/// <summary>
/// Стоп-заявка
/// </summary>
/// <param name="ticker">тикер</param>
/// <param name="bs">Покупка или продажа</param>
/// <param name="st">Тип стоп-заявки - стоп-лосс или тейк-профит</param>
/// <param name="alertPrice">цена срабатываная</param>
/// <param name="lots">кол-во лотов</param>
/// <param name="endTime">дата окончания</param>
/// <param name="account">торговый счет</param>
/// <returns>OrderNo</returns>
public long AddStopOrder(string ticker, BuySell bs, StopOrderType st, decimal alertPrice, int lots, DateTime endTime, string account)
{
SfxOrder order = new SfxOrder();
order.SlotID = 0;
order.OrderMode = "S"; // стоп-заявка
order.BuySell = bs == BuySell.Buy ? "B" : "S"; // покупка или продажа
order.MktLimit = "M"; // рыночная
order.SplitFlag = "S"; // по разным ценам
order.ImmCancel = " "; // поставить в очередь
order.Account = account; // счет (из таблицы TRDACC)
order.SecBoard = _secBoard; // режим торгов
order.SecCode = ticker; // инструмент
order.Quantity = lots; // кол-во лотов
order.StopType = st == StopOrderType.StopLoss ? "L" : "P"; // тип stoploss или takeprofit
order.AlertPrice = Convert.ToDouble(alertPrice); // цена
order.EndTime = endTime;
order.BrokerRef = _slot.BrokerRef;
long orderNo; string resMsg;
int res = order.Add(out orderNo, out resMsg);
_logger.AddInfo("AlorTradeWrapper", "AddStopOrder res=" + res.ToString() + " resMsg='" + resMsg + "' orderNo=" + orderNo.ToString() + " bs="
+ bs.ToString() + " st=" + st.ToString() + " ticker=" + ticker + " lots=" + lots.ToString() + " price=" + alertPrice.ToString());
return(res != (int)SFE.SFE_OK ? 0 : orderNo);
}
private StopOrderKind ConvertStopOrderType(StopOrderType stopOrderType)
{
switch (stopOrderType)
{
case StopOrderType.StopLimit:
return StopOrderKind.SIMPLE_STOP_ORDER;
case StopOrderType.TakeProfit:
return StopOrderKind.TAKE_PROFIT_STOP_ORDER;
default:
throw new Exception("Not implemented stop order type: " + stopOrderType);
}
}
private StopOrderKind ConvertStopOrderType(StopOrderType stopOrderType)
{
switch (stopOrderType)
{
case StopOrderType.StopLimit:
return(StopOrderKind.SIMPLE_STOP_ORDER);
case StopOrderType.TakeProfit:
return(StopOrderKind.TAKE_PROFIT_STOP_ORDER);
default:
throw new Exception("Not implemented stop order type: " + stopOrderType);
}
}
/// <summary>
/// Создать новый стоп-ордер.
/// При срабатывании будет создана заявка.
/// </summary>
/// <param name="insID">Фин. инструмент</param>
/// <param name="bs">Покупка или продажа</param>
/// <param name="sot">Тип стоп-ордера</param>
/// <param name="endTime">Время окончания стоп-ордера (при достижении стоп-ордер снимается)</param>
/// <param name="alertPrice">Сигнальная цена</param>
/// <param name="price">Цена в заявке при срабатывании стоп-ордера (Null - рыночная цена)</param>
/// <param name="lotCount">Кол-во лотов в заявке</param>
/// <returns></returns>
public StopOrder AddStopOrder(int insID, BuySell bs, StopOrderType sot,
DateTime?endTime, decimal alertPrice, decimal?price, int lotCount)
{
DateTime?time = _timeProvider.CurrentTime;
if (time == null)
{
return(null);
}
StopOrder so = _data.AddStopOrder(time.Value, insID, bs, sot, endTime, alertPrice, price,
lotCount, StopOrderStatus.Active);
RaiseOnStopOrderChangeEvent(so);
_isChangeData = true;
SaveChangedData();
return(so);
}
/// <summary>
/// Создать новый стоп-ордер
/// </summary>
/// <param name="time">Дата и время создания</param>
/// <param name="insID">Фин инструмент</param>
/// <param name="bs">Покупка или продажа</param>
/// <param name="soType">Тип стоп-ордера</param>
/// <param name="endTime">Время окончания (null-действует бесконечно)</param>
/// <param name="alertPrice">Цена срабатывания стопа</param>
/// <param name="price">Цена заявки, которая будет создана при срабатывании стопа (null-заявка по рыночной цене)</param>
/// <param name="lotCount">Кол-во лотов</param>
/// <param name="status">Статус нового стоп-ордера</param>
/// <returns>Новый стоп-ордер</returns>
public StopOrder AddStopOrder(DateTime time, int insID, BuySell bs, StopOrderType soType, DateTime?endTime,
decimal alertPrice, decimal?price, int lotCount, StopOrderStatus status)
{
StopOrder so = new StopOrder();
so.StopOrderID = GetNewID <StopOrder>(_stopOrders, r => r.StopOrderID);
so.Time = time;
so.InsID = insID;
so.BuySell = bs;
so.StopType = soType;
so.EndTime = endTime;
so.AlertPrice = alertPrice;
so.Price = price;
so.LotCount = lotCount;
so.Status = status;
so.AccountID = _account.AccountID;
so.CompleteTime = null;
_stopOrders.Add(so);
return(so);
}
public StopOrder AddStopOrder(int accountID, int insID, BuySell bs, StopOrderType st, decimal price, int lots)
{
StopOrder so = new StopOrder()
{
StopOrderID = _stopOrders.Count + 1,
AccountID = accountID,
InsID = insID,
BuySell = bs,
StopType = st,
Time = DateTime.Now,
CompleteTime = null,
EndTime = null,
Price = price,
AlertPrice = price,
LotCount = lots,
StopOrderNo = 1000 * (_stopOrders.Count + 1),
Status = StopOrderStatus.Active
};
_stopOrders.Add(so);
return(so);
}
/// <summary>
/// Создает стоп-заявку.
/// </summary>
/// <param name="createOrder"></param>
/// <returns></returns>
public int CreateStopOrder(StopOrder createOrder, StopOrderType type)
{
if (createOrder.Sec.Empty())
{
return(-1);
}
if (createOrder.Price <= 0)
{
return(-2);
}
if (createOrder.Volume <= 0)
{
return(-3);
}
Common.Ext.NewThread(() =>
{
Qlog.CatchException(() =>
{
Account acc = this.ConTerminal.Accounts.FirstOrDefault(a => a.AccClasses.FirstOrDefault(c => c.Code == createOrder.Sec.Class.Code) != null);
if (acc.Empty())
{
return;
}
Random rnd = new Random();
string TypeSOrder = "";
string[] DopParam = { "TRANS_ID", rnd.Next(1, 1000000).ToString() };
string condition = ((int)ConditionStopOrder.MoreOrEqual).ToString();
switch (type)
{
case StopOrderType.StopLimit:
TypeSOrder = "SIMPLE_STOP_ORDER";
if (createOrder.Direction == OrderDirection.Buy)
{
condition = ((int)ConditionStopOrder.MoreOrEqual).ToString();
}
else
{
condition = ((int)ConditionStopOrder.LessOrEqual).ToString();
}
var dateExpiry = createOrder.DateExpiry.ToString_YYYYMMDD();
DopParam = DopParam.Concat(new string[] {
"CONDITION", condition,
"EXPIRY_DATE", (dateExpiry.Empty() ? "TODAY" : dateExpiry),
"STOPPRICE", Math.Round(createOrder.ConditionPrice, (int)createOrder.Sec.Scale).ToString(),
}).ToArray();
break;
case StopOrderType.LinkOrder:
TypeSOrder = "WITH_LINKED_LIMIT_ORDER";
if (createOrder.Direction == OrderDirection.Buy)
{
condition = ((int)ConditionStopOrder.MoreOrEqual).ToString();
}
else
{
condition = ((int)ConditionStopOrder.LessOrEqual).ToString();
}
DopParam = DopParam.Concat(new string[] {
"CONDITION", condition,
"EXPIRY_DATE", "TODAY",
"STOPPRICE", Math.Round(createOrder.ConditionPrice, (int)createOrder.Sec.Scale).ToString(),
"LINKED_ORDER_PRICE", Math.Round(createOrder.LinkOrderPrice, (int)createOrder.Sec.Scale).ToString(),
"KILL_IF_LINKED_ORDER_PARTLY_FILLED", "NO"
}).ToArray();
break;
case StopOrderType.TakeProfit:
TypeSOrder = "TAKE_PROFIT_STOP_ORDER";
if (createOrder.Direction == OrderDirection.Buy)
{
condition = ((int)ConditionStopOrder.LessOrEqual).ToString();
}
else
{
condition = ((int)ConditionStopOrder.MoreOrEqual).ToString();
}
DopParam = DopParam.Concat(new string[] {
"CONDITION", condition,
"EXPIRY_DATE", "TODAY",
"OFFSET", Math.Round(createOrder.Offset, (int)createOrder.Sec.Scale).ToString(),
"OFFSET_UNITS", "PRICE_UNITS",
"SPREAD", Math.Round(createOrder.Spread, (int)createOrder.Sec.Scale).ToString(),
"SPREAD_UNITS", "PRICE_UNITS",
"STOPPRICE", Math.Round(createOrder.ConditionPrice, (int)createOrder.Sec.Scale).ToString(),
}).ToArray();
break;
case StopOrderType.TakeProfitStopLimit:
TypeSOrder = "TAKE_PROFIT_AND_STOP_LIMIT_ORDER";
DopParam = DopParam.Concat(new string[] {
"OFFSET", Math.Round(createOrder.Offset, (int)createOrder.Sec.Scale).ToString(),
"OFFSET_UNITS", "PRICE_UNITS",
"SPREAD", Math.Round(createOrder.Spread, (int)createOrder.Sec.Scale).ToString(),
"SPREAD_UNITS", "PRICE_UNITS",
"STOPPRICE", Math.Round(createOrder.ConditionPrice, (int)createOrder.Sec.Scale).ToString(),
"STOPPRICE2", Math.Round(createOrder.ConditionPrice2, (int)createOrder.Sec.Scale).ToString(),
"IS_ACTIVE_IN_TIME", "NO"
}).ToArray();
break;
}
;
string[] Params =
{
"ACTION", "NEW_STOP_ORDER",
"CLASSCODE", createOrder.Sec.Class.Code,
"SECCODE", createOrder.Sec.Code,
"OPERATION", createOrder.Direction == OrderDirection.Buy ? "B" : "S",
"TYPE", "L",
"PRICE", Math.Round(createOrder.Price, (int)createOrder.Sec.Scale).ToString(),
"QUANTITY", createOrder.Volume.ToString(),
"ACCOUNT", acc.AccID,
"STOP_ORDER_KIND", TypeSOrder,
};
Params = Params.Concat(DopParam).ToArray();
this.SendTransaction(Params);
});
});
return(0);
}
/// <summary>
/// Create stop-order
/// </summary>
/// <param name="accountID">Account id</param>
/// <param name="time">Date and time</param>
/// <param name="insID">Instrum id</param>
/// <param name="bs">Buy or sell</param>
/// <param name="st">StopLoss or TakeProfit</param>
/// <param name="endTime">End time or null</param>
/// <param name="alertPrice">Alert price</param>
/// <param name="price">Order price or null</param>
/// <param name="lotCount">Lots count</param>
/// <param name="status">Stop order status</param>
/// <param name="completeTime">Complete date and time</param>
/// <param name="stopOrderNo">Global stop-order number</param>
/// <returns>New stop-order</returns>
public StopOrder CreateStopOrder(int accountID, DateTime time, int insID, BuySell bs, StopOrderType st, DateTime?endTime, decimal alertPrice, decimal?price, int lotCount,
StopOrderStatus status, DateTime?completeTime, long stopOrderNo)
{
StopOrder stopOrder = new StopOrder()
{
AccountID = accountID,
Time = time,
InsID = insID,
BuySell = bs,
StopType = st,
EndTime = endTime,
AlertPrice = alertPrice,
Price = price,
LotCount = lotCount,
Status = status,
CompleteTime = completeTime,
StopOrderNo = stopOrderNo
};
using (var db = new DaContext(_options))
{
db.StopOrder.Add(stopOrder);
db.SaveChanges();
}
return(stopOrder);
}
public StopOrder CreateStopOrder(int accountID, DateTime time, int insID, BuySell bs, StopOrderType st, DateTime?endTime, decimal alertPrice, decimal?price, int lotCount,
StopOrderStatus status, DateTime?completeTime, long stopOrderNo)
{
StopOrder so = new StopOrder()
{
StopOrderID = _nextStopOrderID++,
AccountID = accountID,
Time = time,
InsID = insID,
BuySell = bs,
StopType = st,
EndTime = endTime,
AlertPrice = alertPrice,
Price = price,
LotCount = lotCount,
Status = status,
CompleteTime = completeTime,
StopOrderNo = stopOrderNo
};
_id_stopOrders.Add(so.StopOrderID, so);
return(so);
}
