public POrder GetOrder(SweepMember_Share share)
{
// 1. aging을 점검하고 초기 주문인지 여부를 확인한다.
long aging = share.Aging;
if (aging == 0)
{
// 최초 주문이다. InitPrice와 CodeEnterSweep을 이용하여 주문을 한다.
ReqOrderInput_BondArb reqOrderInput = share.OrderGenInput as ReqOrderInput_BondArb;
String code = reqOrderInput.CodeForEnterSweep;
double reqPrice = reqOrderInput.InitReqPrice;
long reqCount = share.TargetCount - share.ContractedCount;
TradingDirection longShort = reqOrderInput.LongShort;
Account account = reqOrderInput.TargetAccount;
RawMarketData rmdClone = RmdManager.Ins().GetData(code).Clone() as RawMarketData;
POrder order = new POrder(longShort, code, reqCount, reqPrice, account, rmdClone,
BondUtil.GetMarketType(code), false);
return order;
}
else
{
logger.Warn("아직 작업중인 곳입니다.");
}
return null;
}
public Boolean IsResumeChance(SweepMember_Share share)
{
if (_timer.On())
{
return false;
}
// time out, 하지만 주문이 Bid, Ask 사이에 있는지 확인해 보고 사이에 있다면 타이머를 reset하자.
RawMarketData rmdClone = RmdManager.Ins().GetDataClone(_order.Code);
double reqPrice = _order.ReqPrice;
if (rmdClone.BidPrice1 <= reqPrice && reqPrice <= rmdClone.AskPrice1)
{
_timer.Reset();
return false;
}
return true;
}
public Boolean IsResumeChance(SweepMember_Share share)
{
//TODO
return false;
}
public void Reset(SweepMember_Share share)
{
}
public void Reset(SweepMember_Share share)
{
_timer.Reset();
}
public Boolean IsResumeChance(SweepMember_Share share)
{
// 항상 false를 반환한다.
return false;
}