public bool OrderCancel(CustomOrder order, out string errMsg)
{
if (order == null || string.IsNullOrEmpty(order.InstrumentID))
{
errMsg = "CTP撤单时Order参数不能为空,InstrumentID信息也不能为空";
return(false);
}
ThostFtdcInputOrderActionField inAction = new ThostFtdcInputOrderActionField();
inAction.BrokerID = BROKER_ID;
inAction.InvestorID = INVESTOR_ID;
inAction.FrontID = FRONT_ID;
inAction.SessionID = SESSION_ID;
inAction.InstrumentID = order.InstrumentID;
inAction.OrderRef = order.OrderNo.ToString();
inAction.ActionFlag = EnumActionFlagType.Delete;
// 撤单
var ret = trader.ReqOrderAction(inAction, iRequestID++);
errMsg = (ret == 0) ? "-" : "CTP撤单失败,返回值:" + ret;
return(ret == 0);
}
private void CtpTrader_OnRspOrderAction(ThostFtdcInputOrderActionField pInputOrderAction, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pRspInfo != null)
{
Console.WriteLine(pRspInfo.ErrorMsg);
}
}
public static string ToString2(this ThostFtdcInputOrderActionField field)
{
return(string.Format("OrderRef:{0},{1},{2}",
field.OrderRef,
field.UserID,
field.InstrumentID
));
}
public int ReqOrderAction(string exchangeId, string orderSysId, string instrumentId, EnumActionFlagType actionFlag = EnumActionFlagType.Delete)
{
var req = new ThostFtdcInputOrderActionField
{
ActionFlag = actionFlag,
ExchangeID = exchangeId,
OrderSysID = orderSysId,
InstrumentID = instrumentId
};
int ret = ReqOrderAction(req, ++RequestId);
return(ret);
}
public int ReqOrderAction(int frontId, int sessionId, string orderRef, string instrumentId, EnumActionFlagType actionFlag = EnumActionFlagType.Delete)
{
var req = new ThostFtdcInputOrderActionField
{
ActionFlag = actionFlag,
BrokerID = _brokerId,
InvestorID = _investorId,
FrontID = frontId,
SessionID = sessionId,
OrderRef = orderRef,
InstrumentID = instrumentId
};
int ret = ReqOrderAction(req, ++RequestId);
return(ret);
}
private void OnRspOrderAction(ThostFtdcInputOrderActionField pInputOrderAction, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
__DEBUGPF__();
//IsErrorRspInfo(pRspInfo);
if (HandleErrRtnOrderCancelDel != null)
{
var customOrder = new CustomOrder();
// 原始报单信息
customOrder.OrderNo = int.Parse(pInputOrderAction.OrderRef);
customOrder.InstrumentID = pInputOrderAction.InstrumentID;
customOrder.Price = pInputOrderAction.LimitPrice;
// 更新委托回报信息
customOrder.tradeRef = pInputOrderAction.ExchangeID + "_" + pInputOrderAction.OrderSysID;
HandleErrRtnOrderCancelDel(customOrder, pRspInfo.ErrorMsg);
}
}
void ReqOrderAction(ThostFtdcOrderField pOrder)
{
if (ORDER_ACTION_SENT)
{
return;
}
ThostFtdcInputOrderActionField req = new ThostFtdcInputOrderActionField();
///经纪公司代码
req.BrokerID = pOrder.BrokerID;
///投资者代码
req.InvestorID = pOrder.InvestorID;
///报单操作引用
// TThostFtdcOrderActionRefType OrderActionRef;
///报单引用
req.OrderRef = pOrder.OrderRef;
///请求编号
// TThostFtdcRequestIDType RequestID;
///前置编号
req.FrontID = FRONT_ID;
///会话编号
req.SessionID = SESSION_ID;
///交易所代码
// TThostFtdcExchangeIDType ExchangeID;
///报单编号
// TThostFtdcOrderSysIDType OrderSysID;
///操作标志
req.ActionFlag = CTP.EnumActionFlagType.Delete;
///价格
// TThostFtdcPriceType LimitPrice;
///数量变化
// TThostFtdcVolumeType VolumeChange;
///用户代码
// TThostFtdcUserIDType UserID;
///合约代码
req.InstrumentID = pOrder.InstrumentID;
int iResult = api.ReqOrderAction(req);
Console.WriteLine("--->>> 报单操作请求: " + ((iResult == 0) ? "成功" : "失败"));
ORDER_ACTION_SENT = true;
}
public void CancelOrder(OptionOrder order)
{
var native = new List <ThostFtdcOrderField>(this._orders).First(_ => _.OrderSysID == order.OrderID);
var action = new ThostFtdcInputOrderActionField
{
BrokerID = this._config.BrokerId,
InvestorID = this._config.Account,
OrderSysID = native.OrderSysID,
ActionFlag = EnumActionFlagType.Delete,
UserID = this._config.Account,
ExchangeID = native.ExchangeID,
OrderRef = native.OrderRef,
InstrumentID = order.InstrumentID
};
var ret = this._trade.ReqOrderAction(action, this._session.NextRequestID());
if (ret != 0)
{
this.OnLog(string.Format("发送撤单请求失败，返回{0}", ret));
}
}
/// <summary>
/// 下单、超时撤单
/// </summary>
/// <param name="order"></param>
/// <param name="timeout"></param>
/// <returns></returns>
public bool PlaceOrder(ThostFtdcInputOrderField order, int timeout)
{
isSuccess = true;
autoResetEventOrderCompleted = new AutoResetEvent(false);
frame.CtpTrader.OnRtnOrder += CtpTrader_OnRtnOrder;
Console.WriteLine("Send order. ({0})", order.ToString2());
frame.CtpTrader.ReqOrderInsert(order);
var isTimeout = !autoResetEventOrderCompleted.WaitOne(timeout);
if (isTimeout)
{
isSuccess = false;
frame.CtpTrader.OnRspOrderAction += CtpTrader_OnRspOrderAction;
var cancelOrder = new ThostFtdcInputOrderActionField()
{
ActionFlag = EnumActionFlagType.Delete,
BrokerID = orderOnWay.BrokerID,
InvestorID = orderOnWay.InvestorID,
InstrumentID = orderOnWay.InstrumentID,
FrontID = orderOnWay.FrontID,
SessionID = orderOnWay.SessionID,
OrderSysID = orderOnWay.OrderSysID,
OrderRef = orderOnWay.OrderRef,
ExchangeID = orderOnWay.ExchangeID,
};
Console.WriteLine("撤单。({0})", cancelOrder.ToString2());
frame.CtpTrader.ReqOrderAction(cancelOrder);
autoResetEventOrderCompleted.WaitOne();
}
frame.CtpTrader.OnRtnOrder -= CtpTrader_OnRtnOrder;
return(isSuccess);
}
/// <summary>
/// 撤单
/// </summary>
/// <param name="req"></param>
public void CancelOrder(CancelOrderReq cancelOrderReq)
{
ThostFtdcInputOrderActionField req = new ThostFtdcInputOrderActionField();
///经纪公司代码
req.BrokerID = this.BrokerID;
///投资者代码
req.InvestorID = this.UserID;
///报单操作引用
// TThostFtdcOrderActionRefType OrderActionRef;
///报单本地委托号
req.OrderRef = cancelOrderReq.orderID;
///请求编号
// TThostFtdcRequestIDType RequestID;
///前置编号
req.FrontID = cancelOrderReq.frontID;
///会话编号
req.SessionID = cancelOrderReq.sessionID;
///交易所代码
// TThostFtdcExchangeIDType ExchangeID;
///报单编号
// TThostFtdcOrderSysIDType OrderSysID;
///操作标志
req.ActionFlag = CTP.EnumActionFlagType.Delete;
///价格
// TThostFtdcPriceType LimitPrice;
///数量变化
// TThostFtdcVolumeType VolumeChange;
///用户代码
// TThostFtdcUserIDType UserID;
///合约代码
req.InstrumentID = cancelOrderReq.symbol;
int iResult = this.ReqOrderAction(req, ++this.reqID);
Console.WriteLine("--->>> 报单操作请求: " + ((iResult == 0) ? "成功" : "失败"));
}
/// <summary>
/// 撤单错误（柜台）
/// </summary>
/// <param name="pInputOrderAction"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
public void HandleOnRspOrderAction(ThostFtdcInputOrderActionField pInputOrderAction, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
Console.WriteLine("撤单错误（柜台）" + pRspInfo.ErrorMsg);
}
/// <summary>
/// 报单操作请求响应
/// </summary>
/// <param name="pInputOrderAction"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
void OnRspOrderAction(ThostFtdcInputOrderActionField pInputOrderAction, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
DateTime logtime = DateTime.Now;
if (IsErrorRspInfo(pRspInfo))
{
}
if (bIsLast && IsErrorRspInfo(pRspInfo))
{
}
}
/// <summary>
/// 撤单
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void GridView_RtnOrder_CellMouseDoubleClick(object sender, DataGridViewCellMouseEventArgs e)
{
//"报单引用", "会话标识", "前置机标识", "品种名称", "买卖", "开平", "投机标志", "价格", "报单量", "今成交", "剩余量", "报单日期", "报单时间", "报单状态", "状态信息", "备注" };
if (e.RowIndex >= 0)
{
ThostFtdcInputOrderActionField OrderAction = new ThostFtdcInputOrderActionField();
var result = MessageBox.Show("是否撤单?", "提示", MessageBoxButtons.YesNo, MessageBoxIcon.Question);
if (result == DialogResult.Yes)
{
OrderAction.BrokerID = this.sBrokerID;
OrderAction.ActionFlag = EnumActionFlagType.Delete;
OrderAction.FrontID = Int32.Parse(this.GridView_RtnOrder.Rows[e.RowIndex].Cells["前置机标识"].Value.ToString());
OrderAction.InstrumentID = this.GridView_RtnOrder.Rows[e.RowIndex].Cells["品种名称"].Value.ToString();
OrderAction.InvestorID = this.sUserID;
OrderAction.UserID = null;
OrderAction.OrderSysID = this.GridView_RtnOrder.Rows[e.RowIndex].Cells["报单编号"].Value.ToString();
OrderAction.ExchangeID = this.GridView_RtnOrder.Rows[e.RowIndex].Cells["交易所"].Value.ToString();
OrderAction.OrderRef = this.GridView_RtnOrder.Rows[e.RowIndex].Cells["报单引用"].Value.ToString();
OrderAction.SessionID = Int32.Parse(this.GridView_RtnOrder.Rows[e.RowIndex].Cells["会话标识"].Value.ToString());
this.TDReqOrderAction(OrderAction);
}
}
}
///报单操作请求响应
public void OnRspOrderAction(ThostFtdcInputOrderActionField pInputOrderAction, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo))
{
}
}
public void TDReqOrderAction(ThostFtdcInputOrderActionField OrderAction)
{
this.CtpTDApi.ReqOrderAction(OrderAction, ++nRequestID);
}
private string GetOrderKey(ThostFtdcInputOrderActionField pInputOrderAction)
{
return(string.Format("{0}:{1}", pInputOrderAction.ExchangeID, pInputOrderAction.OrderSysID));
}
private void TD_OnCancelAction(ThostFtdcInputOrderActionField pInputOrderAction, ThostFtdcRspInfoField pRspInfo)
{
}
/// <summary>
/// 取消报单
/// </summary>
/// <param name="order"></param>
/// <returns>-1--无效报单，0--下撤单指令成功，1--下撤单指令失败</returns>
public int CancelOrder(ThostFtdcOrderField pOrder)
{
lock (ReqLock)
{
ThostFtdcInputOrderActionField req = new ThostFtdcInputOrderActionField();
///操作标志
req.ActionFlag = EnumActionFlagType.Delete;
///经纪公司代码
req.BrokerID = pOrder.BrokerID;
///交易所代码
req.ExchangeID = pOrder.ExchangeID;
///前置编号
req.FrontID = pOrder.FrontID;
///投资者代码
req.InvestorID = pOrder.InvestorID;
///合约代码
req.InstrumentID = pOrder.InstrumentID;
///报单引用
req.OrderRef = pOrder.OrderRef;
///报单编号
req.OrderSysID = pOrder.OrderSysID;
//请求编号
//req.RequestID = pOrder.RequestID;
///会话编号
req.SessionID = pOrder.SessionID;
///用户代码
req.UserID = pOrder.UserID;
int iResult = trader.ReqOrderAction(req, ++RequestID);
if (OrderRef2ArbitrageStategyMap.ContainsKey(pOrder.OrderRef))
{
OrderRef2ArbitrageStategyMap.Remove(pOrder.OrderRef);
}
return iResult;
}
}
/// <summary>
/// 撤销报单
/// </summary>
/// <param name="pInputOrderAction"></param>
/// <returns></returns>
public int CancelOrder(ThostFtdcInputOrderActionField pInputOrderAction)
{
lock (ReqLock)
{
int iResult = trader.ReqOrderAction(pInputOrderAction, ++RequestID);
if (OrderRef2ArbitrageStategyMap.ContainsKey(pInputOrderAction.OrderRef))
{
OrderRef2ArbitrageStategyMap.Remove(pInputOrderAction.OrderRef);
}
return iResult;
}
}
void OnRspOrderAction(ThostFtdcInputOrderActionField pInputOrderAction, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
DebugPrintFunc(new StackTrace());
IsErrorRspInfo(pRspInfo);
}
void OnRspOrderAction(ThostFtdcInputOrderActionField pInputOrderAction, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
__DEBUGPF__();
IsErrorRspInfo(pRspInfo);
}
private void TD_OnCancelAction(ThostFtdcInputOrderActionField pInputOrderAction, ThostFtdcRspInfoField pRspInfo)
{
if (pRspInfo.ErrorID == 26 || pRspInfo.ErrorID == 25 || pRspInfo.ErrorID == 24)
{
//不处理
}
else
{
int cancelOrderResult = -1;
do
{
//cancelOrderResult = TDManager.TD.CancelOrder(pInputOrderAction);
}
while (cancelOrderResult != 0);
}
}
/// <summary>
/// 报单操作请求
/// </summary>
/// <param name="pOrder"></param>
void ReqOrderAction(ThostFtdcOrderField pOrder)
{
if (ORDER_ACTION_SENT)
return;
ThostFtdcInputOrderActionField req = new ThostFtdcInputOrderActionField();
//经纪公司代码
req.BrokerID = pOrder.BrokerID;
//投资者代码
req.InvestorID = pOrder.InvestorID;
//报单引用
req.OrderRef = pOrder.OrderRef;
//请求编号
req.RequestID = 5;
//前置编号
req.FrontID = FRONT_ID;
//会话编号
req.SessionID = SESSION_ID;
//交易所代码
req.ExchangeID = INVESTOR_ID;
//报单编号
// TThostFtdcOrderSysIDType OrderSysID;
//操作标志
req.ActionFlag = KSFT.EnumActionFlagType.Delete;
//用户代码
req.UserID = INVESTOR_ID;
//合约代码
req.InstrumentID = pOrder.InstrumentID;
int iResult = api.ReqOrderAction(req, ++iRequestID);
Console.WriteLine("--->>> 报单操作请求: " + ((iResult == 0) ? "成功" : "失败"));
ORDER_ACTION_SENT = true;
}
public static extern int TdReqOrderAction(IntPtr pApi, ThostFtdcInputOrderActionField pInputOrderAction, int nRequestID);
/// <summary>
/// 报单操作应答
/// </summary>
/// <param name="pInputOrderAction"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
void OnRspOrderAction(ThostFtdcInputOrderActionField pInputOrderAction, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
DebugPrintFunc(new StackTrace());
IsErrorRspInfo(pRspInfo);
}
/// <summary>
///报单操作请求
/// </summary>
public int ReqOrderAction(ThostFtdcInputOrderActionField pInputOrderAction, int nRequestID)
{
return(Interop.TdReqOrderAction(Handle, pInputOrderAction, nRequestID));
}
private void TraderAdapter_OnRspOrderAction(ThostFtdcInputOrderActionField pInputOrderAction,
ThostFtdcRspInfoField pRspInfo, int nRequestId, bool bIsLast)
{
}