/// <summary>
/// 平仓追单对齐。
/// </summary>
/// <remarks>
/// 1.优先合约未成交单撤单
/// 2.反手合约未成交单撤单
/// 3.反手合约以市价委托持仓仓差。
/// </remarks>
public void CloseChaseOrder()
{
CheckBackgroundWorker("平仓追单");
Debug.Assert(m_arbitrageOrder != null);
Debug.Assert(m_worker == null);
try
{
m_worker = new BackgroundWorker();
m_worker.ProgressChanged += WorkerForCloseChaseOrderProgressChanged;
m_worker.RunWorkerCompleted += WorkerForCloseChaseOrderCompleted;
m_worker.DoWork += WorkerDoWorkForCloseChaseOrder;
m_backgroundRunFlag = true;
m_backgroundWorkerType = AutoTraderWorkType.CloseChaseOrder;
m_worker.RunWorkerAsync();
}
catch (Exception ex)
{
m_backgroundRunFlag = false;
m_backgroundWorkerType = AutoTraderWorkType.None;
m_worker.ProgressChanged -= WorkerForCloseChaseOrderProgressChanged;
m_worker.RunWorkerCompleted -= WorkerForCloseChaseOrderCompleted;
m_worker.DoWork -= WorkerDoWorkForCloseChaseOrder;
m_worker = null;
Debug.Assert(false, ex.Message);
throw new Exception(string.Format("{0}启动平仓追单失败,{1}", this, ex.Message));
}
SafeFireAutoTraderStateChanged(AutoTraderWorkType.CloseChaseOrder, AutoTraderState.Enable);
}
private void M_autoTrader_OnStateChanged(AutoTraderWorkType workType, AutoTraderState state)
{
if (this.InvokeRequired)
{
this.BeginInvoke(new AutoTraderStateChangedEventHandle(M_autoTrader_OnStateChanged), workType, state);
return;
}
ShowRunButton();
}
/// <summary>
/// 安全触发套利单状态变更事件。
/// </summary>
/// <param name="workType">工作类型。</param>
/// <param name="state">状态。</param>
private void SafeFireAutoTraderStateChanged(AutoTraderWorkType workType, AutoTraderState state)
{
AutoTraderStateChangedEventHandle handle = this.OnAutoTraderStateChanged;
if (handle != null)
{
try
{
handle(workType, state);
}
catch (Exception ex)
{
Debug.Assert(false, ex.Message);
}
}
}
public static string ToDescription(this AutoTraderWorkType workerType)
{
switch (workerType)
{
case AutoTraderWorkType.OpenOrClose: return("开平仓");
case AutoTraderWorkType.OpenAlignment: return("开仓对齐");
case AutoTraderWorkType.OpenChaseOrder: return("开仓追单");
case AutoTraderWorkType.CloseChaseOrder: return("平仓追单");
default:
Debug.Assert(false);
return("未知类型");
}
}
private void AutoTraderManager_OnAutoTraderStateChanged(AutoTraderWorkType workType, AutoTraderState state)
{
UpdateStacInfo();
}
private void AutoTrader_OnStateChanged(AutoTraderWorkType workType, AutoTraderState state)
{
SafeFireAutoTraderStateChanged(workType, state);
}
