private void UpdateTrade(TradeOrderData tradeOrderData)
{
DispatcherHelper.CheckBeginInvokeOnUI(() =>
{
TradeOrderDataList.Insert(0, tradeOrderData);
});
}
public void BroadcastTradeDataToClient(TradeOrderData eventData)
{
if (eventData != null)
{
Task.Run(() => Messenger.Default.Send(eventData, MessengerToken.BROADCASTTRADEDATA));
}
}
public void ProcessNewComeTradeInfo(TradeOrderData trade, bool isInited = true)
{
//Add for GHS 5.0.2
if (trade == null)
{
return;
}
//Synchronizing the trading info when initialized
List <TradeOrderData> removeItems = new List <TradeOrderData>();
if (!isInited)
{
foreach (TradeOrderData item in QryTradeDataLst)
{
if (trade.TradeID != "" && item.TradeID == trade.TradeID && item.OrderID == trade.OrderID && item.Exchange == trade.Exchange)
{
removeItems.Add(item);
}
}
foreach (TradeOrderData rItem in removeItems)
{
QryTradeDataLst.Remove(rItem);
}
}
}
/// <summary>
/// 埋单提交（选中）
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void MaiDanHandle(object sender, RoutedEventArgs e)
{
List <TradeOrderData> selectedOrder = new List <TradeOrderData>();
foreach (var item in dgMaiConditionOrder.SelectedItems)
{
selectedOrder.Add((TradeOrderData)item);
}
foreach (var item in selectedOrder)
{
TradeOrderData o = (TradeOrderData)item;
if (o != null)
{
//对o撤单
if (IsMaiDanHandlable(o))
{
TradeDataClient.GetClientInstance().RequestOrder(o.InvestorID, BACKENDTYPE.CTP, new RequestContent("NewOrderSingle", new List <object>()
{
CodeSetManager.GetContractInfo(o.Code, CodeSetManager.ExNameToCtp(o.Exchange)), SIDETYPE.BUY, PosEffect.Close, 0, 0, 0, o.OrderID, CommonUtil.GetHedgeType(o.Hedge)
}));
}
}
}
}
private void AddSystemMessage(TradeOrderData orderInfo)
{
string title = string.Empty;
string code = orderInfo.Code;//orderInfo.legs[0] != null ? orderInfo.legs[0].Code ： "";
string buySell = orderInfo.BuySell;
string openClose = orderInfo.OpenClose;
string message = string.Empty;
if (CommonUtil.GetOrderStatus(orderInfo.OrderStatus) == OrderStatus.Queued)
{
message = string.Format("报单号：{0} 下单成功：{1},{2},{3},{4}手，委托价{5}, {6}",
orderInfo.OrderID.Trim(), code, buySell, openClose, orderInfo.CommitHandCount, orderInfo.CommitPrice, orderInfo.Hedge);
}
else if (CommonUtil.GetOrderStatus(orderInfo.OrderStatus) == OrderStatus.Chengjiao)
{
message = string.Format("报单号：{0} 成交通知：{1},{2},{3},{4}手，委托价{5}, {6}",
orderInfo.OrderID.Trim(), code, buySell, openClose, orderInfo.CommitHandCount, orderInfo.CommitPrice, orderInfo.Hedge);//成交价
}
else if (CommonUtil.GetOrderStatus(orderInfo.OrderStatus) == OrderStatus.Cancelled)
{
message = string.Format("撤单通知：{0},{1},{2},{3}手，委托价{4}, {5}",
code, buySell, openClose, orderInfo.CommitHandCount, orderInfo.CommitPrice, orderInfo.Hedge);
}
else if (CommonUtil.GetOrderStatus(orderInfo.OrderStatus) == OrderStatus.Failed)
{
message = string.Format("下单失败：{0},{1},{2},{3}手，委托价{4}, {5}",
code, buySell, openClose, orderInfo.CommitHandCount, orderInfo.CommitPrice, orderInfo.Hedge);
}
if (!string.IsNullOrEmpty(message))
{
_MainWindow.AddSystemMessage(DateTime.Now, message, "信息", "ORDER");
}
}
/// <summary>
/// 埋单能够提交
/// </summary>
/// <param name="o"></param>
/// <returns></returns>
private Boolean IsMaiDanHandlable(TradeOrderData o)
{
if (o.OrderStatus == "预置单有效")
{
return(true);
}
return(false);
}
//public void SendOneOrderTest(string symbol,bool sell)
//{
// IOrdersManager ordersManager = ((UNLManager) UNLManagerDic[symbol]).OrdersManager;
// ordersManager.TestTrading(true);
//}
public void SendOneOrderTest(TradeOrderData tradeOrderData)
{
//IOrdersManager ordersManager = ((UNLManager)UNLManagerDic[tradeOrderData.Symbol]).OrdersManager;
//ordersManager.TestTrading(tradeOrderData);
ITradingManager tradeManager = ((UNLManager)UNLManagerDic[tradeOrderData.Symbol]).TradingManager;
tradeManager.TestTrading(tradeOrderData);
}
public bool AddOrderInfo(TradeOrderData orderInfo)
{
bool canAdd = false;
if (CommonUtil.GetOrderStatus(orderInfo.OrderStatus) == OrderStatus.Queued)
{
if (Settings.Default.ConfirmForOrderSubmit == true)
{
canAdd = true;
}
}
else if (CommonUtil.GetOrderStatus(orderInfo.OrderStatus) == OrderStatus.Chengjiao)
{
if (Settings.Default.ConfirmForOrderTransact == true)
{
canAdd = true;
}
}
else if (CommonUtil.GetOrderStatus(orderInfo.OrderStatus) == OrderStatus.Cancelled)
{
if (Settings.Default.ConfirmForOrderCancel == true)
{
canAdd = true;
}
}
else if (CommonUtil.GetOrderStatus(orderInfo.OrderStatus) == OrderStatus.Failed)
{
if (Settings.Default.ConfirmForOrderCancel == true)
{
canAdd = true;
}
}
if (canAdd)
{
_LstOrders.Add(orderInfo);
btnNext.Visibility = Visibility.Visible;
string title = (this.Parent as Window).Title;
if (title.Length > 4)
{
title = title.Substring(title.Length - 4);
title = "TradingMaster：" + title;
(this.Parent as Window).Title = string.Format("({0}/{1}) {2}", index + 1, _LstOrders.Count, title);
}
}
AddSystemMessage(orderInfo);
return(canAdd);
}
public OrderData TestTrading(TradeOrderData tradeOrderData)
{
string optionKey = GetOptionKey(tradeOrderData.ExpiryDate, tradeOrderData.OptionType, tradeOrderData.Strike);
OptionData optionData = UNLManager.OptionsManager.GetOptionData(optionKey);
if (optionData == null)
{
throw new Exception("The Option doesn't exist in the Option list!!!");
}
OrderData orderData = tradeOrderData.OrderAction == OrderAction.SELL ?
SellOption(optionData, 1) :
BuyOption(optionData, 1);
DefaultOrderType = tradeOrderData.OrderType;
return(orderData);
}
public void BroadCastTradeData(TradeOrderData data,
IReadOnlyDictionary <int, IBroadcastorCallBack> clients)
{
foreach (var client in clients)
{
//BroadCast Trade Update to all Client
//if(data.BuyUserId == client.Key || data.SellUserId == client.Key)
{
try
{
client.Value.BroadcastTradeDataToClient(data);
}
catch
{
ObjFactory.Instance.CreateLogger()
.Log("BroadCastTradeData =" + client, this.GetType().Name);
}
}
}
}
private void btnSendOrder_Click(object sender, EventArgs e)
{
try
{
//Create the object:
TradeOrderData tradeOrderData = new TradeOrderData()
{
OrderType = OrderType.MKT,
OptionTypeText = txtType.Text,
ExpiryDate = dateTimePicker1.Value,
OrderAction = cbxSell.Checked ? OrderAction.SELL : OrderAction.BUY,
Strike = Convert.ToDouble(txtStrike.Text),
Symbol = txtSymbol.Text
};
_appManager.SendOneOrderTest(tradeOrderData);
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
}
}
public void TestTrading(TradeOrderData tradeOrderData)
{
string optionKey = GetOptionKey(tradeOrderData.ExpiryDate, tradeOrderData.OptionType, tradeOrderData.Strike);
OptionData optionData = UNLManager.OptionsManager.GetOptionData(optionKey);
if (optionData == null)
{
throw new Exception("The Option doesn't exist in the Option list!!!");
}
OrderData orderData;
if (tradeOrderData.OrderAction == OrderAction.SELL)
{
orderData = OrderManager.SellOption(optionData, 1);
_pendingSellDic[orderData.OrderId] = orderData;
}
else
{
orderData = OrderManager.BuyOption(optionData, 1);
_pendingCloseDic[orderData.OrderId] = orderData;
}
}
private void ShowOrderInfo()
{
HideCheckBox();
string title = string.Empty;
string message = "";
if (_LstOrders[index] is TradeOrderData)
{
TradeOrderData orderInfo = _LstOrders[index] as TradeOrderData;
string code = orderInfo.Code; //orderInfo.legs[0] != null ? orderInfo.legs[0].Code ： "";
string buySell = orderInfo.BuySell;
string openClose = orderInfo.OpenClose; // JYDataServer.getServerInstance().GetPosEffect(orderInfo.posEffect);
message = string.Format("报单号 ：{0}", orderInfo.OrderID);
message = message + string.Format("\n合约：{0}", code);
message = message + string.Format("\n买卖：{0}", buySell);
message = message + string.Format("\n开平：{0}", openClose);
message = message + string.Format("\n委托量：{0}", orderInfo.CommitHandCount);
message = message + string.Format("\n委托价：{0}", orderInfo.CommitPrice);
message = message + string.Format("\n备注：{0}", orderInfo.FeedBackInfo);
if (CommonUtil.GetOrderStatus(orderInfo.OrderStatus) == OrderStatus.Queued)
{
title = "下单成功";
chkConfirmSubmit.Visibility = Visibility.Visible;
}
else if (CommonUtil.GetOrderStatus(orderInfo.OrderStatus) == OrderStatus.Chengjiao)
{
title = "成交通知";
chkConfirmTransact.Visibility = Visibility.Visible;
}
else if (CommonUtil.GetOrderStatus(orderInfo.OrderStatus) == OrderStatus.Cancelled)
{
title = "撤单成功";
chkConfirmCancel.Visibility = Visibility;
}
else if (CommonUtil.GetOrderStatus(orderInfo.OrderStatus) == OrderStatus.Failed)
{
title = "下单失败";
chkConfirmCancel.Visibility = Visibility;
}
}
else if (_LstOrders[index] is QuoteOrderData)
{
QuoteOrderData orderInfo = _LstOrders[index] as QuoteOrderData;
string code = orderInfo.Code;//orderInfo.legs[0] != null ? orderInfo.legs[0].Code ： "";
string bidOpenClose = orderInfo.BidOpenClose;
string askOpenClose = orderInfo.AskOpenClose;
// JYDataServer.getServerInstance().GetPosEffect(orderInfo.posEffect);
message = string.Format("报价号 ：{0}", orderInfo.QuoteOrderID);
message = message + string.Format("\n合约：{0}", code);
message = message + string.Format("\n买开平：{0}", bidOpenClose);
message = message + string.Format("\n买量：{0}", orderInfo.BidHandCount);
message = message + string.Format("\n买价：{0}", orderInfo.BidPrice);
message = message + string.Format("\n买套保：{0}", orderInfo.BidHedge);
message = message + string.Format("\n卖开平：{0}", askOpenClose);
message = message + string.Format("\n卖量：{0}", orderInfo.AskOpenClose);
message = message + string.Format("\n卖价：{0}", orderInfo.AskPrice);
message = message + string.Format("\n卖套保：{0}", orderInfo.AskHedge);
message = message + string.Format("\n备注：{0}", orderInfo.StatusMsg);
if (CommonUtil.GetOrderStatus(orderInfo.QuoteStatus) == OrderStatus.Queued)
{
title = "报价成功";
chkConfirmSubmit.Visibility = Visibility.Visible;
}
else if (CommonUtil.GetOrderStatus(orderInfo.QuoteStatus) == OrderStatus.Chengjiao)
{
title = "成交通知";
chkConfirmTransact.Visibility = Visibility.Visible;
}
else if (CommonUtil.GetOrderStatus(orderInfo.QuoteStatus) == OrderStatus.Cancelled)
{
title = "撤单成功";
chkConfirmCancel.Visibility = Visibility;
}
else if (CommonUtil.GetOrderStatus(orderInfo.QuoteStatus) == OrderStatus.Failed)
{
title = "报价失败";
chkConfirmCancel.Visibility = Visibility;
}
}
else if (_LstOrders[index] is ExecOrderData)
{
ExecOrderData orderInfo = _LstOrders[index] as ExecOrderData;
string code = orderInfo.Code; //orderInfo.legs[0] != null ? orderInfo.legs[0].Code ： "";
string openClose = orderInfo.OpenClose; // JYDataServer.getServerInstance().GetPosEffect(orderInfo.posEffect);
message = string.Format("执行号 ：{0}", orderInfo.ExecOrderID);
message = message + string.Format("\n合约：{0}", code);
message = message + string.Format("\n开平：{0}", openClose);
message = message + string.Format("\n委托量：{0}", orderInfo.HandCount);
message = message + string.Format("\n备注：{0}", orderInfo.StatusMsg);
if (CommonUtil.GetOrderStatus(orderInfo.ExecStatus) == OrderStatus.Queued)
{
title = "指令成功";
chkConfirmSubmit.Visibility = Visibility.Visible;
}
else if (CommonUtil.GetOrderStatus(orderInfo.ExecStatus) == OrderStatus.Chengjiao)
{
title = "成交通知";
chkConfirmTransact.Visibility = Visibility.Visible;
}
else if (CommonUtil.GetOrderStatus(orderInfo.ExecStatus) == OrderStatus.Cancelled)
{
title = "撤单成功";
chkConfirmCancel.Visibility = Visibility;
}
else if (CommonUtil.GetOrderStatus(orderInfo.ExecStatus) == OrderStatus.Failed)
{
title = "指令失败";
chkConfirmCancel.Visibility = Visibility;
}
}
else
{
title = "提示数据不合法！";
message = "提示数据不合法！";
}
(this.Parent as Window).Title = string.Format("({0}/{1}) {2}", index + 1, _LstOrders.Count, "TradingMaster：" + title);
tbMessage.Text = message;
}
