static extern int reqOrderInsert(ref CThostFtdcInputOrderField req);
/// <summary>
/// 开平仓:市价单
/// </summary>
/// <param name="InstrumentID"></param>
/// <param name="OffsetFlag">平仓:仅上期所平今时使用CloseToday/其它情况均使用Close</param>
/// <param name="Direction"></param>
/// <param name="Volume"></param>
public int OrderInsert(string InstrumentID, TThostFtdcOffsetFlagType OffsetFlag, TThostFtdcDirectionType Direction, int Volume)
{
CThostFtdcInputOrderField tmp = new CThostFtdcInputOrderField();
tmp.BrokerID = this.BrokerID;
tmp.BusinessUnit = null;
tmp.ContingentCondition = TThostFtdcContingentConditionType.Immediately;
tmp.ForceCloseReason = TThostFtdcForceCloseReasonType.NotForceClose;
tmp.InvestorID = this.InvestorID;
tmp.IsAutoSuspend = (int)TThostFtdcBoolType.No;
tmp.MinVolume = 1;
tmp.OrderPriceType = TThostFtdcOrderPriceTypeType.AnyPrice;
tmp.OrderRef = (++this.MaxOrderRef).ToString();
tmp.TimeCondition = TThostFtdcTimeConditionType.IOC; //立即完成,否则撤单
tmp.UserForceClose = (int)TThostFtdcBoolType.No;
tmp.UserID = this.InvestorID;
tmp.VolumeCondition = TThostFtdcVolumeConditionType.AV;
tmp.CombHedgeFlag_0 = TThostFtdcHedgeFlagType.Speculation;
tmp.InstrumentID = InstrumentID;
tmp.CombOffsetFlag_0 = OffsetFlag;
tmp.Direction = Direction;
tmp.LimitPrice = 0;
tmp.VolumeTotalOriginal = Volume;
return reqOrderInsert(ref tmp);
}
/// <summary>
/// 开平仓:触发单
/// </summary>
/// <param name="InstrumentID"></param>
/// <param name="ConditionType">触发单类型</param>
/// <param name="ConditionPrice">触发价格</param>
/// <param name="OffsetFlag">平仓:仅上期所平今时使用CloseToday/其它情况均使用Close</param>
/// <param name="Direction"></param>
/// <param name="PriceType">下单类型</param>
/// <param name="Price">下单价格:仅当下单类型为LimitPrice时有效</param>
/// <param name="Volume"></param>
public int OrderInsert(string InstrumentID, TThostFtdcContingentConditionType ConditionType
, double ConditionPrice, TThostFtdcOffsetFlagType OffsetFlag, TThostFtdcDirectionType Direction, TThostFtdcOrderPriceTypeType PriceType, double Price, int Volume)
{
CThostFtdcInputOrderField tmp = new CThostFtdcInputOrderField();
tmp.BrokerID = this.BrokerID;
tmp.BusinessUnit = null;
tmp.ForceCloseReason = TThostFtdcForceCloseReasonType.NotForceClose;
tmp.InvestorID = this.InvestorID;
tmp.IsAutoSuspend = (int)TThostFtdcBoolType.No;
tmp.MinVolume = 1;
tmp.OrderRef = (++this.MaxOrderRef).ToString();
tmp.TimeCondition = TThostFtdcTimeConditionType.GFD;
tmp.UserForceClose = (int)TThostFtdcBoolType.No;
tmp.UserID = this.InvestorID;
tmp.VolumeCondition = TThostFtdcVolumeConditionType.AV;
tmp.CombHedgeFlag_0 = TThostFtdcHedgeFlagType.Speculation;
tmp.InstrumentID = InstrumentID;
tmp.CombOffsetFlag_0 = OffsetFlag;
tmp.Direction = Direction;
tmp.ContingentCondition = ConditionType; //触发类型
tmp.StopPrice = Price; //触发价格
tmp.OrderPriceType = PriceType; //下单类型
tmp.LimitPrice = Price; //下单价格:Price = LimitPrice 时有效
tmp.VolumeTotalOriginal = Volume;
return reqOrderInsert(ref tmp);
}
/// <summary>
/// 下单:录入报单
/// </summary>
/// <param name="order">输入的报单</param>
public int OrderInsert(CThostFtdcInputOrderField order) { return reqOrderInsert(ref order); }
