private void Transformer(InsertOrder odr, ref CLRDFITCInsertOrderField order)
{
order.accountID = AccountID;
order.lRequestID = RequestID;
order.localOrderID = LocalOrderID;
order.instrumentID = odr.InstrumentID;
order.insertPrice = odr.InsertPrice;
order.orderAmount = odr.OrderAmount;
switch (odr.BuySell)
{
case Direction.Buy:
order.buySellType = (short)CLRDFITCBuySellType.SPD_BUY;
break;
case Direction.Sell:
order.buySellType = (short)CLRDFITCBuySellType.SPD_SELL;
break;
}
switch (odr.OpenClose)
{
case Operation.Open:
order.openCloseType = (int)CLRDFITCOpenCloseType.SPD_OPEN;
break;
case Operation.Close:
order.openCloseType = (int)CLRDFITCOpenCloseType.SPD_CLOSE;
break;
case Operation.CloseToday:
order.openCloseType = (int)CLRDFITCOpenCloseType.SPD_CLOSETODAY;
break;
}
switch (odr.Flag)
{
case Flag.Speculator:
order.speculator = (int)CLRDFITCSpeculatorType.SPD_SPECULATOR;
break;
case Flag.Hedge:
order.speculator = (int)CLRDFITCSpeculatorType.SPD_HEDGE;
break;
case Flag.Arbitrage:
order.speculator = (int)CLRDFITCSpeculatorType.SPD_ARBITRAGE;
break;
}
switch (odr.OrderType)
{
case OrderType.MarketPrice:
order.orderType = (int)CLRDFITCOrderType.MKORDER;
break;
case OrderType.LimitPrice:
order.orderType = (int)CLRDFITCOrderType.LIMITORDER;
break;
}
order.insertType = (int)CLRDFITCInsertType.BASIC_ORDER;
order.instrumentType = (int)CLRDFITCInstrumentType.COMM_TYPE;
}
public HashSet <string> RequestInsertOrder(HashSet <InsertOrder> InsertOrders)
{
HashSet <String> result = new HashSet <String>();
if (null != InsertOrders)
{
CLRDFITCInsertOrderField order = new CLRDFITCInsertOrderField();
foreach (var odr in InsertOrders)
{
Transformer(odr, ref order);
clrXspeedTradeApi.ReqInsertOrder(order);
}
}
if (result.Count > 0)
{
return(result);
}
else
{
return(null);
}
}
