private void Send(SPOrderItem item)
{
if (item == null)
{
return;
}
SingleOrder order = item.Leg[0].Order;
SingleOrder order2 = item.Leg[1].Order;
string symbol = item.GetSymbol();
double price = order.Price - order2.Price;
int qty = (int)order.OrderQty;
// 是否要做价格调整？
byte[] bytes = { (byte)CTPAPI.ToCTP(item.Leg[0].OpenClose), (byte)CTPAPI.ToCTP(item.Leg[1].OpenClose) };
string szCombOffsetFlag = System.Text.Encoding.Default.GetString(bytes, 0, bytes.Length);
byte[] bytes2 = { (byte)HedgeFlagType, (byte)HedgeFlagType };
string szCombHedgeFlag = System.Text.Encoding.Default.GetString(bytes2, 0, bytes2.Length);
TThostFtdcDirectionType Direction = order.Side == Side.Buy ? TThostFtdcDirectionType.Buy : TThostFtdcDirectionType.Sell;
TThostFtdcOrderPriceTypeType OrderPriceType = TThostFtdcOrderPriceTypeType.LimitPrice;
TThostFtdcTimeConditionType TimeCondition = TThostFtdcTimeConditionType.GFD;
TThostFtdcContingentConditionType ContingentCondition = TThostFtdcContingentConditionType.Immediately;
TThostFtdcVolumeConditionType VolumeCondition = TThostFtdcVolumeConditionType.AV;
int nRet = 0;
#if CTP
nRet = TraderApi.TD_SendOrder(m_pTdApi,
-1,
symbol,
Direction,
szCombOffsetFlag,
szCombHedgeFlag,
qty,
price,
OrderPriceType,
TimeCondition,
ContingentCondition,
0,
VolumeCondition);
#endif
if (nRet > 0)
{
orderMap.CreateNewOrder(string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, nRet), item);
}
}
