/// <summary>
/// проверить, не пора ли высылать новую заявку
/// </summary>
public void Check()
{
if (_ordersNeadToCreate == null ||
_ordersNeadToCreate.Count == 0)
{
return;
}
if (_ordersInSystem == null ||
_ordersInSystem.State == OrderStateType.Done)
{
_ordersInSystem = _ordersNeadToCreate[0];
_ordersNeadToCreate.Remove(_ordersInSystem);
if (_type == AcebergType.Open)
{
_position.AddNewOpenOrder(_ordersInSystem);
}
else if (_type == AcebergType.Close)
{
_position.AddNewCloseOrder(_ordersInSystem);
}
else if (_type == AcebergType.ModificateBuy)
{
if (_position.Direction == Side.Buy && _ordersInSystem.Side == Side.Buy ||
_position.Direction == Side.Sell && _ordersInSystem.Side == Side.Sell)
{
_position.AddNewOpenOrder(_ordersInSystem);
}
else
{
_position.AddNewCloseOrder(_ordersInSystem);
}
}
else if (_type == AcebergType.ModificateSell)
{
if (_position.Direction == Side.Buy && _ordersInSystem.Side == Side.Buy ||
_position.Direction == Side.Sell && _ordersInSystem.Side == Side.Sell)
{
_position.AddNewOpenOrder(_ordersInSystem);
}
else
{
_position.AddNewCloseOrder(_ordersInSystem);
}
}
if (NewOrderNeadToExecute != null)
{
NewOrderNeadToExecute(_ordersInSystem);
}
}
}
/// <summary>
/// создать новую позицию по индексу
/// </summary>
private Position CreatePosition(decimal price, Security security, int index, DateTime time)
{
Order newOrder = new Order();
newOrder.SecurityNameCode = security.Name;
newOrder.Price = price;
newOrder.NumberUser = index;
newOrder.Volume = 1;
newOrder.NumberMarket = index.ToString();
newOrder.Side = SideInter;
newOrder.TimeCallBack = time;
newOrder.TimeCreate = time;
Position newPosition = new Position();
newPosition.Direction = SideInter;
newPosition.PriceStep = security.PriceStep;
newPosition.PriceStepCost = security.PriceStep;
newPosition.AddNewOpenOrder(newOrder);
MyTrade trade = new MyTrade();
trade.Volume = 1;
trade.Side = newOrder.Side;
trade.NumberOrderParent = index.ToString();
trade.Price = price;
trade.NumberTrade = index + 1.ToString();
trade.Time = time;
newPosition.SetTrade(trade);
return(newPosition);
}
/// <summary>
/// создать сделку
/// </summary>
public Position CreatePosition(string botName, Side direction, decimal priceOrder, int volume, OrderPriceType priceType, TimeSpan timeLife,
Security security, Portfolio portfolio)
{
Position newDeal = new Position();
newDeal.Number = NumberGen.GetNumberDeal();
newDeal.Direction = direction;
newDeal.State = PositionStateType.Opening;
newDeal.AddNewOpenOrder(CreateOrder(direction, priceOrder, volume, priceType, timeLife));
newDeal.NameBot = botName;
newDeal.Lots = security.Lot;
newDeal.PriceStepCost = security.PriceStepCost;
newDeal.PriceStep = security.PriceStep;
newDeal.PortfolioValueOnOpenPosition = portfolio.ValueCurrent;
return(newDeal);
}
