public bool OrderCancel(CustomOrder order, out string errMsg)
{
if (order == null || string.IsNullOrEmpty(order.InstrumentID))
{
errMsg = "CTP撤单时Order参数不能为空,InstrumentID信息也不能为空";
return(false);
}
ThostFtdcInputOrderActionField inAction = new ThostFtdcInputOrderActionField();
inAction.BrokerID = BROKER_ID;
inAction.InvestorID = INVESTOR_ID;
inAction.FrontID = FRONT_ID;
inAction.SessionID = SESSION_ID;
inAction.InstrumentID = order.InstrumentID;
inAction.OrderRef = order.OrderNo.ToString();
inAction.ActionFlag = EnumActionFlagType.Delete;
// 撤单
var ret = trader.ReqOrderAction(inAction, iRequestID++);
errMsg = (ret == 0) ? "-" : "CTP撤单失败,返回值:" + ret;
return(ret == 0);
}
