private static void TimeOut()
{
List <CanceledOrder> listRemove = new List <CanceledOrder>();
while (Runing)
{
foreach (var order in listTimeCancel.ToArray())
{
if (DateTime.Now > order.TimeOut)
{
MrWangConnection.CanceledOrder(order.OrderBook);
listRemove.Add(order);
}
}
if (listRemove.Count > 0)
{
foreach (var order in listRemove)
{
listTimeCancel.Remove(order);
}
listRemove.Clear();
}
Thread.Sleep(1);
}
}
private static void SendQuoteOrder(QuoteOrder quoteOrder)
{
Console.WriteLine($"新增 QuoteOrder: {quoteOrder.Symbol}" +
$" {quoteOrder.Bid}({quoteOrder.BidQty})/{quoteOrder.Ask}({quoteOrder.AskQty})");
if (dicQuoteOrder.ContainsKey(quoteOrder.Symbol) == false)
{
dicQuoteOrder.Add(quoteOrder.Symbol, quoteOrder);
}
else
{
var CancelQutoeOrder = dicQuoteOrder[quoteOrder.Symbol];
MrWangConnection.CanceledOrder(CancelQutoeOrder.BidOrderBook);
MrWangConnection.CanceledOrder(CancelQutoeOrder.AskOrderBook);
dicQuoteOrder[quoteOrder.Symbol] = quoteOrder;
}
SendOrder(quoteOrder);
}