public void Invoke_OnRemoveWaitingOrder(RecordTransItem item)
{
OrderArgs args = new OrderArgs();
args.order = item;
OnRemoveWaitingOrder?.Invoke(this, args);
}
void _t_OnRtnCancel(object sender, OrderArgs e)
{
//重发委托
var trade = (Trade)sender;
if (_reSend.IndexOf(e.Value.OrderID) >= 0)
{
_reSend.Remove(e.Value.OrderID);
InstrumentField instField;
if (trade.DicInstrumentField.TryGetValue(e.Value.InstrumentID, out instField))
{
if (instField.ExchangeID == "SHFE")
{
double price = e.Value.Direction == DirectionType.Buy ? _q.DicTick[e.Value.InstrumentID].UpperLimitPrice : _q.DicTick[e.Value.InstrumentID].LowerLimitPrice;
trade.ReqOrderInsert(e.Value.InstrumentID, e.Value.Direction, e.Value.Offset, price,
e.Value.VolumeLeft, pType: OrderType.Limit, pCustom: e.Value.Custom);
}
else
{
trade.ReqOrderInsert(e.Value.InstrumentID, e.Value.Direction, e.Value.Offset, 0,
e.Value.VolumeLeft, pType: OrderType.Market, pCustom: e.Value.Custom);
}
}
}
}
public void Invoke_OnInsertOrder(RecordTransItem item)
{
OrderArgs args = new OrderArgs();
args.order = item;
OnInsertOrder?.Invoke(this, args);
}
public void Invoke_OnRemovePosition(RecordTransItem item)
{
OrderArgs args = new OrderArgs();
args.order = item;
OnRemovePosition?.Invoke(this, args);
}
void trade_OnRtnOrder(object sender, OrderArgs e)
{
_queueOrderFresh.Enqueue(e.Value.OrderID); //刷新时用
if (e.Value.Status == OrderStatus.Normal)
{
Ring("报入成功");
}
}
private void _t_OnRtnOrder(object sender, OrderArgs e)
{
Log($"{e.Value.InstrumentID}\t{e.Value.Direction}\t{e.Value.Offset}\t{e.Value.LimitPrice}\t{e.Value.Volume}");
if (e.Value.IsLocal)
{
_t.ReqOrderAction(e.Value.OrderID);
}
}
private void OrderNotifyHandler(object sender, OrderArgs e)
{
itemOrder iorder = e.ItemOrder;
// if (!ls.Contains(iorder.morigtkn)) return;
DateTime mdate = ComFucs.GetDate(iorder.mm_date);
Order o = new OrderImpl(iorder.msecsym, iorder.IsBuyOrder(), iorder.mqty, Convert.ToDecimal(iorder.mprice), Convert.ToDecimal(iorder.mstopprice), "",
mdate.Second + mdate.Minute * 100 + mdate.Hour * 10000, mdate.Second + mdate.Minute * 100 + mdate.Hour * 10000, iorder.morderid);
tl.newOrder(o);
}
private void OnRtnCancel(object sender, OrderArgs e)//将撤单回报分发给各个合约
{
AContract contract = Contracts.Find(
delegate(AContract c) { return(string.Compare(c.Instrument.InstrumentID, e.Value.InstrumentID) == 0); }
);
if (contract != null)
{
contract.OnRtnCancel(sender, e);
}
}
private void DefOnRtnCancel(object sender, OrderArgs e)
{
if (e.Value.Status == OrderStatus.Canceled)//被撤单
{
int orderID = e.Value.OrderID;
Console.WriteLine(e.Value.OrderID.ToString() + "3秒未成被撤单,开始重下");
InputOrder(dicOrder[orderID].Direction, dicOrder[orderID].Offset, Ticks[0].LastPrice, dicOrder[orderID].VolumeLeft);
dicOrder.Remove(e.Value.OrderID);
AllowTrade = true;
}
}
private void DefOnRtnOrder(object sender, OrderArgs e)
{
Console.WriteLine("收到报单回报:" + e.Value.OrderID + "Status=" + e.Value.Status);
System.Threading.Timer timer = new System.Threading.Timer(new System.Threading.TimerCallback(CancelOrder), e.Value.OrderID, 3000, System.Threading.Timeout.Infinite);
dicOrder[e.Value.OrderID] = e.Value;
if (dicOrder.ContainsKey(e.Value.OrderID) && (e.Value.Status == OrderStatus.Filled))//全部成交
{
Console.WriteLine("订单" + e.Value.OrderID + "全部成交");
AllowTrade = true;
}
}
void _t_OnRtnOrder(object sender, OrderArgs e)
{
var trade = (Trade)sender;
var vap = _dicStra.FirstOrDefault(n => n.Value.StraID == e.Value.Custom.Trim());
if (vap.Value == null)
{
return;
}
var stra = vap.Value;
var ls = _straOrdersId.GetOrAdd(stra, new List <int>());
if (e.Value.IsLocal && e.Value.Status == OrderStatus.Normal)
{
//if (_curStra != null)
{
ls.Add(e.Value.OrderID);
}
}
else if (!stra.IsMarket && e.Value.Status == OrderStatus.Filled)
{
//另一边未全部成交
var instother = stra.Instrument2;
var volother = stra.Volume2;
if (e.Value.InstrumentID == stra.Instrument2)
{
instother = stra.Instrument1;
volother = stra.Volume1;
}
var ofs = trade.DicOrderField.Where(n => ls.IndexOf(n.Key) >= 0 && n.Value.InstrumentID == instother);
if (ofs.Sum(n => (n.Value.Volume - n.Value.VolumeLeft)) < volother)
{
foreach (var v in ofs)
{
if (v.Value.Status == OrderStatus.Canceled)
{
continue;
}
_reSend.Add(v.Key);
// 成交后逻辑 //
trade.ReqOrderAction(v.Key);
}
}
}
}
//订单回报
private void _OnRtnOrder(object sender, OrderArgs e)
{
while (0 != Interlocked.Exchange(ref BaseStrategy.Locker, 1))
{
}
OrderField order = e.Value;
SubOrder subOrder;
if (!orderMap.TryGetValue(order.Custom, out subOrder))
{
LogUtils.EnginLog($"订单回报|未找到对应本地单：{order.Custom}\t{order.InstrumentID}\t{order.Direction}\t{order.Offset}\t{order.LimitPrice}\t{order.Volume}");
Interlocked.Exchange(ref BaseStrategy.Locker, 0);
return;
}
syncOrder(order, subOrder);
LogUtils.EnginLog($"订单回报：{order.Custom}\t{order.InstrumentID}\t{order.Direction}\t{order.Offset}\t{order.LimitPrice}\t{order.Volume}");
Interlocked.Exchange(ref BaseStrategy.Locker, 0);
}
private void CancelResponseHandler(object sender, OrderArgs e)
{
tl.newCancel(e.ItemOrder.morderid);
}
private void CancelResponseHandler(object sender, OrderArgs e)
{
tl.newCancel(e.ItemOrder.morderid);
v(e.ItemOrder.msecsym+" received cancel ack for: " + e.ItemOrder.morderid);
}
private void OrderNotifyHandler(object sender, OrderArgs e)
{
itemOrder iorder = e.ItemOrder;
// if (!ls.Contains(iorder.morigtkn)) return;
DateTime mdate = ComFucs.GetDate(iorder.mm_date);
Order o = new OrderImpl(iorder.msecsym, iorder.IsBuyOrder(), iorder.mqty, Convert.ToDecimal(iorder.mprice), Convert.ToDecimal(iorder.mstopprice), "",
mdate.Second + mdate.Minute * 100 + mdate.Hour * 10000, mdate.Second + mdate.Minute * 100 + mdate.Hour * 10000, iorder.morderid);
tl.newOrder(o);
v(o.symbol + " received order ack for: " + o.ToString());
}
private void CancelResponseHandler(object sender, OrderArgs e)
{
tl.newCancel(e.ItemOrder.morderid);
v(e.ItemOrder.msecsym + " received cancel ack for: " + e.ItemOrder.morderid);
}
private void CancelResponseHandler(object sender, OrderArgs e)
{
tl.newCancel(e.ItemOrder.morderid);
}
void trade_OnRtnCancel(object sender, OrderArgs e)
{
_queueOrderFresh.Enqueue(e.Value.OrderID); //刷新时用
Ring("撤单");
}
private void _t_OnRtnCancel(object sender, OrderArgs e)
{
Log($"{e.Value.StatusMsg}\t{e.Value.InstrumentID}\t{e.Value.Direction}\t{e.Value.Offset}\t{e.Value.LimitPrice}\t{e.Value.Volume}");
}
private static void OutputResult(object sender, OrderArgs e)
{
Console.WriteLine("Closed: " + e.Order);
}
