private void RaiseNewMyTrade(MyTrade trade)
{
this.AddInfoLog("New own trade: {0}", trade);
NewMyTrade?.Invoke(trade);
NewMyTrades?.Invoke(new[] { trade });
}
private void RaiseNewMyTrade(MyTrade trade)
{
NewMyTrade.SafeInvoke(trade);
var multiEvt = NewMyTrades;
if (multiEvt == null)
{
return;
}
multiEvt.SafeInvoke(new[] { trade });
}
internal void OnAddMyTrade(string portfolio, string securityId, string orderId, double price, double amount, DateTime time, string tradeNo)
{
NewMyTrade.SafeInvoke(portfolio, securityId, orderId.To <long>(), price.ToDecimal(), amount.Abs().ToDecimal(), time, tradeNo.To <long>());
}
private void RaiseNewMyTrade(MyTrade trade)
{
NewMyTrade?.Invoke(trade);
NewMyTrades?.Invoke(new[] { trade });
}
public Order Create(string data)
{
var jt = JToken.Parse(data);
var stateQuery = GetValueByKey <string>(StatusPath, jt);
var channelData = GetValueByKey <string>(NamePath, jt).Split('_');
var channel = channelData[1];
var numberUser = GetValueByKey <int>(NumberPath, jt);
var order = _myOrders.Find(o => o.NumberUser == numberUser);
if (order == null)
{
return(null);
}
var innerData = jt.SelectToken(DataPath);
if (channel == "order")
{
if (stateQuery == "True")
{
order.State = OrderStateType.Activ;
order.NumberMarket = innerData["entrustId"].Value <string>();
NewTrackedOrder?.Invoke(order);
}
else
{
order.State = OrderStateType.Fail;
}
}
else if (channel == "getorder")
{
var state = innerData["status"].Value <string>();
var time = TimeManager.GetDateTimeFromTimeStamp(innerData["trade_date"].Value <long>());
if (state == "3")
{
order.State = OrderStateType.Activ;
order.TimeCreate = time;
}
if (state == "0")
{
order.State = OrderStateType.Patrial;
}
else if (state == "1")
{
order.State = OrderStateType.Cancel;
DeleteOrder(order);
}
else if (state == "2")
{
order.State = OrderStateType.Done;
DeleteOrder(order);
}
var tradeVolume = innerData["trade_amount"].Value <decimal>();
var volumeExecute = order.VolumeExecute;
if (tradeVolume > volumeExecute)
{
NewMyTrade?.Invoke(CreateMyTrade(innerData, order, tradeVolume - volumeExecute));
}
}
return(order);
}
private void NewMyTradeHandler(MyTrade trade)
{
AddGuiAction(() => NewMyTrade.SafeInvoke(trade));
}
public Order Create(string data)
{
var jt = JToken.Parse(data)["params"];
var stateQuery = jt[0].Value <int>();
var channelData = jt[1];
var order = new Order();
order.NumberUser = Convert.ToInt32(channelData["text"].Value <string>().Split('-')[1]);
order.NumberMarket = channelData["id"].Value <string>();
order.SecurityNameCode = channelData["market"].Value <string>();
order.Price = channelData["price"].Value <decimal>();
order.Volume = channelData["amount"].Value <decimal>();
order.Side = channelData["type"].Value <int>() == 2 ? Side.Buy : Side.Sell;
order.TypeOrder = OrderPriceType.Limit;
order.TimeCreate = TimeManager.GetDateTimeFromTimeStampSeconds(channelData["ctime"].Value <long>());
order.PortfolioNumber = _portfolioNumber;
var filledAmount = channelData["filledAmount"].Value <decimal>();
if (filledAmount != 0)
{
if (!_myOrderVolumes.ContainsKey(order.NumberMarket))
{
if (filledAmount != order.Volume)
{
_myOrderVolumes.Add(order.NumberMarket, filledAmount);
}
NewMyTrade?.Invoke(CreateMyTrade(channelData, order, filledAmount));
}
else
{
var needVolume = _myOrderVolumes[order.NumberMarket];
if (filledAmount > needVolume)
{
var currentTradeVolume = filledAmount - needVolume;
_myOrderVolumes[order.NumberMarket] += currentTradeVolume;
NewMyTrade?.Invoke(CreateMyTrade(channelData, order, currentTradeVolume));
}
}
}
if (stateQuery == 1)
{
order.State = OrderStateType.Activ;
}
if (stateQuery == 3 && filledAmount == order.Volume)
{
order.State = OrderStateType.Done;
_myOrderVolumes.Remove(order.NumberMarket);
}
if (stateQuery == 3 && filledAmount == 0)
{
order.State = OrderStateType.Cancel;
}
return(order);
}
