public ProcessLmtOrder()
{
this._OrderTasks = new ObservableCollection<OrderTask>();
this._LmtOrderForInstrument = new LmtOrderForInstrument();
}
public void OnOrderUpdate(OrderTask orderTask,LmtOrderForInstrument currentInstrument)
{
if(orderTask.Transaction.OrderType == OrderType.Limit || orderTask.Transaction.OrderType == OrderType.Market)
{
if (orderTask.OrderStatus == OrderStatus.WaitOutLotLMT || orderTask.OrderStatus == OrderStatus.WaitOutLotLMTOrigin)
{
InstrumentClient instrument = orderTask.Instrument;
if (instrument.IsNormal ^ (orderTask.IsBuy == BuySell.Buy))
orderTask.BestPrice = currentInstrument.Bid;
else
orderTask.BestPrice = currentInstrument.Ask;
if (orderTask.Transaction.OrderType == OrderType.Limit)
orderTask.SetPrice = orderTask.BestPrice;
}
}
}
