public QuoteOrderItem Add(SingleOrder order, TextQuote t)
{
if (item == null || item.IsDone())
{
item = new QuoteOrderItem(t);
}
item.Add(order, t);
if (item.IsDone())
{
return(item);
}
return(null);
}
public QuoteOrderItem Add(SingleOrder order, TextQuote t)
{
if(item == null || item.IsDone())
{
item = new QuoteOrderItem(t);
}
item.Add(order, t);
if (item.IsDone())
{
return item;
}
return null;
}
private void Send(QuoteOrderItem item)
{
if (item == null)
{
return;
}
SingleOrder AskOrder = item.Sell.Order;
SingleOrder BidOrder = item.Buy.Order;
string symbol = item.Buy.Order.Symbol;
double AskPrice = AskOrder.Price;
double BidPrice = BidOrder.Price;
int AskVolume = (int)AskOrder.OrderQty;
int BidVolume = (int)BidOrder.OrderQty;
TThostFtdcOffsetFlagType AskOffsetFlag = CTPAPI.ToCTP(item.Sell.OpenClose);
TThostFtdcOffsetFlagType BidOffsetFlag = CTPAPI.ToCTP(item.Buy.OpenClose);
TThostFtdcHedgeFlagType AskHedgeFlag = HedgeFlagType;
TThostFtdcHedgeFlagType BidHedgeFlag = HedgeFlagType;
int nRet = 0;
#if CTP
nRet = TraderApi.TD_SendQuote(m_pTdApi,
-1,
symbol,
AskPrice,
BidPrice,
AskVolume,
BidVolume,
AskOffsetFlag,
BidOffsetFlag,
AskHedgeFlag,
BidHedgeFlag);
#endif
if (nRet > 0)
{
orderMap.CreateNewOrder(string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, nRet), item);
}
}
private void Send(NewOrderSingle order)
{
if (!_bTdConnected)
{
EmitError(-1, -1, "交易服务器没有连接，无法报单");
tdlog.Error("交易服务器没有连接，无法报单");
return;
}
// 表示特殊的Json格式
if (order.Text.StartsWith("{") && order.Text.EndsWith("}"))
{
TextParameter parameter = JsonConvert.DeserializeObject <TextParameter>(order.Text);
switch (parameter.Type)
{
case EnumGroupType.COMMON:
{
TextCommon t = JsonConvert.DeserializeObject <TextCommon>(order.Text);
CommonOrderItem item = CommonOrderCombiner.Add(order as SingleOrder, t);
Send(item);
}
break;
case EnumGroupType.QUOTE:
{
TextQuote t = JsonConvert.DeserializeObject <TextQuote>(order.Text);
QuoteOrderItem item = QuoteOrderCombiner.Add(order as SingleOrder, t);
}
break;
case EnumGroupType.SP:
{
TextSP t = JsonConvert.DeserializeObject <TextSP>(order.Text);
SPOrderItem item = SPOrderCombiner.Add(order as SingleOrder, t);
Send(item);
}
break;
case EnumGroupType.SPC:
{
TextSPC t = JsonConvert.DeserializeObject <TextSPC>(order.Text);
SPCOrderItem item = SPCOrderCombiner.Add(order as SingleOrder, t);
Send(item);
}
break;
case EnumGroupType.SPD:
{
TextSPD t = JsonConvert.DeserializeObject <TextSPD>(order.Text);
SPDOrderItem item = SPDOrderCombiner.Add(order as SingleOrder, t);
Send(item);
}
break;
}
}
else
{
// 无法识别的格式，直接发送报单，只开仓
TextCommon t = new TextCommon()
{
Type = EnumGroupType.COMMON,
OpenClose = EnumOpenClose.OPEN
};
CommonOrderItem item = CommonOrderCombiner.Add(order as SingleOrder, t);
Send(item);
}
}
