void trade_OnRtnOrder(object sender, OrderArgs e)
{
_queueOrderFresh.Enqueue(e.Value.OrderID); //刷新时用
if (e.Value.Status == OrderStatus.Normal)
{
Ring("报入成功");
}
}
void _t_OnRtnOrder(object sender, OrderArgs e)
{
var trade = (Trade)sender;
var vap = _dicStra.FirstOrDefault(n => n.Value.StraID == e.Value.Custom.Trim());
if (vap.Value == null)
return;
var stra = vap.Value;
var ls = _straOrdersId.GetOrAdd(stra, new List<int>());
if (e.Value.IsLocal && e.Value.Status == OrderStatus.Normal)
{
//if (_curStra != null)
{
ls.Add(e.Value.OrderID);
}
}
else if (!stra.IsMarket && e.Value.Status == OrderStatus.Filled)
{
//另一边未全部成交
var instother = stra.Instrument2;
var volother = stra.Volume2;
if (e.Value.InstrumentID == stra.Instrument2)
{
instother = stra.Instrument1;
volother = stra.Volume1;
}
var ofs = trade.DicOrderField.Where(n => ls.IndexOf(n.Key) >= 0 && n.Value.InstrumentID == instother);
if (ofs.Sum(n => (n.Value.Volume - n.Value.VolumeLeft)) < volother)
{
foreach (var v in ofs)
{
if (v.Value.Status == OrderStatus.Canceled)
continue;
_reSend.Add(v.Key);
// 成交后逻辑 //
trade.ReqOrderAction(v.Key);
}
}
}
}
void trade_OnRtnCancel(object sender, OrderArgs e)
{
_queueOrderFresh.Enqueue(e.Value.OrderID); //刷新时用
Ring("撤单");
}
void _t_OnRtnCancel(object sender, OrderArgs e)
{
//重发委托
var trade = (Trade)sender;
if (_reSend.IndexOf(e.Value.OrderID) >= 0)
{
_reSend.Remove(e.Value.OrderID);
InstrumentField instField;
if (trade.DicInstrumentField.TryGetValue(e.Value.InstrumentID, out instField))
{
if (instField.ExchangeID == "SHFE")
{
double price = e.Value.Direction == DirectionType.Buy ? _q.DicTick[e.Value.InstrumentID].UpperLimitPrice : _q.DicTick[e.Value.InstrumentID].LowerLimitPrice;
trade.ReqOrderInsert(e.Value.InstrumentID, e.Value.Direction, e.Value.Offset, price,
e.Value.VolumeLeft, pType: OrderType.Limit, pCustom: e.Value.Custom);
}
else
trade.ReqOrderInsert(e.Value.InstrumentID, e.Value.Direction, e.Value.Offset, 0,
e.Value.VolumeLeft, pType: OrderType.Market, pCustom: e.Value.Custom);
}
}
}
