private bool SendTrust(_Truster truster, double price) {
bool bRet = true;
lock (__oLock) {
double dPriceScale = this.Bars.Info.PriceScale;
double[] dLimitPrices = GetLimitPrice(dPriceScale);
List<TradeOrder> cOrders = truster.CreateTrusts(Bars.CurrentBar, price, this.TrustCount, this.LotsPerTrust, dLimitPrices[0], dLimitPrices[1], dPriceScale);
if (cOrders == null) {
bRet = false;
} else {
foreach (TradeOrder cOrder in cOrders) {
if (!cOrder.IsCancel) {
if (cOrder.Ticket == null) {
if (bRet) {
bRet = base.Send(cOrder.Action, cOrder.Category, cOrder.Price, cOrder.Contracts, cOrder.IsReverse, 0, cOrder.Name, false);
}
truster.SendCompleted(cOrder, bRet);
} else {
cOrder.IsCancel = this.SendTrust(cOrder, true);
truster.SendCompleted(cOrder, cOrder.IsCancel);
}
}
}
}
}
return bRet;
}
/// <summary>
/// 傳送下單命令
/// </summary>
/// <param name="action">下單進出場動作</param>
/// <param name="category">下單類型</param>
/// <param name="limitPrice">限價價格(市價=0)</param>
/// <param name="lots">下單數量</param>
/// <param name="isReverse">是否需反轉倉位</param>
/// <param name="touchPrice">觸發或停損價格</param>
/// <param name="name">下單註解</param>
/// <param name="openNextBar">是否開倉在下一根 Bars</param>
public override bool Send(EOrderAction action, OrderCategory category, double limitPrice, int lots, bool isReverse, double touchPrice = 0, string name = null, bool openNextBar = false) {
if (this.Bars.IsLastBars) {
double dPrice = Math.Round((limitPrice == 0) ? ((action == EOrderAction.Buy || action == EOrderAction.BuyToCover) ? Bars.DOM.Ask[0].Price : Bars.DOM.Bid[0].Price) : limitPrice, 2);
//檢查是否為平倉單(如果是平倉單, 會把倉部位內所有的委託新倉單全部取消之後才會下平倉單)
if (action == EOrderAction.Sell || action == EOrderAction.BuyToCover) {
int iCancelCount = 0;
lock (__cTrusts) {
foreach (_Truster cTemp in __cTrusts.Values) {
if (!cTemp.IsClosed) {
TradeOrder[] cOrders = cTemp.GetTrustTickets();
if (cOrders != null) {
cTemp.Cancel();
foreach (TradeOrder cOrder in cOrders) {
if (cOrder.IsSended || cOrder.IsTrusted) {
if (!cOrder.IsCancel && cOrder.Contracts > 0) {
cOrder.IsCancel = this.SendTrust(cOrder, true);
}
++iCancelCount;
}
}
}
}
}
}
if (iCancelCount > 0) {
return false;
}
__bClosedFlag = true;
}
if (__bClosedFlag && (action == EOrderAction.Buy || action == EOrderAction.SellShort)) {
return false;
}
_Truster cTruster = null;
lock (__cTrusts) {
if (!__cTrusts.TryGetValue(name, out cTruster)) {
TradeOrder cOrder = new TradeOrder();
cOrder.Action = action;
cOrder.BarNumber = Bars.CurrentBar;
cOrder.Category = category;
cOrder.Contracts = lots;
cOrder.IsReverse = false;
cOrder.Name = name;
cTruster = new _Truster(cOrder);
__cTrusts.Add(name, cTruster);
}
}
return SendTrust(cTruster, dPrice);
}
return false;
}
/// <summary>
/// 傳送下單命令
/// </summary>
/// <param name="trust">交易訂單資訊</param>
/// <param name="isCancel">是否要取消此交易訂單(成功委託才能取消訂單)</param>
/// <returns>返回值: true=成功, false=失敗</returns>
bool IOrderSender.Send(TradeOrder trust, bool isCancel) {
if (isCancel) {
string[] sNames = trust.Name.Split('|');
_Truster cTruster = null;
lock (__cTrusts) {
__cTrusts.TryGetValue(sNames[0], out cTruster);
}
if (cTruster != null && !cTruster.IsCancel) {
cTruster.Cancel();
}
return base.SendTrust(trust, true);
} else {
return base.SendTrust(trust, false);
}
}
private void GridOrderService_onResponse(object sender, ResponseEvent e) {
if (e.ResponseType == ResponseType.Update) { //回報類型為 Update 都忽略(此為盈利更新通知)
return;
}
TradeOrder cOrder = e.TradeOrder as TradeOrder;
string[] sNames = cOrder.Name.Split('|');
_Truster cTruster = null;
lock (__cTrusts) {
__cTrusts.TryGetValue(sNames[0], out cTruster);
}
if (cTruster != null) {
switch (e.ResponseType) {
case ResponseType.Cancel:
case ResponseType.Deal:
if (e.ResponseType == ResponseType.Cancel) {
cTruster.CheckCancel(cOrder);
} else {
cTruster.CheckDeal(cOrder);
}
if (cTruster.IsEmpty) { //如果已經交易完畢
lock (__cTrusts) {
__cTrusts.Remove(sNames[0]);
}
if (cTruster.IsClosed && __bClosedFlag) {
__bClosedFlag = false;
}
}
break;
case ResponseType.Trust:
cTruster.CheckTrust(cOrder);
break;
}
}
}
