private void _t_OnRtnOrder(object sender, OrderArgs e)
{
Log($"order:{e.Value.InstrumentID}\t{e.Value.Direction}\t{e.Value.Offset}\t{e.Value.LimitPrice}\t{e.Value.Volume}");
if (e.Value.IsLocal)
{
_t.ReqOrderAction(e.Value.OrderID);
}
}
private void TradeExt_OnRtnOrder1(object sender, OrderArgs e)
{
if (!e.Value.IsLocal)
{
return;
}
ShowInfo($"报单,{e.Value.Custom:000000000000},{e.Value.InstrumentID,-8},{e.Value.Direction,4},{e.Value.Offset,6},{e.Value.LimitPrice,8},{e.Value.Volume,4},剩{e.Value.VolumeLeft,4},{e.Value.StatusMsg}");
}
private void OnOrder(object sender, OrderArgs e)
{
this.Invoke(new Action(() =>
{
if (_bsOrder.IndexOf(e.Value) < 0)
{
_bsOrder.Add(e.Value);
}
}));
}
private void TradeExt_OnRtnOrder(object sender, OrderArgs e)
{
if (!e.Value.IsLocal)
{
return;
}
if (_floConfig.WaitSecondsAfterOrder == 0)
{
return; //0:不追单
}
new Thread((id) =>
{
Thread.Sleep(_floConfig.WaitSecondsAfterOrder * 1000);
ReqOrderAction((string)id); //直接撤单,如果成功则继续,否则报错则不处理
}).Start(e.Value.OrderID);
}
private void _t_OnRtnOrder(object sender, OrderArgs e)
{
Log($"OnRtnOrder 挂单回报：{e.Value.InstrumentID}\t{e.Value.Direction}\t{e.Value.Offset}\t{e.Value.LimitPrice}\t{e.Value.Volume}\t{e.Value.OrderID}\t{e.Value.SysID}\t{e.Value.StatusMsg}");
OrderField orderField = e.Value;
if (e.Value.Status == OrderStatus.Filled)
{
this.placeReverseOrder(orderField);
}
this.updateAllOrders(orderField);
IList <OrderField> openOrderEnumerable = this.getOpenOrders();
this.fileAction.WriteOpenOrders(root_dir, openOrderEnumerable);
//if (e.Value.IsLocal)
// _t.ReqOrderAction(e.Value.OrderID);
}
private void TradeExt_OnRtnCancel(object sender, OrderArgs e)
{
if (!e.Value.IsLocal)
{
return;
}
if (_q == null)
{
ShowInfo("请先赋值行情接口");
return;
}
MarketData tick;
if (!_q.DicTick.TryGetValue(e.Value.InstrumentID, out tick))
{
return;
}
var id = e.Value.Custom + 1;
var times = e.Value.Custom % 100;
if (times >= _floConfig.FollowTimes) //达到最大追单次数
{
var price = e.Value.Direction == DirectionType.Buy ? tick.UpperLimitPrice : tick.LowerLimitPrice;
ShowInfo($"[{e.Value.Custom}]达到最大追单次数({_floConfig.FollowTimes},板价追单[custom:{id}][{e.Value.InstrumentID},{e.Value.Direction},{ e.Value.Offset},{ e.Value.Direction},{price},{ e.Value.VolumeLeft}])");
ReqOrderInsert(e.Value.InstrumentID, e.Value.Direction, e.Value.Offset, price, e.Value.VolumeLeft, OrderType.Limit, id);
}
else
{
InstrumentField instField;
if (!DicInstrumentField.TryGetValue(e.Value.InstrumentID, out instField))
{
return;
}
var price = e.Value.Direction == DirectionType.Buy ? (tick.AskPrice + _floConfig.NotFirstAddticks * instField.PriceTick) : (tick.BidPrice - _floConfig.NotFirstAddticks * instField.PriceTick);
ShowInfo($"[{e.Value.Custom}]第{times - 1}次追单[id:{id}][{e.Value.InstrumentID},{e.Value.Direction},{ e.Value.Offset},{ e.Value.Direction},{price},{ e.Value.VolumeLeft}]");
ReqOrderInsert(e.Value.InstrumentID, e.Value.Direction, e.Value.Offset, price, e.Value.VolumeLeft, OrderType.Limit, id);
}
}
private void OnCancel(object sender, OrderArgs e)
{
}
private void _t_OnRtnCancel(object sender, OrderArgs e)
{
Log($"cancel:{e.Value.StatusMsg}\t{e.Value.InstrumentID}\t{e.Value.Direction}\t{e.Value.Offset}\t{e.Value.LimitPrice}\t{e.Value.Volume}\t{e.Value.StatusMsg}");
}
