private void RemoveRefId(FZOrder order)
{
if (_syncOrderAction.ContainsKey(order.Symbol))
{
_syncOrderAction[order.Symbol].RemoveRefId(order.RefId);
}
}
protected void AddRefId(FZOrder order)
{
if (!_syncOrderAction.ContainsKey(order.Symbol))
{
Func <long> fun = () => this.GetCurrentTime().GetUnixTimeFromUTC();
var s = new SyncStatus(300, fun);
_syncOrderAction.TryAdd(order.Symbol, s);
}
_syncOrderAction[order.Symbol].AddRefId(order.RefId);
}
public void SubmitOrder(CommandId commandId, FZOrder order)
{
if (commandId == CommandId.PlaceOrder)
{
this.PlaceOrder(order);
}
else if (commandId == CommandId.CancelOrder)
{
this.CancelOrder(order);
}
}
public bool CancelOrder(FZOrder order)
{
this.LogDebug($"CancelOrder: {ConvertOrderToStr(order)}");
var r = _trade.CancelOrder(order.Symbol, order.OrderId).Result;
if (!_isSimulationMode)
{
Thread.Sleep(50);
}
this.AddRefId(order);
return(r);
}
public FZOrder PlaceOrder(FZOrder order)
{
this.LogDebug($"PlaceOrder: {ConvertOrderToStr(order)}");
var r = _trade.PlaceOrder(order).Result;
this.AddRefId(order);
if (!_isSimulationMode)
{
Thread.Sleep(50);
}
return(r);
}
public static bool IsOrderOpen(this FZOrder order)
{
if (order.State == OrderState.none ||
order.State == OrderState.open ||
order.State == OrderState.summitting ||
order.State == OrderState.partial_filled ||
order.State == OrderState.cancelling)
{
return(true);
}
else
{
return(false);
}
}
protected string ConvertOrderToStr(FZOrder o)
{
return($"{o.RefId} {o.OrderId} {o.Ordertype} {o.Symbol} price={o.Price} amount={o.Amount} {o.State} {o.TimeCreated} {o.TimeLast}");
}
private bool CheckOrderLocal(FZOrder o, bool isTriggerEvent)
{
if (o == null)
{
return(false);
}
lock (this)
{
this.RemoveRefId(o);
var isUpdated = false;
var isExistingOpen = OpenOrders.ContainsKey(o.OrderId);
var isExistingClose = ClosedOrders.ContainsKey(o.OrderId);
var isNewOrder = !isExistingOpen && !isExistingClose;
var isOrderChanged = isExistingOpen ? !OpenOrders[o.OrderId].Equals(o) : (isExistingClose ? !ClosedOrders[o.OrderId].Equals(o) : false);
var isOrderOpen = o.IsOrderOpen();
//existOpen existClose isOpen isChanged
//Y N Y Y => existing open order updated
//Y N N - => existing open order closed
//N Y Y - => invalid
//N Y N Y => existing order updated
//N N Y - => new order opened
//N N N - => missed order closed
if (isExistingOpen && !isExistingClose && isOrderOpen && isOrderChanged)
{
this.LogDebug($"existing open order updated: {ConvertOrderToStr(o)}");
this.OpenOrders[o.OrderId].Copy(o);
if (isTriggerEvent)
{
OnOrderUpdated(this, o);
}
isUpdated = true;
this.SetDumpFile(true);
}
else if (isExistingOpen && !isExistingClose && !isOrderOpen)
{
this.OpenOrders[o.OrderId].Copy(o);
if (isTriggerEvent)
{
OnOrderClosed(this, o);
}
FZOrder order;
if (OpenOrders.TryRemove(o.OrderId, out order))
{
//if (o.OrderId == "orderId_10")
// Console.WriteLine();
this.LogDebug($"order removed from open order list: {ConvertOrderToStr(o)}");
//if (isTriggerEvent) this.OnOpenOrderListChanged?.Invoke(this, OpenOrders.Values.ToList().ConvertAll(t => new FZOrder(t)));
if (isTriggerEvent)
{
this.OnOpenOrderListChanged?.Invoke(this, null);
}
}
if (ClosedOrders.TryAdd(o.OrderId, o))
{
this.LogDebug($"order added to closed order list: {ConvertOrderToStr(o)}");
//if (isTriggerEvent) this.OnClosedOrderListChanged?.Invoke(this, ClosedOrders.Values.ToList().ConvertAll(t => new FZOrder(t)));
if (isTriggerEvent)
{
this.OnClosedOrderListChanged?.Invoke(this, null);
}
}
isUpdated = true;
this.SetDumpFile(true);
}
else if (!isExistingOpen && isExistingClose && isOrderOpen)
{
this.LogDebug($"order exist in close list while it is still open: {ConvertOrderToStr(o)}");
FZOrder order;
if (ClosedOrders.TryRemove(o.OrderId, out order))
{
//if (isTriggerEvent) this.OnClosedOrderListChanged?.Invoke(this, ClosedOrders.Values.ToList().ConvertAll(t => new FZOrder(t)));
if (isTriggerEvent)
{
this.OnClosedOrderListChanged?.Invoke(this, null);
}
}
if (OpenOrders.TryAdd(o.OrderId, o))
{
if (isTriggerEvent)
{
this.OnOrderOpened?.Invoke(this, o);
//this.OnOpenOrderListChanged?.Invoke(this, OpenOrders.Values.ToList().ConvertAll(t => new FZOrder(t)));
this.OnOpenOrderListChanged?.Invoke(this, null);
}
}
isUpdated = true;
this.SetDumpFile(true);
}
else if (!isExistingOpen && isExistingClose && !isOrderOpen && isOrderChanged)
{
this.LogDebug($"existing closed order updated: {ConvertOrderToStr(o)}");
this.ClosedOrders[o.OrderId].Copy(o);
if (isTriggerEvent)
{
OnOrderUpdated(this, o);
}
isUpdated = true;
this.SetDumpFile(true);
}
else if (!isExistingOpen && !isExistingClose && isOrderOpen)
{
//this.LogDebug($"new order opened: {ConvertOrderToStr(o)}");
if (isTriggerEvent)
{
this.OnOrderOpened?.Invoke(this, o);
}
if (this.OpenOrders.TryAdd(o.OrderId, o))
{
this.LogDebug($"new order added to open order list: {ConvertOrderToStr(o)}");
//if (isTriggerEvent) this.OnOpenOrderListChanged?.Invoke(this, OpenOrders.Values.ToList().ConvertAll(t => new FZOrder(t)));
if (isTriggerEvent)
{
this.OnOpenOrderListChanged?.Invoke(this, null);
}
}
isUpdated = true;
this.SetDumpFile(true);
}
else if (!isExistingOpen && !isExistingClose && !isOrderOpen)
{
//this.LogDebug($"missed order closed: {ConvertOrderToStr(o)}");
if (isTriggerEvent)
{
OnOrderClosed(this, o);
}
if (ClosedOrders.TryAdd(o.OrderId, o))
{
this.LogDebug($"missed order added to closed order list: {ConvertOrderToStr(o)}");
//if (isTriggerEvent) this.OnClosedOrderListChanged?.Invoke(this, ClosedOrders.Values.ToList().ConvertAll(t => new FZOrder(t)));
if (isTriggerEvent)
{
this.OnClosedOrderListChanged?.Invoke(this, null);
}
}
isUpdated = true;
this.SetDumpFile(true);
}
//if (!isUpdated && !o.IsOrderOpen())
//{
// this.LogDebug($"order not updated: {o.Symbol} {o.Ordertype} isInOpenList = {isExistingOpen}, isInCloseList = {isExistingClose}, isOrderChanged = {isOrderChanged}, isOrderOpen = {isOrderOpen}");
//}
return(isUpdated);
}
}
public ServiceResult <FZOrder> PlaceOrder(FZOrder order)
{
return(ServiceResult <FZOrder> .CallAsyncFunction(() => _apiOrder.PlaceOrder(order)).Result);
}
