string UserID = "80003"; // 投资者代码
#endregion Fields
#region Methods
public void Run()
{
api = new KSFTMDAdapter();
api.OnFrontConnected += new FrontConnected(OnFrontConnected);
api.OnFrontDisconnected += new FrontDisconnected(OnFrontDisconnected);
api.OnHeartBeatWarning += new HeartBeatWarning(OnHeartBeatWarning);
api.OnRspError += new RspError(OnRspError);
api.OnRspSubMarketData += new RspSubMarketData(OnRspSubMarketData);
api.OnRspUnSubMarketData += new RspUnSubMarketData(OnRspUnSubMarketData);
api.OnRspUserLogin += new RspUserLogin(OnRspUserLogin);
api.OnRspUserLogout += new RspUserLogout(OnRspUserLogout);
api.OnRtnDepthMarketData += new RtnDepthMarketData(OnRtnDepthMarketData);
try
{
api.RegisterFront(FRONT_ADDR);
api.Init();
api.Join(); // 阻塞直到关闭或者CTRL+C
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
finally
{
api.Release();
}
}
public void Run()
{
api = new KSFTMDAdapter();
api.OnFrontConnected += new FrontConnected(OnFrontConnected);
api.OnFrontDisconnected += new FrontDisconnected(OnFrontDisconnected);
api.OnHeartBeatWarning += new HeartBeatWarning(OnHeartBeatWarning);
api.OnRspError += new RspError(OnRspError);
api.OnRspSubMarketData += new RspSubMarketData(OnRspSubMarketData);
api.OnRspUnSubMarketData += new RspUnSubMarketData(OnRspUnSubMarketData);
api.OnRspUserLogin += new RspUserLogin(OnRspUserLogin);
api.OnRspUserLogout += new RspUserLogout(OnRspUserLogout);
api.OnRtnDepthMarketData += new RtnDepthMarketData(OnRtnDepthMarketData);
try
{
api.RegisterFront(FRONT_ADDR);
api.Init();
api.Join(); // 阻塞直到关闭或者CTRL+C
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
finally
{
api.Release();
}
}
private IDictionary <int, ICollection <ThostFtdcInvestorPositionField> > _positions = new Dictionary <int, ICollection <ThostFtdcInvestorPositionField> >(); // 键是reqeust id
public void Initialize()
{
var configPath = Path.Combine(Path.GetDirectoryName(this.GetType().Assembly.Location), "Kingstar.yaml");
if (!File.Exists(configPath))
{
throw new Exception(string.Format("{0}初始化失败，配置文件{1}不存在", this.GetType().FullName, configPath));
}
using (var reader = new StreamReader(configPath))
{
var deserializer = new Deserializer(namingConvention: new UnderscoredNamingConvention());
this._config = deserializer.Deserialize <Config>(reader);
}
// ================================================================================
// 交易初始化
// ================================================================================
this._trade = new KSFTTraderAdapter(Path.GetDirectoryName(this.GetType().Assembly.Location));
this._trade.OnFrontConnected += _trade_OnFrontConnected;
this._trade.OnRspUserLogin += _trade_OnRspUserLogin;
this._trade.OnRspQryInstrument += _trade_OnRspQryInstrument;
this._trade.OnRspError += OnRspError;
this._trade.OnRspQryTradingAccount += _trade_OnRspQryTradingAccount;
this._trade.OnRspQryOrder += _trade_OnRspQryOrder;
this._trade.OnRspOrderInsert += (order, rsp, _3, _4) =>
{
if (rsp.ErrorID != 0)
{
this.OnLog($"ERROR: OnRspOrderInsert: {nameof(rsp.ErrorID) + rsp.ErrorID}, {nameof(rsp.ErrorMsg) + rsp.ErrorMsg}");
}
};
this._trade.OnRtnOrder += _trade_OnRtnOrder;
this._trade.OnRtnTrade += _ =>
{
this.QueryPositions();
this.OnTrade(new Trade {
InstrumentID = _.InstrumentID, Price = _.Price, Qty = _.Volume
});
};
this._trade.OnRspQryInvestorPosition += (positionField, rspField, requestId, isLast) =>
{
if (positionField != null)
{
this._positions[requestId].Add(positionField);
}
if (isLast)
{
if (rspField.ErrorID != 0)
{
throw new Exception($"查询持仓失败，代码：{rspField.ErrorID}，描述：{rspField.ErrorMsg}");
}
this.Account.Positions = this._positions[requestId].Select(_ => _.ToOptionPosition()).ToList();
this._positions.Remove(requestId);
}
};
foreach (var f in this._config.TradingFrontends)
{
this._trade.RegisterFront(f);
}
this._trade.SubscribePrivateTopic(EnumTeResumeType.THOST_TERT_QUICK);
this._trade.Init();
this.OnLog("等待交易登录响应。。。");
this._asyncWaiter.WaitOne();
// ================================================================================
// 行情初始化
// ================================================================================
this._market = new KSFTMDAdapter();
this._market.OnRspError += OnRspError;
this._market.OnFrontConnected += _market_OnFrontConnected;
this._market.OnRspUserLogin += _market_OnRspUserLogin;
this._market.OnRtnDepthMarketData += _market_OnRtnDepthMarketData;
foreach (var f in this._config.MarketFrontends)
{
this._market.RegisterFront(f);
}
this._market.Init();
this.OnLog("等待行情登录响应。。。");
this._asyncWaiter.WaitOne();
this.OnLog("查询合约并订阅行情。。。");
var ret = this._trade.ReqQryInstrument(new ThostFtdcQryInstrumentField {
ExchangeID = "SSE"
}, this._session.NextRequestID());
this._asyncWaiter.WaitOne();
}
