public TEsOrderInsertReqField InsertOrder(string symbolCode, double price, EsunnyDirectType direction, EsunnyOffsetType offset, int volume) { TEsOrderInsertReqField req = new TEsOrderInsertReqField(); if (this.contractMap.ContainsKey(symbolCode)) { //交易所 req.Exchange = contractMap[symbolCode].Exchange; //普通单 req.CmbType = EsunnyCombinOrderType.Normal; req.Contract1 = symbolCode.ToUpper(); } else if (this.combinContractMap.ContainsKey(symbolCode)) { //交易所 req.Exchange = combinContractMap[symbolCode].Exchange; //跨期/跨品种 req.CmbType = combinContractMap[symbolCode].CmbType; string[] items = symbolCode.Split('\\'); req.Contract1 = items[0]; req.Contract2 = items[1]; } else { throw new ApplicationException("未知合约:" + symbolCode); } req.Direct = direction; req.Offset = offset; req.OrderPrice = price; req.OrderVol = volume; req.RequestID = this._requestID++; req.OrderType = EsunnyOrderType.LimitOrder; req.Hedge = EsunnyHedgeType.Speculation; InvokeAPI(EsunnyWrapperAction.OrderInsert, req); return(req); }
public TEsOrderInsertReqField InsertOrder(string symbolCode, double price, EsunnyDirectType direction, EsunnyOffsetType offset, int volume) { TEsOrderInsertReqField req = new TEsOrderInsertReqField(); if (this.contractMap.ContainsKey(symbolCode)) { //交易所 req.Exchange = contractMap[symbolCode].Exchange; //普通单 req.CmbType = EsunnyCombinOrderType.Normal; req.Contract1 = symbolCode.ToUpper(); } else if (this.combinContractMap.ContainsKey(symbolCode)) { //交易所 req.Exchange = combinContractMap[symbolCode].Exchange; //跨期/跨品种 req.CmbType = combinContractMap[symbolCode].CmbType; string[] items = symbolCode.Split('\\'); req.Contract1 = items[0]; req.Contract2 = items[1]; } else { throw new ApplicationException("未知合约:" + symbolCode); } req.Direct = direction; req.Offset = offset; req.OrderPrice = price; req.OrderVol = volume; req.RequestID = this._requestID++; req.OrderType = EsunnyOrderType.LimitOrder; req.Hedge = EsunnyHedgeType.Speculation; InvokeAPI(EsunnyWrapperAction.OrderInsert, req); return req; }