public TEsOrderInsertReqField InsertOrder(string symbolCode, double price, EsunnyDirectType direction, EsunnyOffsetType offset, int volume)
{
TEsOrderInsertReqField req = new TEsOrderInsertReqField();
if (this.contractMap.ContainsKey(symbolCode))
{
//交易所
req.Exchange = contractMap[symbolCode].Exchange;
//普通单
req.CmbType = EsunnyCombinOrderType.Normal;
req.Contract1 = symbolCode.ToUpper();
}
else if (this.combinContractMap.ContainsKey(symbolCode))
{
//交易所
req.Exchange = combinContractMap[symbolCode].Exchange;
//跨期/跨品种
req.CmbType = combinContractMap[symbolCode].CmbType;
string[] items = symbolCode.Split('\\');
req.Contract1 = items[0];
req.Contract2 = items[1];
}
else
{
throw new ApplicationException("未知合约：" + symbolCode);
}
req.Direct = direction;
req.Offset = offset;
req.OrderPrice = price;
req.OrderVol = volume;
req.RequestID = this._requestID++;
req.OrderType = EsunnyOrderType.LimitOrder;
req.Hedge = EsunnyHedgeType.Speculation;
InvokeAPI(EsunnyWrapperAction.OrderInsert, req);
return(req);
}
public TEsOrderInsertReqField InsertOrder(string symbolCode, double price, EsunnyDirectType direction, EsunnyOffsetType offset, int volume)
{
TEsOrderInsertReqField req = new TEsOrderInsertReqField();
if (this.contractMap.ContainsKey(symbolCode))
{
//交易所
req.Exchange = contractMap[symbolCode].Exchange;
//普通单
req.CmbType = EsunnyCombinOrderType.Normal;
req.Contract1 = symbolCode.ToUpper();
}
else if (this.combinContractMap.ContainsKey(symbolCode))
{
//交易所
req.Exchange = combinContractMap[symbolCode].Exchange;
//跨期/跨品种
req.CmbType = combinContractMap[symbolCode].CmbType;
string[] items = symbolCode.Split('\\');
req.Contract1 = items[0];
req.Contract2 = items[1];
}
else
{
throw new ApplicationException("未知合约：" + symbolCode);
}
req.Direct = direction;
req.Offset = offset;
req.OrderPrice = price;
req.OrderVol = volume;
req.RequestID = this._requestID++;
req.OrderType = EsunnyOrderType.LimitOrder;
req.Hedge = EsunnyHedgeType.Speculation;
InvokeAPI(EsunnyWrapperAction.OrderInsert, req);
return req;
}