/// <summary>
/// 下单
/// </summary>
/// <param name="side"></param>
/// <param name="qty"></param>
public void SendOrder(OrderSide side, double qty)
{
if (!TimeHelper.IsTradingTime())
{
return;
}
if (qty <= 0)
{
return;
}
// 为减少滑点，对数量少的单子直接市价单
bool bMarketOrder = false;
if (EnumOpenClose.OPEN == TextParameter.OpenClose)
{
if (qty <= MarketOpenQtyThreshold)
{
bMarketOrder = true;
}
}
else
{
if (qty <= MarketCloseQtyThreshold)
{
bMarketOrder = true;
}
}
//lock(this)
{
if (bMarketOrder)
{
SendMarketOrder(side, qty, TextParameter.ToString());
}
else
{
SendLimitOrder(side, qty, PriceHelper.GetMatchPrice(this, side, Jump), TextParameter.ToString());
}
}
}
// 下单操作
private void SendOrder(OrderSide side, EnumOpenClose oc, double qty)
{
if (!TimeHelper.IsTradingTime())
{
return;
}
if (qty <= 0)
{
return;
}
// 为减少滑点，对数量少的单子直接市价单
bool bMarketOrder = false;
if (EnumOpenClose.OPEN == oc)
{
if (qty <= MarketOpenPriceThreshold)
{
bMarketOrder = true;
}
}
else
{
if (qty <= MarketClosePriceThreshold)
{
bMarketOrder = true;
}
}
if (bMarketOrder)
{
SendMarketOrder(side, qty, OpenCloseHelper.GetOpenCloseString(oc));
}
else
{
SendLimitOrder(side, qty, PriceHelper.GetMatchPrice(this, side, 2), OpenCloseHelper.GetOpenCloseString(oc));
}
}
