public int SendOrder(
string szInstrument,
string szExchange,
TZQThostFtdcDirectionType Direction,
string szCombOffsetFlag,
string szCombHedgeFlag,
int VolumeTotalOriginal,
string LimitPrice,
TZQThostFtdcOrderPriceTypeType OrderPriceType,
TZQThostFtdcTimeConditionType TimeCondition,
TZQThostFtdcContingentConditionType ContingentCondition,
double StopPrice)
{
if (null == m_pTdApi || IntPtr.Zero == m_pTdApi)
{
return(0);
}
return(TraderApi.TD_SendOrder(
m_pTdApi,
szInstrument,
szExchange,
Direction,
szCombOffsetFlag,
szCombHedgeFlag,
VolumeTotalOriginal,
LimitPrice,
OrderPriceType,
TimeCondition,
ContingentCondition,
StopPrice));
}
//建立行情
private void Connect_TD()
{
lock (_lockTd)
{
if (null == m_pTdApi || IntPtr.Zero == m_pTdApi)
{
m_pTdApi = TraderApi.TD_CreateTdApi();
TraderApi.CTP_RegOnErrRtnOrderAction(m_pMsgQueue, _fnOnErrRtnOrderAction_Holder);
TraderApi.CTP_RegOnErrRtnOrderInsert(m_pMsgQueue, _fnOnErrRtnOrderInsert_Holder);
TraderApi.CTP_RegOnRspOrderAction(m_pMsgQueue, _fnOnRspOrderAction_Holder);
TraderApi.CTP_RegOnRspOrderInsert(m_pMsgQueue, _fnOnRspOrderInsert_Holder);
TraderApi.CTP_RegOnRspQryDepthMarketData(m_pMsgQueue, _fnOnRspQryDepthMarketData_Holder);
TraderApi.CTP_RegOnRspQryInstrument(m_pMsgQueue, _fnOnRspQryInstrument_Holder);
TraderApi.CTP_RegOnRspQryInstrumentCommissionRate(m_pMsgQueue, _fnOnRspQryInstrumentCommissionRate_Holder);
//TraderApi.CTP_RegOnRspQryInstrumentMarginRate(m_pMsgQueue, _fnOnRspQryInstrumentMarginRate_Holder);
TraderApi.CTP_RegOnRspQryInvestorPosition(m_pMsgQueue, _fnOnRspQryInvestorPosition_Holder);
TraderApi.CTP_RegOnRspQryOrder(m_pMsgQueue, _fnOnRspQryOrder_Holder);
TraderApi.CTP_RegOnRspQryTrade(m_pMsgQueue, _fnOnRspQryTrade_Holder);
TraderApi.CTP_RegOnRspQryTradingAccount(m_pMsgQueue, _fnOnRspQryTradingAccount_Holder);
TraderApi.CTP_RegOnRtnInstrumentStatus(m_pMsgQueue, _fnOnRtnInstrumentStatus_Holder);
TraderApi.CTP_RegOnRtnOrder(m_pMsgQueue, _fnOnRtnOrder_Holder);
TraderApi.CTP_RegOnRtnTrade(m_pMsgQueue, _fnOnRtnTrade_Holder);
TraderApi.TD_RegMsgQueue2TdApi(m_pTdApi, m_pMsgQueue);
TraderApi.TD_Connect(m_pTdApi, szPath, szAddresses,
szBrokerId, szInvestorId, szPassword,
nResumeType,
szUserProductInfo, szAuthCode);
}
}
}
public void ReqQryInstrumentCommissionRate(string szInstrument)
{
if (null == m_pTdApi || IntPtr.Zero == m_pTdApi)
{
return;
}
TraderApi.TD_ReqQryInstrumentCommissionRate(m_pTdApi, szInstrument);
}
public void ReqQryInvestorPositionDetail(string szInstrument)
{
if (null == m_pTdApi || IntPtr.Zero == m_pTdApi)
{
return;
}
TraderApi.TD_ReqQryInvestorPositionDetail(m_pTdApi, szInstrument);
}
public void ReqQryTradingAccount()
{
if (null == m_pTdApi || IntPtr.Zero == m_pTdApi)
{
return;
}
TraderApi.TD_ReqQryTradingAccount(m_pTdApi);
}
public void CancelOrder(ref CZQThostFtdcOrderField pOrder)
{
if (null == m_pTdApi || IntPtr.Zero == m_pTdApi)
{
return;
}
TraderApi.TD_CancelOrder(m_pTdApi, ref pOrder);
}
private void Disconnect_TD()
{
lock (_lockTd)
{
if (null != m_pTdApi && IntPtr.Zero != m_pTdApi)
{
TraderApi.TD_RegMsgQueue2TdApi(m_pTdApi, IntPtr.Zero);
TraderApi.TD_ReleaseTdApi(m_pTdApi);
m_pTdApi = IntPtr.Zero;
}
_bTdConnected = false;
}
}