void Buy(QotCommon.Security sec, ulong trdAcc, TrdCommon.TrdMarket trdMarket,
TrdCommon.TrdEnv trdEnv)
{
TrdCommon.TrdSecMarket secMarket = TrdCommon.TrdSecMarket.TrdSecMarket_Unknown;
if (sec.Market == (int)QotCommon.QotMarket.QotMarket_HK_Security)
{
secMarket = TrdCommon.TrdSecMarket.TrdSecMarket_HK;
}
else
{
secMarket = TrdCommon.TrdSecMarket.TrdSecMarket_US;
}
TrdGetFunds.Response getFundsRsp = GetFundsSync(trdAcc, trdMarket, trdEnv, false, TrdCommon.Currency.Currency_Unknown);
if (getFundsRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("getFundsSync err; retType={0} msg={1}\n", getFundsRsp.RetType, getFundsRsp.RetMsg);
return;
}
QotGetSecuritySnapshot.Response snapshotRsp = GetSecuritySnapshotSync(new List <QotCommon.Security>()
{
sec
});
if (snapshotRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("getSecuritySnapshotSync err; retType={0} msg={1}\n", snapshotRsp.RetType, snapshotRsp.RetMsg);
return;
}
int lotSize = snapshotRsp.S2C.SnapshotListList[0].Basic.LotSize;
double curPrice = snapshotRsp.S2C.SnapshotListList[0].Basic.CurPrice;
double cash = getFundsRsp.S2C.Funds.Cash;
int qty = (int)Math.Floor(cash / curPrice);
qty = qty / lotSize * lotSize;
TrdCommon.TrdHeader trdHeader = MakeTrdHeader(trdEnv, trdAcc, trdMarket);
TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.CreateBuilder()
.SetPacketID(trd.NextPacketID())
.SetHeader(trdHeader)
.SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Buy)
.SetOrderType((int)TrdCommon.OrderType.OrderType_Normal)
.SetCode(sec.Code)
.SetQty(qty)
.SetPrice(curPrice)
.SetAdjustPrice(true)
.SetSecMarket((int)secMarket)
.Build();
TrdPlaceOrder.Response placeOrderRsp = PlaceOrderSync(c2s);
Console.WriteLine(placeOrderRsp);
}
public void OnReply_GetFunds(FTAPI_Conn client, int nSerialNo, TrdGetFunds.Response rsp)
{
}
public void TradeHkTest()
{
bool ret = InitConnectTrdSync(Config.OpendIP, Config.OpendPort);
if (!ret)
{
Console.Error.WriteLine("Fail to connect opend");
return;
}
else
{
Console.WriteLine("trd connected");
}
TrdUnlockTrade.Response unlockTradeRsp = UnlockTradeSync(Config.UnlockTradePwdMd5, true);
if (unlockTradeRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("unlockTradeSync err; retType={0} msg={1}\n", unlockTradeRsp.RetType, unlockTradeRsp.RetMsg);
}
else
{
Console.WriteLine("unlock succeed");
}
TrdGetFunds.Response getFundsRsp = GetFundsSync(Config.TrdAcc, TrdCommon.TrdMarket.TrdMarket_HK, TrdCommon.TrdEnv.TrdEnv_Real,
false, TrdCommon.Currency.Currency_Unknown);
Console.Write("getFundsSync: {0}\n", getFundsRsp);
TrdGetAccList.Response getAccListRsp = GetAccListSync(Config.UserID);
Console.Write("getAccList: {0}\n", getAccListRsp);
{
TrdGetPositionList.Response getPositionListRsp = GetPositionListSync(Config.TrdAcc,
TrdCommon.TrdMarket.TrdMarket_HK,
TrdCommon.TrdEnv.TrdEnv_Real, null,
-50.0, 50.0, false);
Console.Write("getPositionList: {0}\n", getPositionListRsp);
}
{
TrdGetOrderList.Response getOrderListRsp = GetOrderListSync(Config.TrdAcc, TrdCommon.TrdMarket.TrdMarket_HK,
TrdCommon.TrdEnv.TrdEnv_Real, false, null,
new List <TrdCommon.OrderStatus> {
TrdCommon.OrderStatus.OrderStatus_Submitted
});
Console.Write("getOrderList: {0}\n", getOrderListRsp);
}
{
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.CreateBuilder()
.SetTrdEnv((int)TrdCommon.TrdEnv.TrdEnv_Real)
.SetAccID(Config.TrdAcc)
.SetTrdMarket((int)TrdCommon.TrdMarket.TrdMarket_HK)
.Build();
TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.CreateBuilder()
.SetPacketID(trd.NextPacketID())
.SetHeader(header)
.SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Sell)
.SetOrderType((int)TrdCommon.OrderType.OrderType_Normal)
.SetCode("00700")
.SetQty(100)
.SetPrice(700)
.SetAdjustPrice(true)
.SetSecMarket((int)TrdCommon.TrdSecMarket.TrdSecMarket_HK)
.Build();
TrdPlaceOrder.Response placeOrderRsp = PlaceOrderSync(c2s);
Console.Write("placeOrder: {0}\n", placeOrderRsp);
}
{
TrdCommon.TrdFilterConditions filterConditions = TrdCommon.TrdFilterConditions.CreateBuilder()
.AddCodeList("00700")
.Build();
TrdGetOrderFillList.Response getOrderFillListRsp = GetOrderFillListSync(Config.TrdAcc,
TrdCommon.TrdMarket.TrdMarket_HK,
TrdCommon.TrdEnv.TrdEnv_Real, false, filterConditions);
Console.Write("getOrderFillList: {0}\n", getOrderFillListRsp);
}
}
public void OnReply_GetFunds(FTAPI_Conn client, uint nSerialNo, TrdGetFunds.Response rsp)
{
handleTrdOnReply(nSerialNo, ProtoID.TrdGetFunds, rsp);
}
public GetFundsEventArgs(FTAPI_Conn client, int nSerialNo, TrdGetFunds.Response result)
{
Client = client;
SerialNo = nSerialNo;
Result = result;
}
