Exemple #1
0
        private OrderInfo CloseInternal(string code, double price, OrderSide orderSide, int mount)
        {
            if (mount <= 0)
            {
                return(null);
            }
            if (!CanClose(code, orderSide, mount))
            {
                return(null);
            }
            OrderInfo orderInfo = new OrderInfo(code, this.Time, OpenCloseType.Close, price, mount, orderSide, OrderType.Market);

            orderInfo.OrderID = Guid.NewGuid().ToString();
            this.historyOrders.Add(orderInfo);
            this.waitingOrders.Add(orderInfo);

            if (orderInfo != null)
            {
                OnReturnOrder?.Invoke(this, ref orderInfo);
            }

            if (AccountSetting.TradeType == AccountTradeType.IMMEDIATELY ||
                AccountSetting.TradeType == AccountTradeType.MARKETPRICE)
            {
                DoTrade(orderInfo);
            }
            return(orderInfo);
        }
Exemple #2
0
        private OrderInfo OpenInternal(string code, double price, OrderSide orderSide, int mount)
        {
            //准备委托
            double    buymoney;
            OrderInfo orderInfo = PrepareOrderInfo(code, price, orderSide, mount, out buymoney);

            if (orderInfo == null)
            {
                return(null);
            }

            //将委托加入列表,并锁定金额
            this.waitingOrders.Add(orderInfo);
            this.historyOrders.Add(orderInfo);
            this.money -= buymoney;
            this.dic_OrderID_LockMoney.Add(orderInfo.OrderID, buymoney);

            //执行委托后事件
            if (orderInfo != null)
            {
                OnReturnOrder?.Invoke(this, ref orderInfo);
            }

            //立即成交或用市场价格成交,则立即执行交易
            if (AccountSetting.TradeType == AccountTradeType.IMMEDIATELY ||
                accountSetting.TradeType == AccountTradeType.MARKETPRICE
                )
            {
                this.DoTrade(orderInfo);
            }
            else if (AccountSetting.TradeType == AccountTradeType.DELAYTICK)
            {
                ITickData tickData = this.realTimeDataReader.GetRealTimeData(code).GetTickData();
                if (tickData != null)
                {
                    OrderDelayInfo delayInfo = new OrderDelayInfo();
                    delayInfo.orderTickIndex = tickData.BarPos;
                    this.dic_Code_OrderDelayInfo.Add(orderInfo.OrderID, delayInfo);
                }
            }
            return(orderInfo);
        }