void RequestInitOrder(POrder goalOrder, List<POrder> realOrders)
{
POrder o = new POrder(goalOrder);
o.AddComment(String.Format("EOS#({0}), GoalOrder", CurID));
o.SetAsLegalPrice();
o.ConvertOverPriceToInRMDPriceIfNotZero();
POrderUtil.RequestOrder(o, realOrders);
}
void ReqOrderStepBehindPart(POrder goal, List<POrder> real, double targetExposurePercent, RawMarketData rmd)
{
double curExposurePercent = GetCurExposurePercent(goal, real);
double diffExposure = targetExposurePercent - curExposurePercent;
if (diffExposure <= 0)
{
return;
}
long goalCount = POrderUtil.GetSignedReqCount(goal);
long reqCount = (long)(Math.Round(diffExposure * goalCount / 100, 0));
long curCount = POrderUtil.GetSignedMaxPossibleExposureCount(real);
if (Math.Abs(goalCount) < Math.Abs(reqCount + curCount))
{
//reqCount = goalCount - curCount;
logger.Error("({0}, {1}, {2})", reqCount, goalCount, curCount);
Util.KillWithNotice("error");
return;
}
if (reqCount != 0)
{
reqCount = Math.Abs(reqCount);
if (goal.TargetAccount.LineType == Account.OrderLineType.StockSpotLine)
{
reqCount = ElwUtil.RoundElwCount(reqCount);
}
POrder o = new POrder(
goal.LongShort,
goal.Code,
reqCount,
goal.ReqPrice,
goal.TargetAccount,
rmd);
o.AddComment(String.Format("EOS#({0}), StepBehindPart, {1}", CurID, o.Code));
o.SetAsLegalPrice();
o.ConvertOverPriceToInRMDPriceIfNotZero();
POrderUtil.RequestOrder(o, real);
}
}
Boolean MakeOrder_Raw(RawMarketData rmd, long remainCount100k, Dictionary<String, long> blocksLB, ref List<POrder> newOrders, ref String log)
{
if (remainCount100k == 0)
{
log += "remainCount100k == 0";
return true;
}
long signedRealCount = ElwOptionUtil.Convert100KToRealCount(rmd.Code, remainCount100k);
if (signedRealCount == 0 || remainCount100k - ElwOptionUtil.ConvertRealToCount100k(rmd.Code, signedRealCount) != 0)
{
log += String.Format("signRealCount({0}) remainCount100k({1}) code({2})|", signedRealCount, remainCount100k, rmd.Code);
return false;
}
long reqCount = Math.Abs(signedRealCount);
TradingDirection ls = TradingDirection.Long;
if (signedRealCount < 0)
{
ls = TradingDirection.Short;
if (!blocksLB.ContainsKey(rmd.Code))
{
log += String.Format("[22], {0}|", rmd.Code);
return false;
}
if (blocksLB[rmd.Code] < Math.Abs(signedRealCount))
{
log += String.Format("[23] BlockLB[{2}]({0}) < signedRealCount({1})", blocksLB[rmd.Code], signedRealCount, rmd.Code);
return false;
}
reqCount = Math.Abs(signedRealCount);
long tmp = ProductUtil.Ins().RoundProductCount(Math.Abs(reqCount), rmd.DPT);
if (tmp != reqCount)
{
logger.Error("tmp({0}) != reqCount({1}) in MakeOrder_Raw", tmp, reqCount);
Util.KillWithNotice("tmp != reqCount in MakeOrder_Raw");
}
}
Account account = _accountFO;
if (rmd.DPT == Detail.ProductType.ELW || rmd.DPT == Detail.ProductType.Stock)
{
account = _accountSpot;
}
double price = ProductUtil.Ins().GetMidPrice(rmd);
price = AdjustPrice(ls, rmd, price);
POrder o = new POrder(ls, rmd.Code, reqCount, price, account, rmd);
o.AddComment("SweepUnit_OE.MakeOrder_Raw");
log += String.Format("[23], {0}|", o.ToString());
if (o.ReqCount > 0)
{
// 여기서 Reserve하고 법적 문제가 있는지 확인한다.
o.SetAsLegalPrice();
o.ConvertOverPriceToInRMDPriceIfNotZero();
log += String.Format("[24], {0}|", o.ToString());
newOrders.Add(o);
}
else
{
o.Free();
log += String.Format("[24], ReqCount <= 0");
return false;
}
long ret = remainCount100k - ElwOptionUtil.ConvertRealToCount100k(rmd.Code, signedRealCount);
if (ret != 0)
{
logger.Error(
"CRITICAL ERROR!!! in MakeOrder_Raw ret != 0 ret({0}), remainCount100k({1}), signedRealCount({2}), Code({3})",
ret,
remainCount100k,
signedRealCount,
rmd.Code);
Util.KillWithNotice("CRITICAL ERROR!!! in MakeOrder_Raw");
return false;
}
return true;
}
// 주문을 하고 정해놓은 컨테이너에 담는 역할을 수행한다.
void RequestOrder_Raw(POrder order, List<POrder> container)
{
try
{
order.SetAsLegalPrice();
order.ConvertOverPriceToInRMDPriceIfNotZero();
Boolean bSuccess = true;
if (order.TargetAccount.LineType == Account.OrderLineType.StockSpotLine)
{
Trace.Assert(false);
}
else if (order.TargetAccount.LineType == Account.OrderLineType.FutureOptionSpreadLine)
{
bSuccess = order.TargetAccount.RequestOrder(order);
}
else
{
logger.Error("{0} unsupported ProductType", order.TargetAccount.LineType);
Util.KillWithNotice("unsupported ProductType");
Trace.Assert(false);
}
if (!bSuccess)
{
logger.Error(order.ToString());
Util.KillWithNotice(order.ToString());
_State = State._0_Exception;
SoundManager.Ins().PlayExceptionSound();
ShowState();
}
else
{
// 성공했으면 담는다.
container.Add(order);
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
void RequestOrder_Raw(POrder order, List<POrder> container)
{
try
{
order.SetAsLegalPrice();
order.ConvertOverPriceToInRMDPriceIfNotZero();
Boolean bSuccess = true;
bSuccess = order.TargetAccount.RequestOrder(order);
if (!bSuccess)
{
logger.Error("{0} order error", order.ToString());
Util.KillWithNotice("order error");
_State = State._0_Exception;
SoundManager.Ins().PlayExceptionSound();
ShowState();
}
else
{
// 성공했으면 담는다.
container.Add(order);
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
