/// <summary>
/// 添加预警
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button_AddNotify_Click(object sender, EventArgs e)
{
ArbitragePriceSpreadAlarmType monitorType = this.arbitragePriceSpreadMonitorTypeControl.MonitorType;
PriceSpreadSide priceSpreadSide = this.priceSpreadSideControl_Alarm.PriceSpreadSide;
decimal threshold = this.nudPriceSpreadThreshold_Alarm.Value;
ArbitrageAlarmArgument args = new ArbitrageAlarmArgument();
args.MonitorType = monitorType;
args.PriceSpreadSide = priceSpreadSide;
args.PriceSpreadThreshold = threshold;
ArbitrageAlarmArgumentViewModel model = ArbitrageAlarmArgumentViewModel.CreatViewModel(args);
ArbitrageAlarmArgumentViewModel hasModel = (from m in m_dataSourceAlarm
where m.Equals(model)
select m).FirstOrDefault();
if (hasModel != null)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "不能添加重复的预警");
return;
}
m_dataSourceAlarm.Add(ArbitrageAlarmArgumentViewModel.CreatViewModel(args));
}
/// <summary>
/// 获取价差监控方向。
/// </summary>
/// <returns></returns>
private PriceSpreadSide GetPriceSpreadSideFromUI()
{
PriceSpreadSide priceSpreadSide = PriceSpreadSide.Unknown;
if (this.rbnPriceSpreadSide_Greater.Checked)
{
priceSpreadSide = PriceSpreadSide.GreaterOrEqual;
}
else if (this.rbnPriceSpreadSide_Less.Checked)
{
priceSpreadSide = PriceSpreadSide.LessOrEqual;
}
else
{
Debug.Assert(false);
}
return(priceSpreadSide);
}
/// <summary>
/// 开仓参数--获取价差监控类型
/// </summary>
/// <returns></returns>
private PriceSpreadSide GetOpenArgumentSpreadTypeFromUI()
{
PriceSpreadSide spreadType = PriceSpreadSide.Unknown;
if (priceSpreadSideControl_OpenSpreadArg.PriceSpreadSide == PriceSpreadSide.GreaterOrEqual)
{
return(PriceSpreadSide.GreaterOrEqual);
}
else if (priceSpreadSideControl_OpenSpreadArg.PriceSpreadSide == PriceSpreadSide.LessOrEqual)
{
return(PriceSpreadSide.LessOrEqual);
}
else
{
Debug.Assert(false);
}
return(spreadType);
}
public ArbitrageOpenArgument GetOpenArgument(out string errorMessage)
{
if (VerifyOpenArgument(out errorMessage) == false)
{
return(null);
}
USeInstrument buyInstrument = this.cbxBuyInstrument.SelectedItem as USeInstrument;
USeInstrument sellInstrument = this.cbxSellInstrument.SelectedItem as USeInstrument;
ArbitrageOrderPriceType buyOrderPriceType = ArbitrageOrderPriceType.Unknown;
if (this.rbnBuyOrderPriceType_LastPrice.Checked)
{
buyOrderPriceType = ArbitrageOrderPriceType.LastPrice;
}
else if (this.rbnBuyOrderPriceType_OpponentPrice.Checked)
{
buyOrderPriceType = ArbitrageOrderPriceType.OpponentPrice;
}
else if (this.rbnBuyOrderPriceType_QueuePrice.Checked)
{
buyOrderPriceType = ArbitrageOrderPriceType.QueuePrice;
}
else
{
Debug.Assert(false);
}
ArbitrageOrderPriceType sellOrderPriceType = ArbitrageOrderPriceType.Unknown;
if (this.rbnSellOrderPriceType_LastPrice.Checked)
{
sellOrderPriceType = ArbitrageOrderPriceType.LastPrice;
}
else if (this.rbnSellOrderPriceType_OpponentPrice.Checked)
{
sellOrderPriceType = ArbitrageOrderPriceType.OpponentPrice;
}
else if (this.rbnSellOrderPriceType_QueuePrice.Checked)
{
sellOrderPriceType = ArbitrageOrderPriceType.QueuePrice;
}
else
{
Debug.Assert(false);
}
USeOrderSide preferentialSide = USeOrderSide.Buy;
if (this.rbnPreferentialSide_Buy.Checked)
{
preferentialSide = USeOrderSide.Buy;
}
else if (this.rbnPreferentialSide_Sell.Checked)
{
preferentialSide = USeOrderSide.Sell;
}
else
{
Debug.Assert(false);
}
PriceSpreadSide priceSpreadSide = PriceSpreadSide.Unknown;
if (this.rbnPriceSpreadSide_Greater.Checked)
{
priceSpreadSide = PriceSpreadSide.GreaterOrEqual;
}
else if (this.rbnPriceSpreadSide_Less.Checked)
{
priceSpreadSide = PriceSpreadSide.LessOrEqual;
}
else
{
Debug.Assert(false);
}
ArbitrageOpenArgument openArg = new ArbitrageOpenArgument();
openArg.BuyInstrument = buyInstrument;
openArg.BuyInstrumentOrderPriceType = buyOrderPriceType;
openArg.SellInstrument = sellInstrument;
openArg.SellInstrumentOrderPriceType = sellOrderPriceType;
openArg.PreferentialSide = preferentialSide;
openArg.OpenCondition = new PriceSpreadCondition()
{
PriceSpreadSide = priceSpreadSide,
PriceSpreadThreshold = this.nudPriceSpreadThreshold.Value
};
openArg.TotalOrderQty = (int)this.nudTotalOrderQty.Value;
openArg.OrderQtyUint = (int)this.nudOrderQtyUint.Value;
openArg.DifferentialUnit = (int)this.nudDifferentialUnit.Value;
return(openArg);
}
private void btnLessOrEqual_Click(object sender, EventArgs e)
{
this.PriceSpreadSide = PriceSpreadSide.LessOrEqual;
}
private void btnOpenArbitrageOrder_Click(object sender, EventArgs e)
{
string errorMessage = string.Empty;
if (VerifyOpenArgument(out errorMessage) == false)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, errorMessage);
return;
}
USeInstrument buyInstrument = this.cbxBuyInstrument.SelectedItem as USeInstrument;
USeInstrument sellInstrument = this.cbxSellInstrument.SelectedItem as USeInstrument;
ArbitrageOrderPriceType buyOrderPriceType = GetBuyOrderPriceTypeFromUI();
ArbitrageOrderPriceType sellOrderPriceType = GetSellOrderPriceTypeFromUI();
USeOrderSide preferentialSide = GetPreferentialSideFromUI();
PriceSpreadSide priceSpreadSide = GetPriceSpreadSideFromUI();
ArbitrageOpenArgument openArg = new ArbitrageOpenArgument();
openArg.BuyInstrument = buyInstrument;
openArg.BuyInstrumentOrderPriceType = buyOrderPriceType;
openArg.SellInstrument = sellInstrument;
openArg.SellInstrumentOrderPriceType = sellOrderPriceType;
openArg.PreferentialSide = preferentialSide;
openArg.OpenCondition = new PriceSpreadCondition()
{
PriceSpreadSide = priceSpreadSide,
PriceSpreadThreshold = this.nudPriceSpreadThreshold.Value
};
openArg.TotalOrderQty = (int)this.nudTotalOrderQty.Value;
openArg.OrderQtyUint = (int)this.nudOrderQtyUint.Value;
openArg.DifferentialUnit = (int)this.nudDifferentialUnit.Value;
if (VerifyMargin(openArg, out errorMessage) == false)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, errorMessage);
return;
}
decimal evaluateMargin = EvaluateMargin(openArg);
string text = string.Format("套利单预计占用保证金 {0},确定跟单么?", evaluateMargin.ToString("#,0"));
if (DialogResult.Yes != USeFuturesSpiritUtility.ShowYesNoMessageBox(this, text))
{
return;
}
//try
//{
// AutoTraderManager traderManager = USeManager.Instance.AutoTraderManager;
// Debug.Assert(traderManager != null);
// AutoTrader trader = traderManager.CreateNewAutoTrader(openArg, USeManager.Instance.LoginUser);
// trader.BeginOpen();
// //[yangming]创建后应该启动跟单
// trader.StartOpenOrCloseMonitor();
// USeManager.Instance.DataSaver.AddSaveTask(trader.GetArbitrageOrder());
//}
//catch (Exception ex)
//{
// USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
// return;
//}
}
