public void Entrust(EntrustPara param)
{
Debug.Print(string.Format("正在下单:c={0},p={1},v={2}", param.stockcode, param.price, param.volume));
CT2Packer packer = new CT2Packer(2);
packer.BeginPack();
packer.AddField("user_token", Convert.ToSByte('S'), 512, 4);
packer.AddField("combi_no", Convert.ToSByte('S'), 8, 4);
packer.AddField("market_no", Convert.ToSByte('S'), 3, 4);
packer.AddField("stock_code", Convert.ToSByte('S'), 16, 4);
packer.AddField("entrust_direction", Convert.ToSByte('S'), 3, 4);
packer.AddField("futures_direction", Convert.ToSByte('S'), 1, 4);
packer.AddField("price_type", Convert.ToSByte('S'), 1, 4);
packer.AddField("entrust_price", Convert.ToSByte('F'), 11, 4);
packer.AddField("entrust_amount", Convert.ToSByte('F'), 16, 2);
packer.AddField("covered_flag", Convert.ToSByte('S'), 1, 2);
packer.AddStr(this.token);
packer.AddStr(this.currcombino);
packer.AddStr(param.marketno);
packer.AddStr(param.stockcode);
packer.AddStr(param.entrustdirection);
packer.AddStr(param.futuredirection); //futrue direction '1'-开仓; '2'-平仓。
packer.AddStr("0"); //0=限价
packer.AddDouble(param.price);
packer.AddDouble(param.volume);
packer.AddStr("0"); //covered_flag，备兑标志，0=非备兑
packer.EndPack();
this.sendpacker(OptionFunctionCode.Entrust, packer);
}
static void testHundsun1()
{
string user = "******";
string pwd = "Abc123456";
string combino = "1101_001"; //11040201
EntrustHundsun eh = new EntrustHundsun();
eh.Logon(user, pwd);
#region 单笔下单
EntrustPara param = new EntrustPara();
param.portfolio = combino;
param.entrustdirection = TradeDirection.SELL;
param.futuredirection = FutureDirection.OPEN;
param.exchange = Exchange.SHE;
param.securitycode = "90000539";
param.price = 0.54;
param.volume = 1;
eh.OptionSingleEntrust(param);
#endregion
#region 篮子下单
List <EntrustPara> paramlist = new List <EntrustPara>();
EntrustPara param1 = new EntrustPara();
param1.portfolio = combino;
param1.entrustdirection = TradeDirection.BUY;
param1.futuredirection = FutureDirection.OPEN;
param1.exchange = Exchange.SHE;
param1.securitycode = "90000539";
param1.price = 0.525;
param1.volume = 5;
EntrustPara param2 = new EntrustPara();
param2.portfolio = combino;
param2.entrustdirection = TradeDirection.SELL;
param2.futuredirection = FutureDirection.OPEN;
param2.exchange = Exchange.SHE;
param2.securitycode = "90000539";
param2.price = 0.535;
param2.volume = 5;
paramlist.Add(param1);
paramlist.Add(param2);
eh.OptionBasketEntrust(paramlist);
#endregion
}
protected virtual void sendorder(Option o, double askpx, double bidpx, QueryPara param)
{
if (askpx == bidpx)
{
MessageManager.GetInstance().Add(MessageType.Warning, string.Format("买价不能和卖价一样：{0},{1}", o.code, bidpx));
return;
}
//查询委托和持仓信息
_entrustengine.OptionEntrustQuery(param, o.entrustbook);
_entrustengine.OptionPositionQuery(param, o.positionbook);
//撤销现有委托
List <int> entrustnolist = new List <int>();
if (o.entrustbook.Count > 0)
{
entrustnolist.Clear();
foreach (EntrustBook eb in o.entrustbook)
{
entrustnolist.Add(eb.entrustno);
}
_entrustengine.OptionWithdraw(entrustnolist);
}
//查询持仓情况
int longposition = 0, shortposition = 0;
if (o.positionbook.Count > 0)
{
foreach (PositionBook pb in o.positionbook)
{
if (pb.positiondirection == PostionDerection.LONG)
{
longposition = pb.volume;
}
else if (pb.positiondirection == PostionDerection.SHORT)
{
shortposition = pb.volume;
}
}
}
//委托参数
List <EntrustPara> paramlist = new List <EntrustPara>();
//卖出
EntrustPara paraAsk = new EntrustPara();
paraAsk.portfolio = param.portfolio;
paraAsk.securitycode = param.securitycode;
paraAsk.exchange = o.exchange;
paraAsk.price = askpx; //Ask
paraAsk.entrustdirection = TradeDirection.SELL; //卖出
paraAsk.volume = c_min_entrust_volume;
if (longposition >= c_min_entrust_volume * 2) //开平
{
paraAsk.futuredirection = FutureDirection.COVER;
paraAsk.volume = c_min_entrust_volume * 2;
}
else if (longposition >= c_min_entrust_volume)
{
paraAsk.futuredirection = FutureDirection.COVER;
}
else
{
paraAsk.futuredirection = FutureDirection.OPEN;
}
//买入
EntrustPara paraBid = new EntrustPara();
paraBid.portfolio = param.portfolio;
paraBid.securitycode = param.securitycode;
paraBid.exchange = o.exchange;
paraBid.price = bidpx; //Bid
paraBid.entrustdirection = TradeDirection.BUY; //买入
paraBid.volume = c_min_entrust_volume;
if (shortposition >= c_min_entrust_volume * 2) //开平
{
paraBid.futuredirection = FutureDirection.COVER;
paraBid.volume = c_min_entrust_volume * 2;
}
else if (shortposition >= c_min_entrust_volume)
{
paraBid.futuredirection = FutureDirection.COVER;
}
else
{
paraBid.futuredirection = FutureDirection.OPEN;
}
//篮子委托
paramlist.Add(paraAsk);
paramlist.Add(paraBid);
_entrustengine.OptionBasketEntrust(paramlist);
}
