Example #1
0
 /// <summary>
 /// 委托回报
 /// </summary>
 /// <param name="pOrder"></param>
 void OnRtnOrder(SecurityFtdcOrderField pOrder)
 {
     if (pOrder == null) return;
     SysConst.Orders.Add(pOrder);
     if(queryIsInit)// 由于合约信息没有得到,所以需要延迟显示,如果得到就直接显示
         UpdateDelegateDataGrid();
     Debug.WriteLine("报单回报 " + pOrder.OrderLocalID);
 }
Example #2
0
        /// <summary>
        /// 取消报单
        /// </summary>
        /// <param name="order"></param>
        void CancelOrder(SecurityFtdcOrderField order)
        {
            SecurityFtdcInputOrderActionField field = new SecurityFtdcInputOrderActionField();
            field.BrokerID = order.BrokerID;
            field.UserID = order.UserID;
            field.InvestorID = order.UserID;
            // field.OrderActionRef = SysConst.GetOrderID();


            field.RequestID = order.RequestID;
            field.FrontID = order.FrontID;
            field.SessionID = order.SessionID;
            field.ExchangeID = order.ExchangeID;
            field.ActionFlag = EnumActionFlagType.Delete;

            Double.TryParse(order.LimitPrice, out field.LimitPrice);
            field.VolumeChange = order.VolumeTotalOriginal;
            field.InstrumentID = order.InstrumentID;
            field.OrderLocalID = order.OrderLocalID;

            int nReqID = SysConst.GetRequestID();
            int nRes = SysConst.TraderApi.ReqOrderAction(field, nReqID);
        }