public void PlaceTradeAsync(int tradingAccountId, int marketId, TradeDirection direction, decimal quantity, decimal bidPrice, decimal offerPrice, int[] close, TradeOrderResponseDelegate callback)
{
NewTradeOrderRequestDTO orderRequest;
lock (_syncObj)
{
PriceDTO price;
_prices.TryGetValue(marketId, out price);
if (price == null)
{
throw new Exception("you must have a price subscription in order to place a trade");
}
orderRequest = new NewTradeOrderRequestDTO
{
AuditId = price.AuditId,
MarketId = marketId,
Direction = direction.ToString(),
BidPrice = bidPrice,
OfferPrice = offerPrice,
Quantity = quantity,
Close = close,
TradingAccountId = tradingAccountId
};
}
PlaceTradeAsync(orderRequest, callback);
}
public override string ToString()
{
//return base.ToString();
return(String.Format("Trade: {0}, timestamp:{1}, tradedirection:{2}, No of shares: {3}, price:{4} ",
Stock.Symbol,
TimeStamp.ToString("yyyyMMddHHmmssfff"),
TradeDirection.ToString(),
SharesNumber,
Price.ToString("F")
));
}
public void HitBtcHedgePositionOpen(string clOrdID, TradeDirection direction)
{
// New order
//Int32 b = (Int32)(DateTime.UtcNow.Subtract(new DateTime(1970, 1, 1)).TotalSeconds);
clOrdID = "123456" + clOrdID;
_dataService.WebSocket.Send("{\"method\": \"newOrder\",\"params\": {\"clientOrderId\": \"" + clOrdID + "\",\"symbol\": \"ETHUSD\",\"side\": \"" + direction.ToString().ToLower() + "\",\"type\": \"market\",\"price\": \"0.05983\",\"quantity\": \"0.001\"},\"id\": 123}");
}
public override string ToString()
{
return($"TradeDirection : {TradeDirection.ToString()}, OrderTimeStamp:{OrderOpenTimeStamp}, EntryPrice: {EntryPrice}, TargetPrice: {TargetPrice}, MaximumDrawDown: {MaxDrawDownPips}");
}
public override string ToString()
{
return($"TradeGroupId : {TradeGroupId.ToString()},ConsecutiveWinNumber: {ConsecutiveWinNumber}, WinAfterConsecutiveLoses:{WinAfterConsecutiveLoses}, TradeDirection : {TradeDirection.ToString()}, OrderTimeStamp:{OrderOpenTimeStamp}, EntryPrice: {EntryPrice}, ExitPrice: {ExitPrice}, MaximumDrawDown: {MaximumDrawDownPips}");
}
private void sendorder(Option o, TradeDirection tradedirection, double price, int volume)
{
//查询同向委托
List <OrderBook> entrustlist = o.entrustbook.FindAll(delegate(OrderBook b) { return(b.tradecode == o.tradecode && b.tradedirection == tradedirection); });
//有同向委托
bool flg = false;
if (entrustlist != null && entrustlist.Count > 0)
{
//检查若委托价量相同，则跳过
foreach (OrderBook b in entrustlist)
{
if (Math.Abs(b.price - price) < 0.0001 && b.volume == volume)
{
//委托价量相同
Debug.Print(string.Format("委托已经存在:c={0},t={1}.p={2},v={3}", o.tradecode, tradedirection.ToString(), price, volume));
flg = true;
continue;
}
else
{
//委托价量不同，则撤单
o._hunsun.Withdraw(b.entrustno);
}
}
//相同价量委托已存在，跳过
if (flg)
{
return;
}
}
//无同向委托，或者已被撤单，查反向持仓
OrderBook revposition = null;
if (tradedirection == TradeDirection.BUY)
{
//欲委托买入，先查询当前空头持仓，优先买入平仓
revposition = o.positionbook.Find(delegate(OrderBook b) { return(b.tradecode == o.tradecode && b.tradedirection == TradeDirection.SELL); });
}
else
{
//欲委托卖出，先查询当前多头持仓，优先卖出平仓
revposition = o.positionbook.Find(delegate(OrderBook b) { return(b.tradecode == o.tradecode && b.tradedirection == TradeDirection.BUY); });
}
EntrustHunsun.EntrustPara para = new EntrustHunsun.EntrustPara();
para.marketno = ((int)Exchange.SH).ToString();
para.stockcode = o.tradecode;
para.volume = volume;
para.price = price;
if (revposition == null)
{
//无反向持仓,开仓
para.entrustdirection = ((int)tradedirection).ToString();
para.futuredirection = ((int)FutureDirection.OPEN).ToString();
o._hunsun.Entrust(para);
Debug.Print(string.Format("开仓：T={0},c={1},p={2},v={3}", tradedirection.ToString(), o.tradecode, price, volume));
}
else
{
//有反向持仓
if (revposition.volume >= volume)
{
//持有足够反向头寸，平仓
para.entrustdirection = ((int)tradedirection).ToString();
para.futuredirection = ((int)FutureDirection.COVER).ToString();
o._hunsun.Entrust(para);
Debug.Print(string.Format("平仓：T={0},c={1},p={2},v={3}", tradedirection.ToString(), o.tradecode, price, volume));
}
else
{
//持有反向头寸不足，先平后开
para.entrustdirection = ((int)tradedirection).ToString();
para.futuredirection = ((int)FutureDirection.COVER).ToString();
para.volume = revposition.volume;
o._hunsun.Entrust(para);
Debug.Print(string.Format("平仓：T={0},c={1},p={2},v={3}", tradedirection.ToString(), o.tradecode, price, revposition.volume));
para.entrustdirection = ((int)tradedirection).ToString();
para.futuredirection = ((int)FutureDirection.OPEN).ToString();
para.volume = volume - revposition.volume;
o._hunsun.Entrust(para);
Debug.Print(string.Format("开仓：T={0},c={1},p={2},v={3}", tradedirection.ToString(), o.tradecode, price, volume - revposition.volume));
}
}
}
public void PlaceTradeAsync(int tradingAccountId, int marketId, TradeDirection direction, decimal quantity, decimal bidPrice, decimal offerPrice, int[] close, TradeOrderResponseDelegate callback)
{
NewTradeOrderRequestDTO orderRequest;
lock (_syncObj)
{
PriceDTO price;
_prices.TryGetValue(marketId, out price);
if (price == null)
{
throw new Exception("you must have a price subscription in order to place a trade");
}
orderRequest = new NewTradeOrderRequestDTO
{
AuditId = price.AuditId,
MarketId = marketId,
Direction = direction.ToString(),
BidPrice = bidPrice,
OfferPrice = offerPrice,
Quantity = quantity,
Close = close,
TradingAccountId = tradingAccountId
};
}
PlaceTradeAsync(orderRequest, callback);
}