private void SendStoplossOrderWorkItem(object state)
{
StoplossOrder order = (StoplossOrder)state;
OrderRequest request = new OrderRequest(order)
{
Category = OrderCategory.Sell,
Price = order.StoplossPrice,
PricingType = OrderPricingType.MakertPriceMakeDealInFiveGradesThenCancel,
Volume = order.ExistingVolume,
SecurityCode = order.SecurityCode,
};
string error;
DispatchedOrder dispatchedOrder = CtpSimulator.GetInstance().DispatchOrder(request, out error);
if (dispatchedOrder == null)
{
ILog logger = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);
if (logger != null)
{
logger.ErrorFormat(
"Exception in dispatching stop loss order: id {0} code {1} stoploss price {2}, volume {3}. Error: {4}",
order.OrderId,
order.SecurityCode,
order.StoplossPrice,
order.ExistingVolume,
error);
}
}
else
{
ILog logger = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);
if (logger != null)
{
logger.InfoFormat(
"Dispatched stop loss order: id {0} code {1} stoploss price {2}, volume {3}.",
order.OrderId,
order.SecurityCode,
order.StoplossPrice,
order.ExistingVolume);
}
lock (_orderLockObj)
{
RemoveActiveStoplossOrder(order);
AddSentOrder(order);
}
// force query order status.
CtpSimulator.GetInstance().QueryOrderStatusForcibly();
}
}
public void RegisterStoplossOrder(StoplossOrder order)
{
if (order == null)
{
throw new ArgumentNullException();
}
lock (_orderLockObj)
{
AddActiveStoplossOrder(order);
}
CtpSimulator.GetInstance().SubscribeQuote(order.SecurityCode);
}
public static CtpSimulator GetInstance()
{
if (_instance == null)
{
lock (typeof(CtpSimulator))
{
if (_instance == null)
{
_instance = new CtpSimulator();
}
}
}
return(_instance);
}
private StoplossOrderManager()
{
CtpSimulator.GetInstance().RegisterQuoteReadyCallback(OnQuoteReady);
CtpSimulator.GetInstance().RegisterOrderStatusChangedCallback(OnOrderStatusChanged);
}
