public ReorderItem(Order up, ContractFuse cf, bool isHandelMax, PositionSummary pos, IMatch matcher)
{
this.matcher = matcher;
Blaster.Log.Info(string.Format("平仓委托重新报价加入队列:{0}-大{1}-边{2},{3}-单{4}", up.Trader.Name, isHandelMax, cf.MaxPrice, cf.MinPrice, up.ToShortString()));
this.order = up; this.cf = cf; this.Pos = pos;
HisOrderIds = new List <int> {
up.Id
};
this.isHandleMax = isHandelMax;
//引发熔断--
cf.ShouldAccept(up);
if (isHandelMax)
{
cf.OnMaxChanged += cf_OnMaxChanged;
}
else
{
cf.OnMinChanged += cf_OnMinChanged;
}
cf.Excutor.OnFuseOver += Excutor_OnFuseOver;
CreateTime = DateTime.Now;
checkTimer = new Timer();
checkTimer.Interval = ContractFuse.FuseSpanInMin / 2 * 60 * 1000;
checkTimer.Elapsed += checkTimer_Elapsed;
checkTimer.Start();
}
void CreateAndReorder(Contract arg1, decimal?arg2, bool isUpChanged)
{
if (!IsAlive())
{
Clear(isUpChanged, "原单已成交");
return;
}
var ratio = order.Trader.GetMaintainRatio();
if (ratio >= 1)
{
Clear(isUpChanged, "保证率>=1");
return;
}
var pos = order.Trader.GetPositionSummary(arg1.Code, PositionType.权利仓);
if (pos == null)
{
Clear(isUpChanged, "已无持仓");
return;
}
var closable = order.Trader.GetClosableCount(pos);
if (closable <= 0)
{
Clear(isUpChanged, "可平<=0"); return;
}
if (pos.PositionType == "义务仓")
{
if (order.Direction == TradeDirectType.卖)
{
Clear(isUpChanged, "是义务仓但单是卖单");
return;
}
}
else
{
if (order.Direction == TradeDirectType.买)
{
Clear(isUpChanged, "是权利仓但单是买单");
return;
}
}
var neworder = new Order
{
Id = IdService <Order> .Instance.NewId(),
OrderPolicy = OrderPolicy.限价申报,
Price = isUpChanged? (decimal)cf.MaxPrice:(decimal)cf.MinPrice,
Count = closable,
ReportCount = closable,
Contract = order.Contract,
Direction = pos.PositionType == "义务仓" ? TradeDirectType.买 : TradeDirectType.卖,
OrderType = order.OrderType,
OrderTime = DateTime.Now,
Trader = order.Trader,
State = OrderState.等待中,
IsBySystem = true
};
var os = order.ToShortString();
var ps = order.Price.ToString();
var ro = ReOrder(neworder);
if (ro != 2)
{
Blaster.Log.Info(string.Format("{0}限变化重新报价:{1}-原{2}-现{3}-旧{4}-新{5}", isUpChanged ? "上" : "下", order.Trader.Name,
ps, neworder.Price, os, neworder.ToShortString()));
}
if (ro == 1)
{
//引发下一次熔断事件
cf.ShouldAccept(neworder);
}
}