// ---
public int reqOrder_async(ETRADER_OP nCmd, double dLots, double dPrice, EORDER_TYPE nOrderType, int nPriority, string sComment = "")
{
m_reqOrder_async.m_bProcessed = false;
m_reqOrder_async.setProduct(m_sSymbol, m_site, m_sLogicID, m_dContractSize);
m_reqOrder_async.setVal(nCmd, dLots, dPrice, nOrderType, nPriority, m_sLogicID, sComment);
return(CSiteMng.registerOrder(m_reqOrder_async));
}
/// <summary>
/// Merge reqOrders by product code ( defined by site & symbol)
/// There is some problems.
/// 1. IF different to request price on each logic
/// 2. IF different to order type on each logic
/// 3. IF different to priority on each logic
/// </summary>
/// <param name="nProductCode"></param>
/// <returns></returns>
private bool merge_reqOrders(int nPriority)
{
double dMergeLots = 0;
int nMergeCnt = 0;
m_reqMergeOrder.m_lstSubReqOrders.Clear();
m_reqMergeOrder.m_product = null;
foreach (TReqOrder reqOrder in m_lstReqOrders)
{
if (reqOrder.m_nPriority != nPriority)
{
continue;
}
nMergeCnt++;
if (m_reqMergeOrder.m_product == null)
{
m_reqMergeOrder.setProduct(reqOrder.m_product.m_sSymbol, reqOrder.m_product.m_site, "REQ_MERGE", reqOrder.m_product.m_dContractSize);
}
m_reqMergeOrder.setVal(ETRADER_OP.NONE, 0, reqOrder.m_dPrice_req,
reqOrder.m_nOrderType, reqOrder.m_nPriority, "REQ_MERGE", "");
if (reqOrder.m_nCmd == ETRADER_OP.BUY || reqOrder.m_nCmd == ETRADER_OP.SELL_CLOSE)
{
dMergeLots += reqOrder.m_dLots_req;
}
if (reqOrder.m_nCmd == ETRADER_OP.SELL || reqOrder.m_nCmd == ETRADER_OP.BUY_CLOSE)
{
dMergeLots -= reqOrder.m_dLots_req;
}
m_reqMergeOrder.m_lstSubReqOrders.Add(reqOrder);// register sub req orders...
}
if (nMergeCnt == 0)
{
return(false);
}
if (Math.Abs(dMergeLots) < CFATCommon.ESP)
{
m_reqMergeOrder.m_dLots_exc = 0;
m_reqMergeOrder.m_dLots_req = 0;
return(true);
}
if (dMergeLots > CFATCommon.ESP)
{
m_reqMergeOrder.m_nCmd = ETRADER_OP.BUY;
}
if (dMergeLots < 0)
{
m_reqMergeOrder.m_nCmd = ETRADER_OP.SELL;
}
m_reqMergeOrder.m_dLots_req = Math.Abs(dMergeLots);
return(true);
}