internal static OrderHitStatus HitAutoClosePrice(Order order, Quotation newQuotation, DateTime baseTime)
{
if (order.AutoLimitPrice != null || order.AutoStopPrice != null)
{
bool isBuyForClose = !order.IsBuy;
Price marketPrice = HitCommon.CalculateMarketPrice(isBuyForClose, newQuotation);
if (order.AutoLimitPrice != null)
{
int result = Price.Compare(marketPrice, order.AutoLimitPrice, !newQuotation.IsNormal);
if ((!isBuyForClose && result >= 0) || (isBuyForClose && result <= 0)) //Sell High Buy Low
{
return(OrderHitStatus.ToAutoLimitClose);
}
}
if (order.AutoStopPrice != null)
{
int result = Price.Compare(marketPrice, order.AutoStopPrice, !newQuotation.IsNormal);
if ((!isBuyForClose && result <= 0) || (isBuyForClose && result >= 0)) //Sell Low Buy High
{
return(OrderHitStatus.ToAutoStopClose);
}
}
}
return(OrderHitStatus.None);
}
internal PriceCompareResult Compare(Price price, bool isBuy)
{
var marketPrice = HitCommon.CalculateMarketPrice(isBuy, this);
int compareResult = Price.Compare(marketPrice, price, !this.IsNormal);
PriceCompareResult result;
if (compareResult == 0)
{
result = PriceCompareResult.Fair;
}
else if (compareResult > 0)
{
result = isBuy ? PriceCompareResult.Worse : PriceCompareResult.Better;
}
else
{
result = isBuy ? PriceCompareResult.Better : PriceCompareResult.Worse;
}
return(result);
}
