Example #1
0
        private void idSendOrderButton_Click(object sender, EventArgs e)
        {
            if (string.IsNullOrWhiteSpace(idSymbolCodeComboBox.Text) == false)
            {
                string            symbolCode = idSymbolCodeComboBox.Text;
                double            price      = Convert.ToDouble(idPriceNumericUpDown.Value);
                int               volume     = Convert.ToInt32(this.idVolumeNumericUpDown.Value);
                CTPDirectionType  direction  = (CTPDirectionType)this.idDirectionComboBox.SelectedItem;
                CTPOffsetFlagType offset     = (CTPOffsetFlagType)this.idOffsetComboBox.SelectedItem;

                trader.InsertOrder(symbolCode, price, direction, volume, offset);
            }
        }
Example #2
0
 public static string DirectionTypeString(CTPDirectionType tyep)
 {
     return(tyep == CTPDirectionType.Buy ? "买入" : "卖出");
 }
Example #3
0
        public CThostFtdcParkedOrderField InsertParkedOrder(string symbolCode, double price, CTPDirectionType direct, int volume, CTPOffsetFlagType flag, string orderRef)
        {
            CThostFtdcParkedOrderField order = new CThostFtdcParkedOrderField();

              order.BrokerID = this.BrokerID;
              order.InvestorID = this.InvestorID;

              //合约
              order.InstrumentID = symbolCode;

              order.OrderRef = orderRef;
              //currentOrderRef++;

              //限价单
              order.OrderPriceType = CTPOrderPriceType.LimitPrice;

              //方向
              order.Direction = direct;

              //开平仓
              order.CombOffsetFlag = new byte[] { (byte)flag, 0, 0, 0, 0 };

              //投机/套保
              order.CombHedgeFlag = new byte[] { (byte)CTPHedgeFlagType.Speculation, 0, 0, 0, 0 };

              ///价格
              order.LimitPrice = price;
              ///数量: 1
              order.VolumeTotalOriginal = volume;
              ///有效期类型: 当日有效
              order.TimeCondition = CTPTimeConditionType.GFD;
              ///GTD日期
              //	TThostFtdcDateType	GTDDate;
              ///成交量类型: 任何数量
              order.VolumeCondition = CTPVolumeConditionType.AV;
              ///最小成交量: 1
              order.MinVolume = 1;
              ///触发条件: 立即
              order.ContingentCondition = CTPContingentConditionType.ParkedOrder;
              ///止损价
              //	TThostFtdcPriceType	StopPrice;
              ///强平原因: 非强平
              order.ForceCloseReason = CTPForceCloseReasonType.NotForceClose;
              ///自动挂起标志: 是
              order.IsAutoSuspend = true;
              ///业务单元
              //	TThostFtdcBusinessUnitType	BusinessUnit;
              ///请求编号
              //	TThostFtdcorderuestIDType	orderuestID;
              ///用户强评标志: 否
              order.UserForceClose = false;

              order.Status = CTPParkedOrderStatusType.NotSend;
              //order.UserType = UserType.Investor;

              //CTPWrapper.TraderReqParkedOrderInsert(this._instance, order, CreateRequestID());
              InvokeAPI(CTPRequestAction.ParkedOrderInsertAction, order);

              return order;
        }
Example #4
0
        public CThostFtdcInputOrderField InsertOrder(string symbolCode, double price, CTPDirectionType direct, int volume, CTPOffsetFlagType flag,string orderRef = "")
        {
            CThostFtdcInputOrderField order = new CThostFtdcInputOrderField();

              order.BrokerID = this.BrokerID;
              order.InvestorID = this.InvestorID;

              //合约
              order.InstrumentID = symbolCode;

              if (string.IsNullOrEmpty(orderRef))
              {
            order.OrderRef = this.IncrementOrderRef().ToString();
              }
              else
              {
            order.OrderRef = orderRef;
              }

              //限价单
              order.OrderPriceType =  CTPOrderPriceType.LimitPrice;

              //方向
              order.Direction = direct;

              //开平仓
              order.CombOffsetFlag = new byte[] { (byte)flag, 0, 0, 0, 0 };

              //投机/套保
              order.CombHedgeFlag = new byte[] { (byte)CTPHedgeFlagType.Speculation, 0, 0, 0, 0 };

              //套利合约
              if (this.instrumentDictionary.ContainsKey(symbolCode))
              {
            if (this.instrumentDictionary[symbolCode].ProductClass == CTPProductClassType.Combination)
            {
              //开平仓
              order.CombOffsetFlag = new byte[] { (byte)flag, (byte)flag, 0, 0, 0 };

              //投机/套保
              order.CombHedgeFlag = new byte[] { (byte)CTPHedgeFlagType.Speculation, (byte)CTPHedgeFlagType.Speculation, 0, 0, 0 };
            }
              }

              ///价格
              order.LimitPrice = price;
              ///数量: 1
              order.VolumeTotalOriginal = volume;
              ///有效期类型: 当日有效
              order.TimeCondition = CTPTimeConditionType.GFD;
              ///GTD日期
              //	TThostFtdcDateType	GTDDate;
              ///成交量类型: 任何数量
              order.VolumeCondition = CTPVolumeConditionType.AV;
              ///最小成交量: 1
              order.MinVolume = 1;
              ///触发条件: 立即
              order.ContingentCondition = CTPContingentConditionType.Immediately;
              ///强平原因: 非强平
              order.ForceCloseReason = CTPForceCloseReasonType.NotForceClose;
              ///自动挂起标志: 是
              order.IsAutoSuspend = true;

              ///用户强评标志: 否
              order.UserForceClose = false;

              SendInsertOrder(order);

              return order;
        }