internal static decimal CalculateTotalAutoCloseLot(AccountClass.Instrument instrument, bool isBuy, decimal unfilledLot, Dictionary <Guid, decimal> remainLotsDict)
{
decimal result = 0m;
decimal remainUnfilledLot = unfilledLot;
foreach (Transaction eachTran in instrument.GetTransactions())
{
if (remainUnfilledLot <= 0)
{
break;
}
foreach (Order eachOrder in eachTran.Orders)
{
if (eachOrder.IsBuy != isBuy && eachOrder.IsOpen && eachOrder.Phase == OrderPhase.Executed)
{
var items = FilledCalculator.CalculateOrderCanCloseLot(eachOrder, unfilledLot, remainLotsDict);
decimal canClosedLot = items.Item1;
decimal remainLot = items.Item2;
remainLotsDict[eachOrder.Id] = remainLot - canClosedLot;
remainUnfilledLot -= canClosedLot;
result += canClosedLot;
if (remainUnfilledLot <= 0)
{
break;
}
}
}
}
return(result);
}
