internal void AddQueryStock(SecurityInfo si)
{
foreach (var st in RunningST)
{
BaseTradeAPI bta = ((BaseTradeAPI)st.Value);
if (bta.market == si.Market)
{
if (bta.isOpened)
{
if (CurrentTicker.getCurrentTickerPrice(si.Market + si.Code) == 0)
{
CurrentTicker.Insert(si.Market + si.Code);
}
if (!bta.DicSi.ContainsKey(si.Code))
{
bta.DicSi.Add(si.Code, si);
}
bta.Subscribe(si.Code, "marketDepth", si.Type);
bta.Subscribe(si.Code, "trade", si.Type);
if (showTradeView)
{
bta.Subscribe(si.Code, "order", si.Type);
bta.Subscribe(si.Code, "account", si.Type);
if (si.Type != "spot")
{
bta.Subscribe(si.Code, "position", si.Type);
}
}
}
}
}
}
public override void QueryQuote5(JObject jomsg)
{
#region 全量
TickData t = new TickData();
JObject jtick_depth = jomsg;
string[] s = jtick_depth["ch"].ToString().Split(new char[] { '.' });
SecurityInfo si = DicSi[s[1]];
t.SecInfo = si;
System.DateTime startTime = TimeZone.CurrentTimeZone.ToLocalTime(new System.DateTime(1970, 1, 1));
t.Time = startTime.AddMilliseconds(System.Convert.ToDouble(jtick_depth["ts"].ToString()));
t.Name = si.Name;
t.Code = si.Code;
t.IsReal = true;
t.Bid = System.Convert.ToDouble(jtick_depth["tick"]["bids"][0][0].ToString());
t.Ask = System.Convert.ToDouble(jtick_depth["tick"]["asks"][0][0].ToString());
double last = CurrentTicker.getCurrentTickerPrice(market + s[1]);
t.Last = last == 0 ? (t.Bid + t.Ask) / 2 : last;
for (int i = 0; i < 10; i++)
{
t.Bids[i] = System.Convert.ToDouble(jtick_depth["tick"]["bids"][i][0].ToString());
t.Bidsizes[i] = System.Convert.ToDouble(jtick_depth["tick"]["bids"][i][1].ToString());
t.Asks[i] = System.Convert.ToDouble(jtick_depth["tick"]["asks"][i][0].ToString());
t.Asksizes[i] = System.Convert.ToDouble(jtick_depth["tick"]["asks"][i][1].ToString());
}
RaiseQueryData(t);
if (si.Code == this._querySi.Code && si.Market == market)
{
RaiseTradeQueryData(t);
}
#endregion
}
public override JObject PostOrders(string symbol, string tsoc, string price, string orderQty, string tsopt, string symbolType, string clOrdID = "", bool maker = false, string leverage = "10")
{
string res = "";
switch (symbolType)
{
case "swap":
break;
case "futures":
break;
case "spot":
{
var param = new Dictionary <string, string>();
param["amount"] = orderQty;
if (tsopt != "Market")
{
param["price"] = price;
param["type"] = "limit";
}
else
{
param["type"] = "market";
param["amount"] = Math.Round(System.Convert.ToDouble(orderQty) * CurrentTicker.getCurrentTickerPrice(market + symbol), 2).ToString();
}
//if (maker)
//{
// param["order_type"] = "1";
//}
param["symbol"] = symbol;
if (tsoc == "5")
{
param["side"] = "buy";
}
else
{
param["side"] = "sell";
}
//param["exchange"] = "main";
//if (clOrdID != "")
//{
// param["client_oid"] = clOrdID;
//}
res = Query("POST", "/orders", param, true);
}
break;
default:
break;
}
JObject resultJo = new JObject();
resultJo["data"] = "网络错误";
resultJo["status"] = false;
if (res.Length > 0)
{
if (res[0].ToString() != "<")
{
JObject jo = (JObject)JsonConvert.DeserializeObject(res);
switch (symbolType)
{
case "swap":
break;
case "futures":
break;
case "spot":
{
if (jo["status"].ToString() == "0")
{
resultJo["data"] = jo["data"].ToString();
resultJo["status"] = true;
}
else
{
resultJo["data"] = jo["msg"].ToString();
resultJo["status"] = false;
}
}
break;
default:
resultJo["data"] = "类型错误";
resultJo["status"] = false;
break;
}
return(resultJo);
}
}
return(resultJo);
}