/// <summary> /// 委托回报变更。 /// </summary> /// <param name="sender"></param> /// <param name="e"></param> private void OrderDriver_OnOrderBookChanged(object sender, USeOrderBookChangedEventArgs e) { try { OrderBookUpdateResult result = null; lock (m_syncObj) { result = m_arbitrageOrder.UpdateOrderBook(e.OrderBook); if (result != null) { result.Task.UpdateTaskState(); m_arbitrageOrder.UpdataArbitrageOrderState(); m_operatorEvent.Set(); } } if (result != null) { //委托更新触发流程监控运行 m_operatorEvent.Set(); SafeFireArbitrageOrderChanged(); AutoTraderNotice tradeNotice = result.CreateNotice(this.TraderIdentify, this.Alias); if (tradeNotice != null) { SafeFireAutoTraderNotice(tradeNotice); } } } catch (Exception ex) { Debug.Assert(false, ex.Message); } }
/// <summary> /// 新增,变更委托单 /// </summary> /// <param name="sender"></param> /// <param name="e"></param> private void OrderDriver_OnOrderBookChanged(object sender, USeOrderBookChangedEventArgs e) { if (this.InvokeRequired) { this.BeginInvoke(new EventHandler <USeOrderBookChangedEventArgs>(OrderDriver_OnOrderBookChanged), sender, e); return; } UpdateOrderBook(e.OrderBook); }