/// <summary>
/// 更新委托回报。
/// </summary>
/// <param name="orderBook">委托回报。</param>
/// <returns>更新委托回报条数。</returns>
public OrderBookUpdateResult UpdateOrderBook(USeOrderBook orderBook)
{
for (int i = 0; i < m_orderBookList.Count; i++)
{
USeOrderBook orderBookItem = m_orderBookList[i];
if (orderBookItem.OrderNum.Equals(orderBook.OrderNum))
{
OrderBookUpdateResult result = GetOrderBookUpdateResult(m_orderBookList[i], orderBook);
m_orderBookList[i] = orderBook.Clone();
return(result);
}
}
return(null);
}
public bool CanceledOrderActionReturn(USeOrderNum orderNum, bool isCancelSucceed)
{
if (isCancelSucceed == false)
{
return(false);
}
string error = "errorInfo";
//Orderlist中找到OrderNum对应的单子删除
if (orderNum == null)
{
return(false);
}
if (m_dataBuffer.OrderBookList.Count <= 0)
{
return(false);
}
USeOrderBook order_book = (from p in m_dataBuffer.OrderBookList
where p.OrderNum.Equals(orderNum)
select p).FirstOrDefault();
if (order_book == null)
{
return(false);
}
if (order_book.TradeQty == order_book.OrderQty)
{
return(false);
}
if (order_book.TradeQty == 0)
{
order_book.OrderStatus = USeOrderStatus.AllCanceled;
order_book.CancelQty = order_book.OrderQty;
}
else
{
System.Diagnostics.Debug.Assert(order_book.TradeQty > 0);
order_book.OrderStatus = USeOrderStatus.PartCanceled;
order_book.CancelQty = order_book.OrderQty - order_book.TradeQty;
}
m_pushOrderBookList.Enqueue(order_book.Clone());
return(true);
}
public void AllTrade(USeOrderNum orderNum, int slipPoint)
{
USeOrderBook orderBook = (from p in m_dataBuffer.OrderBookList
where p.OrderNum.Equals(orderNum)
select p).FirstOrDefault();
if (orderBook == null)
{
return;
}
USeInstrumentDetail instrumentDetail = QueryInstrumentDetail(orderBook.Instrument);
int tradeQty = (orderBook.OrderQty - orderBook.TradeQty);
decimal tradePrice = 0;
if (orderBook.OrderSide == USeOrderSide.Buy)
{
tradePrice = orderBook.OrderPrice - instrumentDetail.PriceTick * slipPoint;
}
else if (orderBook.OrderSide == USeOrderSide.Sell)
{
tradePrice = orderBook.OrderPrice + instrumentDetail.PriceTick * slipPoint;
}
int volumeMultiple = instrumentDetail.VolumeMultiple;
int orderBookTradeQty = orderBook.TradeQty + tradeQty;
orderBook.TradeQty = orderBookTradeQty;
orderBook.TradeAmount = tradePrice * orderBookTradeQty * volumeMultiple;
orderBook.TradePrice = tradePrice;
orderBook.TradeFee = 5 * orderBookTradeQty;
orderBook.CancelQty = 0;
orderBook.Memo = orderBook.Memo;
orderBook.OrderTime = DateTime.Now;
orderBook.OrderStatus = USeOrderStatus.AllTraded;
USeTradeBook tradeBook = CreateTradeBook(orderBook, tradeQty, tradePrice, tradeQty * tradePrice * volumeMultiple, 5 * tradeQty);
USePosition positionBook = CreatePositionBook(tradeBook);
m_pushTradeBookList.Enqueue(tradeBook);
m_pushOrderBookList.Enqueue(orderBook.Clone());
//推送持仓信息
m_pushPositionList.Enqueue(positionBook.Clone());
}