public bool PlaceOrder(ThostFtdcInputOrderField order)
{
isSuccess = false;
autoResetEventOrderCompleted = new AutoResetEvent(false);
frame.CtpTrader.OnRtnOrder += CtpTrader_OnRtnOrder;
Console.WriteLine("Send order.({0})", order.ToString2());
frame.CtpTrader.ReqOrderInsert(order);
autoResetEventOrderCompleted.WaitOne();
frame.CtpTrader.OnRtnOrder -= CtpTrader_OnRtnOrder;
return(isSuccess);
}
/// <summary>
/// 下单、超时撤单
/// </summary>
/// <param name="order"></param>
/// <param name="timeout"></param>
/// <returns></returns>
public bool PlaceOrder(ThostFtdcInputOrderField order, int timeout)
{
isSuccess = true;
autoResetEventOrderCompleted = new AutoResetEvent(false);
frame.CtpTrader.OnRtnOrder += CtpTrader_OnRtnOrder;
Console.WriteLine("Send order. ({0})", order.ToString2());
frame.CtpTrader.ReqOrderInsert(order);
var isTimeout = !autoResetEventOrderCompleted.WaitOne(timeout);
if (isTimeout)
{
isSuccess = false;
frame.CtpTrader.OnRspOrderAction += CtpTrader_OnRspOrderAction;
var cancelOrder = new ThostFtdcInputOrderActionField()
{
ActionFlag = EnumActionFlagType.Delete,
BrokerID = orderOnWay.BrokerID,
InvestorID = orderOnWay.InvestorID,
InstrumentID = orderOnWay.InstrumentID,
FrontID = orderOnWay.FrontID,
SessionID = orderOnWay.SessionID,
OrderSysID = orderOnWay.OrderSysID,
OrderRef = orderOnWay.OrderRef,
ExchangeID = orderOnWay.ExchangeID,
};
Console.WriteLine("撤单。({0})", cancelOrder.ToString2());
frame.CtpTrader.ReqOrderAction(cancelOrder);
autoResetEventOrderCompleted.WaitOne();
}
frame.CtpTrader.OnRtnOrder -= CtpTrader_OnRtnOrder;
return(isSuccess);
}