Boolean ExecuteElwParticle(long particle, ref List<POrder> output, RawMarketData rmdElw)
{
const int MIN_PARTICLE_COUNT = 200;
if (particle == 0)
{
return true;
}
TradingDirection ls = particle > 0 ? TradingDirection.Short : TradingDirection.Long;
long uParticle = Math.Abs(particle);
try
{
if (uParticle < 10)
{
logger.Error("ExecuteElwParticle, particle({0}) < 10", uParticle);
Util.KillWithNotice("ExecuteElwParticle, particle < 10");
return true;
}
// particle만큼을 없애야 한다. 따라서 patricle만큼을 매도로 주문을 내면 된다.
List<double> priceCandidate = POrderUtil.GetPriceCandidate(ls, ElwOrderGoal, rmdElw);
if (!IsValidPrices(priceCandidate))
{
return false;
}
if (uParticle > MIN_PARTICLE_COUNT)
{
long particle1 = ElwUtil.RoundElwCount(uParticle / 2);
long particle2 = ElwUtil.RoundElwCount(uParticle - particle1);
double reqPrice1 = (double)priceCandidate[1];
double reqPrice2 = (double)priceCandidate[2];
reqPrice1 = AdjustPrice(ls, reqPrice1, rmdElw);
reqPrice2 = AdjustPrice(ls, reqPrice2, rmdElw);
POrder o1 = new POrder(
ls,
ElwOrderGoal.Code,
particle1,
reqPrice1,
ElwOrderGoal.TargetAccount,
rmdElw);
o1.AddComment(String.Format("EOS#({0}), Sweeper 7", CurID));
POrder o2 = new POrder(
ls,
ElwOrderGoal.Code,
particle2,
reqPrice2,
ElwOrderGoal.TargetAccount,
rmdElw);
o2.AddComment(String.Format("EOS#({0}), Sweeper 8", CurID));
output.Add(o1);
output.Add(o2);
}
else
{
double reqPrice = (double)priceCandidate[2];
reqPrice = AdjustPrice(ls, reqPrice, rmdElw);
POrder o = new POrder(
ls,
ElwOrderGoal.Code,
ElwUtil.RoundElwCount(uParticle),
reqPrice,
ElwOrderGoal.TargetAccount,
rmdElw);
o.AddComment(String.Format("EOS#({0}), Sweeper 9", CurID));
output.Add(o);
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
return false;
}
ElwArbSweepUnit EnterPosition_Raw(
ElwInfo elwInfo,
String elwCode,
TradingDirection elwLS,
long elwEnterCount,
double elwPrice,
RawMarketData rmdElw,
TradingDirection optionLS,
long optionEnterCount,
double optionPrice,
RawMarketData rmdOption)
{
POrder optionOrder = null;
POrder elwOrder = null;
try
{
{
// ELW Long
// 우선 ELW Long을 진행하도록 한다.
Detail.ProductType pt = ProductUtil.Ins().GetProductType(elwCode);
if (pt != Detail.ProductType.ELW)
{
logger.Error(
"CRITICAL ERROR!!! 엄청 무서운 일이 벌어졌다. ELW가 아닌 {0} 종목이 {1} 가격에 {2} 개 사려고 했다.",
elwCode,
elwPrice,
elwEnterCount);
Util.KillWithNotice("error");
_bFinish = true;
return null;
}
else
{
// ELW 롱
elwOrder = new POrder(elwLS, elwCode, elwEnterCount, elwPrice, _elwAccount, rmdElw);
elwOrder.AddComment("EAE.EnterPosition_Raw.elwOrder");
elwOrder.Free();
if (!POrderLegalManager.Ins().IsLegalOrder(elwOrder, false))
{
return null;
}
}
}
{
// 옵션 숏
// 그럴리 없겠지만 무서우니까 최종적으로 확인을 한번 더 해보자.
Detail.ProductType pt = ProductUtil.Ins().GetProductType(_KospiOptionInfo.Code);
if (pt != Detail.ProductType.CallOption && pt != Detail.ProductType.PutOption)
{
logger.Error(
"CRITICAL ERROR!!! 엄청 무서운 일이 벌어졌다. 옵션도 아닌 {0} 종목이 {1} 가격에 {2} 개 사려고 했다.",
_KospiOptionInfo.Code,
optionPrice,
optionEnterCount);
Util.KillWithNotice("CRITICAL ERROR!!!");
_bFinish = true;
return null;
}
else
{
optionOrder = new POrder(optionLS, _KospiOptionInfo.Code, optionEnterCount, optionPrice, _optionAccount, rmdOption);
optionOrder.AddComment("EAE.EnterPosition_Raw.optionOrder");
optionOrder.Free();
if (!POrderLegalManager.Ins().IsLegalOrder(optionOrder, false))
{
return null;
}
}
}
if (optionOrder != null && elwOrder != null)
{
ElwArbSweepUnit eos = new ElwArbSweepUnit(
_KospiOptionInfo,
elwInfo,
_optionAccount,
optionOrder,
_elwAccount,
elwOrder,
_parent,
MonitoringEndDate);
return eos;
}
else
{
logger.Error("Unexpected");
Util.KillWithNotice("Unexpected");
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
return null;
}
void CreateElwOrders(TradingDirection ls, long optionCount, double elwPrice1, double elwPrice2, ref ArrayList output, RawMarketData rmd)
{
if (optionCount >= 2)
{
double reqPrice1 = elwPrice1;
double reqPrice2 = elwPrice2;
reqPrice1 = AdjustPrice(ls, reqPrice1, rmd);
reqPrice2 = AdjustPrice(ls, reqPrice2, rmd);
long reqCount2 = optionCount / 2;
long reqCount1 = optionCount - reqCount2;
reqCount1 = ElwUtil.RoundElwCount(ElwOptionUtil.ConvertOptionCountToElwCount(_elwInfo, reqCount1));
reqCount2 = ElwUtil.RoundElwCount(ElwOptionUtil.ConvertOptionCountToElwCount(_elwInfo, reqCount2));
POrder o1 = new POrder(
ls,
ElwOrderGoal.Code,
reqCount1,
reqPrice1,
ElwOrderGoal.TargetAccount,
rmd);
o1.AddComment(String.Format("EOS#({0}), Sweeper 1", CurID));
POrder o2 = new POrder(
ls,
ElwOrderGoal.Code,
reqCount2,
reqPrice2,
ElwOrderGoal.TargetAccount,
rmd);
o2.AddComment(String.Format("EOS#({0}), Sweeper 2", CurID));
output.Add(o1);
output.Add(o2);
}
else
{
double reqPrice1 = elwPrice1;
reqPrice1 = AdjustPrice(ls, reqPrice1, rmd);
long reqCount1 = ElwUtil.RoundElwCount(ElwOptionUtil.ConvertOptionCountToElwCount(_elwInfo, optionCount));
POrder o1 = new POrder(
ls,
ElwOrderGoal.Code,
reqCount1,
reqPrice1,
ElwOrderGoal.TargetAccount,
rmd);
o1.AddComment(String.Format("EOS#({0}), Sweeper 3", CurID));
output.Add(o1);
}
}
void CreateOptionOrders(TradingDirection ls, long optionCount, double optionPrice1, double optionPrice2, ref List<POrder> output, RawMarketData rmd)
{
if (optionCount >= 2)
{
double reqPrice1 = optionPrice1;
double reqPrice2 = optionPrice2;
reqPrice1 = AdjustPrice(ls, reqPrice1, rmd);
reqPrice2 = AdjustPrice(ls, reqPrice2, rmd);
long reqCount2 = optionCount / 2;
long reqCount1 = optionCount - reqCount2;
POrder o1 = new POrder(
ls,
OptionOrderGoal.Code,
reqCount1,
reqPrice1,
OptionOrderGoal.TargetAccount,
rmd);
o1.AddComment(String.Format("EOS#({0}), Sweeper 4", CurID));
POrder o2 = new POrder(
ls,
OptionOrderGoal.Code,
reqCount2,
reqPrice2,
OptionOrderGoal.TargetAccount,
rmd);
o2.AddComment(String.Format("EOS#({0}), Sweeper 5", CurID));
output.Add(o1);
output.Add(o2);
}
else
{
double reqPrice1 = optionPrice1;
reqPrice1 = AdjustPrice(ls, reqPrice1, rmd);
POrder o1 = new POrder(
ls,
OptionOrderGoal.Code,
optionCount,
reqPrice1,
OptionOrderGoal.TargetAccount,
rmd);
o1.AddComment(String.Format("EOS#({0}), Sweeper 6", CurID));
output.Add(o1);
}
}
void RequestInitOrder(POrder goalOrder, List<POrder> realOrders)
{
POrder o = new POrder(goalOrder);
o.AddComment(String.Format("EOS#({0}), GoalOrder", CurID));
o.SetAsLegalPrice();
o.ConvertOverPriceToInRMDPriceIfNotZero();
POrderUtil.RequestOrder(o, realOrders);
}
public ElwArbSweepUnit(
KospiOptionInfo koi,
ElwInfo elwInfo,
long optionCount,
POrder optionOrder,
POrder elwOrder,
STR_ElwArb parent)
{
try
{
// 이 생성자는 인수인계를 받을 때만 사용하도록 한다.
// 주의한다.
_state = State._5_Done;
if (optionOrder.LongShort == elwOrder.LongShort)
{
logger.Error("OptionOrder, ElwOrder same trading direction");
Util.KillWithNotice("OptionOrder, ElwOrder same trading direction");
throw new Exception();
}
OptionAccount = null;
ElwAccount = null;
long elwCount = ElwOptionUtil.ConvertOptionCountToElwCount(elwInfo, optionCount);
OptionOrderGoal = new POrder(
TradingDirection.Short,
optionOrder.Code,
optionCount,
optionOrder.ReqPrice,
optionOrder.TargetAccount,
optionOrder.RMDClone,
MarketType._3_Default,
true);
OptionOrderGoal.AddComment("ElwOptionSweeper.TakeOver.OptionOrderGoal");
OptionOrderGoal.UpdateForRemain(OptionOrderGoal.ReqCount, OptionOrderGoal.InitReqPrice);
ElwOrderGoal = new POrder(
TradingDirection.Long,
elwOrder.Code,
elwCount,
elwOrder.ReqPrice,
elwOrder.TargetAccount,
elwOrder.RMDClone,
MarketType._3_Default,
true);
ElwOrderGoal.AddComment("ElwOptionSweeper.TakeOver.ElwOrderGoal");
ElwOrderGoal.UpdateForRemain(ElwOrderGoal.ReqCount, ElwOrderGoal.InitReqPrice);
ElwOrdersReal = new List<POrder>();
OptionOrdersReal = new List<POrder>();
POrder elwOrderReal = new POrder(ElwOrderGoal);
elwOrderReal.AddComment("ElwOptionSweeper.TakeOver.elwOrderReal");
elwOrderReal.UpdateForRemain(elwOrderReal.ReqCount, elwOrderReal.InitReqPrice);
ElwOrdersReal.Add(elwOrderReal);
POrder optionOrderReal = new POrder(OptionOrderGoal);
optionOrderReal.AddComment("ElwOptionSweeper.TakeOver.optionOrderReal");
optionOrderReal.UpdateForRemain(optionOrderReal.ReqCount, optionOrderReal.InitReqPrice);
OptionOrdersReal.Add(optionOrderReal);
_parent = parent;
KOI = koi;
Key = String.Format("{0};{1}", OptionOrderGoal.Code, ElwOrderGoal.Code);
IsBodySweepQuickly = false;
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
public ElwArbSweepUnit(
KospiOptionInfo koi,
ElwInfo elwInfo,
Account optionAccount,
POrder optionOrder,
Account elwAccount,
POrder elwOrder,
STR_ElwArb parent,
DateTime dtEnd)
{
try
{
KOI = koi;
CurID = ++ID_GENERATOR;
OptionAccount = optionAccount;
OptionOrderGoal = optionOrder;
OptionOrderGoal.AddComment("EOS Constructor");
ElwAccount = elwAccount;
ElwOrderGoal = elwOrder;
ElwOrderGoal.AddComment("EOS Constructor");
_elwInfo = elwInfo;
OptionOrdersReal = new List<POrder>();
ElwOrdersReal = new List<POrder>();
_state = State._1_MuteFewSecs;
Key = String.Format("{0};{1}", OptionOrderGoal.Code, ElwOrderGoal.Code);
ShowState();
_mute = new Timer(ENTER_POSITION_MUTE, "");
RequestInitOrder(ElwOrderGoal, ElwOrdersReal);
_parent = parent;
_parent.IncreaseEnteredArbCount(KOI.Code, OptionOrderGoal.ReqCount);
_dtEnd = dtEnd;
IsBodySweepQuickly = false;
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
finally
{
ElwAccount.DiffFastExactPossibleShortCount(ElwOrderGoal.Code, "ElwOptionSweeper 생성자");
OptionOrderGoal.Free();
optionOrder.Free();
ElwOrderGoal.Free();
elwOrder.Free();
}
}
void ReqOrderStepBehindPart(POrder goal, List<POrder> real, double targetExposurePercent, RawMarketData rmd)
{
double curExposurePercent = GetCurExposurePercent(goal, real);
double diffExposure = targetExposurePercent - curExposurePercent;
if (diffExposure <= 0)
{
return;
}
long goalCount = POrderUtil.GetSignedReqCount(goal);
long reqCount = (long)(Math.Round(diffExposure * goalCount / 100, 0));
long curCount = POrderUtil.GetSignedMaxPossibleExposureCount(real);
if (Math.Abs(goalCount) < Math.Abs(reqCount + curCount))
{
//reqCount = goalCount - curCount;
logger.Error("({0}, {1}, {2})", reqCount, goalCount, curCount);
Util.KillWithNotice("error");
return;
}
if (reqCount != 0)
{
reqCount = Math.Abs(reqCount);
if (goal.TargetAccount.LineType == Account.OrderLineType.StockSpotLine)
{
reqCount = ElwUtil.RoundElwCount(reqCount);
}
POrder o = new POrder(
goal.LongShort,
goal.Code,
reqCount,
goal.ReqPrice,
goal.TargetAccount,
rmd);
o.AddComment(String.Format("EOS#({0}), StepBehindPart, {1}", CurID, o.Code));
o.SetAsLegalPrice();
o.ConvertOverPriceToInRMDPriceIfNotZero();
POrderUtil.RequestOrder(o, real);
}
}
void _bizServer_ReceiveResult(int nRowSize, int nColSize)
{
try
{
if (_bDone)
{
return;
}
_remainPOrders.Clear();
// 결과 처리
Array pArr = Array.CreateInstance(typeof(string), nRowSize, nColSize);
_bizServer.GetRepeatResult(ref pArr);
int rowCount = pArr.GetUpperBound(0);
int colCount = pArr.GetUpperBound(1);
if (rowCount == 0)
{
logger.Warn(String.Format("{0} No header info in account exposure query", _accountName));
_bDone = true;
return;
}
Dictionary<String, int> _dic = new Dictionary<string, int>();
for (int iCol = 0; iCol <= colCount; iCol++)
{
String name = Convert.ToString(pArr.GetValue(0, iCol)).Trim();
_dic.Add(name, iCol);
logger.Info(name);
}
// 여기서 원하는 Col을 알아낸다.
for (int iRow = 1; iRow <= rowCount; iRow++)
{
String code = Convert.ToString(pArr.GetValue(iRow, _dic["종목코드"]));
double reqPrice = Convert.ToDouble(pArr.GetValue(iRow, _dic["주문가격"]));
long reqCount = Convert.ToInt64(pArr.GetValue(iRow, _dic["주문수량"]));
int originOrderNumber = Convert.ToInt32(pArr.GetValue(iRow, _dic["원주문번호"]));
int orderNumber = Convert.ToInt32(pArr.GetValue(iRow, _dic["주문번호"]));
String 호가구분명 = Convert.ToString(pArr.GetValue(iRow, _dic["호가구분명"]));
String 호가구분 = Convert.ToString(pArr.GetValue(iRow, _dic["호가구분"]));
String 정정취소구분명 = Convert.ToString(pArr.GetValue(iRow, _dic["정정취소구분명"]));
String 정정취소구분 = Convert.ToString(pArr.GetValue(iRow, _dic["정정취소구분"]));
String 매매구분명 = Convert.ToString(pArr.GetValue(iRow, _dic["매매구분명"]));
String 매도수구분 = Convert.ToString(pArr.GetValue(iRow, _dic["매도수구분"]));
String 종목유형구분 = Convert.ToString(pArr.GetValue(iRow, _dic["종목유형구분"]));
String 주문처리명 = Convert.ToString(pArr.GetValue(iRow, _dic["주문처리명"]));
String 주문처리유형 = Convert.ToString(pArr.GetValue(iRow, _dic["주문처리유형"]));
String 정정취소수량 = Convert.ToString(pArr.GetValue(iRow, _dic["정정/취소수량"]));
String 정정취소가능수량 = Convert.ToString(pArr.GetValue(iRow, _dic["정정/취소가능수량"]));
TradingDirection longShort = TradingDirection.Long;
if (매도수구분.CompareTo("2") == 0)
{
longShort = TradingDirection.Long;
}
else if (매도수구분.CompareTo("1") == 0)
{
longShort = TradingDirection.Short;
}
else
{
logger.Error("Invalid long/short flag ({0})", 매도수구분);
Util.KillWithNotice("Invalid long/short flag");
return;
}
RawMarketData rmd = RmdManager.Ins().GetData(code);
POrder o = new POrder(longShort, code, reqCount, reqPrice, null, rmd);
o.AddComment("ARHPO");
o.OrderNumber = orderNumber;
_remainPOrders.Add(o);
// 미체결이므로 ContractedCount = 0이다.
}
// 모두 잘 받았다.
logger.Info("{0}의 기존 미체결 정보를 모두 받았습니다.", _accountName);
_bDone = true;
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
public void SyncWithMaxCompletePercent(double maxCompletePercent)
{
if (_State != State._1_MuteFewSecsForInitOrders)
{
return;
}
Trace.Assert(maxCompletePercent >= 0 && maxCompletePercent <= 100);
double diffPercent = maxCompletePercent - GetPercent_AttemptOfTarget();
if (diffPercent <= 0)
{
// 이미 max complete percent보다 많이 시도한 상태이다.
return;
}
long attempCount = POrderUtil.GetSignedMaxPossibleExposureCount(this.RealOrders);
Trace.Assert(attempCount * this.CurSignedTargetCount >= 0);
long newEnterAttemptCount = (long)((maxCompletePercent * this.CurSignedTargetCount) / 100) - attempCount;
if (newEnterAttemptCount == 0)
{
return;
}
Trace.Assert(newEnterAttemptCount * this.CurSignedTargetCount >= 0);
// newEnterAttempCount만큼 매매를 한다.
if (this.RealOrders.Count >= 4)
{
// 4개 이상 내는 것은 이상하다.
logger.Warn(String.Format("RealOrders.Count >= 4"));
return;
}
LongShortCount lsc = new LongShortCount(newEnterAttemptCount);
RawMarketData rmdClone = RmdManager.Ins().GetDataClone(this.Code);
POrder o = new POrder(lsc.LongShort, this.Code, (long)lsc.Count, this.InitEnterPrice, this.AccountFO, rmdClone);
o.AddComment("SweepUnit_FO.SyncWithMaxCompletePErcent");
if (o.ReqCount > 0)
{
RequestOrder_Raw(o, RealOrders);
}
else
{
o.Free();
}
}
void MakePOrder()
{
foreach (RawPOrderData rpd in _elwRemains.Values)
{
RawMarketData rmd = RmdManager.Ins().GetData(rpd.Code);
if (rmd == null)
{
logger.Warn(String.Format("{0} code does not exist. is is ok the day after maturity", rpd.Code));
continue;
}
POrder o = new POrder(TradingDirection.Long, rpd.Code, rpd.ReqCount, rpd.ReqPrice, _account, rmd);
o.AddComment("ADHR_SPOT");
o.OrderNumber = 0;
o.UpdateForRemain(rpd.ReqCount, rpd.ReqPrice);
_remainPOrders.Add(o);
}
}
Boolean MakeOrder_Raw(RawMarketData rmd, long remainCount100k, Dictionary<String, long> blocksLB, ref List<POrder> newOrders, ref String log)
{
if (remainCount100k == 0)
{
log += "remainCount100k == 0";
return true;
}
long signedRealCount = ElwOptionUtil.Convert100KToRealCount(rmd.Code, remainCount100k);
if (signedRealCount == 0 || remainCount100k - ElwOptionUtil.ConvertRealToCount100k(rmd.Code, signedRealCount) != 0)
{
log += String.Format("signRealCount({0}) remainCount100k({1}) code({2})|", signedRealCount, remainCount100k, rmd.Code);
return false;
}
long reqCount = Math.Abs(signedRealCount);
TradingDirection ls = TradingDirection.Long;
if (signedRealCount < 0)
{
ls = TradingDirection.Short;
if (!blocksLB.ContainsKey(rmd.Code))
{
log += String.Format("[22], {0}|", rmd.Code);
return false;
}
if (blocksLB[rmd.Code] < Math.Abs(signedRealCount))
{
log += String.Format("[23] BlockLB[{2}]({0}) < signedRealCount({1})", blocksLB[rmd.Code], signedRealCount, rmd.Code);
return false;
}
reqCount = Math.Abs(signedRealCount);
long tmp = ProductUtil.Ins().RoundProductCount(Math.Abs(reqCount), rmd.DPT);
if (tmp != reqCount)
{
logger.Error("tmp({0}) != reqCount({1}) in MakeOrder_Raw", tmp, reqCount);
Util.KillWithNotice("tmp != reqCount in MakeOrder_Raw");
}
}
Account account = _accountFO;
if (rmd.DPT == Detail.ProductType.ELW || rmd.DPT == Detail.ProductType.Stock)
{
account = _accountSpot;
}
double price = ProductUtil.Ins().GetMidPrice(rmd);
price = AdjustPrice(ls, rmd, price);
POrder o = new POrder(ls, rmd.Code, reqCount, price, account, rmd);
o.AddComment("SweepUnit_OE.MakeOrder_Raw");
log += String.Format("[23], {0}|", o.ToString());
if (o.ReqCount > 0)
{
// 여기서 Reserve하고 법적 문제가 있는지 확인한다.
o.SetAsLegalPrice();
o.ConvertOverPriceToInRMDPriceIfNotZero();
log += String.Format("[24], {0}|", o.ToString());
newOrders.Add(o);
}
else
{
o.Free();
log += String.Format("[24], ReqCount <= 0");
return false;
}
long ret = remainCount100k - ElwOptionUtil.ConvertRealToCount100k(rmd.Code, signedRealCount);
if (ret != 0)
{
logger.Error(
"CRITICAL ERROR!!! in MakeOrder_Raw ret != 0 ret({0}), remainCount100k({1}), signedRealCount({2}), Code({3})",
ret,
remainCount100k,
signedRealCount,
rmd.Code);
Util.KillWithNotice("CRITICAL ERROR!!! in MakeOrder_Raw");
return false;
}
return true;
}
public void SyncWithTargetOptionExposure(long targetOptionExposure)
{
try
{
if (_State != State._1_MuteFewSecs)
{
return;
}
double multipliedTargetOptionExposure = Math.Abs(targetOptionExposure) * _multiplier;
double exposure = GetPossibleOptionExposure();
double remainTargetOption = multipliedTargetOptionExposure - exposure;
long remainTargetOptionCount = (long)remainTargetOption;
logger.Info(
"[key({3}) SyncWithTOE] {0:n} + {1:n} = {2:n}",
multipliedTargetOptionExposure,
exposure,
remainTargetOption,
ID);
if ((remainTargetOption > 0 && GoalOrder.LongShort == TradingDirection.Long) ||
(remainTargetOption < 0 && GoalOrder.LongShort == TradingDirection.Short))
{
long reqCount = ElwOptionUtil.ConvertFOCountToReal(GoalOrder.Code, Math.Abs(remainTargetOptionCount));
if (reqCount > GoalOrder.ReqCount)
{
logger.Error("ReqCount({0:n}) > GoalCount({1:n})", reqCount, GoalOrder.ReqCount);
Util.KillWithNotice("ReqCount > GoalCount");
return;
}
if (RealOrders.Count >= 4)
{
// 4개 이상 내는 것은 이상하다.
logger.Warn(String.Format("RealOrders.Count >= 4"));
return;
}
POrder o = new POrder(
GoalOrder.LongShort,
GoalOrder.Code,
reqCount,
GoalOrder.ReqPrice,
GoalOrder.TargetAccount,
GoalOrder.RMDClone);
o.AddComment("SweepUnit_OE.SyncWithTargetOptionExposure");
if (o.ReqCount > 0)
{
RequestOrder_Raw(o, RealOrders);
}
else
{
o.Free();
}
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
