public Arranger(IMatcherDataContainer dc, Action <Order, Order, decimal> saveDeal, Action <Order, bool> matched, Action <Order, int> pmatched, Func <Order, bool> redo, Market m, Action <Order, int, bool> pmatchedTrue)
{
pa = new PriceArrange(dc, saveDeal, matched, pmatched, redo, pmatchedTrue);
mioc = new MarketIocArrange(dc, saveDeal, matched, pmatched, redo, pmatchedTrue);
mpa = new MIocThenPriceArrange(dc, saveDeal, matched, pmatched, redo, pmatchedTrue);
pfok = new PriceFokArrange(dc, saveDeal, matched, pmatched, redo, pmatchedTrue);
mfok = new MarketFokArrange(dc, saveDeal, matched, pmatched, redo, pmatchedTrue);
pa.Market = mioc.Market = mpa.Market = pfok.Market = mfok.Market = m;
}
public ArrangeChecker(IMatcherDataContainer container, Action <Order> match, TextLog log)
{
this.container = container;
this.Handle = match;
this.log = log;
t = new Timer();
t.Interval = 1000 * 5;
t.Elapsed += t_Elapsed;
}
public OrderMatcher(Market m)
{
matchLock = new object();
this.m = m;
Container = new OrderContainer(this.RaiseOnFinish);
arranger = new Arranger(Container, SaveDeal, Matched, PartialMatched, Redo, m, PartialMatchedTrue);
arrangeChecker = new ArrangeChecker(Container, (o) => {
//因为是合约是从容器中取出来的,所以不需要重新引发开始撮合和撮合结束事件
DoHandle(o, false);
}, log);
arrangeChecker.Start();
}
public void Dispose()
{
if (log != null)
{
log.Dispose(); log = null;
}
if (Container != null)
{
Container.Orders.Clear();
Container = null;
}
if (arrangeChecker != null)
{
arrangeChecker.Dispose();
arrangeChecker = null;
}
}
public MarketFokArrange(IMatcherDataContainer dc, Action <Order, Order, decimal> saveDeal, Action <Order, bool> matched, Action <Order, int> pmatched, Func <Order, bool> redo, Action <Order, int, bool> pmatchedTrue)
{
this.Container = dc; this.SaveDeal = saveDeal; this.Matched = matched; this.PartialMatched = pmatched; this.Redo = redo; this.PartialMatchedTrue = pmatchedTrue;
}
public DeepDataPool2(IOptionModel model,
IMatcherDataContainer container)
{
this.model = model;
this.container = container;
}