public void TestOrderAction()
{
_api.OnRspOrderAction += new TradeApi.RspOrderAction((ref CThostFtdcInputOrderActionField pInputOrderAction,
ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) =>
{
if (pRspInfo.ErrorID != 0)
{
Console.WriteLine(pRspInfo.ErrorMsg);
Assert.IsTrue(pRspInfo.ErrorID == 0);
}
});
_api.OnRtnOrder += new TradeApi.RtnOrder((ref CThostFtdcOrderField pOrder) =>
{
if (pOrder.OrderStatus == TThostFtdcOrderStatusType.Canceled)
{
Console.WriteLine("撤单成功, BrokerID: {0}, OrderSysID: {1}", pOrder.BrokerID, pOrder.OrderSysID);
}
else
{
Console.WriteLine("下单成功, BrokerID: {0}, OrderSysID: {1}", pOrder.BrokerID, pOrder.OrderSysID);
CThostFtdcInputOrderActionField field = new CThostFtdcInputOrderActionField();
field.ActionFlag = TThostFtdcActionFlagType.Delete;
field.BrokerID = _brokerID;
field.InvestorID = _investorID;
field.InstrumentID = "TF1809";
if (pOrder.FrontID != 0)
{
field.FrontID = pOrder.FrontID;
}
if (pOrder.SessionID != 0)
{
field.SessionID = pOrder.SessionID;
}
if (pOrder.OrderRef != "")
{
field.OrderRef = pOrder.OrderRef;
}
field.ExchangeID = pOrder.ExchangeID;
if (pOrder.OrderSysID != null)
{
field.OrderSysID = new string('\0', 21 - pOrder.OrderSysID.Length) + pOrder.OrderSysID;
}
_api.OrderAction(1, field);
Thread.Sleep(50);
}
Thread.Sleep(50);
});
_api.OnRspOrderInsert += new TradeApi.RspOrderInsert((ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo,
int nRequestID, byte bIsLast) =>
{
if (pRspInfo.ErrorID != 0)
{
Console.WriteLine(pRspInfo.ErrorMsg);
Assert.IsTrue(pRspInfo.ErrorID == 0);
}
});
CThostFtdcInputOrderField order = new CThostFtdcInputOrderField();
order.BrokerID = _brokerID;
order.InvestorID = _investorID;
order.InstrumentID = "TF1809";
order.OrderRef = "1";
order.UserID = _investorID;
order.OrderPriceType = TThostFtdcOrderPriceTypeType.LimitPrice;
order.Direction = TThostFtdcDirectionType.Buy;
order.CombOffsetFlag = TThostFtdcOffsetFlagType.Open;
order.CombHedgeFlag = TThostFtdcHedgeFlagType.Speculation;
order.LimitPrice = 97.150;
order.VolumeTotalOriginal = 1;
order.TimeCondition = TThostFtdcTimeConditionType.GFD;
order.VolumeCondition = TThostFtdcVolumeConditionType.AV;
order.MinVolume = 1;
order.ContingentCondition = TThostFtdcContingentConditionType.Immediately;
order.ForceCloseReason = TThostFtdcForceCloseReasonType.NotForceClose;
order.IsAutoSuspend = (int)TThostFtdcBoolType.No;
order.BusinessUnit = null;
order.UserForceClose = (int)TThostFtdcBoolType.No;
_api.OrderInsert(1, order);
Thread.Sleep(500);
}
