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168 lines (144 loc) · 4.7 KB
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BaseSampleDialogSettingSendOrder.h
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168 lines (144 loc) · 4.7 KB
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#pragma once
#include "BaseSampleDialogSettingOption.h"
enum BaseSampleSettingSendOrderIds
{
groupUserIdId = baseSymbolOptionIdsCount,
spinUserIdId,
groupUserTypeId,
spinUserTypeId,
groupExtensionId,
spinExtensionId,
buttonSendOrderId,
baseSendOrderIdsCount
};
enum ParamError
{
SPE_OK,
SPE_NO_SIDE,
SPE_NO_PRICE_TYPE,
SPE_NO_PRICE_BASE,
SPE_NO_SIZE_TYPE,
SPE_NO_DISPLAY_SIZE_TYPE,
SPE_NO_TIF_TYPE,
SPE_NO_DESTINATION,
SPE_NO_ACCOUNT,
SPE_NO_SWIPE_TYPE,
SPE_Count
};
/*
enum PriceBaseEnum : unsigned char
{
PB_OPPOSITE_SIDE,
PB_SAME_SIDE,
PB_CLOSE_PRICE,
PB_TODAYS_CLOSE_PRICE,
PB_NYSE_OPPOSITE_SIDE,
PB_NYSE_SAME_SIDE,
PB_AVG_POSITION_PRICE,
PB_Count
};
*/
class BaseOrderParams
{
public:
virtual ~BaseOrderParams(){}
const unsigned __int64& GetUserId() const{return m_userId;}
void SetUserId(const unsigned __int64& userId){m_userId = userId;}
const unsigned short& GetUserType() const{return m_userType;}
void SetUserType(const unsigned short& userType){m_userType = userType;}
const unsigned int& GetExtensionId() const{return m_extensionId;}
void SetExtensionId(const unsigned int& extensionId){m_extensionId = extensionId;}
Account* GetAccount(){return m_account;}
const Account* GetAccount() const{return m_account;}
void SetAccount(Account* account){m_account = account;}
protected:
BaseOrderParams(
const unsigned __int64& userId = 0,
const unsigned int& extensionId = 0,
const unsigned short& userType = 0,
Account* const& account = nullptr):
m_userId(userId),
m_extensionId(extensionId),
m_userType(userType),
m_account(account)
{}
unsigned __int64 m_userId;
unsigned int m_extensionId;
unsigned short m_userType;
Account* m_account;
};
class BaseSampleDialogSettingSendOrder;
class MyStock : public Observer
{
public:
MyStock(Security* stock, BaseSampleDialogSettingSendOrder* dlg):
m_stock(stock),
m_dlg(dlg)
{
m_stock->AddObserver(this);
}
virtual ~MyStock(){ClearOrderParamsSet();}
#if (_MSC_VER > 1600)
typedef std::unordered_set<const BaseOrderParams*> OrderParamsSet;
#else
typedef std::hash_set<const BaseOrderParams*> OrderParamsSet;
#endif
void AddOrderParams(const BaseOrderParams* orderParams)
{
m_orderParamsSet.insert(orderParams);
}
void ClearOrderParamsSet();
bool ClearAccountOrders(Account* account);
void SendOrders();
bool isOrderSetEmpty() const{return m_orderParamsSet.empty();}
protected:
virtual void Notify(const Message* message, const Observable* from, const Message* info) override;
Security* m_stock;
BaseSampleDialogSettingSendOrder* m_dlg;
OrderParamsSet m_orderParamsSet;
};
class BaseSampleDialogSettingSendOrder : public BaseSampleDialogSettingOption//BaseSampleDialogSettingSymbol
{
public:
virtual ~BaseSampleDialogSettingSendOrder(){ClearStocks();}
static void AdjustSignedPrice(const SignedPrice& offset, bool priceOffsetPercent, SignedPrice& price, char side);
static bool AdjustPrice(const SignedPrice& offset, bool priceOffsetPercent, Price& price, char side);
static unsigned char CalculatePriceByOffset(char side,
const Security* security,
const Price& insideBid,
const Price& insideAsk,
const Price& positionPrice,
const Price& positionCost,
unsigned char priceBase,
const SignedPrice& priceOffset,
bool priceOffsetPercent,
Price& limitPrice);
virtual unsigned char FillOrderParams(BaseOrderParams& orderParams) const;
virtual BaseOrderParams* CreateOrderParams() const = 0;
virtual unsigned char SendOrder(Security* stock, const BaseOrderParams& orderParams) = 0;
void RemoveStock(Security* stock);
void ClearStocks();
void ClearAccountOrders(Account* account);
virtual bool MustBeSubscribed() const{return false;}
protected:
BaseSampleDialogSettingSendOrder(TakionMainWnd* mainWnd, TakionSettingTabDialog* parentTab, const char* label);
// virtual void InitControls() override;
virtual void DoDataExchange(CDataExchange* pDX) override;
virtual BOOL OnInitDialog() override;
virtual void BeforeDestroy() override;
UnsignedNumberTypeSpin<unsigned __int64> m_SpinUserId;
UnsignedNumberTypeSpin<unsigned short> m_SpinUserType;
UnsignedNumberTypeSpin<unsigned int> m_SpinExtensionId;
CButton m_ButtonSendOrder;
// afx_msg HBRUSH OnCtlColor(CDC* pDC, CWnd* pWnd, UINT nCtlColor);
afx_msg void OnSendOrder();
DECLARE_MESSAGE_MAP()
#if (_MSC_VER > 1600)
typedef std::unordered_map<Security*, MyStock*> PendingStockMap;
#else
typedef std::hash_map<Security*, MyStock*> PendingStockMap;
#endif
PendingStockMap m_pendingStockMap;
virtual void Notify(const Message* message, const Observable* from, const Message* info) override;
Order* m_order;
};