private EFILLED_STATE register2Vt(string sSymbol, ETRADER_OP nCmd, ref double dLots, ref double dPrice, EORDER_TYPE nOrderType, string sLogicID, string sComment = "",
double dLots_exc = 0, double dPrice_exc = 0, DateTime dtTime_exc = default(DateTime))
{
if (dLots_exc == 0)
{
dLots_exc = dLots;
}
if (dPrice_exc == 0)
{
dPrice_exc = dPrice;
}
if (dtTime_exc == default(DateTime))
{
dtTime_exc = m_rates[sSymbol].m_dtTime;
}
if (nCmd == ETRADER_OP.BUY || nCmd == ETRADER_OP.SELL)
{//For new order
TPosItem posItem = new TPosItem();
posItem.m_dtOpenTime_req = m_rates[sSymbol].m_dtTime;
posItem.m_dtOpenTime_exc = dtTime_exc;
posItem.m_dOpenPrice_req = dPrice;
posItem.m_dOpenPrice_exc = dPrice_exc;
posItem.m_dLots_req = dLots;
posItem.m_dLots_exc = dLots_exc;
posItem.m_nCmd = nCmd;
posItem.m_sSymbol = sSymbol;
posItem.m_dProfit_vt = 0;
posItem.m_sLogicID = sLogicID;
posItem.m_sComment = sComment;
posItem.m_dContractSize = getContractSize(sSymbol);
posItem.m_dCommission_percent = getCommissionPercent(sSymbol);
if (sLogicID != "REQ_MERGE")
{
m_lstPos_vt.Add(posItem);
}
}
if (nCmd == ETRADER_OP.BUY_CLOSE || nCmd == ETRADER_OP.SELL_CLOSE)
{//For close order
closeOrder(sSymbol, nCmd, dLots, dPrice, nOrderType, sLogicID, sComment, dLots_exc, dPrice_exc, dtTime_exc);
}
EFILLED_STATE nRet = EFILLED_STATE.PARTIAL;
if (Math.Abs(dLots - dLots_exc) < CFATCommon.ESP)
{
nRet = EFILLED_STATE.FULL;
}
if (Math.Abs(dLots_exc) < CFATCommon.ESP)
{
nRet = EFILLED_STATE.FAIL;
}
return(nRet);// updateRealPositions();
}
public void setVal(ETRADER_OP nCmd, double dLots_req, double dPrice_req, EORDER_TYPE nOrderType,
int nPriority, string sLogicID, string sComment)
{
m_nCmd = nCmd;
m_dLots_req = dLots_req;
m_dPrice_req = dPrice_req;
m_nOrderType = nOrderType;
m_nPriority = nPriority;
m_sLogicID = sLogicID;
m_sComment = sComment;
m_dLots_exc = 0;
m_nOrderResult = EFILLED_STATE.FAIL;
m_dPrice_exc = 0;
}
private void setFilledState_subReqOrders(EFILLED_STATE nResult)
{
foreach (TReqOrder reqOrderItem in m_lstSubReqOrders)
{
if (nResult == EFILLED_STATE.FULL)
{
reqOrderItem.m_dLots_exc = reqOrderItem.m_dLots_req;
}
if (nResult == EFILLED_STATE.FAIL)
{
reqOrderItem.m_dLots_exc = 0;
}
reqOrderItem.m_nOrderResult = nResult;
reqOrderItem.m_bProcessed = true;
}
}
public void reqOrder(bool bMustExc)
{
if (Math.Abs(m_dLots_req) < CFATCommon.ESP)
{
m_nOrderResult = EFILLED_STATE.FULL;
m_dLots_exc = 0;
m_bProcessed = true;
return;
}
m_dLots_exc = m_dLots_req;
m_dPrice_exc = m_dPrice_req;
EFILLED_STATE nRet = m_product.reqOrder(m_nCmd, ref m_dLots_exc, ref m_dPrice_exc, m_nOrderType, m_sComment);
m_nOrderResult = nRet;
m_bProcessed = true;
}
public override EFILLED_STATE reqOrder(string sSymbol, ETRADER_OP nCmd, ref double dLots, ref double dPrice, EORDER_TYPE nOrderType, string sLogicID, string sComment = "",
double dLots_exc = 0, double dPrice_exc = 0, DateTime dtTime_exc = default(DateTime))
{
EFILLED_STATE nRet = EFILLED_STATE.FULL;
ETRADER_OP nCmd_req = nCmd;
double dLots_req = dLots;
available_lots_cmd(sSymbol, ref nCmd_req, ref dLots_req);
if (Math.Abs(dLots_req - dLots) > CFATCommon.ESP)
{
nRet = EFILLED_STATE.PARTIAL;
dLots = dLots_req;
}
base.reqOrder(sSymbol, nCmd_req, ref dLots_req, ref dPrice, nOrderType, sLogicID, sComment, dLots_req, dPrice, CFATCommon.m_dtCurTime);
return(nRet);
}