本文整理汇总了C#中FastQuant.Order类的典型用法代码示例。如果您正苦于以下问题:C# Order类的具体用法?C# Order怎么用?C# Order使用的例子?那么恭喜您, 这里精选的类代码示例或许可以为您提供帮助。
Order类属于FastQuant命名空间,在下文中一共展示了Order类的9个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于我们的系统推荐出更棒的C#代码示例。
示例1: ExecutionMessage
public ExecutionMessage(ExecutionMessage executionMessage) : base(executionMessage)
{
Id = executionMessage.Id;
this.order = executionMessage.Order;
OrderId = executionMessage.OrderId;
ClOrderId = executionMessage.ClOrderId;
ProviderOrderId = executionMessage.ProviderOrderId;
this.instrument = executionMessage.Instrument;
InstrumentId = executionMessage.InstrumentId;
ClientId = executionMessage.ClientId;
IsLoaded = executionMessage.IsLoaded;
CurrencyId = executionMessage.CurrencyId;
Fields = new ObjectTable(executionMessage.Fields);
}
开发者ID:fastquant,项目名称:fastquant.dll,代码行数:14,代码来源:ExecutionMessage.cs
示例2: Register
public void Register(Order order)
{
if (order.Id != -1)
{
Console.WriteLine($"OrderManager::Register Error Order is already registered : id = {order.Id}");
return;
}
lock (this.obj)
order.Id = this.counter++;
if (this.framework.Mode == FrameworkMode.Realtime && string.IsNullOrEmpty(order.ClOrderId))
order.ClOrderId = $"{this.framework.Clock.DateTime} {order.Id}";
}
开发者ID:fastquant,项目名称:fastquant.dll,代码行数:14,代码来源:OrderManager.cs
示例3: OnOrder
public override void OnOrder(Order order)
{
if (order.Text == "TakeProfit")
order.OCA = (++OCACount).ToString();
if (order.Text == "StopLoss")
order.OCA = OCACount.ToString();
if (order.Text == "StopLoss")
stopLossOrder = order;
if (order.Text == "StopExit" || order.Text == "StopSession")
framework.OrderManager.Cancel(stopLossOrder);
base.OnOrder(order);
}
开发者ID:fastquant,项目名称:fastquant.dll,代码行数:16,代码来源:Program.cs
示例4: Cancel
public void Cancel(Order order)
{
if (order.IsNotSent)
throw new ArgumentException($"Can not cancel order that is not sent {order}");
var command = new ExecutionCommand(ExecutionCommandType.Cancel, order)
{
DateTime = this.framework.Clock.DateTime,
OrderId = order.Id,
ClOrderId = order.ClOrderId,
ProviderOrderId = order.ProviderOrderId,
ProviderId = order.ProviderId,
RouteId = order.RouteId,
PortfolioId = order.PortfolioId
};
command.DateTime = order.DateTime;
command.Instrument = order.Instrument;
command.InstrumentId = order.InstrumentId;
command.Provider = order.Provider;
command.Portfolio = order.Portfolio;
command.Side = order.Side;
command.OrdType = order.Type;
command.TimeInForce = order.TimeInForce;
command.Price = order.Price;
command.StopPx = order.StopPx;
command.Qty = order.Qty;
command.OCA = order.OCA;
command.Text = order.Text;
command.Account = order.Account;
command.ClientID = order.ClientID;
command.ClientId = order.ClientId;
Messages.Add(command);
order.OnExecutionCommand(command);
this.framework.EventServer.OnExecutionCommand(command);
if (IsPersistent)
Server?.Save(command, -1);
order.Provider.Send(command);
}
开发者ID:fastquant,项目名称:fastquant.dll,代码行数:38,代码来源:OrderManager.cs
示例5: ExecutionCommand
public ExecutionCommand(ExecutionCommandType type, Order order)
: this()
{
Type = type;
Order = order;
OrderId = order.Id;
ProviderId = order.ProviderId;
RouteId = order.RouteId;
AlgoId = order.AlgoId;
PortfolioId = order.PortfolioId;
InstrumentId = order.InstrumentId;
TransactTime = order.TransactTime;
DateTime = order.DateTime;
Instrument = order.Instrument;
Provider = order.Provider;
Portfolio = order.Portfolio;
Side = order.Side;
OrdType = order.Type;
TimeInForce = order.TimeInForce;
ExpireTime = order.ExpireTime;
Price = order.Price;
StopPx = order.StopPx;
Qty = order.Qty;
MinQty = order.MinQty;
PegDifference = order.PegDifference;
ExecInst = order.ExecInst;
OCA = order.OCA;
Text = order.Text;
Account = order.Account;
ClientID = order.ClientID;
Fields = new ObjectTable(order.Fields);
}
开发者ID:fastquant,项目名称:fastquant.dll,代码行数:32,代码来源:ExecutionMessage.cs
示例6: OrderProcessor
public OrderProcessor(SpreadSellSide strategy, ExecutionCommand command)
{
// Add current processor to SellSide processor's list.
strategy.processors.AddLast(this);
// Init OrderProcessor fields.
this.strategy = strategy;
this.command = command;
order = command.Order;
spreadInstrument = order.Instrument;
orders = new Dictionary<Order, Leg>();
// Send leg orders if order type is market.
if (order.Type == OrderType.Market)
SendLegOrders();
}
开发者ID:fastquant,项目名称:fastquant.dll,代码行数:16,代码来源:Program.cs
示例7: method_8
private void method_8(Order order_0, Bid bid_0, Ask ask_0)
{
}
开发者ID:fastquant,项目名称:fastquant.dll,代码行数:3,代码来源:MatchingEngine.cs
示例8: method_6
private void method_6(Order order_0)
{
}
开发者ID:fastquant,项目名称:fastquant.dll,代码行数:3,代码来源:MatchingEngine.cs
示例9: UpdateExitLimit
private void UpdateExitLimit()
{
if (exitOrder != null && !exitOrder.IsDone)
Cancel(exitOrder);
if (HasPosition(Instrument))
{
if (Position.Side == PositionSide.Long)
exitOrder = SellLimitOrder(Instrument, Qty, sma.Last, "Exit");
else
exitOrder = BuyLimitOrder(Instrument, Qty, sma.Last, "Exit");
Send(exitOrder);
}
}
开发者ID:fastquant,项目名称:fastquant.dll,代码行数:15,代码来源:Program.cs
注:本文中的FastQuant.Order类示例由纯净天空整理自Github/MSDocs等源码及文档管理平台,相关代码片段筛选自各路编程大神贡献的开源项目,源码版权归原作者所有,传播和使用请参考对应项目的License;未经允许,请勿转载。 |
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