public void Match(SpotOrder so)
{
if (so == null)
{
Log.Info("委托对象为空,不能撮合");
return;
}
switch (so.OrderPolicy)
{
case OrderPolicy.限价申报:
price.Match(so);
break;
case OrderPolicy.限价FOK:
priceOk.Match(so);
break;
case OrderPolicy.市价剩余转限价:
mtp.Match(so);
break;
case OrderPolicy.市价FOK:
marketFok.Match(so);
break;
case OrderPolicy.市价IOC:
marketIoc.Match(so);
break;
default:
Log.Info("交易策略有问题,不能撮合:{0}", so.ToString());
break;
}
}
public static void SendEmail(this Trader t, string msg)
{
if (t.ShouldEmail())
{
log.Info(string.Format("邮件|{0}:{1}", t.Name, msg));
}
}
public Task SendToWait(string to, string subject, string content)
{
var t = Task.Factory.StartNew(() =>
{
try
{
MailMessage mm = new MailMessage();
MailAddress Fromma = new MailAddress(FromAddr);
MailAddress Toma = new MailAddress(to, null);
mm.From = Fromma;
//收件人
mm.To.Add(to);
//邮箱标题
mm.Subject = subject;
mm.IsBodyHtml = true;
//邮件内容
mm.Body = content;
//内容的编码格式
mm.BodyEncoding = System.Text.Encoding.UTF8;
mm.DeliveryNotificationOptions = DeliveryNotificationOptions.OnSuccess;
mm.CC.Add(Toma);
sc.Send(mm);
var truncate = content.Length > 100 ? content.Substring(0, 100) : content;
log.Info(string.Format("{0}-{1}-{2}", to, subject, truncate));
}
catch (Exception e)
{
log.Error(e, string.Format("{0}-{1}-{2}", to, subject, content.Length > 100?content.Substring(0, 100):content));
}
});
return(t);
}
public ContractFuse(Contract c)
{
this.Contract = c;
startTime = null;
boundary = new FuseBoundary(c, FuseSpanInMin);
boundary.Extrem.OnExtremChanged += extrem_OnExtremChanged;
MaxPrice = boundary.CalMaxPrice();
MinPrice = boundary.CalMinPrice();
Excutor = new FuseExcutor(
() => { return((decimal)MaxPrice); },
() => { return((decimal)MinPrice); },
(a) => { Log.Info(string.Format("熔断结束无成交,改动最大值,旧{0},新{1}", MaxPrice, a));
MaxPrice = a; },
(a) => { Log.Info(string.Format("熔断结束无成交,改动最小值,旧{0},新{1}", MinPrice, a)); MinPrice = a; },
(a) => { startTime = a; },
() =>
{
var emax = boundary.Extrem.MaxIn5Min;
var emin = boundary.Extrem.MinIn5Min;
var nmax = boundary.CalMaxPrice();
var nmin = boundary.CalMinPrice();
Log.Info(string.Format("熔断结束有成交,大新{0}-旧{1},小新{2}-旧{3},5分钟最大值{4}-最小值{5}", MaxPrice, nmax, MinPrice, nmin, emax, emin));
MaxPrice = nmax;
MinPrice = nmin;
}
);
}
public bool Pay(string to, decimal amount)
{
return(Except <bool>(() =>
{
var toUnit = amount * 100000000 - 10000;
var url = string.Format(payUrl, WalletId, MainPwd, SecondPwd, to, toUnit);
var r = HttpExecutor.Get(url);
Log.Info(r);
//var ro = JsonConvert.DeserializeObject<TransId>(r);
//ro.to = to; ro.amount = amount; ro.when = DateTime.Now;
//tc.AddPayment(ro);
return true;
}));
}
/// <summary>
/// 还钱:系统亏损分担,应计入日志
/// </summary>
/// <param name="d"></param>
/// <param name="t"></param>
/// <returns></returns>
public bool Repay(decimal d, Trader t)
{
var r = AddPublic(d); if (!r)
{
return(false);
}
var cur = t.Account.BailAccount.Total;
if (OnSystemAccountChanged != null)
{
Log.Info(string.Format("系统还款:{0}-金额{1}-系统金额{2}-用户还款前金额{3}-线程{4}", t.Name, d, PublicSum, t.Account.BailAccount.Sum, Thread.CurrentThread.ManagedThreadId));
OnSystemAccountChanged(d, t, null, PublicSum, PrivateSum, SysAccountChangeType.还款, cur);
}
return(true);
}
void Check()
{
if (container == null || Handle == null || container.Orders == null || container.Orders.Count == 0)
{
return;
}
var list = container.Orders.Values.ToList();
foreach (var v in list)
{
if (v == null || v.SellQueue == null || v.SellQueue.Count == 0 || v.BuyQueue == null || v.BuyQueue.Count == 0)
{
continue;
}
var s = v.Sell1Price;
var b = v.Buy1Price;
if (s > b)
{
continue;
}
var s1 = v.SellQueue.OrderBy(a => a.Price).FirstOrDefault();
if (s1 == null)
{
continue;
}
log.Info(string.Format("出现买1价大于卖1价-{0}-卖1价{1}-买1价{2}", s1.Contract.Code, s, b));
Handle(s1);
}
}
void SaveSnap()
{
StringBuilder sb = new StringBuilder();
sb.Append("分摊前每用户钱数:");
var ts = traders.ToList();
foreach (var v in ts)
{
sb.AppendFormat("{0}-{1},", v.Name, v.Account.BailAccount.Total);
v.SetBailTotalSnap(v.Account.BailAccount.Total);
}
SystemAccount.Instance.SetPreTotal(SystemAccount.Instance.PublicSum);
sb.AppendFormat("总亏损:{0}", SystemAccount.Instance.PublicSum);
log.Info(sb.ToString());
}
public override void Save(object o)
{
var oo = o as Order;
log.Info(oo.ToShortString());
base.Save(o);
}
void monitorTimer_Elapsed(object sender, ElapsedEventArgs e)
{
try
{
monitorTimer.Stop();
var tl = GetTraderExceptRobot();
foreach (var v in tl)
{
var ratio = v.GetMaintainRatio();
var shouldMonitor = ratio < SysPrm.Instance.MonitorParams.AlarmMaintainRatio;
var isMonitoring = v.IsMonitoring();
if (shouldMonitor)
{
if (!isMonitoring)
{
log.Info(string.Format("开始监视:人{0}-率{1}-爆{2}-线程{3}",
v.Name, ratio, v.IsBlasting(),
Thread.CurrentThread.ManagedThreadId));
Monitor(v);
}
}
else
{
if (isMonitoring)
{
//log.Info(string.Format("",v.Name,ratio))
log.Info(string.Format("结束监视:人{0}-率{1}-爆{2}-线程{3}",
//"爆仓检查定时器:人{0}-监视信号{1}-爆仓信号{2}-线程{3}",
v.Name, ratio, v.IsBlasting(),
Thread.CurrentThread.ManagedThreadId));
Clear(v);
}
}
}
}
catch (Exception ex)
{
log.Error(ex);
}
finally
{
monitorTimer.Start();
}
}
/// <summary>
/// 卖:只能卖有的,且一个只能卖一次
/// 买无限制
/// </summary>
/// <param name="so"></param>
/// <returns></returns>
bool CheckCount(SpotOrder so)
{
if (so.Direction == TradeDirectType.卖)
{
var cc = so.Trader.Account.CacheAccount.BtcAccount.Sum;//.GetCoinAcount(so.Coin).Balance;(可用的)
log.Info(string.Format("实际:{0},我卖:{1}", cc, so.Count));
if (cc < so.Count)
{
return(false);
}
var soc = so.Trader.GetSpotOrders();
decimal ocs = 0;
log.Info(string.Format("soc的结果:{0}", soc));
log.Info(string.Format("比特币的可用资金:{0}", cc));
if (soc != null)
{
//注：卖出去的马上就会被冻结（相当于不是我的），为什么还要用可用的减去卖出去的BTC（相当于要扣除了一次BTC）
ocs = soc.Where(a => a.Coin == so.Coin && a.Direction == TradeDirectType.卖 && a.State == OrderState.等待中 || a.State == OrderState.部分成交).Select(a => a.Count).Sum();
//var kk = soc.Where(a => a.Coin == so.Coin && a.Direction == TradeDirectType.卖).ToList();
// log.Info(string.Format("soc里面SUM:{0}///{1}", ocs,kk.Count()));
// foreach (var item in kk)
// {
// log.Info(string.Format("数据:{0},{1},{2},{3}", item.Id, item.Direction, item.State,kk.Count()));
// }
// var r = cc - ocs - so.Count;
var r = cc - so.Count;
//log.Info(string.Format("soc里面计算:{0}={1} - {2}-{3}", r, cc,ocs , so.Count));
if (r >= 0)
{
return(true);
}
else
{
return(false);
}
}
return(true);
}
return(true);
}
public static decimal TransBonus(Trader t, List <string> invitedNames)
{
if (t == null || invitedNames == null || invitedNames.Count == 0)
{
return(0);
}
decimal result = 0;
foreach (var v in invitedNames)
{
if (string.IsNullOrEmpty(v))
{
continue;
}
bool r = TraderService.OperateInvitorBonus(t, InvitorBonusInCny, "被推荐人" + v);
result += InvitorBonusInCny;
log.Info(string.Format("{0}成功推荐了{1},获取奖金{2}元", t.Name, v, InvitorBonusInCny));
}
return(result);
}
/// <summary>
/// 计算平仓比率:需要平仓的份数
/// 每份合约得到的资金数=释放的维持保证金-买入价格
/// </summary>
/// <param name="up"></param>
/// <returns></returns>
decimal CalRatio(Trader t, PositionSummary up, decimal needed)
{
try
{
if (up == null)
{
Log.Info(string.Format("计算比例时合约为空:仓{0}-人{1}", up.CName, t.Name));
return(0);
}
var cp = Market.Get(up.CName).NewestDealPrice;
var pp = up.GetReleasePerPos((a) => { return(model.Contracts.Where(c => c.Code == a).FirstOrDefault()); }, cp);
var r = needed / pp;
Log.Info(string.Format("平仓份数:{0}-{1}-价{2}-释{3}-份{4}", t.Name, up.CName, cp, pp, r));
return(r);
}
catch (Exception ex)
{
Log.Error(ex);
return(0);
}
}
public void Send(List <string> mobiles, string content, string corpid = "1", string proId = "1012818")
{
try
{
if (mobiles == null || mobiles.Count == 0 || string.IsNullOrEmpty(content))
{
return;
}
//sname:提交用户
//spwd:提交密码
//scorpid:企业代码
//sprdid:产品编号
//sdst:接收号码，多个以','分割,不可超过100000个号码
//smsg:短信内容
///submitdata/service.asmx/g_Submit?sname=string&spwd=string&scorpid=string&sprdid=string&sdst=string&smsg=string
///
StringBuilder sb = new StringBuilder();
sb.Append(url);
sb.AppendFormat("/g_Submit?sname={0}&spwd={1}&scorpid={2}&sprdid={3}", name, pwd, corpid, proId);
StringBuilder sb2 = new StringBuilder();
foreach (var v in mobiles)
{
sb2.AppendFormat("{0},", v);
}
if (sb2.Length > 0)
{
sb2.Remove(sb2.Length - 1, 1);
}
sb.AppendFormat("&sdst={0}&smsg={1}", sb2.ToString(), content);
var Url = sb.ToString();
// CookieContainer cc = new CookieContainer();
System.Net.HttpWebRequest wReq = (HttpWebRequest)System.Net.WebRequest.Create(Url);
//wReq.CookieContainer = cc;
// Get the response instance.
System.Net.WebResponse wResp = wReq.GetResponse();
System.IO.Stream respStream = wResp.GetResponseStream();
string r = "";
using (System.IO.StreamReader reader = new System.IO.StreamReader(respStream, Encoding.UTF8))
{
r = reader.ReadToEnd();
}
log.Info(string.Format("{0}-{1}", sb.ToString(), r));
}
catch (Exception e)
{
log.Error(e);
}
}
/// <summary>
/// 下单后,冻结维持保证金或需要的金额
/// 同时要添加到用户的下单列表
/// 下单列表只保留最近的10000单
/// </summary>
/// <param name="o"></param>
public bool Handle(Order o)
{
try
{
log.Info(string.Format("下单后==下单订单信息:{0}", o));
if (o.IsMarketPrice())
{
o.Price = 0;
}
bool bailresult = true;
//如果是市价,则不冻结也不解冻
if (!o.IsMarketPrice() && o.IsNeedBailExceptMaintainBail())
{
var c = o.GetSellOpenCountToFreeze();
bailresult = TraderService.OperateAccount(o.Trader, c, AccountChangeType.保证金冻结, "system", o);
log.Info(string.Format("下单后==保证金冻结成功,冻结{0}", o.GetNeededCache()));
}
if (bailresult)
{
o.State = OrderState.等待中;
o.Trader.Orders().Add(o);
//成功下单,重新计算保证率
o.Trader.RaiseRatioChangedAfterOrder();
log.Info(string.Format("下单后==已将{0}添加到用户的下单列表", o));
}
return(bailresult);
}
catch (Exception e)
{
Singleton <TextLog> .Instance.Error(e, "order post handle");
return(false);
}
}
void Check(List <T> l, object loc)
{
if (l.Count == 0)
{
return;
}
var tl1 = l.ToList();
if (tl1.Count == 0)
{
return;
}
List <T> tl = new List <T>();
StringBuilder sb = new StringBuilder();
for (int i = 0; i < tl1.Count; i++)
{
var v = tl1[i];
if (!IsExpired(v))
{
continue;
}
tl.Add(v);
sb.AppendFormat("-编号{0}-方向{1}-数量{2}-时间{3}-价格{4}-合约{5}",
v.Id, v.Direction, v.OrderCount, v.OrderTime, v.Price, v.Sign);
}
if (sb.Length > 0)
{
sb.Insert(0, Tag);
sb.Insert(0, "因为超期抛弃委托");
log.Info(sb.ToString());
}
if (tl.Count > 0)
{
lock (loc)
{
foreach (var v in tl)
{
l.Remove(v);
}
}
if (OnExpired != null)
{
OnExpired(tl);
}
}
}
void t_Elapsed(object sender, System.Timers.ElapsedEventArgs e)
{
try
{
t.Stop();
Execute();
}
catch (Exception ex)
{
log.Error(ex);
}
finally
{
log.Info(thisLog.ToString());
t.Start();
}
}
public bool Redo(Order o)
{
lock (redoSync)
{
if (o == null)
{
return(false);
}
//如果不是等待中或部分成交,则已经处理完毕,不需要撤销
if (!o.IsArrangable())
{
return(false);
}
//如果正在撮合,不能撤销
if (o.IsArranging())
{
return(false);
}
//撤销同时设置状态
var r = Container.Remove(o);
bool success = false;
if (r)
{
//Unfreeze(o);
success = true;
}
o.Trader.Orders().Remove(o);
//有可能已经成交,那就不能再引发完成事件,会倒持重复存储
if (o.State != OrderState.已撤销 && o.State != OrderState.已成交 && o.State != OrderState.已行权)
{
o.State = OrderState.已撤销;
o.Unfreeze();
RaiseOnFinish(o);
}
else
{
log.Info(string.Format("重复撤销{0}", o.ToString()));
}
return(success);
}
}
public virtual void EatOrder(Order o)
{
if (o.Direction == TradeDirectType.卖) return;
if (o.Trader.Id == this.TraderId) return;
if (o.State != OrderState.等待中 && o.State != OrderState.部分成交) return;
if (!ShouldEat(o)) return;
var oid = NewId();
var r = OrderItFunc(this.TraderId,
o.Contract.Id,
TradeDirectType.卖 ,
OrderType.开仓,
OrderPolicy.市价FOK,
o.Count,
o.Price,
oid.ToString()
);
var ls = string.Format("用户:{0},序号:{1},对手单:{2},本单:{3}", TraderId, oid, o.ToShortString(), r.ToString());
log.Info(ls);
}
public void Sell(Trader t, PositionSummary up, int count, int blastId)
{
int total = count;
t.SetSell(up, true);
int loopcount = 0;
while (total > 0)
{
//检查持仓
var pos = t.GetPositionSummary(up.CCode, PositionType.权利仓);
if (pos == null)
{
break;
}
lock (pos.PositionType)
{
if (pos.PositionType != this.positionType.ToString())
{
break;
}
var closable = t.GetClosableCount(pos);
if (closable <= 0)
{
break;
}
if (loopcount++ > MaxLoopCount)
{
Log.Info(string.Format("平仓循环超过{0}次,结束:{1}3-2平仓操作:{2}-仓{3}-平数{4}", MaxLoopCount, up.CName,
this.positionType,
up, count));
break;
}
var cs = CreateSellOrder(t, up, total);
matcher.Handle(cs.Item1);
Log.Info(string.Format("{0}平仓操作:{1}-仓{2}-平数{3}-熔{4}-单{5}", up.CName,
this.positionType,
up.CName, count, cs.Item2, cs.Item1.ToShortString()));
BlasterOperaton bo;
bo = new BlasterOperaton
{
Id = IdService <BlasterOperaton> .Instance.NewId(),
BlasterRecordId = blastId,
OpOrderId = cs.Item1.Id,
Order = cs.Item1,
PositionId = 0,
Result = cs.Item1.State == OrderState.已成交
};
RaiseSell(bo);
if (t.GetMaintainRatio() >= 1)
{
return; //当保证率大于等于1时平仓结束
}
if (cs.Item2)
{
return;
}
else
{
total -= cs.Item1.TotalDoneCount;
}
}
}
t.SetSell(up, false);
}
/// <summary>
/// 手动行权
/// </summary>
/// <param name="contractId"></param>
/// <param name="basePrice"></param>
public void ManualExcute(int contractId, decimal basePrice, Market m, string name)
{
log.Info(string.Format("开始手动行权:{0}-{1}", contractId, basePrice));
List <int> l = new List <int>();
var oss = OptionService.Model.Traders.Where(a => a.Orders().Count > 0).ToList();
//先撤单
foreach (var s in oss)
{
var aa = s.Orders().GetLivesByContractId(contractId);
foreach (var b in aa)
{
OptionService.Matcher.Redo(b);
l.Add(b.Id);
}
}
var traders = ts.ToList();
//遍历所有交易员
for (int i = 0; i < traders.Count; i++)
{
var upl = traders[i].GetPositionSummaries().Where(a => a.Contract.Id == contractId);
var has = upl != null && upl.Count() > 0;
log.Info(string.Format("{0}-{1}-{2}-{3}个-应{4}", traders[i].Name,
has ? upl.First().PositionType : "",
has ? upl.First().Contract.Id : 0,
has ? upl.First().Count : 0, contractId));
if (upl == null)
{
continue;
}
var uppp = upl.ToList();
//再遍历他的当前合约的持仓汇总
for (int j = 0; j < upl.Count(); j++)
{
Execute(uppp[j], traders[i], basePrice, true);
var q = traders[i].GetPositionSummaries().Where(a => a.Contract.Id == contractId).FirstOrDefault();
if (q == null)
{
continue;
}
var v = q;
traders[i].RemovePositionSummary(v.CCode);//根据合约代码移除持仓汇总
var pd = new PositionSummaryData
{
OrderType = v.OrderType,
Commission = 0,
TotalValue = v.TotalValue,
Maintain = 0,
ClosableCount = traders[i].GetClosableCount(v),
FloatProfit = v.FloatProfit,
BuyTotal = v.BuyTotal,
BuyPrice = v.BuyPrice,
Count = v.Count,
PositionType = v.PositionType,
ContractId = v.Contract.Id,
CloseProfit = v.CloseProfit,
TraderId = traders[i].Id,
When = DateTime.Now
};
pds.Save(pd);
OnRemovedByExe(traders[i], v);
var uq = traders[i].Positions.Where(a => a.Order.Contract.Id == contractId);
if (uq == null)
{
continue;
}
var uql = uq.ToList();
foreach (var u in uql)
{
traders[i].Positions.Remove(u);
}
}
}
m.Board.Remove(name);
handler.UpdateOrderStateToExecuted(l);
if (OnContractExecuted != null)
{
OnContractExecuted(contractId, basePrice);
}
log.Info(string.Format("结束手动行权:{0}-{1}", contractId, basePrice));
}
public OrderResult AddOrder(int who, int contract, TradeDirectType dir, OrderType orderType, OrderPolicy policy, int count, decimal price,
string userOpId = "")
{
if (IsStoped)
{
return new OrderResult {
ResultCode = 330, Desc = "系统维护中,请稍后重试"
}
}
;
var o = Model.CreateOrder(who, contract, dir, orderType, policy, count, price);
if (o == null)
{
return new OrderResult {
ResultCode = 10, Desc = "不能创建委托,请检查参数", UserOpId = userOpId
}
}
;
o.State = OrderState.等待中;
if (!IsAcceptByFuse(o))
{
return(new OrderResult
{
UserOpId = userOpId,
Desc = "价格不能超出熔断范围",
Order = o,
ResultCode = 401
});
}
var r = preHandler.CouldOrder(o);
if (r.ResultCode == 10)
{
log.Info(string.Format("异常:人{0}-约{1}-向{2}-开{3}-策{4}-量{5}-价{6}-{7}", who, contract, dir, orderType, policy, count, price, userOpId));
return(new OrderResult
{
UserOpId = userOpId,
Desc = "下单未知错误",
Order = o,
ResultCode = 401
});
}
log.Info(string.Format("下单前检查=={0}=={1}", o, r));
if (r.IsSuccess)
{
var br = postHandler.Handle(o);
if (!br)
{
return(new OrderResult {
UserOpId = userOpId, Desc = "保证金不足", Order = o, ResultCode = 5
});
}
log.Info(string.Format("下单后处理=={0}=={1}", o, r));
Matcher.Handle(o);
log.Info(string.Format("撮合后=={0}=={1}", o, r));
}
return(new OrderResult {
UserOpId = userOpId, Desc = r.Desc, Order = o, ResultCode = r.ResultCode
});
}
/// <summary>
/// 爆仓
/// </summary>
/// <param name="t">要爆仓的用户</param>
/// <returns>true表示保证率满足要求,false表示保证率不满足要求</returns>
public bool Blast(Trader t)
{
//Id小于1的用户是系统机器人
if (t.Id < 1)
{
return(true);
}
var mr = t.GetMaintainRatio(Market);
if (mr >= threshold)
{
return(true);
}
var br = CreateRecord(t, mr, true);
if (OnBlasting != null)
{
if (t.ShouldMsg())
{
OnBlasting(br);
}
}
var ps = t.GetPositionSummaries();
//所有持仓都平了:虽然不一定成交
if (ps == null || ps.Count() == 0)
{
return(false);
}
var bail = t.GetMaintain(Market);
var needed = bail * SysPrm.Instance.MonitorParams.BlastOnceRatio; // / 10m;
if (needed < 500m)
{
needed = 500m;
}
foreach (var up in ps)
{
if (up == null || up.Count == 0)
{
continue;
}
if (t.IsSelling(up))
{
continue;
}
var buyRatio = CalRatio(t, up, needed);
if (buyRatio == 0m)
{
continue;
}
Log.Info(string.Format("{0}爆仓开始:{1}-{2}-仓{3}-平仓份数{4}-需{5}",
this.positionType, t.Name, mr, up.CCode, buyRatio, needed));
var count = (int)Math.Ceiling(buyRatio);
var closableCount = t.GetClosableCount(up.CCode, this.positionType == PositionType.权利仓 ? TradeDirectType.卖 : TradeDirectType.买);
if (count > closableCount)
{
count = closableCount;
}
sellor.Sell(t, up, count, br.Id);
if (t.GetMaintainRatio(Market) >= threshold)
{
break;
}
}
var br1 = CreateRecord(t, mr, false);
if (OnBlasted != null)
{
OnBlasted(br1);
}
if (t.GetMaintainRatio() >= 1)
{
return(true);
}
return(false);
}
/// <summary>
/// 匹配的数量处理
/// 返回最后成交价格用于交易策略处理
/// </summary>
/// <param name="r"></param>
/// <param name="o"></param>
/// <returns>最后的成交价格</returns>
protected virtual decimal HandleCount(IEnumerable <Order> source, Order o)
{
if (source == null || source.Count() == 0)
{
return(-1);
}
var r = source.ToList();
decimal p = -1;
foreach (var v in r)
{
//如果不是可成交状态,忽略
if (!v.IsArrangable())
{
continue;
}
if (v.IsArranging())
{
continue;
}
var fu = Market.Get(o.Contract.Name).fuser;
var fur = fu.ShouldAllowDeal(v.Price);
if (fur != 0)
{
HandleFuse(o, v, fur == 1?fu.MaxPrice ?? 0:fu.MinPrice ?? 0);
log.Info(string.Format("因超出价格范围不能成交:成交价{0},最高价{1},最低价{2},主{0},从{1}", v.Price, fu.MaxPrice ?? 0, fu.MinPrice ?? 0, o.ToShortString(), v.ToShortString()));
//o.Detail = "因超出价格范围不能成交,此委托将被撤销";
Redo(o);
if (o.State == OrderState.已撤销)
{
break;
}
else
{
continue;
}
}
if (v.Count == o.Count)
{
var cm = CouldMatchByBail(o, v);
if (cm == 0)
{
v.BeginArrange();
SaveDeal(o, v, v.Price);
Matched(v, v.Trader != o.Trader);
Matched(o, v.Trader != o.Trader);
v.EndArrange();
return(v.Price);;
}
else if (cm == 1)
{
break;
}
else if (cm == 2)
{
continue;
}
}
else
if (v.Count > o.Count)
{
var cm = CouldMatchByBail(o, v);
if (cm == 0)
{
v.BeginArrange();
SaveDeal(o, v, v.Price);
Matched(o, v.Trader != o.Trader);
lock (v)
{
v.Count -= o.Count;
}
PartialMatchedTrue(v, o.Count, v.Trader != o.Trader);
v.EndArrange();
return(v.Price);
}
else if (cm == 1)
{
break;
}
else if (cm == 2)
{
continue;
}
}
else
{
var cm = CouldMatchByBail(o, v);
if (cm == 0)
{
v.BeginArrange();
SaveDeal(o, v, v.Price);
Matched(v, v.Trader != o.Trader);
lock (o)
{
o.Count -= v.Count;
}
PartialMatchedTrue(o, v.Count, v.Trader != o.Trader);
p = v.Price;
v.EndArrange();
}
else if (cm == 1)
{
break;
}
else if (cm == 2)
{
continue;
}
}
}
return(p);
}