public override int ReqOrderInsert(string pInstrument, DirectionType pDirection, OffsetType pOffset, double pPrice, int pVolume, int pCustom, OrderType pType = OrderType.Limit, HedgeType pHedge = HedgeType.Speculation) { //限价 var OrderPriceType = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_LimitPrice; var TimeCondition = TThostFtdcTimeConditionType.THOST_FTDC_TC_GFD; //THOST_FTDC_TC_GFD var VolumeCondition = TThostFtdcVolumeConditionType.THOST_FTDC_VC_AV; if (pType == OrderType.Market) //市价 { OrderPriceType = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_AnyPrice; TimeCondition = TThostFtdcTimeConditionType.THOST_FTDC_TC_IOC; //max = instField.MaxMarketOrderVolume; pPrice = 0; } else if (pType == OrderType.FAK) //FAK { OrderPriceType = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_LimitPrice; TimeCondition = TThostFtdcTimeConditionType.THOST_FTDC_TC_IOC; } else if (pType == OrderType.FOK) //FOK { OrderPriceType = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_LimitPrice; TimeCondition = TThostFtdcTimeConditionType.THOST_FTDC_TC_IOC; VolumeCondition = TThostFtdcVolumeConditionType.THOST_FTDC_VC_CV; //全部数量 } return((int)_t.ReqOrderInsert( _broker, _investor, InstrumentID: pInstrument, OrderRef: string.Format("{0:000000}{1:000000}", _ref++, pCustom % 1000000), CombHedgeFlag: new string((char)(pHedge == HedgeType.Speculation ? TThostFtdcHedgeFlagType.THOST_FTDC_HF_Speculation : pHedge == HedgeType.Arbitrage ? TThostFtdcHedgeFlagType.THOST_FTDC_HF_Arbitrage : TThostFtdcHedgeFlagType.THOST_FTDC_HF_Hedge), 1), CombOffsetFlag: new String((char)(pOffset == OffsetType.Open ? TThostFtdcOffsetFlagType.THOST_FTDC_OF_Open : pOffset == OffsetType.Close ? TThostFtdcOffsetFlagType.THOST_FTDC_OF_Close : TThostFtdcOffsetFlagType.THOST_FTDC_OF_CloseToday), 1), Direction: pDirection == DirectionType.Buy ? TThostFtdcDirectionType.THOST_FTDC_D_Buy : TThostFtdcDirectionType.THOST_FTDC_D_Sell, VolumeTotalOriginal: pVolume, ForceCloseReason: TThostFtdcForceCloseReasonType.THOST_FTDC_FCC_NotForceClose, ContingentCondition: TThostFtdcContingentConditionType.THOST_FTDC_CC_Immediately, VolumeCondition: VolumeCondition, LimitPrice: pPrice, IsSwapOrder: 0, MinVolume: 1, UserForceClose: 0, TimeCondition: TimeCondition, OrderPriceType: OrderPriceType)); }