/// <summary>
/// 计算平仓损益。
/// </summary>
/// <param name="arbitrageOrder"></param>
/// <returns></returns>
private ProfitResult CalculatCloseProfit(USeArbitrageOrder arbitrageOrder)
{
USeOrderDriver orderDriver = USeManager.Instance.OrderDriver;
USeQuoteDriver quoteDriver = USeManager.Instance.QuoteDriver;
Debug.Assert(orderDriver != null);
Debug.Assert(quoteDriver != null);
ArbitrageTaskGroup closeTaskGroup = arbitrageOrder.CloseTaskGroup;
List <USeOrderBook> orderBookList = arbitrageOrder.GetAllOrderBooks();
USeMarketData buyMarketData = USeManager.Instance.QuoteDriver.Query(closeTaskGroup.BuyInstrument);
USeMarketData sellMarketData = USeManager.Instance.QuoteDriver.Query(closeTaskGroup.SellInstrument);
USeInstrumentDetail buyInstrumentDetail = USeManager.Instance.OrderDriver.QueryInstrumentDetail(closeTaskGroup.BuyInstrument);
USeInstrumentDetail sellInstrumentDetail = USeManager.Instance.OrderDriver.QueryInstrumentDetail(closeTaskGroup.SellInstrument);
decimal buyProfit = CalculateProfitByOrderBook(orderBookList, buyInstrumentDetail, buyMarketData);
decimal sellProfit = CalculateProfitByOrderBook(orderBookList, sellInstrumentDetail, sellMarketData);
decimal totalProfit = buyProfit + sellProfit;
ProfitResult result = new ProfitResult()
{
BuyProfit = buyProfit,
SellProfit = sellProfit
};
return(result);
}
private ArbitrageOrderSettlement CalculateSettlementResult()
{
USeArbitrageOrder arbitrageOrder = null;
lock (m_syncObj)
{
arbitrageOrder = m_arbitrageOrder.Clone();
}
List <USeOrderBook> orderBookList = arbitrageOrder.GetAllOrderBooks();
USeInstrument buyInstrument = arbitrageOrder.OpenArgument.BuyInstrument;
USeInstrument sellInstrument = arbitrageOrder.OpenArgument.SellInstrument;
USeMarketData buyMarketData = USeManager.Instance.QuoteDriver.Query(buyInstrument);
USeMarketData sellMarketData = USeManager.Instance.QuoteDriver.Query(sellInstrument);
USeInstrumentDetail buyInstrumentDetail = USeManager.Instance.OrderDriver.QueryInstrumentDetail(buyInstrument);
USeInstrumentDetail sellInstrumentDetail = USeManager.Instance.OrderDriver.QueryInstrumentDetail(sellInstrument);
decimal buyProfit = CalculateProfit(orderBookList, buyInstrumentDetail, buyMarketData);
decimal sellProfit = CalculateProfit(orderBookList, sellInstrumentDetail, sellMarketData);
decimal totalProfit = buyProfit + sellProfit;
ArbitrageOrderSettlement settlemt = new ArbitrageOrderSettlement()
{
BuyInstrumentProfit = buyProfit,
SellInstrumentProfit = sellProfit,
Profit = totalProfit
};
return(settlemt);
}
/// <summary>
/// 克隆。
/// </summary>
/// <returns></returns>
public USeArbitrageOrder Clone()
{
USeArbitrageOrder order = new USeArbitrageOrder();
order.TraderIdentify = this.TraderIdentify;
order.AliasNum = this.AliasNum;
order.BrokerId = this.BrokerId;
order.Account = this.Account;
order.State = this.State;
order.CreateTime = this.CreateTime;
order.FinishTime = this.FinishTime;
if (m_argument != null)
{
order.Argument = m_argument.Clone();
}
if (m_openTaskGroup != null)
{
order.m_openTaskGroup = m_openTaskGroup.Clone();
}
if (m_closeTaskGroup != null)
{
order.m_closeTaskGroup = m_closeTaskGroup.Clone();
}
return(order);
}
/// <summary>
/// 展示开仓信息。
/// </summary>
/// <param name="arbitrageOrder"></param>
private void ShowOpenInfo(USeArbitrageOrder arbitrageOrder)
{
Debug.Assert(arbitrageOrder.OpenArgument != null);
Debug.Assert(arbitrageOrder.OpenTaskGroup != null);
this.panelTop.BackColor = Color.FromArgb(255, 255, 192);
this.panelPriceSpread.BackColor = Color.FromArgb(255, 255, 192);
ArbitrageTaskGroup taskGroup = arbitrageOrder.OpenTaskGroup;
this.lblAlias.Text = arbitrageOrder.Alias;
if (taskGroup.BuyInstrument != null)
{
this.lblBuyInstrument.Text = taskGroup.BuyInstrument.InstrumentCode;
}
else
{
this.lblBuyInstrument.Text = "---";
}
if (taskGroup.SellInstrument != null)
{
this.lblSellInstrument.Text = taskGroup.SellInstrument.InstrumentCode;
}
else
{
this.lblSellInstrument.Text = "---";
}
this.lblBuyTradeInfo.Text = string.Format("{0}/{1}", taskGroup.BuySubTaskTradeQty, taskGroup.BuySubTaskPlanOrderQty);
this.lblBuyInstrmentOpenAvgPrice.Text = taskGroup.BuySubTaskAvgTradePrice.ToString();
this.lblSellTradeInfo.Text = string.Format("{0}/{1}", taskGroup.SellSubTaskTradeQty, taskGroup.SellSubTaskPlanOrderQty);
this.lblSellInstrmentOpenAvgPrice.Text = taskGroup.SellSubTaskAvgTradePrice.ToString();
}
/// <summary>
/// 未完成套利单文件存储路径。
/// </summary>
/// <param name="arbitrageOrder">套利单。</param>
/// <returns></returns>
private string GetUnFinishArbitrageOrderFileFullName(USeArbitrageOrder arbitrageOrder)
{
Debug.Assert(string.IsNullOrEmpty(arbitrageOrder.BrokerId) == false);
Debug.Assert(string.IsNullOrEmpty(arbitrageOrder.Account) == false);
string directoryPath = GetUnFinishOrderPath(arbitrageOrder.BrokerId, arbitrageOrder.Account);
string fileName = string.Format("ArbitrageOrder_{0}.xml", arbitrageOrder.CreateTime.ToString(ORDER_TIME_FORMAT));
return(Path.Combine(directoryPath, fileName));
}
private void ModifyArbitrageOpenArgumentForm_Load(object sender, EventArgs e)
{
if (m_autoTrader != null)
{
m_arbitrageOrder = m_autoTrader.GetArbitrageOrder();
}
if (m_arbitrageOrder != null)
{
this.Text = string.Format("套利单[{0}]开仓参数", m_arbitrageOrder.Alias);
this.arbitrageOrderOpenArgumentViewControl1.SetOpenArgument(m_arbitrageOrder.OpenArgument);
}
}
/// <summary>
/// 获取历史完成套利单。
/// </summary>
/// <returns></returns>
/// <param name="brokerId">经纪商ID。</param>
/// <param name="account">资金帐号。</param>
/// <param name="beginTime">起始时间。</param>
/// <param name="endTime">截至时间。</param>
public List <USeArbitrageOrder> GetHistoryArbitrageOrders(string brokerId, string account, DateTime?beginTime, DateTime?endTime)
{
List <USeArbitrageOrder> list = new List <USeArbitrageOrder>();
string finishOrderPath = GetFinishOrderPath(brokerId, account);
DirectoryInfo finishOrderDir = new DirectoryInfo(finishOrderPath);
if (finishOrderDir.Exists == false)
{
return(list); // 目录不存在
}
FileInfo[] fileArray = finishOrderDir.GetFiles("ArbitrageOrder_*.xml");
if (fileArray == null || fileArray.Length <= 0)
{
return(list); // 目录无文件
}
foreach (FileInfo fileInfo in finishOrderDir.GetFiles())
{
try
{
ArbitrageOrderKey orderKey = ArbitrageOrderKey.Create(fileInfo.FullName);
if (beginTime.HasValue)
{
Debug.Assert(orderKey.FinishTime.HasValue);
//过滤结束时间小于开始时间的
if (orderKey.FinishTime.Value < beginTime)
{
continue;
}
}
if (endTime.HasValue)
{
// 过滤创建时间大于截止时间的
if (orderKey.CreateTime > endTime)
{
continue;
}
}
XmlAttributeOverrides xmlOverrides = CreateArbitrageOrderXMLOverrides();
USeArbitrageOrder arbitrageOrder = USeXmlSerializer.LoadFromXml <USeArbitrageOrder>(fileInfo.FullName, xmlOverrides);
list.Add(arbitrageOrder);
}
catch (Exception ex)
{
throw new Exception(string.Format("GetHistoryArbitrageOrders failed,FilePath:{0},Error:{1}", fileInfo.FullName, ex.Message));
}
}
return(list);
}
private void M_autoTraderManager_OnArbitrageOrderChanged(Guid tradeIdentify)
{
try
{
AutoTrader trader = m_autoTraderManager.GetAutoTrader(tradeIdentify);
USeArbitrageOrder arbitrageOrder = trader.GetArbitrageOrder();
m_dataSaver.AddSaveTask(arbitrageOrder);
}
catch (Exception ex)
{
Debug.Assert(false, ex.Message);
}
}
private void HistoryArbitrageView_CellDoubleClick(object sender, DataGridViewCellEventArgs e)
{
if (e.RowIndex < 0 || e.ColumnIndex < 0)
{
return;
}
ArbitrageOrderBookViewModel arbitrageOrderModel = this.gridArbitrage.Rows[e.RowIndex].DataBoundItem as ArbitrageOrderBookViewModel;
USeArbitrageOrder order = arbitrageOrderModel.ArbitrageOrder;
ArbitrageOrderViewForm arbitrageOrderViewForm = new ArbitrageOrderViewForm(order);
arbitrageOrderViewForm.ShowDialog();
}
/// <summary>
/// 保存套利单。
/// </summary>
/// <param name="order"></param>
public void SaveUSeArbitrageOrder(USeArbitrageOrder order)
{
//判断order.State决定保存到未完成还是已完成
if (order.State == ArbitrageOrderState.Finish)
{
// 保存到已完成
try
{
XmlAttributeOverrides xmlAttributeOrderNum = CreateArbitrageOrderXMLOverrides();
string fileFullName = GetFinishArbitrageOrderFilePath(order);
USeXmlSerializer.SaveToXml(fileFullName, order, xmlAttributeOrderNum);
}
catch (Exception ex)
{
throw new Exception("SaveFinishUSeArbitrageOrder failed,Error:" + ex.Message);
}
//删除相对应的未完成的目录的对应的文件
try
{
string fileFullName = GetUnFinishArbitrageOrderFileFullName(order);
if (File.Exists(fileFullName) == false)
{
Debug.Assert(false);
}
else
{
File.Delete(fileFullName);
}
}
catch (Exception ex)
{
throw new Exception("Delete UnFinishUseArbitrageOrder failed, Error:" + ex.Message);
}
}
else
{
// 保存到未完成
try
{
XmlAttributeOverrides xmlOverrides = CreateArbitrageOrderXMLOverrides();
string fileFullName = GetUnFinishArbitrageOrderFileFullName(order);
USeXmlSerializer.SaveToXml(fileFullName, order, xmlOverrides);
}
catch (Exception ex)
{
throw new Exception("SaveUnFinishUSeArbitrageOrder failed,Error:" + ex.Message);
}
}
}
private void BeginSaveAribtrageOrder()
{
while (m_saveQueue.Count > 0)
{
USeArbitrageOrder arbitrageOrder = m_saveQueue.Dequeue();
Debug.Assert(arbitrageOrder != null);
try
{
m_dataAccessor.SaveUSeArbitrageOrder(arbitrageOrder);
}
catch (Exception ex)
{
m_eventLogger.WriteError("保存套利单信息失败," + ex.Message);
}
}
}
/// <summary>
/// 设置图形区域数据源。
/// </summary>
/// <param name="arbitrageOrder"></param>
private void SetChartViewData(USeArbitrageOrder arbitrageOrder)
{
switch (arbitrageOrder.State)
{
case ArbitrageOrderState.None:
case ArbitrageOrderState.Opening:
case ArbitrageOrderState.Opened:
m_chartView.SetData(arbitrageOrder.OpenTaskGroup);
break;
case ArbitrageOrderState.Closeing:
case ArbitrageOrderState.Closed:
case ArbitrageOrderState.Finish:
m_chartView.SetData(arbitrageOrder.CloseTaskGroup);
break;
}
}
private void M_autoTrader_OnArbitrageOrderChanged(Guid orderIdentify)
{
if (this.InvokeRequired)
{
this.BeginInvoke(new ArbitrageOrderChangedEventHandle(M_autoTrader_OnArbitrageOrderChanged), orderIdentify);
return;
}
Debug.Assert(orderIdentify == m_autoTrader.TraderIdentify);
m_arbitrageOrder = m_autoTrader.GetArbitrageOrder();
ResetContextMenu();
SetChartViewData(m_arbitrageOrder);
ShowArbitrageOrderView();
ShowChartView();
ShowTaskGrid();
ShowRunButton();
}
public static ArbitrageOrderBookViewModel Creat(USeArbitrageOrder arbitrageOrder)
{
ArbitrageOrderBookViewModel viewModel = new ArbitrageOrderBookViewModel();
viewModel.CreateTime = arbitrageOrder.CreateTime;
viewModel.FinishTime = arbitrageOrder.FinishTime;
viewModel.Alias = arbitrageOrder.Alias;
viewModel.OpenBuyInstrument = arbitrageOrder.OpenArgument.BuyInstrument;
viewModel.OpenSellInstrument = arbitrageOrder.OpenArgument.SellInstrument;
if (arbitrageOrder.SettlementResult != null)
{
viewModel.BuyProfit = arbitrageOrder.SettlementResult.BuyInstrumentProfit;
viewModel.SellProfit = arbitrageOrder.SettlementResult.SellInstrumentProfit;
viewModel.TotalProfit = arbitrageOrder.SettlementResult.Profit;
}
viewModel.ArbitrageOrder = arbitrageOrder;
return(viewModel);
}
/// <summary>
/// 展示平仓信息。
/// </summary>
/// <param name="arbitrageOrder"></param>
private void ShowCloseInfo(USeArbitrageOrder arbitrageOrder)
{
Debug.Assert(arbitrageOrder.CloseArgument != null);
Debug.Assert(arbitrageOrder.CloseTaskGroup != null);
this.panelTop.BackColor = System.Drawing.Color.AliceBlue;
this.panelPriceSpread.BackColor = System.Drawing.Color.AliceBlue;
ArbitrageTaskGroup closeTaskGroup = arbitrageOrder.CloseTaskGroup;
this.lblAlias.Text = arbitrageOrder.Alias;
this.lblBuyInstrument.Text = closeTaskGroup.BuyInstrument.InstrumentCode;
this.lblSellInstrument.Text = closeTaskGroup.SellInstrument.InstrumentCode;
this.lblBuyTradeInfo.Text = string.Format("{0}/{1}", closeTaskGroup.BuySubTaskTradeQty, closeTaskGroup.BuySubTaskPlanOrderQty);
this.lblBuyInstrmentOpenAvgPrice.Text = closeTaskGroup.BuySubTaskAvgTradePrice.ToString();
this.lblSellTradeInfo.Text = string.Format("{0}/{1}", closeTaskGroup.SellSubTaskTradeQty, closeTaskGroup.SellSubTaskPlanOrderQty);
this.lblSellInstrmentOpenAvgPrice.Text = closeTaskGroup.SellSubTaskAvgTradePrice.ToString();
}
private void btnRefresh_Click(object sender, EventArgs e)
{
if (m_arbitrageOrder == null)
{
return;
}
try
{
AutoTrader trader = USeManager.Instance.AutoTraderManager.GetAutoTrader(m_arbitrageOrder.TraderIdentify);
USeArbitrageOrder arbitrageOrder = trader.GetArbitrageOrder();
Debug.Assert(arbitrageOrder != null);
m_arbitrageOrder = arbitrageOrder;
BindData();
}
catch (Exception ex)
{
Debug.Assert(false, ex.Message);
}
}
/// <summary>
/// 检查套利单是否有异常委托。
/// </summary>
/// <remarks>
/// 1.非今日的历史委托回报未结束，无法更新，列入异常套利单
/// </remarks>
private ErrorArbitrageOrder CheckErrorArbitrageOrder(USeArbitrageOrder arbitrageOrder)
{
ErrorArbitrageOrder errorArbitrageOrder = new ErrorArbitrageOrder();
errorArbitrageOrder.ArbitrageOrder = arbitrageOrder;
List <ErrorUSeOrderBook> errorBookList = new List <ErrorUSeOrderBook>();
if (arbitrageOrder.HasUnFinishOrderBook == false)
{
return(errorArbitrageOrder);
}
List <USeOrderBook> unFinishOrderBookList = arbitrageOrder.GetAllUnfinishOrderBooks();
Debug.Assert(unFinishOrderBookList != null && unFinishOrderBookList.Count > 0);
foreach (USeOrderBook orderBook in unFinishOrderBookList)
{
USeOrderBook newOrderBook = m_orderDriver.QueryOrderBook(orderBook.OrderNum);
if (newOrderBook != null)
{
OrderBookUpdateResult updateResult = arbitrageOrder.UpdateOrderBook(newOrderBook);
updateResult.Task.UpdateTaskState();
arbitrageOrder.UpdataArbitrageOrderState();
errorArbitrageOrder.HasChanged = true;
}
else
{
ErrorUSeOrderBook errorOrderBook = new ErrorUSeOrderBook()
{
TradeIdentify = arbitrageOrder.TraderIdentify,
Alias = arbitrageOrder.Alias,
OrderBook = orderBook.Clone()
};
errorBookList.Add(errorOrderBook);
}
}
errorArbitrageOrder.ErrorOrderBooks = errorBookList;
return(errorArbitrageOrder);
}
/// <summary>
/// 初始化。
/// </summary>
public override void Initialize()
{
Debug.Assert(m_autoTrader != null);
m_autoTrader.OnStateChanged += M_autoTrader_OnStateChanged;
m_autoTrader.OnArbitrageOrderChanged += M_autoTrader_OnArbitrageOrderChanged;
m_autoTrader.OnAlarm += M_autoTrader_OnAlarm;
m_arbitrageOrder = m_autoTrader.GetArbitrageOrder();
ResetContextMenu();
SetChartViewData(m_arbitrageOrder);
ShowArbitrageOrderView();
ShowAlarmIcon();
ShowChartView();
ShowTaskGrid();
ShowRunButton();
m_porfitCalcTimer.Change(500, Timeout.Infinite);
}
/// <summary>
/// 创建新的套利订单。
/// </summary>
/// <param name="argument">套利单参数。</param>
/// <param name="currentInvestor">当前投资者帐号。</param>
public AutoTrader CreateNewAutoTrader(ArbitrageArgument argument, InvestorAccount currentInvestor)
{
Guid traderIdentify = CreateNewAutoTraderIdentify();
int aliasNum = CreateNewAutoTraderAliasNum();
USeArbitrageOrder arbitrageOrder = new USeArbitrageOrder();
arbitrageOrder.TraderIdentify = traderIdentify;
arbitrageOrder.AliasNum = aliasNum;
arbitrageOrder.State = ArbitrageOrderState.None;
arbitrageOrder.BrokerId = currentInvestor.BrokerId;
arbitrageOrder.Account = currentInvestor.Account;
arbitrageOrder.Argument = argument.Clone();
arbitrageOrder.CreateTime = DateTime.Now;
TaskOrderSetting taskOrderSetting = m_systemConfigManager.GetTaskOrderSetting();
//任务组待开仓或者平仓时在创建
AutoTrader trader = new AutoTrader();
trader.SetRecordLogger(USeManager.Instance.CommandLogger);
trader.SetTryOrderCondition(taskOrderSetting.TaskMaxTryCount, taskOrderSetting.TryOrderMinInterval);
trader.Initialize(arbitrageOrder, m_orderDriver, m_quoteDriver, m_alarmManager);
trader.OnNotify += AutoTrader_OnNotify;
trader.OnAlarm += AutoTrader_OnAlarm;
trader.OnArbitrageOrderChanged += AutoTrader_OnArbitrageOrderChanged;
trader.OnStateChanged += AutoTrader_OnStateChanged;
lock (m_syncObj)
{
m_autoTraderDic.Add(traderIdentify, trader);
}
SafeFireAddAutoTrader(traderIdentify);
string text = "创建套利单成功";
AutoTraderNotice notice = new AutoTraderNotice(trader.TraderIdentify, trader.Alias, AutoTraderNoticeType.Infomation, text);
SafeFireAutoTraderNotice(notice);
trader.WriteTraderNoticeLog(notice);
return(trader);
}
/// <summary>
/// 获取所有未完成套利单。
/// </summary>
/// <param name="brokerId">经纪商ID。</param>
/// <param name="account">资金帐号。</param>
/// <returns></returns>
public List <USeArbitrageOrder> GetUnfinishArbitrageOrders(string brokerId, string account)
{
List <USeArbitrageOrder> list = new List <USeArbitrageOrder>();
string unFinishOrderPath = GetUnFinishOrderPath(brokerId, account);
DirectoryInfo unFinishOrderDir = new DirectoryInfo(unFinishOrderPath);
if (unFinishOrderDir.Exists == false)
{
return(list);
}
FileInfo[] fileArray = unFinishOrderDir.GetFiles("ArbitrageOrder_*.xml");
if (fileArray == null || fileArray.Length <= 0)
{
return(list);
}
XmlAttributeOverrides xmlOverrides = CreateArbitrageOrderXMLOverrides();
foreach (FileInfo fileInfo in fileArray)
{
try
{
USeArbitrageOrder unFinishOrder = USeXmlSerializer.LoadFromXml <USeArbitrageOrder>(fileInfo.FullName, xmlOverrides);
if (unFinishOrder != null)
{
list.Add(unFinishOrder);
}
else
{
Debug.Assert(false);
}
}
catch (Exception ex)
{
throw new Exception(string.Format("GetUnfinishArbitrageOrders failed,FileName:{0},Error:{1}", fileInfo.FullName, ex.Message));
}
}
return(list);
}
public static void TestOrder()
{
USeArbitrageOrder order = new USeArbitrageOrder();
//ArbiOrder基础参数
order.BrokerId = "9000";
order.TraderIdentify = Guid.NewGuid();
order.Account = "090952";
order.State = ArbitrageOrderState.Closed;
order.CreateTime = DateTime.Now;
order.FinishTime = DateTime.Now;
//order.OpenArgument = CreateOpenArg();
//order.CloseArgument = CreateCloseArg();
order.CloseTaskGroup = CreateTaskGroup();
USeDataAccessor dataAccessor = new USeDataAccessor();
dataAccessor.SaveUSeArbitrageOrder(order);
}
public ArbitrageOrderViewForm(USeArbitrageOrder arbitrageOrder)
{
m_arbitrageOrder = arbitrageOrder;
InitializeComponent();
}
/// <summary>
/// 初始化套利下单机。
/// </summary>
/// <param name="arbitrageOrder">套利单信息。</param>
/// <param name="orderDriver">下单驱动。</param>
/// <param name="quoteDriver">行情驱动。</param>
/// <param name="alarmManager">预警管理类。</param>
public void Initialize(USeArbitrageOrder arbitrageOrder, USeOrderDriver orderDriver, USeQuoteDriver quoteDriver, AlarmManager alarmManager)
{
if (m_initialized)
{
throw new ApplicationException(string.Format("{0} already initialized.", this));
}
if (arbitrageOrder == null)
{
throw new ArgumentNullException("arbitrageOrder", "arbitrageOrder is null");
}
if (orderDriver == null)
{
throw new ArgumentNullException("orderDriver", "orderDriver is null");
}
if (quoteDriver == null)
{
throw new ArgumentNullException("quoteDrvier", "quoteDrvier is null");
}
if (alarmManager == null)
{
throw new ArgumentNullException("alarmManager", "alarmManager is null");
}
try
{
lock (m_syncObj)
{
m_arbitrageOrder = arbitrageOrder.Clone();
m_orderDriver = orderDriver;
m_quoteDriver = quoteDriver;
}
m_orderDriver.OnOrderBookChanged += OrderDriver_OnOrderBookChanged;
m_quoteDriver.OnMarketDataChanged += QuoteDriver_OnMarketDataChanged;
if (arbitrageOrder.OpenArgument != null)
{
m_quoteDriver.Subscribe(arbitrageOrder.OpenArgument.BuyInstrument);
m_quoteDriver.Subscribe(arbitrageOrder.OpenArgument.SellInstrument);
}
string text = string.Format("初始化套利单完成,当前状态为[{0}]", arbitrageOrder.State.ToDescription());
AutoTraderNotice notice = CreateTraderNotice(text);
SafeFireAutoTraderNotice(notice);
WriteTraderNoticeLog(notice);
}
catch (Exception ex)
{
string text = string.Format("初始化套利单失败,原因:{0}", ex.Message);
AutoTraderNotice notice = CreateTraderNotice(text);
SafeFireAutoTraderNotice(notice);
WriteTraderNoticeLog(notice);
throw new Exception("初始化自定下单机失败");
}
m_initialized = true;
}
public void AddSaveTask(USeArbitrageOrder arbitrageOrder)
{
m_saveQueue.Enqueue(arbitrageOrder);
m_resetEvent.Set();
}
