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);
}
}
public static string DirectionTypeString(CTPDirectionType tyep)
{
return(tyep == CTPDirectionType.Buy ? "买入" : "卖出");
}
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;
}
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;
}