public static IOrderLimit CreateOrderLimit(Account account, long maxNotional)
{
IOrderLimit orderLimit = new DefaultOrderLimit(account);
orderLimit = new CountBidAskRangeOrderLimit(orderLimit);
orderLimit = new PriceBidAskRangeOrderLimit(orderLimit);
orderLimit = new CountPerOnceOrderLimit(maxNotional, orderLimit);
orderLimit = new LimOrderLimit(orderLimit);
return orderLimit;
}
public static IOrderLimit CreateOrderLimit(Account account, long maxNotional)
{
IOrderLimit orderLimit = new DefaultOrderLimit(account);
orderLimit = new CountBidAskRangeOrderLimit(orderLimit);
orderLimit = new PriceBidAskRangeOrderLimit(orderLimit);
orderLimit = new ValuePerOnceOrderLimit(maxNotional * CommonConst._100_000_000, orderLimit);
long futureMaxCount = maxNotional;
// 1000억 이상 투자할일은 없다고 본다.
if (futureMaxCount > 1000)
{
String ex = "선물 최대 수량이 이상하다.";
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
orderLimit = new CountPerOnceOrderLimit(futureMaxCount, orderLimit);
orderLimit = new LimOrderLimit(orderLimit);
return orderLimit;
}
