bool ORDER_ACTION_SENT = false; //是否发送了报单
public void Run()
{
api = new CTPTraderAdapter();
api.OnFrontConnected += new FrontConnected(OnFrontConnected);
api.OnFrontDisconnected += new FrontDisconnected(OnFrontDisconnected);
api.OnHeartBeatWarning += new HeartBeatWarning(OnHeartBeatWarning);
api.OnRspError += new RspError(OnRspError);
api.OnRspUserLogin += new RspUserLogin(OnRspUserLogin);
api.OnRspOrderAction += new RspOrderAction(OnRspOrderAction);
api.OnRspOrderInsert += new RspOrderInsert(OnRspOrderInsert);
api.OnRspQryInstrument += new RspQryInstrument(OnRspQryInstrument);
api.OnRspQryInvestorPosition += new RspQryInvestorPosition(OnRspQryInvestorPosition);
api.OnRspQryTradingAccount += new RspQryTradingAccount(OnRspQryTradingAccount);
api.OnRspSettlementInfoConfirm += new RspSettlementInfoConfirm(OnRspSettlementInfoConfirm);
api.OnRtnOrder += new RtnOrder(OnRtnOrder);
api.OnRtnTrade += new RtnTrade(OnRtnTrade);
api.SubscribePublicTopic(EnumTeResumeType.THOST_TERT_RESTART); // 注册公有流
api.SubscribePrivateTopic(EnumTeResumeType.THOST_TERT_RESTART); // 注册私有流
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 Release()
{
if (trader != null)
{
trader.Release();
trader = null;
}
}
public void Init()
{
if (FrontAddrs == null || FrontAddrs.Length == 0)
{
HandleErrorInternal("CTP交易输入前置机地址不能为空！");
return;
}
if (trader == null)
{
trader = new CTPTraderAdapter(".\\trade");
} // 创建trade目录存放流文件，避免与行情流文件冲突
// 回调函数
trader.OnFrontConnected += new FrontConnected(OnFrontConnected);
trader.OnFrontDisconnected += new FrontDisconnected(OnFrontDisconnected);
trader.OnHeartBeatWarning += new HeartBeatWarning(OnHeartBeatWarning);
trader.OnRspError += new RspError(OnRspError);
trader.OnRspUserLogin += new RspUserLogin(OnRspUserLogin);
trader.OnRspOrderAction += new RspOrderAction(OnRspOrderAction);
trader.OnRspOrderInsert += new RspOrderInsert(OnRspOrderInsert);
trader.OnErrRtnOrderInsert += new ErrRtnOrderInsert(OnErrRtnOrderInsert);
trader.OnErrRtnOrderAction += new ErrRtnOrderAction(OnErrRtnOrderAction);
trader.OnRspQryInstrument += new RspQryInstrument(OnRspQryInstrument);
trader.OnRspQryInvestorPosition += new RspQryInvestorPosition(OnRspQryInvestorPosition);
trader.OnRspQryTradingAccount += new RspQryTradingAccount(OnRspQryTradingAccount);
trader.OnRspSettlementInfoConfirm += new RspSettlementInfoConfirm(OnRspSettlementInfoConfirm);
trader.OnRtnOrder += new RtnOrder(OnRtnOrder);
trader.OnRtnTrade += new RtnTrade(OnRtnTrade);
// 订阅私有流
trader.SubscribePrivateTopic(EnumTeResumeType.THOST_TERT_RESUME);
// 订阅公共流
trader.SubscribePublicTopic(EnumTeResumeType.THOST_TERT_RESUME);
try
{
foreach (var frontAddr in FrontAddrs)
{
trader.RegisterFront(frontAddr);
}
trader.Init();
}
catch (Exception ex)
{
HandleErrorInternal("CTP连接前置机发生错误：" + ex.Message);
}
}
bool ORDER_ACTION_SENT = false; //是否发送了报单
public void Run()
{
api = new CTPTraderAdapter();
api.OnFrontConnected += new FrontConnected(OnFrontConnected);
api.OnFrontDisconnected += new FrontDisconnected(OnFrontDisconnected);
api.OnHeartBeatWarning += new HeartBeatWarning(OnHeartBeatWarning);
api.OnRspError += new RspError(OnRspError);
api.OnRspUserLogin += new RspUserLogin(OnRspUserLogin);
api.OnRspOrderAction += new RspOrderAction(OnRspOrderAction);
api.OnRspOrderInsert += new RspOrderInsert(OnRspOrderInsert);
api.OnRspQryInstrument += new RspQryInstrument(OnRspQryInstrument);
api.OnRspQryInvestorPosition += new RspQryInvestorPosition(OnRspQryInvestorPosition);
api.OnRspQryTradingAccount += new RspQryTradingAccount(OnRspQryTradingAccount);
api.OnRspSettlementInfoConfirm += new RspSettlementInfoConfirm(OnRspSettlementInfoConfirm);
api.OnRtnOrder += new RtnOrder(OnRtnOrder);
api.OnRtnTrade += new RtnTrade(OnRtnTrade);
api.SubscribePublicTopic(EnumTeResumeType.THOST_TERT_QUICK); // 注册公有流
api.SubscribePrivateTopic(EnumTeResumeType.THOST_TERT_QUICK); // 注册私有流
try
{
api.RegisterFront(FRONT_ADDR);
//ThostFtdcUserPasswordUpdateField req = new ThostFtdcUserPasswordUpdateField();
//req.BrokerID = BROKER_ID;
//req.UserID = INVESTOR_ID;
//req.OldPassword = PASSWORD;
//req.NewPassword = "******";
//int iResult = api.ReqUserPasswordUpdate(req, iRequestID);
//Console.WriteLine("--->>> 修改密码: " + ((iResult == 0) ? "修改成功" : "修改失败"));
api.Init();
api.Join(); // 阻塞直到关闭或者CTRL+C
//修改密码
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
finally
{
api.Release();
}
}
public void Initialize()
{
var configPath = Path.Combine(Path.GetDirectoryName(this.GetType().Assembly.Location), "CTP.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 CTPTraderAdapter(Path.GetDirectoryName(this.GetType().Assembly.Location) + '\\');
this._trade.OnFrontConnected += _trade_OnFrontConnected;
this._trade.OnRspUserLogin += _trade_OnRspUserLogin;
this._trade.OnRspAuthenticate += _trade_OnRspAuthenticate;
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($"ERROR: OnRspOrderInsert: {nameof(rsp.ErrorID) + rsp.ErrorID}, {nameof(rsp.ErrorMsg) + rsp.ErrorMsg}");
}
};
this._trade.OnRtnOrder += _trade_OnRtnOrder;
this._trade.OnRtnTrade += _ =>
{
this.QueryPositions();
this.OnTrade(new Trade {
InstrumentID = _.InstrumentID, Price = _.Price, Qty = _.Volume
});
};
this._trade.OnRspQryInvestorPosition += (positionField, rspField, requestId, isLast) =>
{
if (positionField != null)
{
this._positions[requestId].Add(positionField);
}
if (isLast)
{
if (rspField != null && rspField.ErrorID != 0)
{
throw new Exception($"查询持仓失败，代码：{rspField.ErrorID}，描述：{rspField.ErrorMsg}");
}
this.Account.Positions = this._positions[requestId].Select(_ => _.ToOptionPosition()).Where(_ => _.Qty > 0).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 CTPMDAdapter();
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。。。");
this._ctpReqstr.Schedule(() => this._trade.ReqQryInstrument(new ThostFtdcQryInstrumentField {
ExchangeID = "SSE"
}, this._session.NextRequestID()));
this._asyncWaiter.WaitOne();
}
/// <summary>
/// 构造函数
/// </summary>
/// <param name="trader"></param>
public TradeManager(CTPTraderAdapter trader)
{
this.trader = trader;
AddEvent();
}
/// <summary>
/// 释放资源
/// </summary>
public void Release()
{
if (trader != null)
{
trader.Release();
trader = null;
}
}
protected override void OnLoad(EventArgs e)
{
base.OnLoad(e);
this.MDFrontAddr = MDFrontAddress.Text;
this.TDFrontAddr = TDFrontAddress.Text;
this.BrokerID = brokerID.Text;
this.InvestorID = investorID.Text;
this.Password = password.Text;
this.marketer = new CTPMDAdapter();
this.trader = new CTPTraderAdapter();
this.instrumentsList = new List<ThostFtdcInstrumentField>();
this.investorPositionList = new List<ThostFtdcInvestorPositionField>();
}