public TrdPlaceOrder.Response PlaceOrderSync(TrdPlaceOrder.C2S c2s)
{
ReqInfo reqInfo = null;
Object syncEvent = new Object();
lock (syncEvent)
{
lock (trdLock)
{
if (trdConnStatus != ConnStatus.READY)
{
return(null);
}
TrdPlaceOrder.Request req = TrdPlaceOrder.Request.CreateBuilder().SetC2S(c2s).Build();
uint sn = trd.PlaceOrder(req);
if (sn == 0)
{
return(null);
}
reqInfo = new ReqInfo(ProtoID.TrdPlaceOrder, syncEvent);
trdReqInfoMap.Add(sn, reqInfo);
}
Monitor.Wait(syncEvent);
return((TrdPlaceOrder.Response)reqInfo.Rsp);
}
}
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);
}
void Sell(QotCommon.Security sec, TrdCommon.Position pstn, ulong trdAcc, TrdCommon.TrdMarket trdMarket,
TrdCommon.TrdEnv trdEnv)
{
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;
}
double price = snapshotRsp.S2C.SnapshotListList[0].Basic.CurPrice;
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;
}
TrdCommon.TrdHeader trdHeader = MakeTrdHeader(trdEnv, trdAcc, trdMarket);
TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.CreateBuilder()
.SetPacketID(trd.NextPacketID())
.SetHeader(trdHeader)
.SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Sell)
.SetOrderType((int)TrdCommon.OrderType.OrderType_Normal)
.SetCode(sec.Code)
.SetQty(pstn.CanSellQty)
.SetPrice(price)
.SetAdjustPrice(true)
.SetSecMarket((int)secMarket)
.Build();
TrdPlaceOrder.Response placeOrderRsp = PlaceOrderSync(c2s);
Console.WriteLine(placeOrderRsp);
}
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);
}
}
void smartSell(String code, QotCommon.QotMarket qotMarket, TrdCommon.TrdSecMarket secMarket,
int volume, TrdCommon.OrderType orderType,
TrdCommon.TrdEnv trdEnv,
ulong accID,
TrdCommon.TrdMarket trdMarket,
String trdPwdMD5)
{
int lotSize = 0;
QotCommon.Security sec = MakeSec(qotMarket, code);
while (true)
{
Thread.Sleep(1000);
if (lotSize == 0)
{
List <QotCommon.Security> secList = new List <QotCommon.Security>();
secList.Add(sec);
QotGetSecuritySnapshot.Response rsp = GetSecuritySnapshotSync(secList);
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("getSecuritySnapshotSync err; retType={} msg={1}\n", rsp.RetType,
rsp.RetMsg);
return;
}
lotSize = rsp.S2C.SnapshotListList[0].Basic.LotSize;
if (lotSize <= 0)
{
Console.Error.Write("invalid lot size; code={0} lotSize={1}\n", code, lotSize);
return;
}
}
int qty = (volume / lotSize) * lotSize; // 将数量调整为整手的股数
QotSub.Response subRsp = SubSync(new List <QotCommon.Security>()
{
sec
},
new List <QotCommon.SubType>()
{
QotCommon.SubType.SubType_OrderBook
},
true,
false);
if (subRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("subSync er; retType={0}; msg={1}\n", subRsp.RetType, subRsp.RetMsg);
return;
}
QotGetOrderBook.Response getOrderBookRsp = GetOrderBookSync(MakeSec(qotMarket, code), 1);
if (getOrderBookRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("getOrderBookSync er; retType={0}; msg={1}\n", subRsp.RetType, subRsp.RetMsg);
return;
}
double bid1Price = getOrderBookRsp.S2C.OrderBookBidListList[0].Price;
TrdCommon.TrdHeader trdHeader = MakeTrdHeader(trdEnv, accID, trdMarket);
TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.CreateBuilder()
.SetHeader(trdHeader)
.SetPacketID(trd.NextPacketID())
.SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Sell)
.SetOrderType((int)orderType)
.SetCode(code)
.SetQty(qty)
.SetPrice(bid1Price)
.SetAdjustPrice(true)
.SetSecMarket((int)secMarket)
.Build();
TrdPlaceOrder.Response placeOrderRsp = PlaceOrderSync(c2s);
if (placeOrderRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("placeOrderSync err; retType={0} msg={1}\n", placeOrderRsp.RetType, placeOrderRsp.RetMsg);
return;
}
else
{
Console.Write("下单成功: {0}\n", placeOrderRsp.S2C);
}
}
}
void simpleSell(String code, QotCommon.QotMarket qotMarket, TrdCommon.TrdSecMarket secMarket,
double price, int volume, TrdCommon.OrderType orderType,
TrdCommon.TrdEnv trdEnv,
ulong accID,
TrdCommon.TrdMarket trdMarket,
String trdPwdMD5)
{
bool ret = InitConnectQotSync(Config.OpendIP, Config.OpendPort);
if (!ret)
{
Console.Error.WriteLine("Fail to connect opend");
return;
}
ret = InitConnectTrdSync(Config.OpendIP, Config.OpendPort);
if (!ret)
{
Console.Error.WriteLine("Fail to connect opend");
return;
}
int lotSize = 0;
QotCommon.Security sec = MakeSec(qotMarket, code);
while (true)
{
Thread.Sleep(1000);
if (lotSize == 0)
{
List <QotCommon.Security> secList = new List <QotCommon.Security>();
secList.Add(sec);
QotGetSecuritySnapshot.Response rsp = GetSecuritySnapshotSync(secList);
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("getSecuritySnapshotSync err; retType={0} msg={1}\n", rsp.RetType,
rsp.RetMsg);
return;
}
lotSize = rsp.S2C.SnapshotListList[0].Basic.LotSize;
if (lotSize <= 0)
{
Console.Error.Write("invalid lot size; code={0} lotSize={1}\n", code, lotSize);
return;
}
}
int qty = (volume / lotSize) * lotSize; // 将数量调整为整手的股数
TrdCommon.TrdHeader trdHeader = MakeTrdHeader(trdEnv, accID, trdMarket);
TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.CreateBuilder()
.SetHeader(trdHeader)
.SetPacketID(trd.NextPacketID())
.SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Sell)
.SetOrderType((int)orderType)
.SetCode(code)
.SetQty(qty)
.SetPrice(price)
.SetAdjustPrice(true)
.SetSecMarket((int)secMarket)
.Build();
TrdPlaceOrder.Response placeOrderRsp = PlaceOrderSync(c2s);
if (placeOrderRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("placeOrderSync err; retType={0} msg={1}\n", placeOrderRsp.RetType, placeOrderRsp.RetMsg);
return;
}
else
{
Console.Write("下单成功: {0}\n", placeOrderRsp.S2C);
}
}
}
