public override void SendOrder(Order order)
{
OrderField field = new OrderField();
field.Type = OrderType.Limit;
field.HedgeFlag = HedgeFlagType.Speculation;
field.InstrumentID = order.Instrument.InstrumentID;
field.Side = order.Direction == DirectionType.Buy ? OrderSide.Buy : OrderSide.Sell;
switch (order.OpenClose)
{
case FreeQuant.Framework.OpenCloseType.Close:
field.OpenClose = XAPI.OpenCloseType.Close;
break;
case FreeQuant.Framework.OpenCloseType.CloseToday:
field.OpenClose = XAPI.OpenCloseType.CloseToday;
break;
default:
field.OpenClose = XAPI.OpenCloseType.Open;
break;
}
field.Price = order.Price;
field.Qty = order.Qty;
string localId = mTdApi.SendOrder(field);
//这里只记录策略订单，接口订单要等前置返回信息再记录
order.OrderId = localId;
mOrderMap.TryAdd(localId, order);
}
public string SendOrder(OrderInfo orderInfo)
{
OrderField order = new OrderField();
order.InstrumentID = orderInfo.Instrumentid;
order.OpenClose = XAPI.OpenCloseType.Open;
order.HedgeFlag = HedgeFlagType.Speculation;
order.Price = orderInfo.Price;
order.Qty = orderInfo.Volume;
order.Type = XAPI.OrderType.Limit;
order.Side = XAPI.OrderSide.Buy;
return(api_Trade.SendOrder(ref order));
}
public string SendOrder()
{
return(api.SendOrder(ref _Order));
}