public ElwArbSweepUnit(
KospiOptionInfo koi,
ElwInfo elwInfo,
long optionCount,
POrder optionOrder,
POrder elwOrder,
STR_ElwArb parent)
{
try
{
// 이 생성자는 인수인계를 받을 때만 사용하도록 한다.
// 주의한다.
_state = State._5_Done;
if (optionOrder.LongShort == elwOrder.LongShort)
{
logger.Error("OptionOrder, ElwOrder same trading direction");
Util.KillWithNotice("OptionOrder, ElwOrder same trading direction");
throw new Exception();
}
OptionAccount = null;
ElwAccount = null;
long elwCount = ElwOptionUtil.ConvertOptionCountToElwCount(elwInfo, optionCount);
OptionOrderGoal = new POrder(
TradingDirection.Short,
optionOrder.Code,
optionCount,
optionOrder.ReqPrice,
optionOrder.TargetAccount,
optionOrder.RMDClone,
MarketType._3_Default,
true);
OptionOrderGoal.AddComment("ElwOptionSweeper.TakeOver.OptionOrderGoal");
OptionOrderGoal.UpdateForRemain(OptionOrderGoal.ReqCount, OptionOrderGoal.InitReqPrice);
ElwOrderGoal = new POrder(
TradingDirection.Long,
elwOrder.Code,
elwCount,
elwOrder.ReqPrice,
elwOrder.TargetAccount,
elwOrder.RMDClone,
MarketType._3_Default,
true);
ElwOrderGoal.AddComment("ElwOptionSweeper.TakeOver.ElwOrderGoal");
ElwOrderGoal.UpdateForRemain(ElwOrderGoal.ReqCount, ElwOrderGoal.InitReqPrice);
ElwOrdersReal = new List<POrder>();
OptionOrdersReal = new List<POrder>();
POrder elwOrderReal = new POrder(ElwOrderGoal);
elwOrderReal.AddComment("ElwOptionSweeper.TakeOver.elwOrderReal");
elwOrderReal.UpdateForRemain(elwOrderReal.ReqCount, elwOrderReal.InitReqPrice);
ElwOrdersReal.Add(elwOrderReal);
POrder optionOrderReal = new POrder(OptionOrderGoal);
optionOrderReal.AddComment("ElwOptionSweeper.TakeOver.optionOrderReal");
optionOrderReal.UpdateForRemain(optionOrderReal.ReqCount, optionOrderReal.InitReqPrice);
OptionOrdersReal.Add(optionOrderReal);
_parent = parent;
KOI = koi;
Key = String.Format("{0};{1}", OptionOrderGoal.Code, ElwOrderGoal.Code);
IsBodySweepQuickly = false;
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
void MakePOrder()
{
foreach (RawPOrderData rpd in _elwRemains.Values)
{
RawMarketData rmd = RmdManager.Ins().GetData(rpd.Code);
if (rmd == null)
{
logger.Warn(String.Format("{0} code does not exist. is is ok the day after maturity", rpd.Code));
continue;
}
POrder o = new POrder(TradingDirection.Long, rpd.Code, rpd.ReqCount, rpd.ReqPrice, _account, rmd);
o.AddComment("ADHR_SPOT");
o.OrderNumber = 0;
o.UpdateForRemain(rpd.ReqCount, rpd.ReqPrice);
_remainPOrders.Add(o);
}
}
// 이 함수는 신중하게 불러야 한다.
// 현재는 KBHTS의 경우 remain을 못 얻어오기 때문에 기존 포지션 정보를 파일에서 읽어오는 데에 사용한다.
public void RegisterAsAllContract(POrder o)
{
Trace.Assert(o.Market != MarketType._3_Default);
o.UpdateForRemain(o.ReqCount, o.ReqPrice);
this.Hts.RegisterRemainFromAccount(o);
}
void _bizServer_ReceiveResult(int nRowSize, int nColSize)
{
try
{
if (_bDone)
{
return;
}
_remainPOrders.Clear();
// 결과 처리
Array pArr = Array.CreateInstance(typeof(string), nRowSize, nColSize);
_bizServer.GetRepeatResult(ref pArr);
int rowCount = pArr.GetUpperBound(0);
int colCount = pArr.GetUpperBound(1);
if (rowCount == 0)
{
logger.Warn(String.Format("No header info in account ({0})", _accountName));
_bDone = true;
return;
}
Dictionary<String, int> _dic = new Dictionary<string, int>();
for (int iCol = 0; iCol <= colCount; iCol++)
{
String name = Convert.ToString(pArr.GetValue(0, iCol)).Trim();
_dic.Add(name, iCol);
}
// 여기서 원하는 Col을 알아낸다.
for (int iRow = 1; iRow <= rowCount; iRow++)
{
String code = Convert.ToString(pArr.GetValue(iRow, _dic["종목코드"]));
String codeDescription = Convert.ToString(pArr.GetValue(iRow, _dic["종목명"]));
long contractedCount = Convert.ToInt64(pArr.GetValue(iRow, _dic["미결재수량"]));
int lsFlag = Convert.ToInt32(pArr.GetValue(iRow, _dic["매매구분"])); // 2가 매수, 1이 매도
double avgPrice = Convert.ToDouble(pArr.GetValue(iRow, _dic["평균매수가"]));
String curPriceFormPB = Convert.ToString(pArr.GetValue(iRow, _dic["현재가"]));
TradingDirection longShort = (lsFlag == 2) ? TradingDirection.Long : TradingDirection.Short;
//주문번호가 없다. 가라 주문번호를 준다.
RawMarketData rmd = RmdManager.Ins().GetData(code);
if (rmd != null)
{
POrder o = new POrder(longShort, code, contractedCount, avgPrice, _account, rmd);
o.OrderNumber = 0;
o.UpdateForRemain(contractedCount, avgPrice);
_remainPOrders.Add(o);
}
else
{
logger.Warn("{0}({1}) is not in RMD list", code, codeDescription);
}
}
// 모두 잘 받았다.
logger.Info("{0}의 기존 잔고 정보를 모두 받았습니다.", _accountName);
_bDone = true;
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
