private bool ShouldOrdersAutoFill(Transaction tran)
{
DealingPolicyPayload dealingPolicyDetail = tran.DealingPolicyPayload();
foreach (Order eachOrder in tran.Orders)
{
if (eachOrder.Phase != OrderPhase.Placed || eachOrder.Lot > dealingPolicyDetail.AutoDQMaxLot)
{
Logger.WarnFormat("check CanOrderAutoFill failed, order.phase = {0}, order.lot = {1}, autoDQMaxLot = {2}, tranId = {3}", eachOrder.Phase, eachOrder.Lot, dealingPolicyDetail.AutoDQMaxLot, tran.Id);
return(false);
}
}
return(true);
}
internal virtual bool CanAutoAcceptPlace()
{
DealingPolicyPayload dealingPolicyDetail = this.DealingPolicyPayload();
bool result = (this.OrderType == OrderType.SpotTrade || this.OrderType == OrderType.Market ||
this.OrderType == OrderType.Risk || this.OrderType == OrderType.MultipleClose ||
this.OrderType == OrderType.MarketOnClose || this.OrderType == OrderType.MarketOnOpen ||
this.Type == TransactionType.Assign || this.Type == TransactionType.MultipleClose ||
this.SubType == TransactionSubType.Mapping ||
this.GetLotForAutoJudgment() <= dealingPolicyDetail.AutoAcceptMaxLot);
if (!result)
{
Logger.WarnFormat("CanAutoAcceptPlace = false, orderType = {0}, subType = {1}, GetLotForAutoJudgment = {2}, AutoAcceptMaxLot = {3}", this.OrderType, this.SubType, this.GetLotForAutoJudgment(), dealingPolicyDetail.AutoAcceptMaxLot);
}
return(result);
}
