/// <summary>
/// 构造一个新实例
/// </summary>
/// <param name="Panel">所属行情面板</param>
/// <param name="activeContract">合约</param>
public Quote(ActiveContract call, ActiveContract put, ActiveContract underlying)
{
this.Tag = this;
this.call = call;
this.call.MarketUpdated += call_MarketUpdated;
this.call.ForQuoteArrived += call_ForQuoteArrived;
this.call.QuoteTraded += call_QuoteTraded;
this.put = put;
this.put.MarketUpdated += put_MarketUpdated;
this.put.ForQuoteArrived += put_ForQuoteArrived;
this.put.QuoteTraded += put_QuoteTraded;
this.underlying = underlying;
this.underlying.MarketUpdated += underlying_MarketUpdated;
this.QuotePanelRefreshTimer = new System.Threading.Timer(this.QuotePanelRefreshCallback, null, 1000, 1000);
this.call_MarketUpdated(this, EventArgs.Empty);
this.put_MarketUpdated(this, EventArgs.Empty);
}
/// <summary>
/// 加入活跃合约
/// </summary>
public void AddActiveContract(ActiveContract activeContract)
{
ActiveContractDictionary.Add(activeContract.Contract.InstrumentID, activeContract);
marketer.SubscribeMarketData(new string[] { activeContract.Contract.InstrumentID });
}
protected override void OnLoad(EventArgs e)
{
base.OnLoad(e);
LoginForm loginForm = new LoginForm();
if (loginForm.ShowDialog() == DialogResult.Cancel)
{
this.Close();
return;
}
this.trader = loginForm.trader;
this.marketer = loginForm.marketer;
#region 订阅行情
this.InstrumentsList = loginForm.instrumentsList;
this.InvestorPositionList = loginForm.investorPositionList;
MarketManeger = new MarketManager(this.marketer);
foreach (ThostFtdcInstrumentField instrument in InstrumentsList)
{
if(instrument.InstrumentID.StartsWith("IF")||instrument.InstrumentID.StartsWith("IO"))
{
ActiveContract activeContract = new ActiveContract(instrument);
foreach(ThostFtdcInvestorPositionField position in this.InvestorPositionList)
{
if(position.InstrumentID == instrument.InstrumentID && position.PosiDirection == EnumPosiDirectionType.Long)
{
activeContract.LongPosition = position;
}
else if(position.InstrumentID == instrument.InstrumentID && position.PosiDirection == EnumPosiDirectionType.Short)
{
activeContract.ShortPosition = position;
}
}
MarketManeger.AddActiveContract(activeContract);
}
}
this.marketer.OnRtnDepthMarketData += marketer_OnRtnDepthMarketData;
this.marketer.OnRtnForQuoteRsp += marketer_OnRtnForQuoteRsp;
#endregion
TraderManager = new TradeManager(trader);
TraderManager.OnQuoteTraded += TraderManager_OnQuoteTraded;
TraderManager.OnArbitrageTraded += TraderManager_OnArbitrageTraded;
#region 加载平价套利
//Dictionary<string, string[]> ParityConfigValues = ReadParityXML("Parity.xml");
//foreach (string instrumentID in ParityConfigValues.Keys)
//{
// string[] configValues = ParityConfigValues[instrumentID];
// Parity parity = new Parity(instrumentID, (EnumPosiDirectionType)Enum.Parse(typeof(EnumPosiDirectionType), configValues[0]), configValues[1],
// (EnumPosiDirectionType)Enum.Parse(typeof(EnumPosiDirectionType), configValues[2]), 0, Double.Parse(configValues[3]), Double.Parse(configValues[4]),
// Double.Parse(configValues[5]), Double.Parse(configValues[6]));
// parity.Configuration();
// this.parityPanel.AddParity(parity);
//}
#endregion
//this.positionHedgeTimer = new System.Threading.Timer(this.positionHedgeCallBack, null, 3 * 1000, 5 * 1000);
//this.recordVolatilityTimer = new System.Threading.Timer(this.recordVolatilityCallBack, null, 20 * 1000, 10 * 60 * 1000);
//this.writeXmlTimer = new System.Threading.Timer(this.writerXmlCallBack, null, 10 * 1000, 10 * 1000);
}
