/// <summary>
/// 克隆USeProduct。
/// </summary>
/// <returns></returns>
public USeInstrument Clone()
{
USeInstrument product = new USeInstrument();
product.InstrumentCode = this.InstrumentCode;
product.InstrumentName = this.InstrumentName;
product.Market = this.Market;
return(product);
}
public override bool Equals(object obj)
{
if (obj == null)
{
return(false);
}
if (GetType() != obj.GetType())
{
return(false);
}
USeInstrument product = obj as USeInstrument;
//return this.InstrumentCode.Equals(product.InstrumentCode, StringComparison.OrdinalIgnoreCase);
//产品比较只比较产品代码,因Ctp交易环境不同代码所属市场不同
if (this.InstrumentCode.Equals(product.InstrumentCode, StringComparison.OrdinalIgnoreCase))
{
return(true);
}
else
{
return(false);
}
}
/// <summary> /// 撤单。 /// </summary> /// <param name="orderNum">委托单号。</param> /// <param name="product">委托产品。</param> /// <param name="error">[out]撤单失败错误信息。</param> /// <returns>撤单是否成功。</returns> public abstract bool CancelOrder(USeOrderNum orderNum, USeInstrument product, out string error);
/// <summary> /// 委托下单。 /// </summary> /// <param name="product">委托产品。</param> /// <param name="qty">委托量。</param> /// <param name="price">委托价格。</param> /// <param name="offsetType">开平仓方向。</param> /// <param name="orderSide">买卖方向。</param> /// <param name="error">[out]委托失败原因。</param> /// <returns>委托单号。</returns> /// <remarks>返回为null代表失败,否则为委托单号。</remarks> public abstract USeOrderNum PlaceOrder(USeInstrument product, int qty, decimal price, USeOffsetType offsetType, USeOrderSide orderSide, out string error);
/// <summary> /// 查询某一合约指定方向当前持仓。 /// </summary> /// <param name="instrument">合约。</param> /// <param name="direction">持仓方向。</param> /// <returns></returns> public abstract USePosition QueryPositions(USeInstrument instrument, USeDirection direction);
/// <summary> /// 查询某一合约当前持仓。 /// </summary> /// <param name="instrument">合约。</param> /// <returns></returns> public abstract List <USePosition> QueryPositions(USeInstrument instrument);
/// <summary>
/// 查询期权合约交易成本信息。
/// </summary>
/// <param name="instrument"></param>
/// <returns></returns>
public virtual USeOptionTradeCost QueryOptionTradeCost(USeInstrument instrument)
{
throw new NotImplementedException();
}
/// <summary> /// 查询合约保证金。 /// </summary> /// <param name="instrument"></param> /// <returns></returns> public abstract USeMargin QueryInstrumentMargin(USeInstrument instrument);
/// <summary> /// 查询合约手续费。 /// </summary> /// <param name="instrument">合约。</param> /// <returns>合约手续费。</returns> public abstract USeFee QueryInstrumentFee(USeInstrument instrument);
/// <summary> /// 查询合约的合约乘数。 /// </summary> /// <param name="instrument">合约。</param> /// <returns>合约乘数。</returns> public abstract int QueryInstrumentVolumeMultiple(USeInstrument instrument);
/// <summary> /// 查询指定合约详细信息。 /// </summary> /// <param name="instrument">合约。</param> /// <returns>合约详细信息。</returns> public abstract USeInstrumentDetail QueryInstrumentDetail(USeInstrument instrument);
/// <summary> /// 快速查询行情(无缓存直接返回空行情)。 /// </summary> /// <param name="instrument"></param> /// <returns></returns> public abstract USeMarketData QuickQuery(USeInstrument instrument);
/// <summary> /// 退订行情。 /// </summary> /// <param name="instrument">合约。</param> public abstract void Unsubscribe(USeInstrument instrument);
public USeMarketData2(USeInstrument instrument)
{
this.Instrument = instrument;
}
