private static void SendOrder(QuoteOrder quoteOrder) { var bidOrder = new Order() { Side = SideEnum.Buy, Symbol = quoteOrder.Symbol, Qty = quoteOrder.BidQty, Price = quoteOrder.Bid, TimeInForce = TimeInForceEnum.ROD, OrderType = OrderTypeEnum.otLimit, }; quoteOrder.BidOrderBook = MrWangConnection.SnedOrder(bidOrder); var AskOrder = new Order() { Side = SideEnum.Sell, Symbol = quoteOrder.Symbol, Qty = quoteOrder.AskQty, Price = quoteOrder.Ask, TimeInForce = TimeInForceEnum.ROD, OrderType = OrderTypeEnum.otLimit, }; quoteOrder.AskOrderBook = MrWangConnection.SnedOrder(AskOrder); }
private static void SendQuoteOrder(QuoteOrder quoteOrder) { Console.WriteLine($"新增 QuoteOrder: {quoteOrder.Symbol}" + $" {quoteOrder.Bid}({quoteOrder.BidQty})/{quoteOrder.Ask}({quoteOrder.AskQty})"); if (dicQuoteOrder.ContainsKey(quoteOrder.Symbol) == false) { dicQuoteOrder.Add(quoteOrder.Symbol, quoteOrder); } else { var CancelQutoeOrder = dicQuoteOrder[quoteOrder.Symbol]; MrWangConnection.CanceledOrder(CancelQutoeOrder.BidOrderBook); MrWangConnection.CanceledOrder(CancelQutoeOrder.AskOrderBook); dicQuoteOrder[quoteOrder.Symbol] = quoteOrder; } SendOrder(quoteOrder); }
/// <summary> /// 通知登入結果事件 /// </summary> private static void MrWangConnection_OnLogonReply(int Code, string Msg) { if (Code == 0) { //登入成功 Console.WriteLine("登入成功。"); Console.WriteLine("訂閱商品TXFD9。"); MrWangConnection.SubscribeQuote("TXFD9", 20); QuoteOrder quoteOrder = new QuoteOrder() { Symbol = "TXFD9", Ask = 10900, AskQty = 1, Bid = 10700, BidQty = 1 }; SendQuoteOrder(quoteOrder); quoteOrder = new QuoteOrder() { Symbol = "TXFD9", Ask = 10850, AskQty = 1, Bid = 10750, BidQty = 2 }; SendQuoteOrder(quoteOrder); } else { //登入失敗 Console.WriteLine($"Code:{Code} Msg:{Msg}"); } }