public int SendOrder(
int OrderRef,
string szInstrument,
TThostFtdcDirectionType Direction,
string szCombOffsetFlag,
string szCombHedgeFlag,
int VolumeTotalOriginal,
double LimitPrice,
TThostFtdcOrderPriceTypeType OrderPriceType,
TThostFtdcTimeConditionType TimeCondition,
TThostFtdcContingentConditionType ContingentCondition,
double StopPrice,
TThostFtdcVolumeConditionType VolumeCondition)
{
return(TdApi.TD_SendOrder(
OrderRef,
szInstrument,
Direction,
szCombOffsetFlag,
szCombHedgeFlag,
VolumeTotalOriginal,
LimitPrice,
OrderPriceType,
TimeCondition,
ContingentCondition,
StopPrice,
VolumeCondition));
}
public void Disconnect()
{
lock (locker)
{
TdApi.TD_Disconnect();
}
}
public void Connect()
{
lock (locker)
{
TdApi.TD_Connect();
}
}
public void CTP_RegTD()
{
TdApi.CTP_RegTDOnConnect(OnConnect_2);
TdApi.CTP_RegTDOnDisconnect(OnDisconnect_2);
TdApi.CTP_RegTDOnRspError(OnRspError_2);
TdApi.CTP_RegOnErrRtnOrderAction(OnErrRtnOrderAction_2);
TdApi.CTP_RegOnErrRtnOrderInsert(OnErrRtnOrderInsert_2);
TdApi.CTP_RegOnErrRtnQuoteAction(OnErrRtnQuoteAction_2);
TdApi.CTP_RegOnErrRtnQuoteInsert(OnErrRtnQuoteInsert_2);
TdApi.CTP_RegOnRspOrderAction(OnRspOrderAction_2);
TdApi.CTP_RegOnRspOrderInsert(OnRspOrderInsert_2);
TdApi.CTP_RegOnRspQuoteAction(OnRspQuoteAction_2);
TdApi.CTP_RegOnRspQuoteInsert(OnRspQuoteInsert_2);
TdApi.CTP_RegOnRspQryDepthMarketData(OnRspQryDepthMarketData_2);
TdApi.CTP_RegOnRspQryInstrument(OnRspQryInstrument_2);
TdApi.CTP_RegOnRspQryInstrumentCommissionRate(OnRspQryInstrumentCommissionRate_2);
TdApi.CTP_RegOnRspQryInstrumentMarginRate(OnRspQryInstrumentMarginRate_2);
TdApi.CTP_RegOnRspQryInvestorPosition(OnRspQryInvestorPosition_2);
TdApi.CTP_RegOnRspQryInvestorPositionDetail(OnRspQryInvestorPositionDetail_2);
TdApi.CTP_RegOnRspQryOrder(OnRspQryOrder_2);
TdApi.CTP_RegOnRspQryTrade(OnRspQryTrade_2);
TdApi.CTP_RegOnRspQrySettlementInfo(OnRspQrySettlementInfo_2);
TdApi.CTP_RegOnRspQryTradingAccount(OnRspQryTradingAccount_2);
TdApi.CTP_RegOnRtnInstrumentStatus(OnRtnInstrumentStatus_2);
TdApi.CTP_RegOnRtnOrder(OnRtnOrder_2);
TdApi.CTP_RegOnRtnQuote(OnRtnQuote_2);
TdApi.CTP_RegOnRtnTrade(OnRtnTrade_2);
}
/// <summary>
/// 初始化 MD 对象
/// </summary>
public static int initTd()
{
if (isInit)
{
return 0;
}
int ret;
//本例子演示如何用行情API提取数据
td = TdApi.Instance;
ret = td.Init(
"18221685724",
"yjb_1983",
"strategy_2",
"localhost:8001"//连接到本地掘金终端, 此项为null或空字符串时，连接到掘金云服务
);
if (ret != 0)
{
isInit = false;
}
else
{
isInit = true;
}
return ret;
}
static void Main(string[] args)
{
MdApi.CTP_ReadConfigFile("F:\\CTP-MATLAB\\bin\\ConfigFile.xml");
MdApi.CTP_RegMDOnConnect(OnConnect);
MdApi.CTP_RegOnRtnDepthMarketData_Tick(OnRtnDepthMarketData_Tick);
MdApi.MD_Connect();
TdApi.TD_Connect();
while (true)
{
}
}
public void ReqQryTrade(string szInstrument)
{
TdApi.TD_ReqQryTrade(szInstrument);
}
public void ReqQryOrder(string szInstrument)
{
TdApi.TD_ReqQryOrder(szInstrument);
}
public void ReqQrySettlementInfo(string szTradingDay)
{
TdApi.TD_ReqQrySettlementInfo(szTradingDay);
}
public void ReqQryInstrumentMarginRate(string szInstrument, TThostFtdcHedgeFlagType HedgeFlag)
{
TdApi.TD_ReqQryInstrumentMarginRate(szInstrument, HedgeFlag);
}
public void ReqQryInstrumentCommissionRate(string szInstrument)
{
TdApi.TD_ReqQryInstrumentCommissionRate(szInstrument);
}
public void ReqQryInvestorPositionDetail(string szInstrument)
{
TdApi.TD_ReqQryInvestorPositionDetail(szInstrument);
}
public void ReqQryDepthMarketData(string szInstrument)
{
TdApi.TD_ReqQryDepthMarketData(szInstrument);
}
public void ReqQryTradingAccount()
{
TdApi.TD_ReqQryTradingAccount();
}
public void CancelOrder(string Instrument, TThostFtdcDirectionType Direction, string OffsetFlag)
{
TdApi.TD_CancelOrder(Instrument, Direction, OffsetFlag);
}
