private bool PlaceOrder(ThostFtdcInputOrderField order)
{
using (var helper = new OrderPlacer(this.frame))
{
return(helper.PlaceOrder(order));
}
}
public void SubmitOrder(OptionOrder order)
{
var input = new ThostFtdcInputOrderField
{
BrokerID = this._config.BrokerId,
InvestorID = this._config.Account,
InstrumentID = order.InstrumentID,
OrderRef = this._session.NextOrderRef().ToString(),
UserID = this._config.Account,
OrderPriceType = EnumOrderPriceTypeType.LimitPrice,
Direction = order.Side == OrderSide.Buy ? EnumDirectionType.Buy : EnumDirectionType.Sell,
CombOffsetFlag_0 = order.OpenClose == OpenClose.Open ? EnumOffsetFlagType.Open : EnumOffsetFlagType.Close,
CombHedgeFlag_0 = EnumHedgeFlagType.Speculation,
LimitPrice = Math.Round(order.Price, 4),
VolumeTotalOriginal = order.Qty,
TimeCondition = EnumTimeConditionType.GFD,
VolumeCondition = EnumVolumeConditionType.AV,
ContingentCondition = EnumContingentConditionType.Immediately,
ForceCloseReason = EnumForceCloseReasonType.NotForceClose,
IsAutoSuspend = 0,
};
var ret = this._trade.ReqOrderInsert(input, this._session.NextRequestID());
if (ret != 0)
{
this.OnLog(string.Format("下单失败，返回{0}", ret));
}
}
private void CtpTrader_OnErrRtnOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo)
{
if (pRspInfo != null)
{
Console.WriteLine(pRspInfo.ErrorMsg);
}
}
public void InsertOrder(InputOrder order)
{
LogCenter.Log("下单：" + order.ToString());
var field = new ThostFtdcInputOrderField
{
BrokerID = order.BrokerID,
InvestorID = order.InvestorID,
Direction = (EnumDirectionType)order.Direction,
CombOffsetFlag_0 = (EnumOffsetFlagType)order.OffsetFlag,
InstrumentID = order.InstrumentID,
LimitPrice = order.Price,
VolumeTotalOriginal = order.Volume,
UserID = order.GroupID,
CombHedgeFlag_0 = EnumHedgeFlagType.Speculation,
ForceCloseReason = EnumForceCloseReasonType.NotForceClose,
ContingentCondition = EnumContingentConditionType.Immediately,
TimeCondition = EnumTimeConditionType.GFD,
VolumeCondition = EnumVolumeConditionType.AV,
OrderPriceType = EnumOrderPriceTypeType.LimitPrice,
MinVolume = 1,
IsAutoSuspend = 1,
};
int i = this.ReqOrderInsert(field, 0);
if (i != 0)
{
LogCenter.Error("输入报单错误：" + CTPErrorHelper.GetError(i));
}
}
/// <summary>
/// 报单错误回报
/// </summary>
/// <param name="pInputOrder"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
public void HandleErrRtnOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo)
{
var order = new OrderData();
order.gatewayName = this.Gateway.gatewayName;
order.symbol = pInputOrder.InstrumentID;
order.vtSymbol = pInputOrder.InstrumentID;
order.exchange = pInputOrder.ExchangeID;
order.orderID = pInputOrder.OrderRef;
order.vtOrderID = order.vtSymbol + '.' + order.orderID;
order.direction = (string)TradeConstantDicSetting.DirectionTypeDic[pInputOrder.Direction];
order.offset = (string)TradeConstantDicSetting.OffsetTypeDic[pInputOrder.CombOffsetFlag_0];
order.status = TradeCanstant.statusReject;
order.price = pInputOrder.LimitPrice;
order.totalVolume = pInputOrder.VolumeTotalOriginal;
///推送委托信息
this.Gateway.MainController.MainEvent._OnOrder.Invoke(order);
///错误推送
var errorData = new ErrorData();
errorData.gatewayName = this.Gateway.gatewayName;
errorData.errorID = Convert.ToString(pRspInfo.ErrorID);
errorData.errorMsg = pRspInfo.ErrorMsg;
this.Gateway.MainController.MainEvent._OnError.Invoke(errorData);
}
void ReqOrderInsert()
{
ThostFtdcInputOrderField req = new ThostFtdcInputOrderField();
///经纪公司代码
req.BrokerID = BROKER_ID;
///投资者代码
req.InvestorID = INVESTOR_ID;
///合约代码
req.InstrumentID = INSTRUMENT_ID;
///报单引用
req.OrderRef = ORDER_REF;
///用户代码
// TThostFtdcUserIDType UserID;
///报单价格条件: 限价
req.OrderPriceType = CTP.EnumOrderPriceTypeType.LimitPrice;
///买卖方向:
req.Direction = DIRECTION;
///组合开平标志: 开仓
req.CombOffsetFlag_0 = CTP.EnumOffsetFlagType.Open;
///组合投机套保标志
req.CombHedgeFlag_0 = CTP.EnumHedgeFlagType.Speculation;
///价格
req.LimitPrice = LIMIT_PRICE;
///数量: 1
req.VolumeTotalOriginal = 1;
///有效期类型: 当日有效
req.TimeCondition = CTP.EnumTimeConditionType.GFD;
///GTD日期
// TThostFtdcDateType GTDDate;
///成交量类型: 任何数量
req.VolumeCondition = CTP.EnumVolumeConditionType.AV;
///最小成交量: 1
req.MinVolume = 1;
///触发条件: 立即
req.ContingentCondition = CTP.EnumContingentConditionType.Immediately;
///止损价
// TThostFtdcPriceType StopPrice;
///强平原因: 非强平
req.ForceCloseReason = CTP.EnumForceCloseReasonType.NotForceClose;
///自动挂起标志: 否
req.IsAutoSuspend = 0;
///业务单元
// TThostFtdcBusinessUnitType BusinessUnit;
///请求编号
// TThostFtdcRequestIDType RequestID;
///用户强评标志: 否
req.UserForceClose = 0;
int iResult = api.ReqOrderInsert(req, ++iRequestID);
Console.WriteLine("--->>> 报单录入请求: " + ((iResult == 0) ? "成功" : "失败"));
}
private void CtpTrader_OnRspOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (pRspInfo != null)
{
Console.WriteLine(pRspInfo.ErrorMsg);
}
isSuccess = false;
autoResetEventOrderCompleted.Set();
}
public static string ToString2(this ThostFtdcInputOrderField field)
{
return(string.Format("OrderRef:{0},{1},{2} {3} {4} {5} {6}",
field.OrderRef,
field.UserID,
field.CombOffsetFlag_0,
field.Direction,
field.VolumeTotalOriginal,
field.InstrumentID,
field.LimitPrice
));
}
/// <summary>
/// 发单！
/// </summary>
/// <param name="order"></param>
public void SendOrder(OrderReq order)
{
ThostFtdcInputOrderField req = new ThostFtdcInputOrderField();
///经纪公司代码
req.BrokerID = this.BrokerID;
///投资者代码
req.InvestorID = this.UserID;
///合约代码
req.InstrumentID = order.symbol;
///报单本地委托号，待处理
//req.OrderRef = ORDER_REF;
///用户代码
// TThostFtdcUserIDType UserID;
///报单价格条件: 限价
req.OrderPriceType = CTP.EnumOrderPriceTypeType.LimitPrice;
///买卖方向:
req.Direction = (EnumDirectionType)order.direction;
///组合开平标志: 开仓
req.CombOffsetFlag_0 = CTP.EnumOffsetFlagType.Open;
///组合投机套保标志
req.CombHedgeFlag_0 = CTP.EnumHedgeFlagType.Speculation;
///价格
req.LimitPrice = order.price;
///数量: 1
req.VolumeTotalOriginal = order.volume;
///有效期类型: 当日有效
req.TimeCondition = CTP.EnumTimeConditionType.GFD;
///GTD日期
// TThostFtdcDateType GTDDate;
///成交量类型: 任何数量
req.VolumeCondition = CTP.EnumVolumeConditionType.AV;
///最小成交量: 1
req.MinVolume = 1;
///触发条件: 立即
req.ContingentCondition = CTP.EnumContingentConditionType.Immediately;
///止损价
// TThostFtdcPriceType StopPrice;
///强平原因: 非强平
req.ForceCloseReason = CTP.EnumForceCloseReasonType.NotForceClose;
///自动挂起标志: 否
req.IsAutoSuspend = 0;
///业务单元
// TThostFtdcBusinessUnitType BusinessUnit;
///请求编号
// TThostFtdcRequestIDType RequestID;
///用户强评标志: 否
req.UserForceClose = 0;
int iResult = this.ReqOrderInsert(req, ++this.reqID);
Console.WriteLine("--->>> 报单请求: " + ((iResult == 0) ? "成功" : "失败"));
}
private bool BuyToCover(double price, int timeout)
{
ThostFtdcInputOrderField order = frame.CreateOrder();
order.CombOffsetFlag_0 = EnumOffsetFlagType.CloseToday;
order.Direction = EnumDirectionType.Buy;
order.InstrumentID = instrumentID;
order.VolumeTotalOriginal = Volume;
order.LimitPrice = price;
order.StopPrice = price;
order.ContingentCondition = EnumContingentConditionType.Immediately;
//order.VolumeCondition = EnumVolumeConditionType.CV;
return(PlaceOrder(order, timeout));
}
private bool SellImmediately()
{
ThostFtdcInputOrderField order = frame.CreateOrder();
order.CombOffsetFlag_0 = EnumOffsetFlagType.CloseToday;
order.Direction = EnumDirectionType.Sell;
order.InstrumentID = instrumentID;
order.VolumeTotalOriginal = Volume;
order.LimitPrice = lastQuote.LowerLimitPrice;
order.StopPrice = lastQuote.LowerLimitPrice;
order.ContingentCondition = EnumContingentConditionType.Immediately;
//order.VolumeCondition = EnumVolumeConditionType.CV;
return(PlaceOrder(order));
}
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);
}
private bool SellShort(double targetPrice)
{
ThostFtdcInputOrderField order = frame.CreateOrder();
order.CombOffsetFlag_0 = EnumOffsetFlagType.Open;
order.Direction = EnumDirectionType.Sell;
order.InstrumentID = instrumentID;
order.VolumeTotalOriginal = Volume;
order.LimitPrice = targetPrice;
order.StopPrice = targetPrice;
order.ContingentCondition = EnumContingentConditionType.Immediately;
//order.VolumeCondition = EnumVolumeConditionType.CV;
return(PlaceOrder(order));
}
/*
* --------------------------------------------------------------
* 报单/撤单，委托回报/成交回报
* --------------------------------------------------------------
*/
public bool OrderInsert(CustomOrder order, out string errMsg)
{
if (!CheckOrder(order, out errMsg))
{
return(false);
}
// 构造下单参数
ThostFtdcInputOrderField inOrder = new ThostFtdcInputOrderField();
inOrder.BrokerID = BROKER_ID;
inOrder.InvestorID = INVESTOR_ID;
inOrder.OrderPriceType = EnumOrderPriceTypeType.LimitPrice;
inOrder.InstrumentID = order.InstrumentID;
inOrder.OrderRef = iOrderRef.ToString();
inOrder.LimitPrice = order.Price;
inOrder.Direction = (order.Direction == BS_CODE.Buy) ? EnumDirectionType.Buy : EnumDirectionType.Sell;
inOrder.CombOffsetFlag_0 = (order.OffsetFlag == OC_CODE.Open) ? EnumOffsetFlagType.Open : EnumOffsetFlagType.Close;
inOrder.VolumeTotalOriginal = order.Volume;
inOrder.VolumeCondition = EnumVolumeConditionType.AV;
inOrder.MinVolume = 0; // ??
inOrder.ContingentCondition = EnumContingentConditionType.Immediately;
inOrder.CombHedgeFlag_0 = HedgeFlagType;
inOrder.TimeCondition = EnumTimeConditionType.GFD;
inOrder.ForceCloseReason = EnumForceCloseReasonType.NotForceClose;
inOrder.IsAutoSuspend = 0;
inOrder.UserForceClose = 0;
// 更新
order.OrderNo = iOrderRef;
iOrderRef++;
// 下单
var ret = trader.ReqOrderInsert(inOrder, iRequestID++);
errMsg = (ret == 0) ? "-" : "CTP报单录入失败,返回值:" + ret;
return(ret == 0);
}
public ThostFtdcInputOrderField CreateOrder()
{
var orderField = new ThostFtdcInputOrderField()
{
BrokerID = AccountInfo.BrokerID,
InvestorID = AccountInfo.InvestorID,
CombHedgeFlag_0 = EnumHedgeFlagType.Speculation,
OrderPriceType = EnumOrderPriceTypeType.LimitPrice,
IsAutoSuspend = 0,
IsSwapOrder = 0,
MinVolume = 1,
TimeCondition = EnumTimeConditionType.GFD,
VolumeCondition = EnumVolumeConditionType.AV,
UserForceClose = 0,
OrderRef = (++orderRef).ToString(),
ForceCloseReason = EnumForceCloseReasonType.NotForceClose,
};
return(orderField);
}
/// <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);
}
/// <summary>
/// 交易所发回的报单错误
/// </summary>
/// <param name="pInputOrder"></param>
/// <param name="pRspInfo"></param>
private void TraderAdapter_OnErrRtnOrderInsert(ThostFtdcInputOrderField pInputOrder,
ThostFtdcRspInfoField pRspInfo)
{
}
private void OnRspOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
__DEBUGPF__();
IsErrorRspInfo(pRspInfo);
}
private void OnErrRtnOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo)
{
__DEBUGPF__();
IsErrorRspInfo(pRspInfo);
}
/// <summary>
/// 保单录入请求
/// </summary>
void ReqOrderInsert()
{
ThostFtdcInputOrderField req = new ThostFtdcInputOrderField();
//经纪公司代码
req.BrokerID = BROKER_ID;
//投资者代码
req.InvestorID = INVESTOR_ID;
//合约代码
req.InstrumentID = INSTRUMENT_ID;
//报单引用
req.OrderRef = ORDER_REF;
//报单价格条件: 限价
req.OrderPriceType = KSFT.EnumOrderPriceTypeType.LimitPrice;
//买卖方向:
req.Direction = DIRECTION;
//组合开平标志: 开仓
req.CombOffsetFlag_0 = KSFT.EnumOffsetFlagType.Open;
//组合投机套保标志
req.CombHedgeFlag_0 = KSFT.EnumHedgeFlagType.Speculation;
//价格
req.LimitPrice = LIMIT_PRICE;
//数量: 1
req.VolumeTotalOriginal = 1;
//有效期类型: 当日有效
req.TimeCondition = KSFT.EnumTimeConditionType.GFD;
//成交量类型: 任何数量
req.VolumeCondition = KSFT.EnumVolumeConditionType.AV;
//最小成交量: 1
req.MinVolume = 1;
//触发条件: 立即
req.ContingentCondition = KSFT.EnumContingentConditionType.Immediately;
//强平原因: 非强平
req.ForceCloseReason = KSFT.EnumForceCloseReasonType.NotForceClose;
//自动挂起标志: 否
req.IsAutoSuspend = 0;
//请求编号
req.RequestID = iRequestID;
//用户强评标志: 否
req.UserForceClose = 0;
int iResult = api.ReqOrderInsert(req, ++iRequestID);
Console.WriteLine("--->>> 报单录入请求: " + ((iResult == 0) ? "成功" : "失败"));
}
/// <summary>
/// 下单
/// </summary>
/// <param name="sender">单子来源 Quote/Arbitrage</param>
/// <param name="instrumentID">合约ID</param>
/// <param name="directionType">买卖方向 Buy/Sell</param>
/// <param name="offsetFlagType">开平标记 Open/CloseToday</param>
/// <param name="lots">数量</param>
/// <param name="price">价格</param>
/// <returns>报单引用OrderRef</returns>
public string PlaceOrder(object sender, string instrumentID, EnumDirectionType directionType, EnumOffsetFlagType offsetFlagType, int lots, double price)
{
ThostFtdcInputOrderField req = new ThostFtdcInputOrderField();
///经纪公司代码
req.BrokerID = trader.BrokerID;
///投资者代码
req.InvestorID = trader.InvestorID;
///合约代码
req.InstrumentID = instrumentID;
///报单价格条件: 限价
req.OrderPriceType = CTP.EnumOrderPriceTypeType.LimitPrice;
///买卖方向:
req.Direction = directionType;
///组合开平标志: 开仓
req.CombOffsetFlag_0 = offsetFlagType;
///组合投机套保标志
req.CombHedgeFlag_0 = CTP.EnumHedgeFlagType.Speculation;
///价格
req.LimitPrice = price;
///数量: 1
req.VolumeTotalOriginal = lots;
///有效期类型: 当日有效
req.TimeCondition = CTP.EnumTimeConditionType.GFD;
///成交量类型: 任何数量
req.VolumeCondition = CTP.EnumVolumeConditionType.AV;
///最小成交量: 1
req.MinVolume = 1;
///触发条件: 立即
req.ContingentCondition = CTP.EnumContingentConditionType.Immediately;
///强平原因: 非强平
req.ForceCloseReason = CTP.EnumForceCloseReasonType.NotForceClose;
///自动挂起标志: 否
req.IsAutoSuspend = 0;
///用户强评标志: 否
req.UserForceClose = 0;
OrderRef++;
req.OrderRef = OrderRef.ToString();
int iResult = trader.ReqOrderInsert(req, ++RequestID);
//OrderRef2ArbitrageStategyMap.Add(req.OrderRef, (Arbitrage)sender);
return req.OrderRef;
}
/// <summary>
/// 保单录入应答
/// </summary>
/// <param name="pInputOrder"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
void OnRspOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
DebugPrintFunc(new StackTrace());
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
//合约保证金率查询请求
ReqQryInstrumentMarginRate();
}
}
/// <summary>
/// 保单录入错误回报
/// </summary>
/// <param name="pInputOrder"></param>
/// <param name="pRspInfo"></param>
void OnErrRtnOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo)
{
DebugPrintFunc(new StackTrace());
IsErrorRspInfo(pRspInfo);
}
/// <summary>
/// 报单录入请求响应
/// </summary>
/// <param name="pInputOrder"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
private void OnRspOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
//交易系统已接收报单
IsErrorRspInfo(pRspInfo);
{
}
}
/// <summary>
/// 交易接口->发单操作
/// </summary>
/// <param name="pInputOrder"></param>
/// <param name="bShow"></param>
public void TDReqOrderInsert(ThostFtdcInputOrderField pInputOrder, bool bShow = false)
{
pInputOrder.BrokerID = this.sBrokerID;
pInputOrder.InvestorID = this.sUserID;
pInputOrder.BusinessUnit = null;
if (pInputOrder.OrderRef == null)
{
pInputOrder.OrderRef = (iOrderRefID++).ToString();
}
if (pInputOrder.MinVolume < 1) pInputOrder.MinVolume = 1;
int k = CtpTDApi.ReqOrderInsert(pInputOrder, ++nRequestID);
if ((k == -3 || k == -2) && bShow)
{
MessageBox.Show("大佬,你点的我好疼啊,小女子不堪重负啊,你等等在玩我吧~");
}
else if (k != 0 && bShow)
{
MessageBox.Show("大佬,我脑袋秀逗了,你帮我看看是否我已经登录?");
}
}
void OnRspOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
DebugPrintFunc(new StackTrace());
IsErrorRspInfo(pRspInfo);
}
public override void OnRspOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
LogCenter.Error("报单录入请求响应：{0} {1}", pRspInfo.ErrorMsg, pRspInfo.ErrorID);
}
public override void OnRspOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
LogCenter.Error("报单录入请求响应：{0} {1}", pRspInfo.ErrorMsg, pRspInfo.ErrorID);
}
/// <summary>
/// 发单按钮点击事件
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void Button_OrderInput_Click(object sender, EventArgs e)
{
if (TextBox_Trader_InstrumentName.Text == "")
{
MessageBox.Show("请输入合约名称!", "错误!");
return;
}
ThostFtdcInputOrderField sInputOrder = new ThostFtdcInputOrderField();
sInputOrder.InstrumentID = TextBox_Trader_InstrumentName.Text;
iOrderRefID = iOrderRefID + 1;
sInputOrder.BrokerID = sBrokerID;
sInputOrder.InvestorID = sUserID;
sInputOrder.OrderRef = (iOrderRefID).ToString();
sInputOrder.BusinessUnit = null;
sInputOrder.RequestID = nRequestID++;
sInputOrder.UserForceClose = 0;
sInputOrder.ForceCloseReason = EnumForceCloseReasonType.NotForceClose;
sInputOrder.IsAutoSuspend = 0;
#region 报单价格及价格条件
if (radioButton_AnyPrice.Checked)
{
sInputOrder.OrderPriceType = EnumOrderPriceTypeType.AnyPrice;
sInputOrder.LimitPrice = 0;
}
else if (radioButton_LimitePrice.Checked || this.textBox_OrderPrice.Text.ToString() != "")
{
sInputOrder.OrderPriceType = EnumOrderPriceTypeType.LimitPrice;
try
{
sInputOrder.LimitPrice = double.Parse(this.textBox_OrderPrice.Text.ToString());
}
catch (Exception ec)
{
MessageBox.Show("限价单价格输入错误!\n\n错误信息:\n" + ec.Message, "错误!");
return;
}
}
#endregion
#region 开平按钮
if (radioButton_Open.Checked)
{
sInputOrder.CombOffsetFlag = EnumOffsetFlagType.Open;
}
else if (radioButton_CloseALL.Checked)
{
sInputOrder.CombOffsetFlag = EnumOffsetFlagType.Close;
}
else if (radioButton_CloseToday.Checked)
{
sInputOrder.CombOffsetFlag = EnumOffsetFlagType.CloseToday;
}
else if (radioButton_CloseYestoday.Checked)
{
sInputOrder.CombOffsetFlag = EnumOffsetFlagType.CloseYesterday;
}
#endregion 开平按钮
#region 买卖按钮
if (radioButton_Buy.Checked)
{
sInputOrder.Direction = EnumDirectionType.Buy;
}
else if (radioButton_Sell.Checked)
{
sInputOrder.Direction = EnumDirectionType.Sell;
}
#endregion
#region 投机套保按钮
if (this.radioButton_HedgeFlagSpeculation.Checked)
{
sInputOrder.CombHedgeFlag = EnumHedgeFlagType.Speculation;
}
else if (this.radioButton_HedgeFlagArbitrage.Checked)
{
sInputOrder.CombHedgeFlag = EnumHedgeFlagType.Arbitrage;
}
else if (this.radioButton_HedgeFlagArbitrage.Checked)
{
sInputOrder.CombHedgeFlag = EnumHedgeFlagType.Hedge;
}
#endregion 投机套保按钮
#region 成交量类型
switch (this.comboBox_VolumeCondition.Text)
{
case "任意数量":
sInputOrder.VolumeCondition = EnumVolumeConditionType.AV;
break;
case "最小数量":
sInputOrder.VolumeCondition = EnumVolumeConditionType.MV;
break;
case "全部数量":
sInputOrder.VolumeCondition = EnumVolumeConditionType.CV;
break;
default:
sInputOrder.VolumeCondition = EnumVolumeConditionType.AV;
break;
}
#endregion
#region 触发条件
switch (this.comboBox_ContingentCondition.Text)
{
case "立即":
sInputOrder.ContingentCondition = EnumContingentConditionType.Immediately;
break;
case "止损":
sInputOrder.ContingentCondition = EnumContingentConditionType.Touch;
break;
case "止赢":
sInputOrder.ContingentCondition = EnumContingentConditionType.TouchProfit;
break;
case "预埋单":
sInputOrder.ContingentCondition = EnumContingentConditionType.ParkedOrder;
break;
case "最新价大于条件价":
sInputOrder.ContingentCondition = EnumContingentConditionType.LastPriceGreaterThanStopPrice;
break;
case "最新价大于等于条件价":
sInputOrder.ContingentCondition = EnumContingentConditionType.LastPriceGreaterEqualStopPrice;
break;
case "最新价小于条件价":
sInputOrder.ContingentCondition = EnumContingentConditionType.LastPriceLesserThanStopPrice;
break;
case "最新价小于等于条件价":
sInputOrder.ContingentCondition = EnumContingentConditionType.LastPriceLesserEqualStopPrice;
break;
case "卖一价大于条件价":
sInputOrder.ContingentCondition = EnumContingentConditionType.AskPriceGreaterThanStopPrice;
break;
case "卖一价大于等于条件价":
sInputOrder.ContingentCondition = EnumContingentConditionType.AskPriceGreaterEqualStopPrice;
break;
case "卖一价小于条件价":
sInputOrder.ContingentCondition = EnumContingentConditionType.AskPriceLesserThanStopPrice;
break;
case "卖一价小于等于条件价":
sInputOrder.ContingentCondition = EnumContingentConditionType.AskPriceLesserEqualStopPrice;
break;
case "买一价大于条件价":
sInputOrder.ContingentCondition = EnumContingentConditionType.BidPriceGreaterThanStopPrice;
break;
case "买一价大于等于条件价":
sInputOrder.ContingentCondition = EnumContingentConditionType.BidPriceGreaterEqualStopPrice;
break;
case "买一价小于条件价":
sInputOrder.ContingentCondition = EnumContingentConditionType.BidPriceLesserThanStopPrice;
break;
case "买一价小于等于条件价":
sInputOrder.ContingentCondition = EnumContingentConditionType.BidPriceLesserEqualStopPrice;
break;
default:
sInputOrder.ContingentCondition = EnumContingentConditionType.Immediately;
break;
}
#endregion
#region 有效期限
switch (this.comboBox_TimeCondition.Text)
{
case "立即完成":
sInputOrder.TimeCondition = EnumTimeConditionType.IOC;
break;
case "本节有效":
sInputOrder.TimeCondition = EnumTimeConditionType.GFS;
break;
case "当日有效":
sInputOrder.TimeCondition = EnumTimeConditionType.GFD;
break;
case "指定日期前有效":
sInputOrder.TimeCondition = EnumTimeConditionType.GTD;
break;
case "撤销前有效":
sInputOrder.TimeCondition = EnumTimeConditionType.GTC;
break;
case "集合竞价有效":
sInputOrder.TimeCondition = EnumTimeConditionType.GFA;
break;
default:
sInputOrder.TimeCondition = EnumTimeConditionType.IOC;
break;
}
#endregion
#region 报单数量
sInputOrder.VolumeTotalOriginal = (int)numericUpDown_OrderNumber.Value;
sInputOrder.MinVolume = (int)numericUpDown_MinVolume.Value;
#endregion 报单数量
this.TDReqOrderInsert(sInputOrder, true);
if (checkBox_ResetAfterSend.Checked)
this.RestSendOrderFiled();
}
private void PolicySampleRUN(object s)
{
MainForm cMainForm = (MainForm)s;
ThostFtdcInputOrderField sInputOrder = new ThostFtdcInputOrderField();
ThostFtdcDepthMarketDataField pDepthMarketData = new ThostFtdcDepthMarketDataField();
QueueSendData Data = new QueueSendData();
while (Queue_PolicySample.bUse)
{
if (Queue_PolicySample.DataQ.Count == 0)
{
Queue_PolicySample.Are.WaitOne();
Queue_PolicySample.Are.Reset();
}
else
{
Data = Queue_PolicySample.DataQ.Dequeue();
#region 这里写策略
switch (Data.QueueType)
{
case EnumQueueType.DepthMarketData:
Queue_PolicySample.m_lReceiveNum++;
pDepthMarketData = (ThostFtdcDepthMarketDataField)Data.QueueData;
if (pDepthMarketData.InstrumentID == "IF1309")
{
Queue_PolicySample.m_lRunNum++;
Queue_PolicySample.add_log("插入报单!触发单:" + pDepthMarketData.InstrumentID + " \n时间:" + pDepthMarketData.UpdateTime);
// cMainForm.TDReqOrderInsert(sInputOrder);
}
else
{
Queue_PolicySample.m_lDropNum++;
}
break;
case EnumQueueType.OnRtnOrder:
break;
case EnumQueueType.StopSign0:
Queue_PolicySample.bUse = false;
return;
default:
break;
}
#endregion
}
}
Queue_PolicySample.bUse = false;
}
public override void OnRspOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
throw new NotImplementedException();
}
private void TraderAdapter_OnRspOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo,
int nRequestId, bool bIsLast)
{
}
///报单录入请求响应
public void OnRspOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo))
{
}
}
/// <summary>
/// 报单录入错误回报
/// </summary>
/// <param name="pInputOrder"></param>
/// <param name="pRspInfo"></param>
void OnErrRtnOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo)
{
}
public void InsertOrder(InputOrder order)
{
LogCenter.Log("下单：" + order.ToString());
var field = new ThostFtdcInputOrderField
{
BrokerID = order.BrokerID,
InvestorID = order.InvestorID,
Direction = (EnumDirectionType)order.Direction,
CombOffsetFlag_0 = (EnumOffsetFlagType)order.OffsetFlag,
InstrumentID = order.InstrumentID,
LimitPrice = order.Price,
VolumeTotalOriginal = order.Volume,
UserID = order.GroupID,
CombHedgeFlag_0 = EnumHedgeFlagType.Speculation,
ForceCloseReason = EnumForceCloseReasonType.NotForceClose,
ContingentCondition = EnumContingentConditionType.Immediately,
TimeCondition = EnumTimeConditionType.GFD,
VolumeCondition = EnumVolumeConditionType.AV,
OrderPriceType = EnumOrderPriceTypeType.LimitPrice,
MinVolume = 1,
IsAutoSuspend = 1,
};
int i = this.ReqOrderInsert(field, 0);
if (i != 0)
{
LogCenter.Error("输入报单错误：" + CTPErrorHelper.GetError(i));
}
}
///报单录入错误回报
public void OnErrRtnOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo)
{
if (!IsErrorRspInfo(pRspInfo))
{
}
}
public static extern int TdReqOrderInsert(IntPtr pApi, ThostFtdcInputOrderField pInputOrder, int nRequestID);
/// <summary>
/// ""发单错误（柜台）"""
/// </summary>
/// <param name="pInputOrder"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
public void HandleOnRspOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
Console.WriteLine("发单错误（柜台）");
}
/// <summary>
///报单录入请求
/// </summary>
public int ReqOrderInsert(ThostFtdcInputOrderField pInputOrder, int nRequestID)
{
return(Interop.TdReqOrderInsert(Handle, pInputOrder, nRequestID));
}
public override void OnRspOrderInsert(ThostFtdcInputOrderField pInputOrder, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
throw new NotImplementedException();
}
