private void RealTimeDataReader_RealTimeChanged(object sender, RealTimeChangedArgument e)
{
lock (lockObj)
{
this.time = e.Time;
//过了新的一天，昨日的委托需要全部清除
if (e.TradingDayChanged)
{
CancelAllOrder();
return;
}
loopOrders.Clear();
loopOrders.AddRange(waitingOrders);
//TODO 价格变化后需要修改现金余额
for (int i = 0; i < loopOrders.Count; i++)
{
OrderInfo order = loopOrders[i];
if (AccountSetting.TradeType == AccountTradeType.DELAYTIME)
{
double delayTime = AccountSetting.DelayTime;
double betweenTime = e.Time - order.OrderTime;
if (betweenTime <= delayTime)
{
continue;
}
}
else if (accountSetting.TradeType == AccountTradeType.DELAYTICK)
{
ITickData tickData = this.realTimeDataReader.GetRealTimeData(order.Instrumentid).GetTickData();
if (tickData != null)
{
if (this.dic_Code_OrderDelayInfo.ContainsKey(order.OrderID))
{
OrderDelayInfo delayInfo = this.dic_Code_OrderDelayInfo[order.OrderID];
int tickIndex = delayInfo.orderTickIndex;
int delayTick = AccountSetting.DelayTick;
if (tickData.BarPos - tickIndex < delayTick)
{
continue;
}
}
}
}
DoTrade(order);
}
}
}
private OrderInfo OpenInternal(string code, double price, OrderSide orderSide, int mount)
{
//准备委托
double buymoney;
OrderInfo orderInfo = PrepareOrderInfo(code, price, orderSide, mount, out buymoney);
if (orderInfo == null)
{
return(null);
}
//将委托加入列表，并锁定金额
this.waitingOrders.Add(orderInfo);
this.historyOrders.Add(orderInfo);
this.money -= buymoney;
this.dic_OrderID_LockMoney.Add(orderInfo.OrderID, buymoney);
//执行委托后事件
if (orderInfo != null)
{
OnReturnOrder?.Invoke(this, ref orderInfo);
}
//立即成交或用市场价格成交，则立即执行交易
if (AccountSetting.TradeType == AccountTradeType.IMMEDIATELY ||
accountSetting.TradeType == AccountTradeType.MARKETPRICE
)
{
this.DoTrade(orderInfo);
}
else if (AccountSetting.TradeType == AccountTradeType.DELAYTICK)
{
ITickData tickData = this.realTimeDataReader.GetRealTimeData(code).GetTickData();
if (tickData != null)
{
OrderDelayInfo delayInfo = new OrderDelayInfo();
delayInfo.orderTickIndex = tickData.BarPos;
this.dic_Code_OrderDelayInfo.Add(orderInfo.OrderID, delayInfo);
}
}
return(orderInfo);
}
