/// <summary>
/// 获取自动下单机。
/// </summary>
/// <param name="traderIdentify">自动下单机标识。</param>
/// <returns></returns>
public AutoTrader GetAutoTrader(Guid traderIdentify)
{
lock (m_syncObj)
{
AutoTrader trader = null;
m_autoTraderDic.TryGetValue(traderIdentify, out trader);
return(trader);
}
}
private void TraderManager_OnAddAutoTrader(Guid traderIdentify)
{
if (this.InvokeRequired)
{
this.BeginInvoke(new AddAutoTraderEventHandel(TraderManager_OnAddAutoTrader), traderIdentify);
return;
}
AutoTrader autoTrader = USeManager.Instance.AutoTraderManager.GetAutoTrader(traderIdentify);
AddArbitrageOrderControl(autoTrader);
}
private void M_autoTraderManager_OnArbitrageOrderChanged(Guid tradeIdentify)
{
try
{
AutoTrader trader = m_autoTraderManager.GetAutoTrader(tradeIdentify);
USeArbitrageOrder arbitrageOrder = trader.GetArbitrageOrder();
m_dataSaver.AddSaveTask(arbitrageOrder);
}
catch (Exception ex)
{
Debug.Assert(false, ex.Message);
}
}
/// <summary>
/// 新增套利单控件。
/// </summary>
/// <param name="autoTrader"></param>
private void AddArbitrageOrderControl(AutoTrader autoTrader)
{
if (ExistArbitrageOrderControl(autoTrader.TraderIdentify) == false)
{
ArbitrageOrderControl orderControl = CreateArbitrageOrderControl(autoTrader);
this.panelOrderContainer.Controls.Add(orderControl);
m_orderControlList.Add(orderControl);
orderControl.Initialize();
}
else
{
Debug.Assert(false);
}
}
/// <summary>
/// 创建套利单控件。
/// </summary>
/// <param name="arbitrageOrder"></param>
/// <returns></returns>
private ArbitrageOrderControl CreateArbitrageOrderControl(AutoTrader autoTrader)
{
ArbitrageOrderControl orderItemControl = new ArbitrageOrderControl(autoTrader);
orderItemControl.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
orderItemControl.Dock = System.Windows.Forms.DockStyle.Top;
orderItemControl.Location = new System.Drawing.Point(0, 0);
orderItemControl.Name = "arbitrageItemControl1";
orderItemControl.Size = new System.Drawing.Size(836, 153);
orderItemControl.TabIndex = 0;
orderItemControl.Initialize();
return(orderItemControl);
}
/// <summary>
/// 移除自动下单机。
/// </summary>
/// <param name="traderIdentify">自动下单机标识。</param>
public void RemoveAutoTrader(Guid traderIdentify)
{
AutoTrader trader = null;
lock (m_syncObj)
{
if (m_autoTraderDic.TryGetValue(traderIdentify, out trader) == false)
{
Debug.Assert(false);
return;
}
}
if (trader.State == AutoTraderState.Enable)
{
throw new Exception(string.Format("套利单[{0}]为运行状态，请先停止在移除", trader.Alias));
}
if (trader.IsFinish == false)
{
throw new Exception(string.Format("套利单[{0}]当前状态为 {1} ,不能移除", trader, trader.ArbitrageOrderState.ToDescription()));
}
if (trader.HasUnFinishOrderBook)
{
throw new Exception(string.Format("套利单[{0}]有未完成委托单 ,不能移除", trader));
}
trader.OnNotify -= AutoTrader_OnNotify;
trader.OnAlarm -= AutoTrader_OnAlarm;
trader.OnArbitrageOrderChanged -= AutoTrader_OnArbitrageOrderChanged;
lock (m_syncObj)
{
m_autoTraderDic.Remove(traderIdentify);
}
string text = "移除套利单成功";
AutoTraderNotice notice = new AutoTraderNotice(trader.TraderIdentify, trader.Alias, AutoTraderNoticeType.Infomation, text);
SafeFireAutoTraderNotice(notice);
trader.WriteTraderNoticeLog(notice);
SafeFireRemoveAutoTrader(traderIdentify);
}
private void btnRefresh_Click(object sender, EventArgs e)
{
if (m_arbitrageOrder == null)
{
return;
}
try
{
AutoTrader trader = USeManager.Instance.AutoTraderManager.GetAutoTrader(m_arbitrageOrder.TraderIdentify);
USeArbitrageOrder arbitrageOrder = trader.GetArbitrageOrder();
Debug.Assert(arbitrageOrder != null);
m_arbitrageOrder = arbitrageOrder;
BindData();
}
catch (Exception ex)
{
Debug.Assert(false, ex.Message);
}
}
/// <summary>
/// 创建新的套利订单。
/// </summary>
/// <param name="argument">套利单参数。</param>
/// <param name="currentInvestor">当前投资者帐号。</param>
public AutoTrader CreateNewAutoTrader(ArbitrageArgument argument, InvestorAccount currentInvestor)
{
Guid traderIdentify = CreateNewAutoTraderIdentify();
int aliasNum = CreateNewAutoTraderAliasNum();
USeArbitrageOrder arbitrageOrder = new USeArbitrageOrder();
arbitrageOrder.TraderIdentify = traderIdentify;
arbitrageOrder.AliasNum = aliasNum;
arbitrageOrder.State = ArbitrageOrderState.None;
arbitrageOrder.BrokerId = currentInvestor.BrokerId;
arbitrageOrder.Account = currentInvestor.Account;
arbitrageOrder.Argument = argument.Clone();
arbitrageOrder.CreateTime = DateTime.Now;
TaskOrderSetting taskOrderSetting = m_systemConfigManager.GetTaskOrderSetting();
//任务组待开仓或者平仓时在创建
AutoTrader trader = new AutoTrader();
trader.SetRecordLogger(USeManager.Instance.CommandLogger);
trader.SetTryOrderCondition(taskOrderSetting.TaskMaxTryCount, taskOrderSetting.TryOrderMinInterval);
trader.Initialize(arbitrageOrder, m_orderDriver, m_quoteDriver, m_alarmManager);
trader.OnNotify += AutoTrader_OnNotify;
trader.OnAlarm += AutoTrader_OnAlarm;
trader.OnArbitrageOrderChanged += AutoTrader_OnArbitrageOrderChanged;
trader.OnStateChanged += AutoTrader_OnStateChanged;
lock (m_syncObj)
{
m_autoTraderDic.Add(traderIdentify, trader);
}
SafeFireAddAutoTrader(traderIdentify);
string text = "创建套利单成功";
AutoTraderNotice notice = new AutoTraderNotice(trader.TraderIdentify, trader.Alias, AutoTraderNoticeType.Infomation, text);
SafeFireAutoTraderNotice(notice);
trader.WriteTraderNoticeLog(notice);
return(trader);
}
/// <summary>
/// 初始化。
/// </summary>
/// <param name="arbitrageOrderList">套利单信息。</param>
/// <param name="orderDriver">交易驱动。</param>
/// <param name="quoteDriver">行情驱动。</param>
/// <param name="alarmManager">预警管理类。</param>
/// <param name="systemConfigManager">系统配置管理类。</param>
public void Initialize(List <USeArbitrageOrder> arbitrageOrderList, USeOrderDriver orderDriver, USeQuoteDriver quoteDriver, AlarmManager alarmManager, SystemConfigManager systemConfigManager)
{
m_orderDriver = orderDriver;
m_quoteDriver = quoteDriver;
m_alarmManager = alarmManager;
m_systemConfigManager = systemConfigManager;
m_systemConfigManager.OnSystemSettingChanged += M_systemConfigManager_OnSystemSettingChanged1;
if (arbitrageOrderList == null || arbitrageOrderList.Count <= 0)
{
return;
}
lock (m_syncObj)
{
int maxAliasNum = 0; // 当日别名最大号码
TaskOrderSetting taskOrderSetting = m_systemConfigManager.GetTaskOrderSetting();
foreach (USeArbitrageOrder arbitrageOrder in arbitrageOrderList)
{
AutoTrader autoTrader = new AutoTrader();
autoTrader.SetRecordLogger(USeManager.Instance.CommandLogger);
autoTrader.SetTryOrderCondition(taskOrderSetting.TaskMaxTryCount, taskOrderSetting.TryOrderMinInterval);
autoTrader.Initialize(arbitrageOrder, m_orderDriver, m_quoteDriver, m_alarmManager);
autoTrader.OnNotify += AutoTrader_OnNotify;
autoTrader.OnAlarm += AutoTrader_OnAlarm;
autoTrader.OnStateChanged += AutoTrader_OnStateChanged;
autoTrader.OnArbitrageOrderChanged += AutoTrader_OnArbitrageOrderChanged;
m_autoTraderDic.Add(autoTrader.TraderIdentify, autoTrader);
if (arbitrageOrder.CreateTime.Date == DateTime.Today && arbitrageOrder.AliasNum > maxAliasNum)
{
maxAliasNum = arbitrageOrder.AliasNum;
}
}
m_aliasIdCrateor.Set(maxAliasNum);
}
}
public ArbitrageOpenArgumentSetForm(AutoTrader autoTrader)
{
m_autoTrader = autoTrader;
InitializeComponent();
}
/// <summary>
/// 创建组合套利单下单参数
/// </summary>
private bool CreateNewArbitrageOrder()
{
USeInstrument nearInstrument = this.cbxNearInstrument.SelectedItem as USeInstrument;
USeInstrument farInstrument = this.cbxFarInstrument.SelectedItem as USeInstrument;
ArbitrageOperationSide operationSide = this.arbitrageOperationSideControl.OperationSide;
ArbitrageOpenArgument openArg = new ArbitrageOpenArgument();
if (operationSide == ArbitrageOperationSide.BuyNearSellFar)
{
openArg.BuyInstrument = nearInstrument;
openArg.SellInstrument = farInstrument;
openArg.BuyInstrumentOrderPriceType = this.orderPriceTypeControl_OpenNearArg.OrderPriceType;
openArg.SellInstrumentOrderPriceType = this.orderPriceTypeControl_OpenFarArg.OrderPriceType;
}
else if (operationSide == ArbitrageOperationSide.SellNearBuyFar)
{
openArg.BuyInstrument = farInstrument;
openArg.SellInstrument = nearInstrument;
openArg.BuyInstrumentOrderPriceType = this.orderPriceTypeControl_OpenFarArg.OrderPriceType;
openArg.SellInstrumentOrderPriceType = this.orderPriceTypeControl_OpenNearArg.OrderPriceType;
}
else
{
Debug.Assert(false);
}
openArg.NearOrderPriceType = this.orderPriceTypeControl_OpenNearArg.OrderPriceType;
openArg.FarOrderPriceType = this.orderPriceTypeControl_OpenFarArg.OrderPriceType;
openArg.PreferentialSide = this.preferentialSideControl_OpenArg.PreferentialSide;
openArg.OpenCondition = new PriceSpreadCondition()
{
PriceSpreadSide = this.priceSpreadSideControl_OpenSpreadArg.PriceSpreadSide,
PriceSpreadThreshold = this.nudPriceSpreadThreshold_OpenArg.Value
};
openArg.TotalOrderQty = (int)this.nudTotalOrderQty_OpenArg.Value;
openArg.OrderQtyUint = (int)this.nudOrderQtyUint_OpenArg.Value;
openArg.DifferentialUnit = (int)this.nudDifferentialUnit_OpenArg.Value;
ArbitrageCloseArgument closeArg = new ArbitrageCloseArgument();
if (operationSide == ArbitrageOperationSide.BuyNearSellFar)
{
closeArg.BuyInstrument = farInstrument;
closeArg.SellInstrument = nearInstrument;
closeArg.BuyInstrumentOrderPriceType = this.orderPriceTypeControl_CloseFarArg.OrderPriceType;
closeArg.SellInstrumentOrderPriceType = this.orderPriceTypeControl_CloseNearArg.OrderPriceType;
}
else if (operationSide == ArbitrageOperationSide.SellNearBuyFar)
{
closeArg.BuyInstrument = nearInstrument;
closeArg.SellInstrument = farInstrument;
closeArg.BuyInstrumentOrderPriceType = this.orderPriceTypeControl_CloseNearArg.OrderPriceType;
closeArg.SellInstrumentOrderPriceType = this.orderPriceTypeControl_CloseFarArg.OrderPriceType;
}
closeArg.NearOrderPriceType = this.orderPriceTypeControl_CloseNearArg.OrderPriceType;
closeArg.FarOrderPriceType = this.orderPriceTypeControl_CloseFarArg.OrderPriceType;
closeArg.PreferentialSide = this.preferentialSideControl_CloseArg.PreferentialSide;
closeArg.CloseCondition = new PriceSpreadCondition()
{
PriceSpreadSide = this.priceSpreadSideControl_CloseSpreadArg.PriceSpreadSide,
PriceSpreadThreshold = this.nudPriceSpreadThreshold_CloseArg.Value
};
closeArg.OrderQtyUint = (int)this.nudOrderQtyUint_CloseArg.Value;
closeArg.DifferentialUnit = (int)this.nudDifferentialUnit_CloseArg.Value;
ArbitrageStopLossArgument stopLossArg = null;
if (this.cbxStopLossFlag.Checked)
{
stopLossArg = new ArbitrageStopLossArgument();
stopLossArg.StopLossCondition = new PriceSpreadCondition()
{
PriceSpreadSide = this.priceSpreadSideControl_StopLossArg.PriceSpreadSide,
PriceSpreadThreshold = this.nudPriceSpreadThreshold_StopLossArg.Value
};
}
List <ArbitrageAlarmArgument> alarmArgList = new List <ArbitrageAlarmArgument>();
if (m_dataSourceAlarm != null && m_dataSourceAlarm.Count > 0)
{
foreach (ArbitrageAlarmArgumentViewModel alarmView in m_dataSourceAlarm)
{
alarmArgList.Add(ArbitrageAlarmArgumentViewModel.CreatAlarmData(alarmView));
}
}
ArbitrageArgument argument = new ArbitrageArgument();
argument.ProductID = m_product.ProductCode;
argument.NearInstrument = nearInstrument;
argument.FarInstrument = farInstrument;
argument.OperationSide = operationSide;
argument.OpenArg = openArg;
argument.CloseArg = closeArg;
argument.StopLossArg = stopLossArg;
argument.AlarmArgs = alarmArgList;
string errorMessage = string.Empty;
if (VerifyMargin(argument.OpenArg, out errorMessage) == false)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, errorMessage);
return(false);
}
decimal evaluateMargin = EvaluateMargin(argument.OpenArg);
string text = string.Format("套利单预计占用保证金 {0},确定跟单么?", evaluateMargin.ToString("#,0"));
if (DialogResult.Yes != USeFuturesSpiritUtility.ShowYesNoMessageBox(this, text))
{
return(false);
}
try
{
AutoTraderManager traderManager = USeManager.Instance.AutoTraderManager;
Debug.Assert(traderManager != null);
AutoTrader trader = traderManager.CreateNewAutoTrader(argument, USeManager.Instance.LoginUser);
trader.BeginOpen();
//[yangming]创建后应该启动跟单
trader.StartOpenOrCloseMonitor();
USeManager.Instance.DataSaver.AddSaveTask(trader.GetArbitrageOrder());
//同时保存所有的ArbitrageArgument便于下次修改
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
return(false);
}
return(true);
}
public ArbitrageOrderControl(AutoTrader autoTrader)
{
m_porfitCalcTimer = new System.Threading.Timer(CalculateProfitCallback, false, Timeout.Infinite, Timeout.Infinite);
m_autoTrader = autoTrader;
InitializeComponent();
}