static Protocal.OrderData CreateOrderData()
{
var orderData = new Protocal.OrderData()
{
Id = Guid.NewGuid(),
IsOpen = true,
IsBuy = true,
SetPrice = "0.9123",
Lot = 3,
LotBalance = 3,
TradeOption = iExchange.Common.TradeOption.Better,
};
return(orderData);
}
private bool IsOrderPriceOutOfDate(Account owner, Protocal.TransactionData tranData, Protocal.OrderData orderNode, SystemParameter systemParameter)
{
if (orderNode.PriceIsQuote != null && !orderNode.PriceIsQuote.Value)
{
DateTime timestamp = orderNode.PriceTimestamp.Value;
var instrument = owner.GetOrCreateInstrument(tranData.InstrumentId);
var submitor = Settings.Setting.Default.GetCustomer(tranData.SubmitorId);
Quotation quotation = instrument.GetQuotation(submitor);
if (quotation != null)
{
TimeSpan diff = (quotation.Timestamp - timestamp);
if (diff >= systemParameter.MaxPriceDelayForSpotOrder)
{
string message = string.Format("Pirce is out of date, instrument id = {0}, last price timestamp = {1}, setprice timestamp = {2}, diff = {3}{4}{5}", tranData.InstrumentId, quotation.Timestamp, timestamp, diff, Environment.NewLine, tranData.ToString());
Logger.Warn(message);
return(true);
}
}
}
return(false);
}
