コード例 #1
0
ファイル: OrderBook.cs プロジェクト: zzhenyanglu/Git
        public void StopToMarket(object Order)
        {
            FuturesOrder order = (FuturesOrder)Order;
            //  OrderBook temp = new OrderBook();
            Container container = ProcessContainers(bookRoot, order.Instrument, order, null);

            container = ProcessContainers(container.ChildContainers, order.OrderType, order, container);
            if (container.ChildContainers.Exists(order.BuySell.ToString()) == false)
            {
                LeafContainer buyContainer  = new LeafContainer(this, "B", container);
                LeafContainer sellContainer = new LeafContainer(this, "S", container);
                container.ChildContainers["B"] = buyContainer;
                container.ChildContainers["S"] = sellContainer;
            }
            LeafContainer leafContainer = container.ChildContainers[order.BuySell.ToString()] as LeafContainer;

            leafContainer.ProcessStopOrder(order);
        }
コード例 #2
0
ファイル: OrderBook.cs プロジェクト: zzhenyanglu/Git
        public void Process(Order order)
        {
            Container container = ProcessContainers(bookRoot, order.Instrument, order, null);


            container = ProcessContainers(container.ChildContainers, order.OrderType, order, container);

            if (container.ChildContainers.Exists(order.BuySell.ToString()) == false)
            {
                LeafContainer buyContainer  = new LeafContainer(this, "B", container);
                LeafContainer sellContainer = new LeafContainer(this, "S", container);
                container.ChildContainers["B"] = buyContainer;
                container.ChildContainers["S"] = sellContainer;
            }


            LeafContainer leafContainer = container.ChildContainers[order.BuySell.ToString()] as LeafContainer;



            leafContainer.ProcessOrder(order);
        }