public ReorderItem(Order up, ContractFuse cf, bool isHandelMax, PositionSummary pos, IMatch matcher)
{
this.matcher = matcher;
Blaster.Log.Info(string.Format("平仓委托重新报价加入队列:{0}-大{1}-边{2},{3}-单{4}", up.Trader.Name, isHandelMax, cf.MaxPrice, cf.MinPrice, up.ToShortString()));
this.order = up; this.cf = cf; this.Pos = pos;
HisOrderIds = new List <int> {
up.Id
};
this.isHandleMax = isHandelMax;
//引发熔断--
cf.ShouldAccept(up);
if (isHandelMax)
{
cf.OnMaxChanged += cf_OnMaxChanged;
}
else
{
cf.OnMinChanged += cf_OnMinChanged;
}
cf.Excutor.OnFuseOver += Excutor_OnFuseOver;
CreateTime = DateTime.Now;
checkTimer = new Timer();
checkTimer.Interval = ContractFuse.FuseSpanInMin / 2 * 60 * 1000;
checkTimer.Elapsed += checkTimer_Elapsed;
checkTimer.Start();
}
public void Add(Order up, ContractFuse cf, bool isHandelMax, PositionSummary ps)
{
var feh = new ReorderItem(up, cf, isHandelMax, ps, this.matcher);
feh.OnDone += feh_OnDone;
list.Add(feh);
}
public MarketItem(MarketRecord mr, Contract c)
{
this.Contract = c;
this.fuser = new ContractFuse(c, mr.FuseMax, mr.FuseMin);
this.NewestPrice = mr.NewestPrice;
this.NewestDealPrice = mr.NewestDealPrice;
this.Copis = mr.Copies;
this.Times = mr.Times;
this.Total = mr.Total;
this.OpenTotal = mr.OpenTotal;
this.SellCount = mr.SellCount;
this.BuyCount = mr.BuyCount;
}
public MarketItem(Contract c)
{
this.Contract = c;
fuser = new ContractFuse(c);
}
/// <summary>
/// 将委托放入重新报价队列
/// </summary>
/// <param name="o"></param>
/// <param name="cf"></param>
/// <param name="isFuseMax">是否是上边界发生变化时重新报价</param>
protected void PutInReorder(Order o, ContractFuse cf, bool isFuseMax, PositionSummary pos)// upId)
{
this.fehc.Add(o, cf, isFuseMax, pos);
}