/// <summary>
/// Initialize security factory, used for creating new securities
/// </summary>
/// <param name="brokermodel"></param>
/// <param name="conversion"></param>
/// <param name="exchangeModels"></param>
/// <param name="accountcurrency"></param>
public SecurityFactory(BrokerModel brokermodel, Currency conversion, CurrencyType accountcurrency, params ExchangeModel[] exchangeModels)
{
_brokerModel = brokermodel;
_currency = conversion;
_exchangeModels = exchangeModels;
_accountcurrency = accountcurrency;
}
/// <summary>
/// Initializes a new instance of the <see cref="Portfolio"/> class.
/// </summary>
/// <param name="clock">The clock.</param>
/// <param name="actionscheduler">The actionscheduler.</param>
/// <param name="brokerconnection">The brokerconnection.</param>
/// <param name="brokermodel">The brokermodel.</param>
/// <param name="currency">The currency.</param>
/// <param name="eventrunner">The eventrunner.</param>
/// <param name="exceptionhandler">The exceptionhandler.</param>
/// <param name="orderTicketHandler">The order ticket handler.</param>
/// <param name="brokeraccount">The brokeraccount.</param>
/// <param name="cashmanager">The cashmanager.</param>
/// <param name="runmode">The runmode.</param>
/// <param name="datafeed">The datafeed.</param>
/// <param name="benchmark">The benchmark.</param>
/// <param name="id">The identifier.</param>
public Portfolio(WorldClock clock, ActionsScheduler actionscheduler, BrokerConnection brokerconnection, BrokerModel brokermodel,
Currency currency, EventRunner eventrunner, ExceptionHandler exceptionhandler, OrderTicketHandler orderTicketHandler,
BrokerAccount brokeraccount, CashManager cashmanager, RunMode runmode, DataFeed datafeed, Benchmark benchmark, string id = "")
{
//Set references
ActionsScheduler = actionscheduler;
BrokerAccount = brokeraccount;
BrokerConnection = brokerconnection;
BrokerModel = brokermodel;
Clock = clock;
Currency = currency;
EventRunner = eventrunner;
ExceptionHandler = exceptionhandler;
CashManager = cashmanager;
OrderTicketHandler = orderTicketHandler;
_porfolioBenchmark = benchmark;
//Set initial items
Id = id;
IsBacktesting = runmode == RunMode.Backtester;
OrderFactory = new OrderFactory(this, BrokerModel);
OrderTracker = new OrderTracker(this);
Subscription = new DataSubscriptionManager(datafeed, CashManager);
Results = new Result(0, _porfolioBenchmark);
//Portfolio benchmark is not used
benchmark.OnCalc(x => 0);
}
public HttpResponseMessage GetBrokerByAgent(string id)
{
if (string.IsNullOrEmpty(id) || !PageHelper.ValidateNumber(id))
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "数据验证错误！")));
}
var brokerlist = _brokerService.GetBrokerById(Convert.ToInt32(id));
var model = new BrokerModel
{
Headphoto = brokerlist.Headphoto,
Nickname = brokerlist.Nickname,
Brokername = brokerlist.Brokername,
Realname = brokerlist.Realname,
Sexy = brokerlist.Sexy,
Totalpoints = brokerlist.Totalpoints,
Amount = brokerlist.Amount,
Phone = brokerlist.Phone,
Qq = brokerlist.Qq,
Email = brokerlist.Email,
Sfz = brokerlist.Sfz,
Regtime1 = brokerlist.Regtime.ToShortDateString(),
Usertype1 = brokerlist.Usertype.ToString(),
State = brokerlist.State,
PartnersName = brokerlist.WeiXinNumber,
Address = brokerlist.Address
};
return(PageHelper.toJson(new { List = model }));
}
/// <summary>
/// fill assuming high liquidity - fill stops and limits at their stop price rather than at
/// bid, ask, or trade. primarily for use when only daily data is available.
/// </summary>
/// <param name="k"></param>
/// <param name="c"></param>
/// <param name="bidask"></param>
/// <param name="fillOpg"></param>
/// <param name="fillHighLiquidityEod"></param>
/// <returns></returns>
public StatusType Fill(Tick k, BrokerModel c, bool bidask, bool fillOpg, bool fillHighLiquidityEod)
{
if (!fillHighLiquidityEod || (Type != OrderType.Stop && Type != OrderType.Limit))
{
return(Fill(k, c, bidask, fillOpg));
}
if (k.Symbol != Symbol)
{
return(StatusType.UNKNOWN_SYMBOL);
}
if (!fillOpg && (ValidInstruct == OrderInstructionType.OPG))
{
return(StatusType.INVALID_TRADE_PARAMETERS);
}
// determine size and activation price using bid-ask or trade method
int s;
decimal p;
if (bidask)
{
bool ok = Direction == Direction.Long ? k.HasAsk : k.HasBid;
if (!ok)
{
return(StatusType.OFF_QUOTES);
}
s = Direction == Direction.Long ? k.AskSize : k.BidSize;
p = Direction == Direction.Long ? k.Ask : k.Bid;
}
else
{
if (!k.IsTrade)
{
return(StatusType.INVALID_TRADE_PARAMETERS);
}
s = k.Size;
p = k.Trade;
}
// record the fill
Xsize = (s >= UnsignedSize ? UnsignedSize : s) * (Direction == Direction.Long ? 1 : -1);
Xtime = k.Time;
Xdate = k.Date;
if ((Type == OrderType.Limit && Direction == Direction.Long && (p <= LimitPrice)) || // buy limit
(Type == OrderType.Limit && Direction == Direction.Short && (p >= LimitPrice))) // sell limit
{
Xprice = LimitPrice;
return(StatusType.ORDER_FILLED);
}
if ((Type == OrderType.Stop && Direction == Direction.Long && (p >= StopPrice)) || // buy stop
(Type == OrderType.Stop && Direction == Direction.Short && (p <= StopPrice))) // sell stop
{
Xprice = StopPrice;
return(StatusType.ORDER_FILLED);
}
return(StatusType.OK);
}
/// <summary>
/// fill against bid and ask rather than trade
/// </summary>
/// <param name="k"></param>
/// <param name="c"></param>
/// <param name="bidask"></param>
/// <param name="fillOpg"></param>
/// <returns></returns>
public StatusType Fill(Tick k, BrokerModel c, bool bidask, bool fillOpg)
{
if (!bidask)
{
return(Fill(k, c, fillOpg));
}
// buyer has to match with seller and vice verca
bool ok = Direction == Direction.Long ? k.HasAsk : k.HasBid;
if (!ok)
{
return(StatusType.OFF_QUOTES);
}
//Get price and spread from tick and transaction costs
decimal p = Direction == Direction.Long ? k.Ask : k.Bid;
p = ImpactPriceSpread(p, c.GetSpread(this));
int s = Direction == Direction.Long ? k.AskSize : k.BidSize;
if (k.Symbol != Symbol)
{
return(StatusType.OK);
}
if (!fillOpg && (ValidInstruct == OrderInstructionType.OPG))
{
return(StatusType.INVALID_TRADE_PARAMETERS);
}
if (Created.AddMilliseconds(c.GetLatencyInMilliseconds(this)) > k.TickDateTime)
{
return(StatusType.OK);
}
if ((Type == OrderType.Limit && Direction == Direction.Long && (p <= LimitPrice)) || // buy limit
(Type == OrderType.Limit && Direction == Direction.Short && (p >= LimitPrice)) || // sell limit
(Type == OrderType.Stop && Direction == Direction.Long && (p >= StopPrice)) || // buy stop
(Type == OrderType.Stop && Direction == Direction.Short && (p <= StopPrice)) || // sell stop
(Type == OrderType.StopLimit && Direction == Direction.Long && (p >= StopPrice) && (p <= LimitPrice)) || // buy stop limit
(Type == OrderType.StopLimit && Direction == Direction.Short && (p <= StopPrice) && (p >= LimitPrice)) || // sell stop limit
Type == OrderType.Market)
{
//Get trade price (factoring in slippage)
Xprice = ImpactPriceSlippage(p, c.GetSlippage(this));
//Set commissions
Commission = c.GetCommission(this);
Xsize = Math.Abs(Xsize);
Xsize = (s >= UnsignedSize ? UnsignedSize : s) * (Direction == Direction.Long ? 1 : -1);
Xtime = k.Time;
Xdate = k.Date;
return(StatusType.ORDER_FILLED);
}
return(StatusType.OK);
}
// POST: api/Broker
public IHttpActionResult Post([FromBody] BrokerModel broker)
{
try
{
_service.Add(broker);
return(Ok(broker));
}
catch (Exception e)
{
return(Content(HttpStatusCode.InternalServerError, "Error Adding Entry. Try again later" + e.Message));
}
}
public HttpResponseMessage GetBrokerByUserId(string userId)
{
int IsInvite = 1; //是否使用邀请码（0使用 1未使用)
if (string.IsNullOrEmpty(userId) || !PageHelper.ValidateNumber(userId))
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "数据验证错误！")));
}
var model = _brokerService.GetBrokerByUserId(Convert.ToInt32(userId));
if (model == null)
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "该用户不存在！")));
}
#region 判断经纪人是否使用过邀请码 或者参与过活动
InviteCodeSearchCondition icodeseCon = new InviteCodeSearchCondition
{
NumUser = model.Id
};
var a = _inviteCodeService.GetInviteCodeByCount(icodeseCon);
EventOrderSearchCondition eveCon = new EventOrderSearchCondition
{
Brokers = model
};
var b = _eventOrderService.GetEventOrderCount(eveCon);
if (a > 0 || b > 0)
{
IsInvite = 0; //判断有无使用过邀请码 或者参与过活动 或该活动下架
}
#endregion
var brokerInfo = new BrokerModel
{
Id = model.Id,
Brokername = model.Brokername,
Realname = model.Realname,
Nickname = model.Nickname,
Sexy = model.Sexy,
Sfz = model.Sfz,
Email = model.Email,
Phone = model.Phone,
Headphoto = model.Headphoto,
WeiXinNumber = model.WeiXinNumber,
IsInvite = IsInvite
};
return(PageHelper.toJson(brokerInfo));
}
/// <summary>
/// Perform any cost calculations
/// </summary>
/// <param name="t"></param>
private void BrokerCostCalculation(Tick t)
{
//Check for timing
if (t.TickDateTime < _nextcostcalc)
{
return;
}
//Check swap pricing
foreach (var trade in Default.Positions.SelectMany(x => x.Trades))
{
((TradeImpl)trade).Swap += BrokerModel.CalculateMarginInterest(trade);
}
//Set next calculation date and time
_nextcostcalc = t.TickDateTime.Date.AddDays(1);
}
public StatusType Fill(Tick t, BrokerModel c, bool fillOpg)
{
if (!t.IsTrade)
{
return(StatusType.OK);
}
if (t.Symbol != Symbol)
{
return(StatusType.OK);
}
if (!fillOpg && (ValidInstruct == OrderInstructionType.OPG))
{
return(StatusType.INVALID_TRADE_PARAMETERS);
}
//Set price P and add negatively impacting spread
decimal p = ImpactPriceSpread(t.Trade, c.GetSpread(this));
if ((Type == OrderType.Limit && Direction == Direction.Long && (p <= LimitPrice)) || // buy limit
(Type == OrderType.Limit && Direction == Direction.Short && (p >= LimitPrice)) || // sell limit
(Type == OrderType.Stop && Direction == Direction.Long && (p >= StopPrice)) || // buy stop
(Type == OrderType.Stop && Direction == Direction.Short && (p <= StopPrice)) || // sell stop
(Type == OrderType.StopLimit && Direction == Direction.Long && (p >= StopPrice) && (p <= LimitPrice)) || // buy stop limit
(Type == OrderType.StopLimit && Direction == Direction.Short && (p <= StopPrice) && (p >= LimitPrice)) || // sell stop limit
Type == OrderType.Market)
{
//Get trade price (factoring in slippage)
Xprice = ImpactPriceSlippage(p, c.GetSlippage(this));
//Set commissions
Commission = c.GetCommission(this);
//Add execution details
Xsize = t.Size >= UnsignedSize ? UnsignedSize : t.Size;
Xsize = Math.Abs(Xsize);
Xsize *= Direction == Direction.Long ? 1 : -1;
Xtime = t.Time;
Xdate = t.Date;
return(StatusType.ORDER_FILLED);
}
return(StatusType.OK);
}
static void Main(string[] args)
{
//Intailize the Broker Settings
BrokerModel _Broker = new BrokerModel();
_Broker.Url = "tailor.cloudmqtt.com";
_Broker.Username = "******";
_Broker.Password = "******";
_Broker.Port = 11300;
_Broker.SSLPort = 21300;
_Broker.WebSocketPort = 31300;
//Connect to Server
MQTT mQTT = new MQTT();
mQTT.Initailize(_Broker);
mQTT.Connect();
while (true)
{
if (mQTT.Connected)
{
//publish string
mQTT.Publish("StringValue", "5");
//publish json Object
Sensor Sensor = new Sensor();
var result = Sensor.CreateSensor();
string Jsonresult = JsonConvert.SerializeObject(result);
mQTT.Publish("SensorObject", Jsonresult);
//publish json List of Objectss
var resultList = Sensor.CreateSensorList();
string JsonresultList = JsonConvert.SerializeObject(resultList);
mQTT.Publish("SensorList", JsonresultList);
}
Thread.Sleep(10000);
}
}
static void Main(string[] args)
{
//Intailize the Broker Settings
BrokerModel _Broker = new BrokerModel();
_Broker.Url = "tailor.cloudmqtt.com";
_Broker.Username = "******";
_Broker.Password = "******";
_Broker.Port = 11300;
_Broker.SSLPort = 21300;
_Broker.WebSocketPort = 31300;
//Connect to Server
MQTT mQTT = new MQTT();
mQTT.Initailize(_Broker);
mQTT.Connect();
mQTT.SubscribeEventHandler(client_MqttMsgPublishReceived);
mQTT.Subscribe("StringValue");
mQTT.Subscribe("SensorObject");
mQTT.Subscribe("SensorList");
}
public HttpResponseMessage AddAdmin([FromBody] BrokerModel brokerModel)
{
var model = new BrokerEntity
{
Id = brokerModel.Id,
};
if (brokerModel.Type == "add")
{
try
{
if (_brokerService.Create(model) != null)
{
return(PageHelper.toJson(PageHelper.ReturnValue(true, "添加成功")));
}
}
catch (Exception)
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "添加失败")));
}
}
if (brokerModel.Type == "edit")
{
try
{
if (_brokerService.Update(_brokerService.GetBrokerById(model.Id)) != null)
{
return(PageHelper.toJson(PageHelper.ReturnValue(true, "修改成功")));
}
}
catch (Exception)
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "修改失败")));
}
}
return(PageHelper.toJson(PageHelper.ReturnValue(false, "数据验证失败")));
}
public HttpResponseMessage GetBroker(string id)
{
if (string.IsNullOrEmpty(id) || !PageHelper.ValidateNumber(id))
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "数据验证错误！")));
}
var brokerlist = _brokerService.GetBrokerById(Convert.ToInt32(id));
var dd = new BrokerModel
{
Address = brokerlist.Address,
Adduser = brokerlist.Adduser,
Brokername = brokerlist.Brokername,
Phone = brokerlist.Phone,
Realname = brokerlist.Realname,
Nickname = brokerlist.Nickname,
Sexy = brokerlist.Sexy,
Sfz = brokerlist.Sfz,
Email = brokerlist.Email,
Headphoto = brokerlist.Headphoto,
rgtime = brokerlist.Regtime.ToShortDateString()
};
return(PageHelper.toJson(new { List = dd }));
}
public HttpResponseMessage AddBroker([FromBody] BrokerModel brokerModel)
{
if (string.IsNullOrEmpty(brokerModel.UserName))
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "用户名不能为空")));
}
if (string.IsNullOrEmpty(brokerModel.Password))
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "密码不能为空")));
}
if (string.IsNullOrEmpty(brokerModel.Phone))
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "手机号不能为空")));
}
// 创建推荐用户
var condition = new BrokerSearchCondition
{
OrderBy = EnumBrokerSearchOrderBy.OrderById,
Phone = brokerModel.Phone
};
//判断user表和Broker表中是否存在用户名
int user2 = _brokerService.GetBrokerCount(condition);
if (user2 != 0)
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "用户名已经存在")));
}
//检测规则表中是否存在权限，不存在则添加
var role = "broker";
switch (brokerModel.UserType)
{
case EnumUserType.经纪人:
role = "broker";
break;
case EnumUserType.商家:
role = "merchant";
break;
case EnumUserType.场秘:
role = "secretary";
break;
case EnumUserType.带客人员:
role = "waiter";
break;
case EnumUserType.普通用户:
role = "user";
break;
case EnumUserType.管理员:
role = "admin";
break;
case EnumUserType.财务:
role = "accountant";
break;
}
var brokerRole = _roleService.GetRoleByName(role);
//User权限缺少时自动添加
if (brokerRole == null)
{
brokerRole = new Role
{
RoleName = role,
RolePermissions = null,
Status = RoleStatus.Normal,
Description = "后台添加新权限类别：" + role
};
}
var newUser = new UserBase
{
UserName = brokerModel.UserName,
Password = brokerModel.Password,
RegTime = DateTime.Now,
NormalizedName = brokerModel.UserName.ToLower(),
//注册用户添加权限
UserRoles = new List <UserRole>()
{
new UserRole()
{
Role = brokerRole
}
},
Status = 0
};
PasswordHelper.SetPasswordHashed(newUser, brokerModel.Password);
var model = new BrokerEntity();
model.UserId = _userService.InsertUser(newUser).Id;
model.Brokername = brokerModel.UserName;
model.Phone = brokerModel.Phone;
model.Totalpoints = 0;
model.Amount = 0;
model.Usertype = brokerModel.UserType;
model.Regtime = DateTime.Now;
model.State = 1;
model.Adduser = 0;
model.Addtime = DateTime.Now;
model.Upuser = 0;
model.Uptime = DateTime.Now;
//判断初始等级是否存在,否则创建
var level = _levelService.GetLevelsByCondition(new LevelSearchCondition {
Name = "默认等级"
}).FirstOrDefault();
if (level == null)
{
var levelModel = new LevelEntity
{
Name = "默认等级",
Describe = "系统默认初始创建",
Url = "",
Uptime = DateTime.Now,
Addtime = DateTime.Now,
};
_levelService.Create(levelModel);
}
model.Level = level;
_brokerService.Create(model);
return(PageHelper.toJson(PageHelper.ReturnValue(true, "注册成功")));
}
public HttpResponseMessage GetAdmin([FromBody] BrokerModel brokerModel)
{
return(PageHelper.toJson(_brokerService.GetBrokerById(brokerModel.Id)));
}
/// <summary>
/// fill against bid and ask rather than trade
/// </summary>
/// <param name="k"></param>
/// <param name="c"></param>
/// <param name="opg"></param>
/// <returns></returns>
public StatusType FillBidAsk(Tick k, BrokerModel c, bool opg)
{
return(Fill(k, c, true, opg));
}
/// <summary>
/// fill against bid and ask rather than trade
/// </summary>
/// <param name="k"></param>
/// <param name="c"></param>
/// <returns></returns>
public StatusType FillBidAsk(Tick k, BrokerModel c)
{
return(Fill(k, c, true, false));
}
/// <summary>
/// Immediate fill logic, fill the order
/// can be reused on other fill models for filling and checking
/// </summary>
/// <param name="broker"></param>
/// <param name="datapoint"></param>
/// <param name="pendingorder"></param>
/// <param name="highliquidfill"></param>
/// <returns></returns>
protected Fill ImmediateFill(BrokerModel broker, DataPoint datapoint, PendingOrder pendingorder, bool highliquidfill)
{
//Get order
Order order = pendingorder.Order;
Security security = pendingorder.Security;
//Check market conditions
if (order.State == OrderState.Cancelled || order.State == OrderState.Error)
{
return(Fill.Cancelled(order.InternalId)); //Order has already been cancelled or has an error
}
else if (order.State == OrderState.Invalid)
{
return(Fill.Invalid(order.InternalId, "Invalid Order received")); //Order has already been made invalid
}
else if (order.State != OrderState.Submitted)
{
return(Fill.Error(order.InternalId, $"Unexpected order state {order.State}")); //Something else has gone wrong
}
else if (!IsExchangeOpen(pendingorder.Security, datapoint))
{
return(Fill.NoFill()); //Exchange is not opened for trading
}
else if (IsOrderExpired(order, datapoint))
{
return(Fill.Cancelled(order.InternalId, "Order expired")); //Check if order has been expired
}
//Check latency for processing this order
try
{
if (pendingorder.CreatedUtc.Add(broker.GetLatencyModel(security).GetLatency(order)) > datapoint.Occured)
{
return(Fill.NoFill()); //We are not suppose to see this order yet, due to added latency
}
}
catch (Exception exc)
{
_log.Error(exc, $"Could not execute broker latency model function for get latency.");
throw;
}
//Check possible fill price
var prices = datapoint.OrderPrice(order.Security, order.Direction);
decimal fillprice = prices.Current;
//Check order type and logic
if (order is LimitOrder limitorder)
{
//Check if limit order price is triggered
if (!limitorder.IsTriggered(prices, out fillprice))
{
return(Fill.NoFill());
}
}
else if (order is StopLimitOrder stoplimitorder)
{
//Check if stop limit order price is triggered
if (!stoplimitorder.IsTriggered(prices, out fillprice))
{
return(Fill.NoFill());
}
}
else if (order is StopMarketOrder stopmarketorder)
{
//Check if stop order price is triggered
if (!stopmarketorder.IsTriggered(prices, out fillprice))
{
return(Fill.NoFill());
}
}
else if (order is MarketOnCloseOrder marketoncloseorder)
{
//Check if market on close order is triggered
if (!marketoncloseorder.IsTriggered())
{
return(Fill.NoFill());
}
}
else if (order is MarketOnOpenOrder marketonopenorder)
{
//Check if market on open order is triggered
if (!marketonopenorder.IsTriggered())
{
return(Fill.NoFill());
}
}
//Check slippage model
try
{
fillprice += broker.GetSlippageModel(security).GetSlippage(order);
}
catch (Exception exc)
{
_log.Error(exc, $"Could not execute broker slippage model function for get slippage.");
throw;
}
//Check additional spread
try
{
fillprice += broker.GetSpreadModel(security).GetAdditionalSpread(order);
}
catch (Exception exc)
{
_log.Error(exc, $"Could not execute broker spread model function for get additional spread.");
throw;
}
//Check fill amount (based on liquidity)
if (!highliquidfill)
{
//Check fill size possible, according to tick
var filled = datapoint.OrderSize(order.Direction);
//Needed to fill (in case we partially already filled some of the order)
decimal neededfill = order.UnsignedQuantity - pendingorder.OrderFilledQuantity;
//Check for partial fills (will not include fees)
if (filled < neededfill)
{
return(Fill.PartialFill(order, pendingorder.Security.Exchange.Name, fillprice, 0m, filled));
}
else
{
//Process needed fill (will include fees)
try
{
return(Fill.FullFill(order, pendingorder.Security.Exchange.Name, fillprice, Math.Abs(broker.GetFeeModel(pendingorder.Security).GetCommissionAndFees(pendingorder)), neededfill));
}
catch (Exception exc)
{
_log.Error(exc, $"Could not process full fill, due to broker feemodel implementation.");
throw;
}
}
}
else
{
//Process full fill (will include fees)
try
{
return(Fill.FullFill(order, pendingorder.Security.Exchange.Name, fillprice, Math.Abs(broker.GetFeeModel(pendingorder.Security).GetCommissionAndFees(pendingorder)), order.UnsignedQuantity));
}
catch (Exception exc)
{
_log.Error(exc, $"Could not process full fill, due to broker feemodel implementation.");
throw;
}
}
}
/// <summary> /// Fill order, if possible /// </summary> /// <param name="broker">Associated broker model</param> /// <param name="datapoint">Currently received data point</param> /// <param name="pendingorder">Pending order to check for filling</param> /// <param name="highliquidfill">If true, size of ticks are not taken in to account</param> /// <returns></returns> public virtual Fill FillOrder(BrokerModel broker, DataPoint datapoint, PendingOrder pendingorder, bool highliquidfill) => ImmediateFill(broker, datapoint, pendingorder, highliquidfill);
public HttpResponseMessage AddBroker([FromBody] BrokerModel brokerModel)
{
var validMsg = "";
if (!brokerModel.ValidateModel(out validMsg))
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "数据验证错误，请重新输入")));
}
#region 验证码判断 解密
var strDes = EncrypHelper.Decrypt(brokerModel.Hidm, "Hos2xNLrgfaYFY2MKuFf3g==");//解密
string[] str = strDes.Split('$');
if (str.Count() < 2)
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "验证码错误，请重新发送！")));
}
string source = str[0]; //获取验证码和手机号
DateTime date = Convert.ToDateTime(str[1]); //获取发送验证码的时间
DateTime dateNow = Convert.ToDateTime(DateTime.Now.ToLongTimeString()); //获取当前时间
TimeSpan ts = dateNow.Subtract(date);
double secMinu = ts.TotalMinutes; //得到发送时间与现在时间的时间间隔分钟数
if (secMinu > 3) //发送时间与接受时间是否大于3分钟
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "你已超过时间验证，请重新发送验证码！")));
}
else
{
// source.Split('#')[0] 验证码
// source.Split('#')[1] 手机号
if (brokerModel.Phone != source.Split('#')[1])//判断手机号是否一致
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "验证码错误，请重新发送！")));
}
if (brokerModel.MobileYzm != source.Split('#')[0])//判断验证码是否一致
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "验证码错误，请重新发送！")));
}
}
#endregion
#region 判断两次密码是否一致
if (brokerModel.Password != brokerModel.SecondPassword)
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "手机号不能为空")));
}
#endregion
#region 判断邀请码是否存在真实 （brokerInfoController 中GetBrokerByInvitationCode方法也同一判断）
MessageDetailEntity messageDetail = null;
if (!string.IsNullOrEmpty(brokerModel.inviteCode))
{
MessageDetailSearchCondition messageSearchcondition = new MessageDetailSearchCondition
{
InvitationCode = brokerModel.inviteCode,
Title = "推荐经纪人"
};
messageDetail = _MessageService.GetMessageDetailsByCondition(messageSearchcondition).FirstOrDefault();//判断邀请码是否存在
if (messageDetail == null)
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "邀请码错误！")));
}
}
#endregion
#region UC用户创建 杨定鹏 2015年5月28日14:52:48
var user = _userService.GetUserByName(brokerModel.UserName);
if (user != null)
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "用户名已经存在")));
}
var condition = new BrokerSearchCondition
{
OrderBy = EnumBrokerSearchOrderBy.OrderById,
State = 1,
Phone = brokerModel.Phone
};
//判断user表和Broker表中是否存在用户名
int user2 = _brokerService.GetBrokerCount(condition);
if (user2 != 0)
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "手机号已经存在")));
}
var brokerRole = _roleService.GetRoleByName("user");
//User权限缺少时自动添加
if (brokerRole == null)
{
brokerRole = new Role
{
RoleName = "user",
RolePermissions = null,
Status = RoleStatus.Normal,
Description = "刚注册的用户默认归为普通用户user"
};
}
var newUser = new UserBase
{
UserName = brokerModel.UserName,
Password = brokerModel.Password,
RegTime = DateTime.Now,
NormalizedName = brokerModel.UserName.ToLower(),
//注册用户添加权限
UserRoles = new List <UserRole>()
{
new UserRole()
{
Role = brokerRole
}
},
Status = 0
};
PasswordHelper.SetPasswordHashed(newUser, brokerModel.Password);
#endregion
#region Broker用户创建 杨定鹏 2015年5月28日14:53:32
var model = new BrokerEntity();
model.UserId = _userService.InsertUser(newUser).Id;
model.Brokername = brokerModel.Phone;
model.Nickname = brokerModel.Nickname;
model.Phone = brokerModel.Phone;
model.Totalpoints = 0;
model.Amount = 0;
model.Usertype = EnumUserType.普通用户;
model.Regtime = DateTime.Now;
model.State = 1;
model.Adduser = 0;
model.Addtime = DateTime.Now;
model.Upuser = 0;
model.Uptime = DateTime.Now;
//判断初始等级是否存在,否则创建
var level = _levelService.GetLevelsByCondition(new LevelSearchCondition {
Name = "默认等级"
}).FirstOrDefault();
if (level == null)
{
var levelModel = new LevelEntity
{
Name = "默认等级",
Describe = "系统默认初始创建",
Url = "",
Uptime = DateTime.Now,
Addtime = DateTime.Now,
};
_levelService.Create(levelModel);
}
model.Level = level;
var newBroker = _brokerService.Create(model);
#endregion
#region 推荐经纪人
if (!string.IsNullOrEmpty(brokerModel.inviteCode))
{
//添加经纪人
var entity = new RecommendAgentEntity
{
PresenteebId = newBroker.Id,
Qq = newBroker.Qq.ToString(),
Agentlevel = newBroker.Agentlevel,
Brokername = newBroker.Brokername,
Phone = newBroker.Phone,
Regtime = DateTime.Now,
Broker = _brokerService.GetBrokerById(Convert.ToInt32(messageDetail.InvitationId)),
Uptime = DateTime.Now,
Addtime = DateTime.Now,
};
_recommendagentService.Create(entity);
}
#endregion
return(PageHelper.toJson(PageHelper.ReturnValue(true, "注册成功")));
}
public SimBroker(SimAccount account, BrokerModel tcmodel)
{
Default = account;
BrokerModel = tcmodel;
Reset();
}
/// <summary>
/// Initializes a new instance of the <see cref="OrderFactory"/> class.
/// </summary>
/// <param name="portfolio">The handler.</param>
/// <param name="brokermodel">The brokermodel.</param>
public OrderFactory(IPortfolio portfolio, BrokerModel brokermodel)
{
_portfolio = portfolio;
_brokerModel = brokermodel;
}
public void Add(BrokerModel entity)
{
_repository.Add(entity);
}
public HttpResponseMessage UpdateBroker([FromBody] BrokerModel broker)
{
if (broker != null && !string.IsNullOrEmpty(broker.Id.ToString()) && PageHelper.ValidateNumber(broker.Id.ToString()))
{
var brokerModel = _brokerService.GetBrokerById(broker.Id);
brokerModel.Headphoto = broker.Headphoto;
brokerModel.Nickname = broker.Nickname;
brokerModel.Phone = broker.Phone;
brokerModel.Sfz = broker.Sfz;
brokerModel.Email = broker.Email;
brokerModel.Realname = broker.Realname;
brokerModel.Sexy = broker.Sexy;
brokerModel.WeiXinNumber = broker.WeiXinNumber;//by yangyue 2015/7/16
#region 转职经纪人 杨定鹏 2015年6月11日17:29:58
//填写身份证，邮箱，和真实姓名后就能转职经纪人
if (!string.IsNullOrEmpty(broker.Email) && !string.IsNullOrEmpty(broker.Sfz) &&
!string.IsNullOrEmpty(broker.Realname))
{
//权限变更
var brokerRole = _roleService.GetRoleByName("broker");
//User权限缺少时自动添加
if (brokerRole == null)
{
brokerRole = new Role
{
RoleName = "broker",
RolePermissions = null,
Status = RoleStatus.Normal,
Description = "user用户转职为broker"
};
}
var user = _userService.FindUser(brokerModel.UserId);
user.UserRoles.First().Role = brokerRole;
//更新用户权限
if (_userService.ModifyUser(user))
{
//更新broker表记录
brokerModel.Usertype = EnumUserType.经纪人;
_brokerService.Update(brokerModel);
//return PageHelper.toJson(PageHelper.ReturnValue(true, "数据更新成功！"));
}
}
#endregion
#region 邀请码逻辑 by yangyue 2015/7/16
var even = new EventSearchCondition //判断该活动是否开启
{
EventContent = "完善经纪人资料活动",
State = true
};
if (_eventService.GetEventCount(even) > 0)
{
#region 邀请码活动 by yangyue 2015/7/16
InviteCodeSearchCondition icodeseCon = new InviteCodeSearchCondition
{
NumUser = brokerModel.Id,
State = 1
};
//判断有无使用过邀请码
if (_inviteCodeService.GetInviteCodeByCount(icodeseCon) <= 0)//没使用过邀请码
{
//邀请码不为空
if (!string.IsNullOrEmpty(broker.code))
{
var levelCon = new LevelSearchCondition
{
Name = "白银"
};
var level = _levelService.GetLevelsByCondition(levelCon).FirstOrDefault();
#region 白银逻辑
BrokerSearchCondition bsearchModel = new BrokerSearchCondition
{
Levels = level
};
//1判断白银等级人数是否《=3000
if (_brokerService.GetBrokerCount(bsearchModel) <= 3000)
{
var invite = new InviteCodeSearchCondition
{
Number = broker.code,
State = 0
};
var con = _inviteCodeService.GetInviteCodeByCondition(invite).FirstOrDefault(); //查询邀请码是否存在并且未使用
var eventcon = new EventOrderSearchCondition //判断该经济人有无参与活动 等于0是没参与 等于1是参与过
{
Brokers = _brokerService.GetBrokerById(brokerModel.Id)
};
var num = _eventOrderService.GetEventOrderCount(eventcon); //查询活动订单表有无该经纪人
if (con != null && num == 0) //存在 未使用 并且该经纪人未参与过活动
{
//using (TransactionScope tsCope = new TransactionScope(TransactionScopeOption.RequiresNew))
//{
#region 添加到活动订单 经纪人账户表 AgentBill表 修改经纪人等级 生成3个邀请码 并发送到手机
var eve = new EventSearchCondition
{
EventContent = "完善经纪人资料活动"
};
var coneve = _eventService.GetEventByCondition(eve).FirstOrDefault();
//添加活动订单信息
EventOrderEntity emodel = new EventOrderEntity();
emodel.AcDetail = "完整经济人资料奖励30元";
emodel.Addtime = DateTime.Now;
emodel.MoneyCount = 30;
emodel.Broker = brokerModel;
emodel.Event = coneve;
_eventOrderService.Create(emodel);
//添加到经纪人账户表brokeraccount
BrokeAccountEntity brokeraccountmodel = new BrokeAccountEntity();
brokeraccountmodel.MoneyDesc = "完整经济人资料奖励30元";
brokeraccountmodel.Balancenum = 30;
brokeraccountmodel.Adduser = brokerModel.Id;
brokeraccountmodel.Addtime = DateTime.Now;
brokeraccountmodel.Upuser = brokerModel.Id;
brokeraccountmodel.Uptime = DateTime.Now;
brokeraccountmodel.Broker = brokerModel;
brokeraccountmodel.Type = 2;
brokeraccountmodel.State = 0;
_brokerAccountService.Create(brokeraccountmodel);
//添加记录到AgentBill表
AgentBillEntity abmmodel = new AgentBillEntity();
abmmodel.AgentId = brokerModel.Id;
abmmodel.Agentname = brokerModel.Brokername;
abmmodel.LandagentId = 1;
abmmodel.Amount = 30;
abmmodel.Isinvoice = false;
abmmodel.Checkoutdate = DateTime.Now;
abmmodel.Addtime = DateTime.Now;
abmmodel.Updtime = DateTime.Now;
abmmodel.EventOrderId = emodel.Id;
_agentBillService.Create(abmmodel);
// tsCope.Complete();
//}
// using (TransactionScope tsCope = new TransactionScope(TransactionScopeOption.RequiresNew))
//{
//修改邀请码表信息
con.NumUser = brokerModel.Id;
con.UseTime = DateTime.Now;
con.State = 1;
_inviteCodeService.Update(con);
//更新等级
brokerModel.Level = level;
brokerModel.Amount += 30;
_brokerService.Update(brokerModel);
// tsCope.Complete();
//}
//并且生成3个邀请码发送到手机端口 并插入库中
string randmNums = string.Empty;
for (int i = 0; i < 3; i++)
{
string rans = GenerateRandomNumber(6);
randmNums += rans + ",";
InviteCodeEntity inviteCode = new InviteCodeEntity();
inviteCode.CreatTime = DateTime.Now;
inviteCode.Number = rans;
inviteCode.UseTime = DateTime.Now;
inviteCode.State = 0;
inviteCode.Broker = brokerModel;
_inviteCodeService.Create(inviteCode);
}
SMSHelper.Sending(brokerModel.Phone, "恭喜您完善个人信息，奖励您三个邀请码：" + randmNums + "赶快邀请小伙伴们，惊喜等你哟！" + "【优客惠】");
#endregion
}
else //不存在 或已被使用
{
#region 邀请码不存在 或已被使用 就转为青铜逻辑
#region 青铜逻辑
var levelConn = new LevelSearchCondition
{
Name = "青铜"
};
var qlevel = _levelService.GetLevelsByCondition(levelConn).FirstOrDefault();
BrokerSearchCondition qbsearchModel = new BrokerSearchCondition
{
Levels = qlevel
};
// 1判断青铜是否《=1000
if (_brokerService.GetBrokerCount(qbsearchModel) <= 1000)
{
var qinvite = new InviteCodeSearchCondition
{
Number = broker.code,
State = 0
};
var qcon = _inviteCodeService.GetInviteCodeByCondition(qinvite).FirstOrDefault();
//查询邀请码是否存在并且未使用
var eventcon1 = new EventOrderSearchCondition //判断该经济人有无参与活动 等于0是没参与 等于1是参与过
{
Brokers = _brokerService.GetBrokerById(brokerModel.Id)
};
var num1 = _eventOrderService.GetEventOrderCount(eventcon1); //查询活动订单表有无该经纪人
if (qcon != null && num1 == 0)
{
var eve = new EventSearchCondition
{
EventContent = "完善经纪人资料活动"
};
var coneve = _eventService.GetEventByCondition(eve).FirstOrDefault();
//using (TransactionScope tsCope = new TransactionScope(TransactionScopeOption.RequiresNew))
//{
EventOrderEntity emodel = new EventOrderEntity();
emodel.AcDetail = "完整经济人资料无邀请码奖励20元";
emodel.Addtime = DateTime.Now;
emodel.MoneyCount = 20;
emodel.Broker = brokerModel;
emodel.Event = coneve;
_eventOrderService.Create(emodel);
//添加到经纪人账户表
BrokeAccountEntity brokeraccountmodel = new BrokeAccountEntity();
brokeraccountmodel.MoneyDesc = "完整经济人资料奖励20元";
brokeraccountmodel.Balancenum = 20;
brokeraccountmodel.Adduser = brokerModel.Id;
brokeraccountmodel.Addtime = DateTime.Now;
brokeraccountmodel.Upuser = brokerModel.Id;
brokeraccountmodel.Uptime = DateTime.Now;
brokeraccountmodel.Broker = brokerModel;
brokeraccountmodel.Type = 2;
brokeraccountmodel.State = 0;
_brokerAccountService.Create(brokeraccountmodel);
//添加记录到AgentBill表
AgentBillEntity abmmodel = new AgentBillEntity();
abmmodel.AgentId = brokerModel.Id;
abmmodel.Agentname = brokerModel.Brokername;
abmmodel.LandagentId = 1;
abmmodel.Amount = 20;
abmmodel.Isinvoice = false;
abmmodel.Checkoutdate = DateTime.Now;
abmmodel.Addtime = DateTime.Now;
abmmodel.Updtime = DateTime.Now;
abmmodel.EventOrderId = emodel.Id;
_agentBillService.Create(abmmodel);
brokerModel.Level = qlevel;
brokerModel.Amount += 20;
_brokerService.Update(brokerModel);
//给20元钱 等级设为青铜
// tsCope.Complete();
//}
}
else
{
if (_brokerService.Update(brokerModel) != null)
{
//等级设为青铜
brokerModel.Level = qlevel;
_brokerService.Update(brokerModel);
return(PageHelper.toJson(PageHelper.ReturnValue(true, "邀请码输入错误！")));
}
}
#endregion
}
#endregion
}
}
else
{
if (_brokerService.Update(brokerModel) != null)
{
//白银人数超过3000 等级设为白银
brokerModel.Level = level;
_brokerService.Update(brokerModel);
}
}
#endregion
}
else//邀请码没有填写 没有参与过活动 给20元钱 等级设为青铜
{
#region 没有填写邀请码 给20元钱 等级设为青铜
var levelConn = new LevelSearchCondition
{
Name = "青铜"
};
var qlevel = _levelService.GetLevelsByCondition(levelConn).FirstOrDefault(); //等级为青铜
//判断青铜是否《=1000
BrokerSearchCondition qbsearchModel = new BrokerSearchCondition
{
Levels = qlevel
};
var eventcon = new EventOrderSearchCondition //判断该经济人有无参与活动 等于0是没参与 等于1是参与过
{
Brokers = _brokerService.GetBrokerById(brokerModel.Id)
};
var num = _eventOrderService.GetEventOrderCount(eventcon);
//Brokers
if (_brokerService.GetBrokerCount(qbsearchModel) <= 1000 && num == 0) //判断青铜是否《=1000
{
//青铜等级人数《=1000 给20元钱 等级设为青铜
//using (TransactionScope tsCope = new TransactionScope(TransactionScopeOption.RequiresNew))
//{
//添加到活动订单表
var eve = new EventSearchCondition
{
EventContent = "完善经纪人资料活动"
};
var coneve = _eventService.GetEventByCondition(eve).FirstOrDefault();
EventOrderEntity emodel = new EventOrderEntity();
emodel.AcDetail = "完整经济人资料无邀请码奖励20元";
emodel.Addtime = DateTime.Now;
emodel.MoneyCount = 20;
emodel.Event = coneve;
emodel.Broker = brokerModel;
_eventOrderService.Create(emodel);
//添加到经纪人账户表
BrokeAccountEntity brokeraccountmodel = new BrokeAccountEntity();
brokeraccountmodel.MoneyDesc = "完整经济人资料奖励20元";
brokeraccountmodel.Balancenum = 20;
brokeraccountmodel.Adduser = brokerModel.Id;
brokeraccountmodel.Addtime = DateTime.Now;
brokeraccountmodel.Upuser = brokerModel.Id;
brokeraccountmodel.Uptime = DateTime.Now;
brokeraccountmodel.Broker = brokerModel;
brokeraccountmodel.Type = 2;
brokeraccountmodel.State = 0;
_brokerAccountService.Create(brokeraccountmodel);
//添加记录到AgentBill表
AgentBillEntity abmmodel = new AgentBillEntity();
abmmodel.AgentId = brokerModel.Id;
abmmodel.Agentname = brokerModel.Brokername;
abmmodel.LandagentId = 1;
abmmodel.Amount = 20;
abmmodel.Isinvoice = false;
abmmodel.Checkoutdate = DateTime.Now;
abmmodel.Addtime = DateTime.Now;
abmmodel.Updtime = DateTime.Now;
abmmodel.EventOrderId = emodel.Id;
_agentBillService.Create(abmmodel);
brokerModel.Level = qlevel;
brokerModel.Amount += 20;
_brokerService.Update(brokerModel);
// tsCope.Complete();
//}
}
else
{
if (_brokerService.Update(brokerModel) != null)
{
//青铜人数已经超过1000人 则等级直接设为青铜
brokerModel.Level = qlevel;
_brokerService.Update(brokerModel);
}
}
#endregion
}
}
#endregion
}
else
{
return(PageHelper.toJson(PageHelper.ReturnValue(true, "该活动已经下架！")));
}
#endregion
try
{
if (_brokerService.Update(brokerModel) != null)
{
return(PageHelper.toJson(PageHelper.ReturnValue(true, "数据更新成功！")));
}
}
catch
{
return(PageHelper.toJson(PageHelper.ReturnValue(false, "数据更新失败！")));
}
}
return(PageHelper.toJson(PageHelper.ReturnValue(false, "数据验证错误！")));
}
public void PostBrokerNotification([FromBody] BrokerModel brokerModified)
{
_service.UpdateBrokers(brokerModified);
}
//functions to update single entity on client side
public void UpdateBrokers(BrokerModel broker)
{
BrokerOutViewModel outViewBroker = new BrokerOutViewModel(broker);
Clients.All.updateBrokers(outViewBroker);
}
public void Update(BrokerModel entity)
{
_repository.Update(entity);
}
/// <summary>
/// Executes any open orders allowed by the specified tick.
/// </summary>
/// <param name="tick">The tick.</param>
/// <returns>the number of orders executed using the tick.</returns>
public int Execute(TickImpl tick)
{
//TODO: in order to calculate the floating PnL ticks are send to the account for calculations.
//Also this location is incorrect!
Default.OnTick(tick);
BrokerCostCalculation(tick);
if (_pendorders == 0)
{
return(0);
}
//Check if we need to process the order as a trade or use the bid ask fills
UseBidAskFills = tick.HasAsk && tick.HasBid;
int filledorders = 0;
SimAccount[] accts = new SimAccount[MasterOrders.Count];
MasterOrders.Keys.CopyTo(accts, 0);
for (int idx = 0; idx < accts.Length; idx++)
{
// go through each account
SimAccount a = accts[idx];
// if account has requested no executions, skip it
if (!a.Execute)
{
continue;
}
//Check for a margin call by the broker
if (a.MarginLevel <= BrokerModel.StopOutLevel())
{
//cancel this order
MasterOrders[a].ForEach(x =>
{
((PendingOrderImpl)x).OrderStatus = StatusType.INSUFFICIENT_CAPITAL;
x.Cancel();
});
}
// make sure we have a record for this account
if (!MasterTrades.ContainsKey(a.Id))
{
MasterTrades.Add(a.Id, new List <Trade>());
}
// track orders being removed and trades that need notification
List <int> notifytrade = new List <int>();
List <int> remove = new List <int>();
// go through each order in the account
for (int i = 0; i < MasterOrders[a].Count; i++)
{
//Get the order object
PendingOrderImpl po = (PendingOrderImpl)MasterOrders[a][i];
OrderImpl o = (OrderImpl)po.Order;
//make sure tick is for the right stock, and right exchange
if (tick.Symbol != o.Symbol)
{
continue;
}
//Check if order is in a correct state
if (po.OrderStatus != StatusType.OK)
{
remove.Add(i);
// count the trade
filledorders++;
continue;
}
if (UseHighLiquidityFillsEod)
{
po.OrderStatus = o.Fill(tick, BrokerModel, UseBidAskFills, false, true);
}
else if (o.ValidInstruct <= OrderInstructionType.GTC)
{
po.OrderStatus = o.Fill(tick, BrokerModel, UseBidAskFills, false); // fill our trade
}
else if (o.ValidInstruct == OrderInstructionType.OPG)
{
// if it's already opened, we missed our shot
if (_hasopened.Contains(o.Symbol))
{
continue;
}
// otherwise make sure it's really the opening
if (tick.Source == Opgex)
{
// it's the opening tick, so fill it as an opg
po.OrderStatus = o.Fill(tick, BrokerModel, UseBidAskFills, true);
// mark this symbol as already being open
_hasopened.Add(tick.Symbol);
}
}
// other orders fill normally, except MOC orders which are at 4:00PM
else if (o.ValidInstruct == OrderInstructionType.MOC)
{
if (tick.Time >= 160000000)
{
po.OrderStatus = o.Fill(tick, BrokerModel, UseBidAskFills, false); // fill our trade
}
}
else
{
po.OrderStatus = o.Fill(tick, BrokerModel, UseBidAskFills, false); // fill our trade
}
if (po.OrderStatus == StatusType.ORDER_FILLED)
{
// remove filled size from size available in trade
tick.Size -= o.UnsignedSize;
// get copy of trade for recording
TradeImpl trade = new TradeImpl(o);
// if trade represents entire requested order, mark order for removal
if (trade.UnsignedSize == o.UnsignedSize)
{
remove.Add(i);
}
else // otherwise reflect order's remaining size
{
o.Size = (o.UnsignedSize - trade.UnsignedSize) * (o.Direction == Direction.Long ? 1 : -1);
}
// record trade
MasterTrades[a.Id].Add(trade);
// mark it for notification
notifytrade.Add(MasterTrades[a.Id].Count - 1);
// count the trade
filledorders++;
}
}
// notify subscribers of trade
if ((GotFill != null) && a.Notify)
{
for (int tradeidx = 0; tradeidx < notifytrade.Count; tradeidx++)
{
TradeImpl t = (TradeImpl)MasterTrades[a.Id][notifytrade[tradeidx]];
var account = Acctlist[Accounts[0]];
t.Account = account;
t.AccountName = t.Account.Id;
account.OnFill(t);
GotFill(t, MasterOrders[a][remove[tradeidx]]);
}
}
int rmcount = remove.Count;
// remove the filled orders
for (int i = remove.Count - 1; i >= 0; i--)
{
MasterOrders[a].RemoveAt(remove[i]);
}
// unmark filled orders as pending
_pendorders -= rmcount;
if (_pendorders < 0)
{
_pendorders = 0;
}
}
return(filledorders);
}
/// <summary>
/// Fill order, if possible
/// </summary>
/// <param name="broker">Associated broker model</param>
/// <param name="datapoint">Currently received data point</param>
/// <param name="pendingorder">Pending order to check for filling</param>
/// <param name="highliquidfill">If true, size of ticks are not taken in to account</param>
/// <returns></returns>
/// <exception cref="NotImplementedException"></exception>
public override Fill FillOrder(BrokerModel broker, DataPoint datapoint, PendingOrder pendingorder, bool highliquidfill)
{
throw new NotImplementedException();
}
/// <summary>
/// Fills this order with a tick
/// </summary>
/// <param name="t"></param>
/// <param name="c"></param>
/// <returns></returns>
public StatusType Fill(Tick t, BrokerModel c)
{
return(Fill(t, c, false));
}
