private void SmartServerOnAddTick(string symbol, DateTime datetime, double price, double volume, string tradeno, StOrder_Action action)
{
Trade trade = new Trade();
trade.SecurityNameCode = symbol;
trade.Price = Convert.ToDecimal(price);
trade.Id = tradeno;
trade.Time = datetime;
trade.Volume = Convert.ToInt32(volume);
if (action == StOrder_Action.StOrder_Action_Buy ||
action == StOrder_Action.StOrder_Action_Cover)
{
trade.Side = Side.Buy;
}
if (action == StOrder_Action.StOrder_Action_Sell ||
action == StOrder_Action.StOrder_Action_Short)
{
trade.Side = Side.Sell;
}
ServerTime = trade.Time;
if (NewTradesEvent != null)
{
NewTradesEvent(trade);
}
}
public Order(string symbol, int cookie, string orderId, double volume, double filledVolume, double price, double stopPrice, StOrder_Action action, StOrder_Type type)
{
Symbol = symbol;
Cookie = cookie;
OrderId = orderId;
Volume = (int)volume;
FilledVolume = (int)filledVolume;
Price = price;
StopPrice = stopPrice;
Action = Server.ActionCast(action);
Type = Server.OrderTypeCast(type);
}
private void OnAddTrade(string symbol, DateTime datetime, double price, double volume, string tradeno, StOrder_Action smartAction)
{
OnAddTrade(symbol, datetime, price, volume, tradeno, ToWrapper(smartAction));
}
private void SmartServerOnUpdateOrder(string portfolio, string symbol, StOrder_State state, StOrder_Action action, StOrder_Type type, StOrder_Validity validity, double price, double amount, double stop, double filled, DateTime datetime, string orderid, string orderno, int statusMask, int cookie, string description)
{
try
{
Order order = new Order();
order.NumberUser = cookie;
order.NumberMarket = orderno;
order.SecurityNameCode = symbol;
order.Price = Convert.ToDecimal(price);
order.Volume = Convert.ToInt32(amount);
order.VolumeExecute = Convert.ToInt32(amount) - Convert.ToInt32(filled);
order.NumberUser = cookie;
order.Comment = orderid;
order.PortfolioNumber = portfolio;
if (_ordersWhithId.Find(o => o.Comment == order.Comment) == null)
{
_ordersWhithId.Add(order);
}
if (state == StOrder_State.StOrder_State_Open ||
state == StOrder_State.StOrder_State_Submited)
{
order.State = OrderStateType.Activ;
order.TimeCallBack = datetime;
_numsIncomeExecuteOrders.Add(cookie);
}
if (state == StOrder_State.StOrder_State_Pending)
{
order.TimeCallBack = datetime;
order.State = OrderStateType.Pending;
_numsIncomeExecuteOrders.Add(cookie);
return;
}
if (state == StOrder_State.StOrder_State_Cancel ||
state == StOrder_State.StOrder_State_SystemCancel)
{
order.TimeCancel = datetime;
order.State = OrderStateType.Cancel;
_numsIncomeCancelOrders.Add(cookie);
_numsIncomeExecuteOrders.Add(cookie);
}
if (state == StOrder_State.StOrder_State_SystemReject)
{
order.State = OrderStateType.Fail;
order.VolumeExecute = 0;
order.TimeCancel = datetime;
order.TimeCallBack = datetime;
_numsIncomeExecuteOrders.Add(cookie);
_numsIncomeCancelOrders.Add(cookie);
}
if (state == StOrder_State.StOrder_State_Filled)
{
order.VolumeExecute = order.Volume;
order.TimeCallBack = datetime;
order.TimeDone = datetime;
order.State = OrderStateType.Done;
_numsIncomeExecuteOrders.Add(cookie);
}
if (state == StOrder_State.StOrder_State_Partial)
{
order.State = OrderStateType.Patrial;
order.TimeCallBack = datetime;
_numsIncomeExecuteOrders.Add(cookie);
}
if (action == StOrder_Action.StOrder_Action_Buy ||
action == StOrder_Action.StOrder_Action_Cover)
{
order.Side = Side.Buy;
}
else
{
order.Side = Side.Sell;
}
if (type == StOrder_Type.StOrder_Type_Limit)
{
order.TypeOrder = OrderPriceType.Limit;
}
else
{
order.TypeOrder = OrderPriceType.Market;
}
if (MyOrderEvent != null)
{
MyOrderEvent(order);
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
}
private void OnUpdateOrder(string portfolio, string symbol, StOrder_State smartState, StOrder_Action smartAction, StOrder_Type smartType, StOrder_Validity smartValidity, double price, double amount, double stop, double filled, DateTime datetime, string orderid, string orderno, int statusMask, int cookie)
{
SmartOrderState state;
switch (smartState)
{
case StOrder_State.StOrder_State_ContragentReject:
state = SmartOrderState.ContragentReject;
break;
case StOrder_State.StOrder_State_Submited:
state = SmartOrderState.Submited;
break;
case StOrder_State.StOrder_State_Pending:
state = SmartOrderState.Pending;
break;
case StOrder_State.StOrder_State_Open:
state = SmartOrderState.Open;
break;
case StOrder_State.StOrder_State_Expired:
state = SmartOrderState.Expired;
break;
case StOrder_State.StOrder_State_Cancel:
state = SmartOrderState.Cancel;
break;
case StOrder_State.StOrder_State_Filled:
state = SmartOrderState.Filled;
break;
case StOrder_State.StOrder_State_Partial:
state = SmartOrderState.Partial;
break;
case StOrder_State.StOrder_State_ContragentCancel:
state = SmartOrderState.ContragentReject;
break;
case StOrder_State.StOrder_State_SystemReject:
state = SmartOrderState.SystemReject;
break;
case StOrder_State.StOrder_State_SystemCancel:
state = SmartOrderState.SystemCancel;
break;
default:
throw new ArgumentOutOfRangeException(nameof(smartState));
}
SmartOrderType type;
switch (smartType)
{
case StOrder_Type.StOrder_Type_Market:
type = SmartOrderType.Market;
break;
case StOrder_Type.StOrder_Type_Limit:
type = SmartOrderType.Limit;
break;
case StOrder_Type.StOrder_Type_Stop:
type = SmartOrderType.Stop;
break;
case StOrder_Type.StOrder_Type_StopLimit:
type = SmartOrderType.StopLimit;
break;
default:
throw new ArgumentOutOfRangeException(nameof(smartType));
}
SmartOrderValidity validity;
switch (smartValidity)
{
case StOrder_Validity.StOrder_Validity_Day:
validity = SmartOrderValidity.Day;
break;
case StOrder_Validity.StOrder_Validity_Gtc:
validity = SmartOrderValidity.Gtc;
break;
default:
throw new ArgumentOutOfRangeException(nameof(smartValidity));
}
OnUpdateOrder(portfolio, symbol, state, ToWrapper(smartAction), type, validity, price, amount, stop, filled, datetime, orderid, orderno, statusMask, cookie);
}
private void OnAddTradeHistory(int row, int nrows, string symbol, DateTime datetime, double price, double volume, string tradeno, StOrder_Action smartAction)
{
OnAddTradeHistory(row, nrows, symbol, datetime, price, volume, tradeno, ToWrapper(smartAction));
}
private void OnUpdateOrder(string portfolio, string symbol, StOrder_State state, StOrder_Action action,
StOrder_Type type, StOrder_Validity validity, double price, double amount, double stop, double filled,
DateTime datetime, string orderId, string orderStockId, int statusMask, int cookie, string description)
{
ProduceMessage(
TopicName.UpdateOrder,
JsonSerializer.Serialize(
new UpdateOrder
{
Portfolio = portfolio,
Symbol = symbol,
State = state,
Action = action,
Type = type,
Validity = validity,
Price = price,
Amount = amount,
PriceStop = stop,
FilledVolume = filled,
DateTime = datetime,
OrderId = orderId,
StockOrderId = orderStockId,
StatusMask = statusMask,
UniqueId = cookie,
Error = description
}
)
);
}
private void stServer_AddTick(string symbol, DateTime dateTime, double price, double volume, string tradeno, StOrder_Action action)
{
Tick Tick = new Tick {
Symbol = symbol, DateTime = dateTime, Price = price, Volume = volume, TradeAction = MakeAction(action)
};
this.logger.Log(String.Format("{0:dd/MM/yyyy H:mm:ss.fff}, {1}, получен Tick {2}, {3:dd/MM/yyyy H:mm:ss.fff}, {4}, {5}, {6}, {7}",
BrokerDateTime.Make(DateTime.Now),
this.GetType().Name,
symbol,
dateTime,
price,
volume,
tradeno,
action));
this.tradingData.Get <ObservableCollection <Tick> >().Add(Tick);
}
void scom_SetMyOrder(int row, int nrows, string portfolio, string symbol, StOrder_State state, StOrder_Action action, StOrder_Type type, StOrder_Validity validity
, double price, double amount, double stop, double filled, DateTime datetime, string id, string no, int cookie)
{
allClaims.AddOrderIdAndOrderNo(cookie, amount, action, id, no);
string messageInf = DateTime.Now.ToString("HH:mm:ss:fff") + " SetMyOrders " + cookie;
if (OnInformation != null)
{
OnInformation(InfoElement.logfile, messageInf);
}
}
void scom_AddTick(string symbol, DateTime datetime, double price, double volume, string tradeno, StOrder_Action action)
{
double v = 0;
if (action == StOrder_Action.StOrder_Action_Buy)
{
v = volume;
if (OnAddTick != null)
{
OnAddTick(datetime, price, volume, ActionGlassItem.buy);
}
}
else if (action == StOrder_Action.StOrder_Action_Sell)
{
v = -volume;
if (OnAddTick != null)
{
OnAddTick(datetime, price, volume, ActionGlassItem.sell);
}
}
}
private void OnAddTick(string symbol, DateTime datetime, double price, double volume, string tradeno, StOrder_Action action)
{
lock (tickQueue)
{
tickQueue.Enqueue(new Tick(symbol, Datatype.LastTradePrice, datetime, price, volume));
}
}
public void EmulateTickArrival(string symbol, DateTime date, double price, double volume, StOrder_Action action)
{
this.AddTick(symbol, date, price, volume, "8888888", action);
}
public void PlaceOrder(string portfolio, string symbol, StOrder_Action action, StOrder_Type type, StOrder_Validity validity, double price, double amount, double stop, int cookie)
{
this.ordersPlaced++;
}
private void SmartC_AddTick(string symbol, DateTime datetime, double price, double volume, string tradeno, StOrder_Action action)
{
SmartWindow.Dispatcher.BeginInvoke(DispatcherPriority.Normal,
(ThreadStart) delegate()
{
}
);
if (tablesnames["ticks"] == "")
{
return;
}
string a = "0";
switch (action)
{
case StOrder_Action.StOrder_Action_Buy:
a = "1";
break;
case StOrder_Action.StOrder_Action_Cover:
break;
case StOrder_Action.StOrder_Action_Sell:
a = "2";
break;
case StOrder_Action.StOrder_Action_Short:
break;
default:
break;
}
new SqlCommand("INSERT INTO [" + tablesnames["ticks"] + "]"
+ " (dttick, price, volume, tradeno, idaction)"
+ " VALUES ('" + datetime.ToString() + "', " + price.ToString().Replace(',', '.') + ", " + volume.ToString().Replace(',', '.') + ", '" + tradeno + "', " + a + ")"
, sqlconn).ExecuteNonQueryAsync();
}
private void SmartComServerTickAdded(string symbol, DateTime datetime, double price, double volume, string tradeno, StOrder_Action action)
{
//InformUser(datetime + ": " + symbol + ": " + price + " | " + volume);
dbWriter.InsertTrade(symbol, datetime, price, volume);
}
