public void SubmitOrder(OptionOrder order)
{
var input = new ThostFtdcInputOrderField
{
BrokerID = this._config.BrokerId,
InvestorID = this._config.Account,
InstrumentID = order.InstrumentID,
OrderRef = this._session.NextOrderRef().ToString(),
UserID = this._config.Account,
OrderPriceType = EnumOrderPriceTypeType.LimitPrice,
Direction = order.Side == OrderSide.Buy ? EnumDirectionType.Buy : EnumDirectionType.Sell,
CombOffsetFlag_0 = order.OpenClose == OpenClose.Open ? EnumOffsetFlagType.Open : EnumOffsetFlagType.Close,
CombHedgeFlag_0 = EnumHedgeFlagType.Speculation,
LimitPrice = Math.Round(order.Price, 4),
VolumeTotalOriginal = order.Qty,
TimeCondition = EnumTimeConditionType.GFD,
VolumeCondition = EnumVolumeConditionType.AV,
ContingentCondition = EnumContingentConditionType.Immediately,
ForceCloseReason = EnumForceCloseReasonType.NotForceClose,
IsAutoSuspend = 0,
};
var ret = this._trade.ReqOrderInsert(input, this._session.NextRequestID());
if (ret != 0)
{
this.OnLog(string.Format("下单失败，返回{0}", ret));
}
}
public void Start()
{
this.Running = true;
var exchange = ExchangeManager.GetExchange <IOptionExchange>();
var instrument = exchange.Instruments.First();
var market = exchange.Market(instrument);
var order = new OptionOrder
{
InstrumentID = instrument.ID,
Qty = 100,
Price = market.Asks.First().Price,
Side = OrderSide.Buy,
OpenClose = OpenClose.Open
};
exchange.SubmitOrder(order);
this.Log?.Invoke(LogType.Trade, order.ToString());
}
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));
}
}
