public DispatchedOrder[] DispatchOrder(OrderRequest[] requests, out string[] errors)
{
var results = _client.SendOrder(requests, out errors);
lock (_orderLockObj)
{
DispatchedOrder[] orders = new DispatchedOrder[results.Length];
for (int i = 0; i < results.Length; ++i)
{
if (results[i] != null)
{
DispatchedOrder dispatchedOrder = new DispatchedOrder()
{
OrderNo = results[i].OrderNo,
Request = requests[i],
SucceededVolume = 0,
LastStatus = OrderStatus.NotSubmitted,
};
_allActiveOrders.Add(results[i].OrderNo, dispatchedOrder);
orders[i] = dispatchedOrder;
}
else
{
orders[i] = null;
}
}
return(orders.ToArray());
}
}
private void NotifyOrderStatusChanged(DispatchedOrder dispatchedOrder)
{
if (_onOrderStatusChangedCallback != null)
{
_onOrderStatusChangedCallback(dispatchedOrder);
}
}
private bool CheckOrderStatusChangeAndNotify(ref DispatchedOrder dispatchedOrder, QueryGeneralOrderResult order)
{
bool isStatusChanged = false;
if (order.Status != dispatchedOrder.LastStatus)
{
isStatusChanged = true;
}
else if (order.Status == OrderStatus.PartiallySucceeded &&
dispatchedOrder.LastStatus == order.Status &&
order.DealVolume != dispatchedOrder.SucceededVolume)
{
isStatusChanged = true;
}
dispatchedOrder.LastStatus = order.Status;
dispatchedOrder.SucceededVolume = order.DealVolume;
if (isStatusChanged)
{
NotifyOrderStatusChanged(dispatchedOrder);
}
return(isStatusChanged);
}
private void OnOrderStatusChanged(DispatchedOrder dispatchedOrder)
{
if (dispatchedOrder == null)
{
return;
}
if (dispatchedOrder.Request.AssociatedObject != null)
{
StoplossOrder order = dispatchedOrder.Request.AssociatedObject as StoplossOrder;
if (order == null)
{
return;
}
if (TradingHelper.IsFinalStatus(dispatchedOrder.LastStatus))
{
lock (_orderLockObj)
{
if (!IsSentOrder(order))
{
return;
}
ILog logger = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);
if (logger != null)
{
logger.InfoFormat(
"Stoploss order executed: id {0} code {1} status {2} suceeded volume {3}.",
order.OrderId,
order.SecurityCode,
dispatchedOrder.LastStatus,
dispatchedOrder.SucceededVolume);
}
order.UpdateExistingVolume(dispatchedOrder.SucceededVolume);
RemoveSentOrder(order);
if (order.ExistingVolume > 0)
{
// the order has not been finished yet, put it back into active order
AddActiveStoplossOrder(order);
if (TradingHelper.IsSucceededFinalStatus(dispatchedOrder.LastStatus))
{
// send out order again
SendStoplossOrder(order);
}
}
}
}
}
}
private void SendStoplossOrderWorkItem(object state)
{
StoplossOrder order = (StoplossOrder)state;
OrderRequest request = new OrderRequest(order)
{
Category = OrderCategory.Sell,
Price = order.StoplossPrice,
PricingType = OrderPricingType.MakertPriceMakeDealInFiveGradesThenCancel,
Volume = order.ExistingVolume,
SecurityCode = order.SecurityCode,
};
string error;
DispatchedOrder dispatchedOrder = CtpSimulator.GetInstance().DispatchOrder(request, out error);
if (dispatchedOrder == null)
{
ILog logger = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);
if (logger != null)
{
logger.ErrorFormat(
"Exception in dispatching stop loss order: id {0} code {1} stoploss price {2}, volume {3}. Error: {4}",
order.OrderId,
order.SecurityCode,
order.StoplossPrice,
order.ExistingVolume,
error);
}
}
else
{
ILog logger = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);
if (logger != null)
{
logger.InfoFormat(
"Dispatched stop loss order: id {0} code {1} stoploss price {2}, volume {3}.",
order.OrderId,
order.SecurityCode,
order.StoplossPrice,
order.ExistingVolume);
}
lock (_orderLockObj)
{
RemoveActiveStoplossOrder(order);
AddSentOrder(order);
}
// force query order status.
CtpSimulator.GetInstance().QueryOrderStatusForcibly();
}
}
public DispatchedOrder DispatchOrder(OrderRequest request, out string error)
{
var result = _client.SendOrder(request, out error);
if (result == null)
{
return(null);
}
DispatchedOrder dispatchedOrder = new DispatchedOrder()
{
OrderNo = result.OrderNo,
Request = request,
SucceededVolume = 0,
LastStatus = OrderStatus.NotSubmitted,
};
lock (_orderLockObj)
{
_allActiveOrders.Add(result.OrderNo, dispatchedOrder);
}
return(dispatchedOrder);
}
public bool CancelOrder(DispatchedOrder order, out string error)
{
return(_client.CancelOrder(order.Request.SecurityCode, order.OrderNo, out error));
}
public bool CancelOrder(DispatchedOrder order, out string error)
{
return(_orderDispatcher.CancelOrder(order, out error));
}
