public ReportArgs SendOrder(OrderSide orderSide, OrderType orderType, string securityID, float price, long quantity)
{
ReportArgs reportArgs = new ReportArgs();
if (this.clientID != -1)
{
//股东代码似乎可以为空
string shareholderCode = "";
StringBuilder errInfo = new StringBuilder(256);
StringBuilder result = new StringBuilder(1024 * 1024);
TDXWrapper.SendOrder(this.clientID, (int)orderSide, (int)orderType, shareholderCode, securityID, price, (int)quantity, result, errInfo);
if (errInfo.ToString() != string.Empty)//下单失败
{
reportArgs.Succeeded = false;
reportArgs.ErrorInfo = errInfo.ToString();
}
else//下单成功
{
List <string[]> data = this.pickUp(result);
reportArgs.Succeeded = true;
if (data.Count > 1)
{
reportArgs.Result = data[1][0];//返回订单编号
}
}
}
else
{
reportArgs.Succeeded = false;
reportArgs.ErrorInfo = "交易账号未登录.";
}
return(reportArgs);
}
public ReportArgs CancelOrder(string orderID)
{
ReportArgs reportArgs = new ReportArgs();
if (this.clientID != -1)
{
//交易所编号，似乎可以为空
string exchangeID = "";
StringBuilder errInfo = new StringBuilder(256);
StringBuilder result = new StringBuilder(1024 * 1024);
TDXWrapper.CancelOrder(this.clientID, exchangeID, orderID, result, errInfo);
if (errInfo.ToString() != string.Empty)//撤单失败
{
reportArgs.Succeeded = false;
reportArgs.ErrorInfo = errInfo.ToString();
}
else//下单成功
{
List <string[]> data = this.pickUp(result);
reportArgs.Succeeded = true;
if (data.Count > 1)
{
reportArgs.Result = data[1][0];
}
}
}
else
{
reportArgs.Succeeded = false;
reportArgs.ErrorInfo = "交易账号未登录.";
}
return(reportArgs);
}
public ReportArgs Logon(string ip, short port, string version, short departmentID, string accountID, string fundID, string password)
{
this.ip = ip;
this.port = port;
this.version = version;
this.departmentID = departmentID;
this.accountID = accountID;
this.fundID = fundID;
this.password = password;
StringBuilder errInfo = new StringBuilder(256);
this.clientID = TDXWrapper.Logon(this.ip, this.port, this.version, this.departmentID, this.accountID, this.fundID, this.password, string.Empty, errInfo);
ReportArgs reportArgs = new ReportArgs();
if (this.clientID == -1)
{
reportArgs.Succeeded = false;
reportArgs.ErrorInfo = errInfo.ToString();
}
else
{
reportArgs.Succeeded = true;
}
return(reportArgs);
}
public void Logoff()
{
if (this.clientID != -1)
{
TDXWrapper.Logoff(this.clientID);
this.clientID = -1;
}
}
public ReportArgs QueryPositions()
{
ReportArgs reportArgs = new ReportArgs();
if (this.clientID != -1)
{
StringBuilder errInfo = new StringBuilder(256);
StringBuilder result = new StringBuilder(1024 * 1024);
TDXWrapper.QueryData(this.clientID, 1, result, errInfo);
if (errInfo.ToString() != string.Empty)//查询失败
{
reportArgs.Succeeded = false;
reportArgs.ErrorInfo = errInfo.ToString();
}
else//查询成功
{
List <string[]> data = this.pickUp(result);
reportArgs.Succeeded = true;
List <PositionRecord> positions = new List <PositionRecord>();
for (int i = 1; i < data.Count; i++)
{
PositionRecord positionRecord = new PositionRecord();
positionRecord.SecurityID = data[i][0];
positionRecord.Quantity = double.Parse(data[i][2]);
positionRecord.Available = double.Parse(data[i][3]);
positionRecord.CostPrice = double.Parse(data[i][4]);
switch (int.Parse(data[i][11]))
{
case 1:
positionRecord.SecurityExchange = "SHSE";
break;
case 0:
positionRecord.SecurityExchange = "SZSE";
break;
}
positions.Add(positionRecord);
}
reportArgs.Result = positions;
}
}
else
{
reportArgs.Succeeded = false;
reportArgs.ErrorInfo = "交易账号未登录.";
}
return(reportArgs);
}
public ReportArgs ReLogon()
{
StringBuilder errInfo = new StringBuilder(256);
this.clientID = TDXWrapper.Logon(this.ip, this.port, this.version, this.departmentID, this.accountID, this.fundID, this.password, string.Empty, errInfo);
ReportArgs reportArgs = new ReportArgs();
if (this.clientID == -1)
{
reportArgs.Succeeded = false;
reportArgs.ErrorInfo = errInfo.ToString();
}
else
{
reportArgs.Succeeded = true;
}
return(reportArgs);
}
public ReportArgs QueryFund()
{
ReportArgs reportArgs = new ReportArgs();
if (this.clientID != -1)
{
StringBuilder errInfo = new StringBuilder(256);
StringBuilder result = new StringBuilder(1024 * 1024);
TDXWrapper.QueryData(this.clientID, 0, result, errInfo);
if (errInfo.ToString() != string.Empty)//查询失败
{
reportArgs.Succeeded = false;
reportArgs.ErrorInfo = errInfo.ToString();
}
else//查询成功
{
List <string[]> data = this.pickUp(result);
reportArgs.Succeeded = true;
if (data.Count > 1)
{
FundRecord fundRecord = new FundRecord();
fundRecord.Balance = double.Parse(data[1][1]);
fundRecord.Available = double.Parse(data[1][2]);
fundRecord.Frozen = double.Parse(data[1][3]);
fundRecord.Desirable = double.Parse(data[1][4]);
fundRecord.TotalAsserts = double.Parse(data[1][5]);
fundRecord.MarketValue = double.Parse(data[1][6]);
reportArgs.Result = fundRecord;
}
}
}
else
{
reportArgs.Succeeded = false;
reportArgs.ErrorInfo = "交易账号未登录.";
}
return(reportArgs);
}
public void Close()
{
TDXWrapper.CloseTdx();
}
public ReportArgs QueryOrders()
{
ReportArgs reportArgs = new ReportArgs();
if (this.clientID != -1)
{
StringBuilder errInfo = new StringBuilder(256);
StringBuilder result = new StringBuilder(1024 * 1024);
TDXWrapper.QueryData(this.clientID, 2, result, errInfo);
if (errInfo.ToString() != string.Empty)//查询失败
{
reportArgs.Succeeded = false;
reportArgs.ErrorInfo = errInfo.ToString();
}
else//查询成功
{
List <string[]> data = this.pickUp(result);
reportArgs.Succeeded = true;
List <OrderRecord> resultList = new List <OrderRecord>();
string dateString = DateTime.Today.ToString("yyyy-MM-dd");
for (int i = 1; i < data.Count; i++)
{
OrderRecord orderRecord = new OrderRecord();
orderRecord.TransactTime = DateTime.Parse(dateString + " " + data[i][0]);
orderRecord.SecurityID = data[i][1];
orderRecord.OrderSide = (OrderSide)int.Parse(data[i][3]);
switch (data[i][6])
{
case "待报":
orderRecord.OrderStatus = OrderStatus.PendingNew;
break;
case "已报":
orderRecord.OrderStatus = OrderStatus.New;
break;
case "部分成交":
orderRecord.OrderStatus = OrderStatus.PartiallyFilled;
break;
case "已成":
orderRecord.OrderStatus = OrderStatus.Filled;
break;
case "已报待撤":
orderRecord.OrderStatus = OrderStatus.PendingCancel;
break;
case "已撤":
orderRecord.OrderStatus = OrderStatus.Cancelled;
break;
default:
orderRecord.OrderStatus = OrderStatus.Rejected;
break;
}
orderRecord.OrderPrice = double.Parse(data[i][7]);
orderRecord.OrderQty = double.Parse(data[i][8]);
orderRecord.InnerOrderID = data[i][9];
orderRecord.AvgPx = double.Parse(data[i][10]);
orderRecord.CumQty = double.Parse(data[i][11]);
orderRecord.OrderType = (OrderType)int.Parse(data[i][12]);
resultList.Add(orderRecord);
}
reportArgs.Result = resultList;
}
}
else
{
reportArgs.Succeeded = false;
reportArgs.ErrorInfo = "交易账号未登录.";
}
return(reportArgs);
}
private TDXTrader()
{
TDXWrapper.OpenTdx();
}