protected override void HandlePartiallyFilledQuantity(OpenQuant.API.Order order)
{
LoggingUtility.WriteInfoFormat(this, "ORDER PARTIALLY FILLED: Filled Qty={0}, Avg. Fill Price={1:c}",
order.CumQty, order.AvgPrice);
FilledAmount = (order.CumQty * order.AvgPrice);
FilledQuantity = Convert.ToInt32(order.CumQty);
if (FilledAmount > InitialPositionAmount.Value)
{
LoggingUtility.WriteHorizontalBreak(this);
LoggingUtility.WriteInfo(this, " ORDER OVERFILLED");
LoggingUtility.WriteHorizontalBreak(this);
}
}
public static bool TryConvert(OpenQuant.API.Quote quote, ref CZQThostFtdcDepthMarketDataField DepthMarketData)
{
if (quoteField == null)
{
quoteField = typeof(OpenQuant.API.Quote).GetField("quote", BindingFlags.NonPublic | BindingFlags.Instance);
}
CTPZQQuote q = quoteField.GetValue(quote) as CTPZQQuote;
if (null != q)
{
DepthMarketData = q.DepthMarketData;
return true;
}
return false;
}
public static bool TryConvert(OpenQuant.API.Trade trade, ref CZQThostFtdcDepthMarketDataField DepthMarketData)
{
if (tradeField == null)
{
tradeField = typeof(OpenQuant.API.Trade).GetField("trade", BindingFlags.NonPublic | BindingFlags.Instance);
}
CTPZQTrade t = tradeField.GetValue(trade) as CTPZQTrade;
if (null != t)
{
DepthMarketData = t.DepthMarketData;
return true;
}
return false;
}
public static bool TryConvert(OpenQuant.API.Quote quote, ref StructRcvReport DepthMarketData)
{
if (quoteField == null)
{
quoteField = typeof(OpenQuant.API.Quote).GetField("quote", BindingFlags.NonPublic | BindingFlags.Instance);
}
TongShiQuote q = quoteField.GetValue(quote) as TongShiQuote;
if (null != q)
{
DepthMarketData = q.DepthMarketData;
return true;
}
return false;
}
public static bool TryConvert(OpenQuant.API.Trade trade, ref StructRcvReport DepthMarketData)
{
if (tradeField == null)
{
tradeField = typeof(OpenQuant.API.Trade).GetField("trade", BindingFlags.NonPublic | BindingFlags.Instance);
}
TongShiTrade t = tradeField.GetValue(trade) as TongShiTrade;
if (null != t)
{
DepthMarketData = t.DepthMarketData;
return true;
}
return false;
}
public UserCommand(string strategy, OpenQuant.API.UserCommand command)
{
this.Strategy = strategy;
this.Command = command;
}
