public static string GetOrderUid(trade.Order order)
{
string directionIndicator = order.Direction == trade.TradeDirectionType.BUY ?
"B" : "S";
return(string.Format("{0}-{1}", directionIndicator, order.InstrumentID));
}
public void From(trade.Order order, bool fromParent = false)
{
OrderUid = GetOrderUid(order);
Symbol = order.InstrumentID;
Direction = GetDirection(order.Direction);
OCFlag = GetOCFlag(order.CombOffsetFlag);
StatusMsg = GetStatus(order.OrderSubmitStatus, order.OrderStatus);
IsFinished = CheckForFinish(order.OrderSubmitStatus, order.OrderStatus);
if (!string.IsNullOrEmpty(order.InsertTime))
{
InsertTime = DateTime.Parse(order.InsertTime);
}
Volume = order.VolumeTotalOriginal;
VolTraded = order.VolumeTraded;
OrderPriceType = GetPriceType(order.OrderPriceType);
LimitPrice = order.LimitPrice;
if (!fromParent)
{
if (order.OrderSubmitStatus > trade.OrderSubmitStatusType.ACCEPTED)
{
EventLogger.Write("{0} {1} 被拒绝 -({2})", Direction, Symbol, order.StatusMsg);
}
}
}
public void From(string ordRef, trade.Order order)
{
int idx = LastOrder.Legs.FindIndex(
l => l.InstrumentID == order.InstrumentID &&
l.Direction == order.Direction);
if (idx > -1)
{
LastOrder.Legs[idx] = order;
foreach (var oVm in _orders)
{
if (oVm.OrderUid == OrderVM.GetOrderUid(order))
{
oVm.From(order);
break;
}
}
}
}
void _client_OnLegOrderUpdated(string portfId, string mlOrderId, string legOrdRef, trade.Order legOrder)
{
OrderUpdateArgs args = new OrderUpdateArgs
{
AccountId = Id,
PortfolioId = portfId,
MlOrderId = mlOrderId,
LegOrderRef = legOrdRef,
LegOrder = legOrder
};
EventAggregator.GetEvent <IndividualOrderUpdatedEvent>().Publish(args);
}
