public XingReal(string resFileCode)
{
_xaReal = new XARealClass();
_xaReal.ReceiveRealData += _xaReal_ReceiveRealData;
_xaReal.RecieveLinkData += _xaReal_RecieveLinkData;
_xaReal.ResFileName = $".\\Res\\{resFileCode}.res";
}
private void ReceveRealData_H01(XARealClass myXARealClass)//선물주문정정취소(Real)--정정/취소 확인 부분만 처리됨
{
if (cmb_AccNum.SelectedItem.ToString().Trim() != myXARealClass.GetFieldData("OutBlock", "accno").Trim())
{
return;
}
if (myXARealClass.GetFieldData("OutBlock", "trcode").Trim() == "TTRODP11301" && (myXARealClass.GetFieldData("OutBlock", "mocagb").Trim() == "2" || myXARealClass.GetFieldData("OutBlock", "mocagb").Trim() == "3"))
{
string ordno = int.Parse(myXARealClass.GetFieldData("OutBlock", "ordno")).ToString(); //주문번호
string orgordno = int.Parse(myXARealClass.GetFieldData("OutBlock", "orgordno")).ToString(); //원주문번호
string qty = myXARealClass.GetFieldData("OutBlock", "qty"); //실정정취소수량
DataRow row_원주문 = table.Select("ordno = '" + orgordno + "'")[0];
row_원주문["ordrem"] = int.Parse(row_원주문["ordrem"].ToString()) - int.Parse(qty);
DataRow row_주문 = table.Select("ordno = '" + ordno + "'")[0];
row_주문["status"] = row_주문["status"].ToString().Replace("주문", "확인");
if (myXARealClass.GetFieldData("OutBlock", "mocagb") == "3")//정정취소구분 1 신규, 2 정정, 3 취소
{
row_주문["ordrem"] = 0;
}
}
Grid표시();
}
public ConnectAPI()
{
session = new XASessionClass();
query = new XAQueryClass();
real = new XARealClass();
SetLogin(new Secret(), session.ConnectServer(server[1], 20001));
}
private void ReceiveRealData_OMG(XARealClass myXARealClass)
{
label1.Text = string.Format("{0:0#:##:##}", int.Parse(myXARealClass.GetFieldData("OutBlock", "chetime")));
DataRow row;
string code = myXARealClass.GetFieldData("OutBlock", "optcode");
if (code.Contains("201"))
{
row = CallTable.Rows[CallCodeList.IndexOf(code)];
}
else
{
row = PutTable.Rows[PutCodeList.IndexOf(code)];
}
row["iv"] = myXARealClass.GetFieldData("OutBlock", "impv"); //내재변동성
row["delt"] = myXARealClass.GetFieldData("OutBlock", "delt"); //델타(블랙숄즈)
row["gama"] = myXARealClass.GetFieldData("OutBlock", "gama"); //감마(블랙숄즈)
row["vega"] = myXARealClass.GetFieldData("OutBlock", "vega"); //베가(블랙숄즈)
row["ceta"] = myXARealClass.GetFieldData("OutBlock", "ceta"); //세타(블랙숄즈)
row["rhox"] = myXARealClass.GetFieldData("OutBlock", "rhox"); //로우(블랙숄즈)
row["ceta"] = myXARealClass.GetFieldData("OutBlock", "ceta"); //세타(블랙숄즈)
row["theoryprice"] = myXARealClass.GetFieldData("OutBlock", "theoryprice"); //이론가(블랙숄즈)
}
private void ReceveRealData_OC0(XARealClass myXARealClass)
{
double 현재가 = double.Parse(myXARealClass.GetFieldData("OutBlock", "price"));
string Code = myXARealClass.GetFieldData("OutBlock", "optcode").Trim();
손익계산(Code, 현재가);
}
private void ReceiveRealData_OC0(XARealClass myXARealClass)
{
label1.Text = string.Format("{0:0#:##:##}", int.Parse(myXARealClass.GetFieldData("OutBlock", "chetime")));
DataRow row;
string code = myXARealClass.GetFieldData("OutBlock", "optcode");
if (code.Contains("201"))
{
row = CallTable.Rows[CallCodeList.IndexOf(code)];
}
else
{
row = PutTable.Rows[PutCodeList.IndexOf(code)];
}
row["change"] = 전일대비구분포함(myXARealClass.GetFieldData("OutBlock", "sign")) + myXARealClass.GetFieldData("OutBlock", "change"); //전일대비
row["diff"] = myXARealClass.GetFieldData("OutBlock", "drate"); //등락율
row["price"] = myXARealClass.GetFieldData("OutBlock", "price"); //현재가
row["open"] = myXARealClass.GetFieldData("OutBlock", "open"); //시가
row["high"] = myXARealClass.GetFieldData("OutBlock", "high"); //고가
row["low"] = myXARealClass.GetFieldData("OutBlock", "low"); //저가
row["volume"] = myXARealClass.GetFieldData("OutBlock", "volume"); //누적거래량
row["cvolume"] = myXARealClass.GetFieldData("OutBlock", "cvolume"); //체결량
row["value"] = myXARealClass.GetFieldData("OutBlock", "value"); //누적거래대금
row["offerho1"] = myXARealClass.GetFieldData("OutBlock", "offerho1"); //매도호가1
row["bidho1"] = myXARealClass.GetFieldData("OutBlock", "bidho1"); //매수호가1
row["mgjv"] = myXARealClass.GetFieldData("OutBlock", "openyak"); //미결제약정수량
row["mgjvupdn"] = myXARealClass.GetFieldData("OutBlock", "openyakcha"); //미결제약정증감
row["theoryprice"] = myXARealClass.GetFieldData("OutBlock", "theoryprice"); //이론가
row["timevl"] = myXARealClass.GetFieldData("OutBlock", "timevalue"); //시간가치
row["impv"] = myXARealClass.GetFieldData("OutBlock", "impv"); //내재변동성//??
}
public GoblinBat()
{
InitializeComponent();
api = new XASessionClass();
query = new XAQueryClass();
real = new XARealClass();
SetLogin(new Secret(), api.ConnectServer(new Server().GetSelectServer("1"), 20001));
}
public QueryControl(string code, string sCode)
{
this.ShortCode = sCode;
query = new XAQueryClass();
query.ResFileName = String.Format(".\\res\\{0}.res", code);
query.ReceiveData += query_ReceiveData;
query.ReceiveMessage += query_ReceiveMessage;
real = new XARealClass();
real.ReceiveRealData += real_ReceiveRealData;
}
public BaseRealApi(string resName)
{
this.resName = resName;
inBlock = "InBlock";
outBlock = "OutBlock";
if (real == null)
{
real = new XARealClass();
real.ReceiveRealData += Real_ReceiveRealData;
real.LoadFromResFile($".\\res\\{resName}.res");
}
}
private void ReceiveRealData_OH0(XARealClass myXARealClass)
{
string[] Str = new string[] {
myXARealClass.GetFieldData("OutBlock", "offerho1"), //매도호가1
myXARealClass.GetFieldData("OutBlock", "bidho1"), //매수호가1
myXARealClass.GetFieldData("OutBlock", "offerrem1"), //매도호가수량1
myXARealClass.GetFieldData("OutBlock", "bidrem1"), //매수호가수량1
myXARealClass.GetFieldData("OutBlock", "offercnt1"), //매도호가건수1
myXARealClass.GetFieldData("OutBlock", "bidcnt1"), //매수호가건수1
myXARealClass.GetFieldData("OutBlock", "offerho2"), //매도호가2
myXARealClass.GetFieldData("OutBlock", "bidho2"), //매수호가2
myXARealClass.GetFieldData("OutBlock", "offerrem2"), //매도호가수량2
myXARealClass.GetFieldData("OutBlock", "bidrem2"), //매수호가수량2
myXARealClass.GetFieldData("OutBlock", "offercnt2"), //매도호가건수2
myXARealClass.GetFieldData("OutBlock", "bidcnt2"), //매수호가건수2
myXARealClass.GetFieldData("OutBlock", "offerho3"), //매도호가3
myXARealClass.GetFieldData("OutBlock", "bidho3"), //매수호가3
myXARealClass.GetFieldData("OutBlock", "offerrem3"), //매도호가수량3
myXARealClass.GetFieldData("OutBlock", "bidrem3"), //매수호가수량3
myXARealClass.GetFieldData("OutBlock", "offercnt3"), //매도호가건수3
myXARealClass.GetFieldData("OutBlock", "bidcnt3"), //매수호가건수3
myXARealClass.GetFieldData("OutBlock", "offerho4"), //매도호가4
myXARealClass.GetFieldData("OutBlock", "bidho4"), //매수호가4
myXARealClass.GetFieldData("OutBlock", "offerrem4"), //매도호가수량4
myXARealClass.GetFieldData("OutBlock", "bidrem4"), //매수호가수량4
myXARealClass.GetFieldData("OutBlock", "offercnt4"), //매도호가건수4
myXARealClass.GetFieldData("OutBlock", "bidcnt4"), //매수호가건수4
myXARealClass.GetFieldData("OutBlock", "offerho5"), //매도호가5
myXARealClass.GetFieldData("OutBlock", "bidho5"), //매수호가5
myXARealClass.GetFieldData("OutBlock", "offerrem5"), //매도호가수량5
myXARealClass.GetFieldData("OutBlock", "bidrem5"), //매수호가수량5
myXARealClass.GetFieldData("OutBlock", "offercnt5"), //매도호가건수5
myXARealClass.GetFieldData("OutBlock", "bidcnt5"), //매수호가건수5
myXARealClass.GetFieldData("OutBlock", "totofferrem"), //매도호가총수량
myXARealClass.GetFieldData("OutBlock", "totbidrem"), //매수호가총수량
myXARealClass.GetFieldData("OutBlock", "totoffercnt"), //매도호가총건수
myXARealClass.GetFieldData("OutBlock", "totbidcnt"), //매수호가총건수
myXARealClass.GetFieldData("OutBlock", "hotime") //호가시간
};
DataUpdate(Str);
}
private void SetAPI(KeyValuePair <string, IBlock> kv)
{
var real = new XARealClass
{
ResFileName = string.Concat(Path, kv.Key)
};
real.ReceiveRealData += OnReceiveRealData;
foreach (var block in kv.Value.GetInBlock(real.GetTrCode()))
{
real.SetFieldData(block.Name, block.Field, block.Property);
}
real.AdviseRealData();
Real[kv.Key.Split('.')[0]] = real;
}
private void ReceiveRealData_OH0(XARealClass myXARealClass)
{
label1.Text = string.Format("{0:0#:##:##}", int.Parse(myXARealClass.GetFieldData("OutBlock", "hotime")));
DataRow row;
string code = myXARealClass.GetFieldData("OutBlock", "optcode");
if (code.Contains("201"))
{
row = CallTable.Rows[CallCodeList.IndexOf(code)];
}
else
{
row = PutTable.Rows[PutCodeList.IndexOf(code)];
}
row["offerrem1"] = myXARealClass.GetFieldData("OutBlock", "offerrem1"); //매도호가수량1
row["bidrem1"] = myXARealClass.GetFieldData("OutBlock", "bidrem1"); //매수호가수량1
}
private void ReceveRealData_C01(XARealClass myXARealClass)//선물주문체결(Real)--주문 체결 과 관련된 처리를 함.
{
if (cmb_AccNum.SelectedItem.ToString().Trim() != myXARealClass.GetFieldData("OutBlock", "accno").Trim())
{
return;
}
string ordno = myXARealClass.GetFieldData("OutBlock", "ordno");//주문번호
DataRow row = table.Select("ordno = '" + ordno + "'")[0];
double cheprice = double.Parse(myXARealClass.GetFieldData("OutBlock", "cheprice")); //체결가격
double chevol = double.Parse(myXARealClass.GetFieldData("OutBlock", "chevol")); //체결수량
double 체결량 = double.Parse(row["cheqty"].ToString());
double 체결가 = double.Parse(row["cheprice"].ToString());
double 미체결량 = double.Parse(row["ordrem"].ToString());
row["cheprice"] = Math.Round((cheprice * chevol + 체결가 * 체결량) / (체결량 + chevol), 4);//체결량 가중평균
row["cheqty"] = Math.Round(체결량 + chevol, 0);
row["ordrem"] = Math.Round(미체결량 - chevol, 0);
row["status"] = "완료";
Grid표시();
}
protected virtual void Dispose(bool disposing)
{
if (_disposed == false)
{
if (disposing == true)
{
if (_xaReal != null)
{
if (_advise == true)
{
_xaReal.UnadviseRealData();
_advise = false;
}
Marshal.ReleaseComObject(_xaReal);
_xaReal = null;
}
}
_disposed = true;
}
}
private void ReceveRealData_C01(XARealClass myXARealClass)
{
if (cmb_AccNum.SelectedItem.ToString().Trim() != myXARealClass.GetFieldData("OutBlock", "accno").Trim())
{
return;
}
string code = MainForm.종목마스터[myXARealClass.GetFieldData("OutBlock", "expcode")][0]; //종목코드(표준==>단축)
double cheprice = double.Parse(myXARealClass.GetFieldData("OutBlock", "cheprice")); //체결가격
double chevol = double.Parse(myXARealClass.GetFieldData("OutBlock", "chevol")); //체결수량
string dosugb = myXARealClass.GetFieldData("OutBlock", "dosugb"); //매도수구분
if (dosugb == "1")
{
dosugb = "매도";
}
else if (dosugb == "2")
{
dosugb = "매수";
}
bool 잔고없슴 = true;
for (int i = 0; i < table.Rows.Count; i++)
{
DataRow row = table.Rows[i];
if (row["expcode"].ToString() == code)
{
잔고없슴 = false;
double 잔고 = double.Parse(row["jqty"].ToString());
double 평균단가 = double.Parse(row["pamt"].ToString());
string 구분 = row["medosu"].ToString();
//실현손익계산
if (구분 == "매도")
{
매매손익 += Math.Min(잔고, chevol) * (평균단가 - cheprice) * 500000d;
}
else
{
매매손익 += Math.Min(잔고, chevol) * (cheprice - 평균단가) * 500000d;
}
if (dosugb == 구분)//잔고추가(진입)
{
row["pamt"] = Math.Round((cheprice * chevol + 잔고 * 평균단가) / (잔고 + chevol), 4);
row["jqty"] = Math.Round(잔고 + chevol, 0);
}
else//청산
{
int new잔고 = (int)Math.Round(잔고 - chevol, 0);
if (new잔고 == 0)//청산완료
{
table.Rows.RemoveAt(i);
현재가Real요청();
break;
}
else if (new잔고 < 0)//Stop and Reverse
{
row["jqty"] = Math.Abs(new잔고).ToString();
row["pamt"] = cheprice.ToString();
}
else//일부청산
{
row["jqty"] = new잔고.ToString();
}
}
}
}
if (잔고없슴)//진입
{
DataRow newrow = table.NewRow();
newrow["expcode"] = code;
newrow["medosu"] = dosugb;
newrow["jqty"] = chevol.ToString();
newrow["pamt"] = cheprice.ToString();
newrow["price"] = cheprice.ToString();
newrow["appamt"] = chevol * cheprice * 500000d;
newrow["dtsunik1"] = "0";
newrow["sunikrt"] = "0";
table.Rows.Add(newrow);
현재가Real요청();
}
총손익계산();
}
private void ReceveRealData_O01(XARealClass myXARealClass)//선물접수(Real)--매도/매수/정정/취소 주문 접수 처리됨
{
if (cmb_AccNum.SelectedItem.ToString().Trim() != myXARealClass.GetFieldData("OutBlock", "accno").Trim())
{
return;
}
DataRow newrow = table.NewRow();
newrow["ordno"] = myXARealClass.GetFieldData("OutBlock", "ordno"); //주문번호
newrow["orgordno"] = myXARealClass.GetFieldData("OutBlock", "orgordno"); //원주문번호
newrow["expcode"] = myXARealClass.GetFieldData("OutBlock", "fnoIsuno"); //선물옵션종목번호
string bnstp = myXARealClass.GetFieldData("OutBlock", "bnstp"); //매매구분 //1:매도 2:매수
if (bnstp == "1")
{
bnstp = "매도";
}
else if (bnstp == "2")
{
bnstp = "매수";
}
string trcode = myXARealClass.GetFieldData("OutBlock", "trcode");//TRCODE //SONBT001:신규주문 SONBT002:정정주문 SONBT003:취소주문
if (trcode == "SONBT002")
{
trcode = "정정";
}
else if (trcode == "SONBT003")
{
trcode = "취소";
}
else
{
trcode = "";
}
newrow["medosu"] = bnstp + trcode;
string hogatype = myXARealClass.GetFieldData("OutBlock", "hogatype"); //호가유형코드
switch (hogatype)
{
case "00":
hogatype = "지정가";
break;
case "03":
hogatype = "시장가";
break;
case "05":
hogatype = "조건부지정가";
break;
case "06":
hogatype = "최유리지정가";
break;
case "10":
hogatype = "지정가(IOC)";
break;
case "20":
hogatype = "지정가(FOK)";
break;
case "13":
hogatype = "시장가(IOC)";
break;
case "23":
hogatype = "시장가(FOK)";
break;
case "16":
hogatype = "최유리지정가(IOC)";
break;
case "26":
hogatype = "최유리지정가(FOK)";
break;
}
newrow["ordgb"] = hogatype;
newrow["qty"] = myXARealClass.GetFieldData("OutBlock", "ordqty"); //주문수량
newrow["price"] = myXARealClass.GetFieldData("OutBlock", "ordprc"); //주문가격
newrow["cheqty"] = myXARealClass.GetFieldData("OutBlock", "execqty"); //체결수량
newrow["cheprice"] = myXARealClass.GetFieldData("OutBlock", "execprc"); //체결가격
newrow["ordrem"] = myXARealClass.GetFieldData("OutBlock", "unercqty"); //미체결수량
string trcode1 = myXARealClass.GetFieldData("OutBlock", "trcode1"); //tr코드
switch (trcode1)
{
case "FO01":
trcode1 = "접수"; //정상주문
break;
case "FO02":
trcode1 = "정정주문";
break;
case "FO03":
trcode1 = "취소주문";
break;
case "HO01":
trcode1 = "확인";
break;
case "CH01":
trcode1 = "체결";
break;
}
newrow["status"] = trcode1;
newrow["ordtime"] = myXARealClass.GetFieldData("OutBlock", "trxtime");//처리시각
table.Rows.InsertAt(newrow, 0);
Grid표시();
}
private void ReceiveRealData_OC0(XARealClass myXARealClass)
{
currprice = double.Parse(myXARealClass.GetFieldData("OutBlock", "price"));//현재가
CurrPriceUpdate();
}
public Real()
{
myXARealClass = new XARealClass();
myXARealClass.ReceiveRealData += new _IXARealEvents_ReceiveRealDataEventHandler(myXARealClass_ReceiveRealData);
}
