTime startTime = TimeZone.CurrentTimeZone.ToLocalTime(new System.DateTime(1970, 1, 1));
System.DateTime dt = startTime.AddMilliseconds((long)jorder["created_at"]);
wt.Time = dt.ToString("yyyy-MM-dd HH:mm:ss.fff");
wt.Code = jorder["symbol"].ToString();
wt.Name = wt.Code;
wt.Price = System.Convert.ToDouble(jorders[i]["price"].ToString());
wt.Qty = System.Convert.ToDouble(jorders[i]["amount"].ToString());
wt.Qty_deal = System.Convert.ToDouble(jorders[i]["filled_amount"].ToString());
wt.Fee = -System.Convert.ToDouble(jorders[i]["fill_fees"].ToString());
if (wt.Qty_deal != 0)
{
wt.Price_deal = Math.Round(System.Convert.ToDouble(jorders[i]["executed_value"].ToString()) / wt.Qty_deal, 8, MidpointRounding.AwayFromZero);
}
else
{
wt.Price_deal = 0;
}
wt.CancelTime = "";
wt.WTnbr = jorders[i]["id"].ToString();
wt.WeiTuo_Type = string.Format("{0}-{1}", jorders[i]["side"].ToString(), jorders[i]["type"].ToString());
string status = jorder["state"].ToString();
switch (status)
{
case "submitted":
wt.Status = TradeOrderStatus.Open;
break;
case "partial_filled":
wt.Status = TradeOrderStatus.Part_Filled;
break;
case "filled":
wt.Status = TradeOrderStatus.Filled;
break;
case "canceled":
wt.Status = TradeOrderStatus.Cancelled;
break;
case "partial_canceled":
wt.Status = TradeOrderStatus.Cancelled;
break;
case "pending_cancel":
wt.Status = TradeOrderStatus.Canceling;
break;
default:
wt.Status = TradeOrderStatus.UnKnow;
break;
}
string[] sendtype = wt.WeiTuo_Type.Split(new char[] { '-' });
if (sendtype[0] == "buy")
{
wt.Fee = wt.Fee * wt.Price_deal;
wt.Title1 = "0";
wt.Title2 = "买入";
}
else
{
wt.Title1 = "1";
wt.Title2 = "卖出";
}
if (wt.Status == TradeOrderStatus.Cancelled)
{
wt.Qty_cancel = wt.Qty - wt.Qty_deal;
}
else
{
wt.Qty_cancel = 0;
}
WeiTuoList.Add(wt);
}
RaiseWeiTuo(WeiTuoList);
}
public override void QueryWeiTuo(JObject jomsg)
{
JObject WeiTuoInfo = jomsg;
JObject jorder = null;
if (WeiTuoInfo.Property("data") != null)
{
jorder = (JObject)WeiTuoInfo["data"];
}
if (jorder != null)
{
List <StockWeiTuo> WeiTuoList = new List <StockWeiTuo>();
StockWeiTuo wt = new StockWeiTuo();
System.DateTime startTime = TimeZone.CurrentTimeZone.ToLocalTime(new System.DateTime(1970, 1, 1));
System.DateTime dt = startTime.AddMilliseconds((long)jorder["created-at"]);
wt.Time = dt.ToString("yyyy-MM-dd HH:mm:ss.fff");
wt.Code = jorder["symbol"].ToString();
wt.Name = wt.Code;
wt.Price = System.Convert.ToDouble(jorder["order-price"].ToString());
wt.Qty = System.Convert.ToDouble(jorder["order-amount"].ToString());
wt.Qty_deal = System.Convert.ToDouble(jorder["filled-amount"].ToString());
wt.Fee = -System.Convert.ToDouble(jorder["filled-fees"].ToString());
wt.Price_deal = System.Convert.ToDouble(jorder["price"].ToString());
wt.CancelTime = "";
wt.WTnbr = jorder["order-id"].ToString();
wt.WeiTuo_Type = jorder["order-type"].ToString();
string status = jorder["order-state"].ToString();
switch (status)
{
case "submitted":
wt.Status = TradeOrderStatus.Open;
break;
case "partial-filled":
wt.Status = TradeOrderStatus.Part_Filled;
break;
case "filled":
wt.Status = TradeOrderStatus.Filled;
break;
case "canceled":
wt.Status = TradeOrderStatus.Cancelled;
break;
case "partial-canceled":
wt.Status = TradeOrderStatus.Cancelled;
break;
default:
wt.Status = TradeOrderStatus.UnKnow;
break;
}
string[] sendtype = wt.WeiTuo_Type.Split(new char[] { '-' });
if (sendtype[0] == "buy")
{
wt.Fee = wt.Fee * wt.Price_deal;
wt.Title1 = "0";
wt.Title2 = "买入";
}
else
{
wt.Title1 = "1";
wt.Title2 = "卖出";
}
if (wt.Status == TradeOrderStatus.Cancelled)
{
wt.Qty_cancel = wt.Qty - wt.Qty_deal;
}
else
{
wt.Qty_cancel = 0;
}
WeiTuoList.Add(wt);
RaiseWeiTuo(WeiTuoList);
}
}