static void Main(string[] args)
{
//可在Config类中修改用户名、密码、合约等信息
MarketTest();
TradeTest();
Thread.Sleep(2000);
Console.WriteLine("Press any key to close.");
Console.ReadKey();
//关闭连接
if (market != null)
{
market.Close();
ITradeApi.XFinApi_ReleaseMarketApi(market);//必须释放资源
}
if (trade != null)
{
trade.Close();
ITradeApi.XFinApi_ReleaseTradeApi(trade);//必须释放资源
}
Console.WriteLine("Closed.");
Console.ReadKey();
}
static bool CreateAndOpenTrade15()
{
//创建 ITrade
// char* path 指 xxx.exe 同级子目录中的 xxx.dll 文件
int err = -1;
trade = ITradeApi.XFinApi_CreateTradeApi("XTA_W64/Api/CTP_v6.3.15_20190220/XFinApi.CTPTradeApiSE.dll", out err);
if (err > 0 || trade == null)
{
Console.WriteLine(string.Format("* Trade XFinApiCreateError={0};", StrCreateErrors[err]));
return(false);
}
//注册事件
tradeEvent = new TradeEvent();
trade.SetListener(tradeEvent);
//连接服务器
OpenParams openParams = new OpenParams();
openParams.HostAddress = CfgSE.TradeAddress;
openParams.BrokerID = CfgSE.BrokerID;
openParams.UserID = CfgSE.UserName;
openParams.Password = CfgSE.Password;
openParams.Configs.Add("AppID", CfgSE.AppID);
openParams.Configs.Add("AuthCode", CfgSE.AuthCode);
openParams.IsUTF8 = false;
trade.Open(openParams);
return(true);
}
static bool CreateAndOpenMarket15()
{
//创建 IMarket
// char* path 指 xxx.exe 同级子目录中的 xxx.dll 文件
int err = -1;
market = ITradeApi.XFinApi_CreateMarketApi("XTA_W64/Api/CTP_v6.3.15_20190220/XFinApi.CTPTradeApiSE.dll", out err);
if (err > 0 || market == null)
{
Console.WriteLine(string.Format("* Market XFinApiCreateError={0};", StrCreateErrors[err]));
return(false);
}
//注册事件
marketEvent = new MarketEvent();
market.SetListener(marketEvent);
//连接服务器
OpenParams openParams = new OpenParams();
openParams.HostAddress = CfgSE.MarketAddress;
openParams.BrokerID = CfgSE.BrokerID;
openParams.UserID = CfgSE.UserName;
openParams.Password = CfgSE.Password;
openParams.IsUTF8 = true;
market.Open(openParams);
return(true);
}
static void PrintPositionInfo(Position pos)
{
long buyposition = ITradeApi.IsDefaultValue(pos.BuyPosition) ? -1 : pos.BuyPosition;
long sellposition = ITradeApi.IsDefaultValue(pos.SellPosition) ? -1 : pos.SellPosition;
Console.WriteLine(string.Format(" InstID={0}, BuyPosition={1:d}, SellPosition={2:d}",
pos.InstrumentID,
buyposition, sellposition));
}
static void PrintPositionInfo(Position pos)
{
long positionToday = ITradeApi.IsDefaultValue(pos.PositionToday) ? -1 : pos.PositionToday;
long positionYesterday = ITradeApi.IsDefaultValue(pos.PositionYesterday) ? -1 : pos.PositionYesterday;
Console.WriteLine(string.Format(" InstID={0}, Direction={1:d}, PosToday={2:d}, PosYesterday={3:d}",
pos.InstrumentID, pos.Direction,
positionToday, positionYesterday));
}
public void ToggleLiveApi()
{
if (IsLiveApi)
{
if (tradingApi == null)
{
this.tradingApi = TradingApiFactory.GetTradingApi("");
}
GetAccontInfo();
}
}
public void Dispose()
{
if (ITradeApi != null)
{
ITradeApi.Dispose();
}
if (IMarketApi != null)
{
IMarketApi.Dispose();
}
}
static void PrintPositionInfo(Position pos)
{
long buyposition = ITradeApi.IsDefaultValue(pos.BuyPosition) ? -1 : pos.BuyPosition;
long sellposition = ITradeApi.IsDefaultValue(pos.SellPosition) ? -1 : pos.SellPosition;
long positionNet = ITradeApi.IsDefaultValue(pos.NetPosition) ? -1 : pos.NetPosition;
long positionYesterday = ITradeApi.IsDefaultValue(pos.PositionYesterday) ? -1 : pos.PositionYesterday;
Console.WriteLine(string.Format(" InstID={0}, PositionYesDirection={1:d}, PositionYesterday={2:d}, BuyPosition={3:d}, SellPosition={4:d}, NetPosition={5:d}",
pos.InstrumentID, pos.PositionYesDirection, positionYesterday,
buyposition, sellposition, positionNet));
}
static void PrintPositionInfo(Position pos)
{
long positionTotal = ITradeApi.IsDefaultValue(pos.PositionTotal) ? 0 : pos.PositionTotal;
long positionSellable = ITradeApi.IsDefaultValue(pos.PositionSellable) ? 0 : pos.PositionSellable;
long positionYesterday = ITradeApi.IsDefaultValue(pos.PositionYesterday) ? 0 : pos.PositionYesterday;
double avgPrice = ITradeApi.IsDefaultValue(pos.AvgPrice) ? 0 : pos.AvgPrice;
Console.WriteLine(string.Format(" InstID={0} {1}, Direction={2:d}, PositionTotal={3:d}, PositionSellable={4:d}, PositionYesterday={5:d}, AvgPrice={6:g}",
pos.ExchangeID, pos.InstrumentID, pos.Direction,
positionTotal, positionSellable, positionYesterday, avgPrice));
}
static void PrintPositionInfo(Position pos)
{
long buyposition = ITradeApi.IsDefaultValue(pos.BuyPosition) ? -1 : pos.BuyPosition;
long sellposition = ITradeApi.IsDefaultValue(pos.SellPosition) ? -1 : pos.SellPosition;
long netposition = ITradeApi.IsDefaultValue(pos.NetPosition) ? -1 : pos.NetPosition;
Console.WriteLine(string.Format(" InstID={0} {1} {2}, BuyPosition={3:d}, SellPosition={4:d}, NetPosition={5:d}",
pos.ExchangeID, pos.ProductID, pos.InstrumentID,
buyposition, sellposition, netposition
));
}
//////////////////////////////////////////////////////////////////////////////////
//行情测试
static void MarketTest()
{
//创建 IMarket
// char* path 指 xxx.exe 同级子目录中的 xxx.dll 文件
int err = -1;
market = ITradeApi.XFinApi_CreateMarketApi("XTA_W32/Api/XTP_v1.1.18.13_20180516/XFinApi.XTPTradeApi.dll", out err);
if (err > 0 || market == null)
{
Console.WriteLine(string.Format("* Market XFinApiCreateError={0};", StrCreateErrors[err]));
return;
}
//注册事件
marketEvent = new MarketEvent();
market.SetListener(marketEvent);
//连接服务器
OpenParams openParams = new OpenParams();
openParams.HostAddress = Cfg.MarketAddress;
openParams.UserID = Cfg.UserName;
openParams.Password = Cfg.Password;
openParams.Configs.Add("AuthCode", Cfg.AuthCode);
openParams.Configs.Add("ClientID", Cfg.ClientID);//可选
openParams.IsUTF8 = true;
market.Open(openParams);
/*
* 连接成功后才能执行订阅行情等操作，检测方法有两种：
* 1、IMarket.IsOpened()=true
* 2、MarketListener.OnNotify中
* (int)XFinApi.TradeApi.ActionKind.Open == notifyParams.ActionType &&
* (int)ResultKind.Success == notifyParams.ResultType
*/
/* 行情相关方法
* while (!market.IsOpened())
* Thread.Sleep(1000);
*
* //订阅行情，已在MarketEvent.OnNotify中订阅
* XFinApi.QueryParams param = new XFinApi.QueryParams();
* param.ExchangeID = Cfg.ExchangeID;
* param.InstrumentID = Cfg.InstrumentID;
* market.Subscribe(param);
*
* //取消订阅行情
* market.Unsubscribe(param);
*/
}
static void PrintPositionInfo(Position pos)
{
long buyposition = ITradeApi.IsDefaultValue(pos.BuyPosition) ? -1 : pos.BuyPosition;
long sellposition = ITradeApi.IsDefaultValue(pos.SellPosition) ? -1 : pos.SellPosition;
long positionToday = ITradeApi.IsDefaultValue(pos.PositionToday) ? -1 : pos.PositionToday;
long positionYesterday = ITradeApi.IsDefaultValue(pos.PositionYesterday) ? -1 : pos.PositionYesterday;
Console.WriteLine(string.Format(" InstID={0}, Direction={1:d}, Price={2:g}, PosToday={3:d}, PosYesterday={4:d}, BuyPosition={5:d}, SellPosition={6:d}",
pos.InstrumentID, pos.Direction,
pos.PreSettlementPrice,
positionToday, positionYesterday,
buyposition, sellposition));
}
public void TurnAlgoOn()
{
try {
this.tradingStrategy = TradingStrategyFactory.GetTradingStrategy("RideTheMacd");
if (this.tradingApi == null)
{
this.tradingApi = TradingApiFactory.GetTradingApi("");
}
this.simulationStrategy = TradingStrategyFactory.GetTradingStrategy("Simulation");
this.simulationApi = TradingApiFactory.GetTradingApi("");
this.IsAlgoOn = true;
}
catch (Exception ex)
{
AddError(ex, "TurnAlgoOn");
}
}
public AccountStatus StopLoss(FlipperDataModel fdm, TradeDecision td, ITradeApi tradeApi)
{
Ticker te = fdm.ticker.FirstOrDefault();
AccountStatus stat = new AccountStatus
{
CurrentBalance = (fdm.stats.Volume * te.last),
LastPurchasePrice = fdm.stats.LastPurchasePrice,
LastSalePrice = te.last,
StartingBalance = fdm.stats.StartingBalance,
StatDate = DateTime.Now,
Volume = 0,
IsSimulator = true,
TransactionType = TransactionType.Sell,
Source = TransactionSource.Simulator,
LastOrderDate = DateTime.Now
};
TickerDAL.InsertTransaction(stat);
return(stat);
}
private void OnUserLogin(object sender, RspEventArgs e)
{
switch (sender.ToString())
{
case "ProgramTradeApi.XTradeSpi":
if (e.ErrorID == 0)
{
IsTradeLogined = true;
ITradeApi.RequestUserPosition();
ITradeApi.RequestQueryOrders();
}
else
{
IsTradeLogined = false;
}
eventUserLogined?.Invoke(sender, e);
break;
case "ProgramTradeApi.XMduserSpi":
if (e.ErrorID == 0)
{
IsMarketLogined = true;
//HashSet<string> instruments = new HashSet<string>() { "a1607", "a1609", "a1611" };
HashSet <string> instruments = new HashSet <string>()
{
"*"
};
IMarketApi.SubMarketData(instruments);
}
else
{
IsMarketLogined = false;
}
eventUserLogined?.Invoke(sender, e);
break;
}
}
//////////////////////////////////////////////////////////////////////////////////
//交易测试
static void TradeTest()
{
//创建 ITrade
// char* path 指 xxx.exe 同级子目录中的 xxx.dll 文件
int err = -1;
trade = ITradeApi.XFinApi_CreateTradeApi("XTA_W64/Api/CTP_v6.3.6_20160606/XFinApi.CTPTradeApi.dll", out err);
if (err > 0 || trade == null)
{
Console.WriteLine(string.Format("* Trade XFinApiCreateError={0};", StrCreateErrors[err]));
return;
}
//注册事件
tradeEvent = new TradeEvent();
trade.SetListener(tradeEvent);
//连接服务器
//Cfg.SetNonTradeTime();//非交易时段
OpenParams openParams = new OpenParams();
openParams.HostAddress = Cfg.TradeAddress;
openParams.BrokerID = Cfg.BrokerID;
openParams.UserID = Cfg.UserName;
openParams.Password = Cfg.Password;
openParams.IsUTF8 = true;
trade.Open(openParams);
/*
* //连接成功后才能执行查询、委托等操作，检测方法有两种：
* 1、ITrade.IsOpened()=true
* 2、TradeListener.OnNotify中
* (int)XFinApi.TradeApi.ActionKind.Open == notifyParams.ActionType &&
* (int)ResultKind.Success == notifyParams.ResultType
*/
while (!trade.IsOpened())
{
Thread.Sleep(1000);
}
QueryParams qryParam = new QueryParams();
qryParam.InstrumentID = Cfg.InstrumentID;
//查询委托单
Thread.Sleep(1000);//有些接口查询有间隔限制，如：CTP查询间隔为1秒
Console.WriteLine("Press any key to QueryOrder.");
Console.ReadKey();
trade.QueryOrder(qryParam);
//查询成交单
Thread.Sleep(3000);
Console.WriteLine("Press any key to QueryTradeOrder.");
Console.ReadKey();
trade.QueryTradeOrder(qryParam);
//查询合约
Thread.Sleep(3000);
Console.WriteLine("Press any key to QueryInstrument.");
Console.ReadKey();
trade.QueryInstrument(qryParam);
//查询持仓
Thread.Sleep(3000);
Console.WriteLine("Press any key to QueryPosition.");
Console.ReadKey();
trade.QueryPosition(qryParam);
//查询账户
Thread.Sleep(3000);
Console.WriteLine("Press any key to QueryAccount.");
Console.ReadKey();
trade.QueryAccount(qryParam);
//委托下单
Thread.Sleep(1000);
Console.WriteLine("Press any key to OrderAction.");
Console.ReadKey();
Order order = new Order();
order.InstrumentID = Cfg.InstrumentID;
order.Price = Cfg.SellPrice1;
order.Volume = 1;
order.Direction = DirectionKind.Buy;
order.OpenCloseType = OpenCloseKind.Open;
//下单高级选项，可选择性设置
order.ActionType = OrderActionKind.Insert; //下单
order.OrderType = OrderKind.Order; //标准单
order.PriceCond = PriceConditionKind.LimitPrice; //限价
order.VolumeCond = VolumeConditionKind.AnyVolume; //任意数量
order.TimeCond = TimeConditionKind.GFD; //当日有效
order.ContingentCond = ContingentCondKind.Immediately; //立即
order.HedgeType = HedgeKind.Speculation; //投机
order.ExecResult = ExecResultKind.NoExec; //没有执行
trade.OrderAction(order);
}
//////////////////////////////////////////////////////////////////////////////////
//交易测试
static void TradeTest()
{
//创建 ITrade
// char* path 指 xxx.exe 同级子目录中的 xxx.dll 文件
int err = -1;
trade = ITradeApi.XFinApi_CreateTradeApi("XTA_W32/Api/XTP_v1.1.18.13_20180516/XFinApi.XTPTradeApi.dll", out err);
if (err > 0 || trade == null)
{
Console.WriteLine(string.Format("* Trade XFinApiCreateError={0};", StrCreateErrors[err]));
return;
}
//注册事件
tradeEvent = new TradeEvent();
trade.SetListener(tradeEvent);
//连接服务器
OpenParams openParams = new OpenParams();
openParams.HostAddress = Cfg.TradeAddress;
openParams.UserID = Cfg.UserName;
openParams.Password = Cfg.Password;
openParams.Configs.Add("AuthCode", Cfg.AuthCode);
openParams.Configs.Add("ClientID", Cfg.ClientID);//可选
openParams.IsUTF8 = true;
trade.Open(openParams);
/*
* //连接成功后才能执行查询、委托等操作，检测方法有两种：
* 1、ITrade.IsOpened()=true
* 2、TradeListener.OnNotify中
* (int)XFinApi.TradeApi.ActionKind.Open == notifyParams.ActionType &&
* (int)ResultKind.Success == notifyParams.ResultType
*/
while (!trade.IsOpened())
{
Thread.Sleep(1000);
}
QueryParams qryParam = new QueryParams();
//查询委托单
Thread.Sleep(1000);//有些接口查询有间隔限制，如：CTP查询间隔为1秒
Console.WriteLine("Press any key to QueryOrder.");
Console.ReadKey();
trade.QueryOrder(qryParam);
//查询成交单
Thread.Sleep(3000);
Console.WriteLine("Press any key to QueryTradeOrder.");
Console.ReadKey();
trade.QueryTradeOrder(qryParam);
//查询合约
Thread.Sleep(3000);
Console.WriteLine("Press any key to QueryInstrument.");
Console.ReadKey();
trade.QueryInstrument(qryParam);
//查询持仓
Thread.Sleep(3000);
Console.WriteLine("Press any key to QueryPosition.");
Console.ReadKey();
trade.QueryPosition(qryParam);
//查询账户
Thread.Sleep(3000);
Console.WriteLine("Press any key to QueryAccount.");
Console.ReadKey();
trade.QueryAccount(qryParam);
//委托下单
Thread.Sleep(1000);
Console.WriteLine("Press any key to OrderAction.");
Console.ReadKey();
Order order = new Order();
order.ExchangeID = Cfg.MarketID;
order.InstrumentID = Cfg.InstrumentID;
order.Price = Cfg.SellPrice1;
order.Volume = 100;
order.Direction = DirectionKind.Buy;
//下单高级选项，可选择性设置
order.ActionType = OrderActionKind.Insert; //下单
order.OrderType = OrderKind.Order; //标准单
order.PriceCond = PriceConditionKind.LimitPrice; //限价
trade.OrderAction(order);
}
