public Arbitrage(Trade pTrade, Quote pQuote)
{
_t = pTrade;
_q = pQuote;
this.Load += UserControl_Load;
InitializeComponent();
}
private void Form1_Load(object sender, EventArgs e)
{
FormLogin fLogin = new FormLogin();
if (fLogin.ShowDialog(this) == DialogResult.Cancel)
{
this.Close();
return;
}
_t = fLogin.trade;
_q = fLogin.quote;
_t.OnRtnCancel += trade_OnRtnCancel;
_t.OnRtnError += trade_OnRtnError;
_t.OnRtnExchangeStatus += trade_OnRtnExchangeStatus;
_t.OnRtnNotice += trade_OnRtnNotice;
_t.OnRtnOrder += trade_OnRtnOrder;
_t.OnRtnTrade += trade_OnRtnTrade;
if (_q != null)
_q.OnRtnTick += quote_OnRtnTick;
SetConfig("server", fLogin.Server);
SetConfig("investor", fLogin.trade.Investor);
fLogin.Close();
this.Text += string.Format("({0}@{1})", GetConfig("investor"), GetConfig("server"));
//初始化表格
InitView(this.kryptonDataGridViewTick, this.kryptonDataGridViewOrder, this.kryptonDataGridViewTrade, this.kryptonDataGridViewPosition);
this.kryptonDataGridViewOrder.CellDoubleClick += kryptonDataGridViewOrder_CellDoubleClick;
this.kryptonDataGridViewPosition.CellDoubleClick += kryptonDataGridViewPosition_CellDoubleClick;
this.kryptonDataGridViewOrder.CellFormatting += kryptonDataGridView_CellFormatting;
this.kryptonDataGridViewTrade.CellFormatting += kryptonDataGridView_CellFormatting;
this.kryptonDataGridViewPosition.CellFormatting += kryptonDataGridView_CellFormatting;
this.kryptonComboBoxInstrument.SelectedIndexChanged += kryptonComboBox1_SelectedIndexChanged;
this.kryptonComboBoxInstrument.Enter += kryptonComboBoxInstrument_Enter;
this.kryptonComboBoxInstrument.DropDown += kryptonComboBoxInstrument_Enter;
this.kryptonLabel5.Click += kryptonLabel5_Click;
this.kryptonButtonCancel.Click += kryptonButtonCancel_Click;
this.kryptonButtonFAK.Click += kryptonButtonOrder_Click;
this.kryptonButtonFOK.Click += kryptonButtonOrder_Click;
this.kryptonButtonLimit.Click += kryptonButtonOrder_Click;
this.kryptonButtonMarket.Click += kryptonButtonOrder_Click;
//样式
foreach (var v in Enum.GetNames(typeof(PaletteModeManager)))
{
var item = this.ToolStripMenuItemStyle.DropDownItems.Add(v);
item.Click += (obj, arg) =>
{
RecalcNonClient();
this.kryptonManager1.GlobalPaletteMode = (PaletteModeManager)Enum.Parse(typeof(PaletteModeManager), ((ToolStripDropDownItem)obj).Text);
};
}
//创建确认选项
for (int i = 0; i < _confirmNames.Length; ++i)
{
ToolStripMenuItem item = new ToolStripMenuItem
{
Name = _confirmNames[i],
Text = _confirmTexts[i],
Checked = true,
CheckOnClick = true,
};
this.ToolStripMenuItemOption.DropDownItems.Add(item);
}
this.ToolStripMenuItemOption.DropDownItems.Add("-");//增加隔断
//过滤显示
_dtPosition.DefaultView.RowFilter = "Position > 0";
//加载插件
if (Directory.Exists(Application.StartupPath + "\\plugin"))
foreach (var file in new DirectoryInfo(Application.StartupPath + "\\plugin").GetFiles("*.dll"))
{
Assembly ass = Assembly.LoadFile(file.FullName);
//加载hf_plat报错:增加对hf_plat_core的引用
var t = ass.GetTypes().FirstOrDefault(n => n.BaseType == typeof(UserControl));
if (t != null && !t.FullName.StartsWith("Telerik."))
{
this.tabControl1.TabPages.Add(t.FullName, t.Name);
TabPage tp = this.tabControl1.TabPages[t.FullName];
var uc = (UserControl)Activator.CreateInstance(t, _t, _q);
uc.Dock = DockStyle.Fill;
tp.Controls.Add(uc);
}
}
if (File.Exists(Application.StartupPath + "\\hf_plat_terminal.dll"))
//foreach (var file in new DirectoryInfo(Application.StartupPath + "\\strategy").GetFiles("*.dll"))
{
Assembly ass = Assembly.LoadFile(Application.StartupPath + "\\hf_plat_terminal.dll");
//加载hf_plat报错:增加对hf_plat_core的引用
var t = ass.GetTypes().FirstOrDefault(n => n.BaseType == typeof(UserControl));
if (t != null)
{
this.tabControl1.TabPages.Add(t.FullName, t.Name);
TabPage tp = this.tabControl1.TabPages[t.FullName];
var uc = (UserControl)Activator.CreateInstance(t, _t, _q);
uc.Dock = DockStyle.Fill;
tp.Controls.Add(uc);
}
}
//if (File.Exists(Application.StartupPath + "\\strategy\\hf_plat_core.dll"))
//{
// Assembly ass = Assembly.LoadFile(Application.StartupPath + "\\strategy\\hf_plat_core.dll");
// var t = ass.GetType("hf_plat_core.Plat");
// var uc = (UserControl)Activator.CreateInstance(t, _t, _q);
// this.tabControl1.TabPages.Add(t.FullName, t.Name);
// TabPage tp = this.tabControl1.TabPages[t.FullName];
// uc.Dock = DockStyle.Fill;
// tp.Controls.Add(uc);
//}
_timer.Tick += _timer_Tick;
_timer.Start();
//恢复配置
if (!string.IsNullOrEmpty(GetConfig("WindowState")))
this.WindowState = (FormWindowState)Enum.Parse(typeof(FormWindowState), GetConfig("WindowState"));
if (this.WindowState != FormWindowState.Maximized)
{
if (!string.IsNullOrEmpty(GetConfig("Left")))
this.Left = int.Parse(GetConfig("Left"));
if (!string.IsNullOrEmpty(GetConfig("Top")))
this.Top = int.Parse(GetConfig("Top"));
if (!string.IsNullOrEmpty(GetConfig("Height")))
this.Height = int.Parse(GetConfig("Height"));
if (!string.IsNullOrEmpty(GetConfig("Width")))
this.Width = int.Parse(GetConfig("Width"));
}
if (!string.IsNullOrEmpty(GetConfig("GlobalPaletteMode")))
this.kryptonManager1.GlobalPaletteMode = (PaletteModeManager)Enum.Parse(typeof(PaletteModeManager), GetConfig("GlobalPaletteMode")); //更新样式
//选项
foreach (var v in _confirmNames)
{
((ToolStripMenuItem)this.ToolStripMenuItemOption.DropDownItems[v]).Checked = string.IsNullOrEmpty(GetConfig(v)) || bool.Parse(GetConfig(v));
}
}
private void kryptonButtonLogin_Click(object sender, EventArgs e)
{
ShowMsg("登录中...");
string front = (string)_dt.Rows.Find(this.kryptonComboBoxServer.Text)[1];
string[] fs = front.Split('|');
if (!string.IsNullOrEmpty(fs[3]))
{
quote = new Quote(string.Format("{0}_Quote_proxy.dll", fs[0]))
{
Broker = fs[1],
Server = fs[3],
Investor = this.kryptonTextBoxInvestor.Text,
Password = this.kryptonTextBoxPassword.Text,
};
quote.OnFrontConnected += quote_OnFrontConnected;
quote.OnRspUserLogin += quote_OnRspUserLogin;
}
trade = new Trade(string.Format("{0}_Trade_proxy.dll", fs[0]))
{
Server = fs[2],
Investor = this.kryptonTextBoxInvestor.Text,
Password = this.kryptonTextBoxPassword.Text,
Broker = fs[1],
};
trade.OnFrontConnected += trade_OnFrontConnected;
trade.OnRspUserLogin += trade_OnRspUserLogin;
trade.OnRtnExchangeStatus += trade_OnRtnExchangeStatus;
trade.ReqConnect();
}
void trade_OnRspUserLogin(object sender, Trade2015.IntEventArgs e)
{
if (e.Value == 0)
{
ShowMsg("登录成功");
Thread.Sleep(1500);
//交易登录成功后,登录行情
if (quote == null)
LoginSuccess();
else
quote.ReqConnect();
}
else
{
ShowMsg("登录错误");
trade.ReqUserLogout();
trade = null;
quote = null;
}
}
//输入：q1ctp /t1ctp /q2xspeed /t2speed
private static void Main(string[] args)
{
Trade t;
Quote q;
R:
Console.WriteLine("选择接口:\t1-CTP 2-xSpeed 3-Femas 4-股指仿真 5-外汇仿真 6-郑商商品期权仿真");
char c = Console.ReadKey(true).KeyChar;
switch (c)
{
case '1': //CTP
t = new Trade("ctp_trade_proxy.dll")
{
Server = "tcp://101.95.8.178:51205",
Broker = "4040",
};
q = new Quote("ctp_quote_proxy.dll")
{
Server = "tcp://101.95.8.178:51213",
Broker = "4040",
};
//t = new Trade("ctp_trade_proxy.dll")
//{
// Server = "tcp://211.95.40.130:51205",
// Broker = "1017",
//};
//q = new Quote("ctp_quote_proxy.dll")
//{
// Server = "tcp://211.95.40.130:51213",
// Broker = "1017",
//};
break;
case '2': //xSpeed
t = new Trade("xSpeed_trade_proxy.dll")
{
Server = "tcp://203.187.171.250:10910",
Broker = "0001",
};
q = new Quote("xSpeed_quote_proxy.dll")
{
Server = "tcp://203.187.171.250:10915",
Broker = "0001",
};
break;
case '3': //femas
t = new Trade("femas_trade_proxy.dll")
{
Server = "tcp://116.228.53.149:6666",
Broker = "0001",
};
q = new Quote("femas_quote_proxy.dll")
{
Server = "tcp://116.228.53.149:6888",
Broker = "0001",
};
break;
case '4': //CTP
t = new Trade("ctp_trade_proxy.dll")
{
Server = "tcp://124.207.185.88:41205",
Broker = "1010",
};
q = new Quote("ctp_quote_proxy.dll")
{
Server = "tcp://124.207.185.88:41213",
Broker = "1010",
};
break;
case '5': //CTP
t = new Trade("femas_trade_proxy.dll")
{
Server = "tcp://117.184.207.111:7036",
Broker = "2713",
};
q = new Quote("femas_quote_proxy.dll")
{
Server = "tcp://117.184.207.111:7230",
Broker = "2713",
};
break;
case '6': //CTP
t = new Trade("ctp_trade_proxy.dll")
{
Server = "tcp://106.39.36.72:51205",
Broker = "1010",
};
q = new Quote("ctp_quote_proxy.dll")
{
Server = "tcp://106.39.36.72:51213",
Broker = "1010",
};
break;
default:
Console.WriteLine("请重新选择");
goto R;
}
Console.WriteLine("请输入帐号:");
t.Investor = q.Investor = Console.ReadLine();
Console.WriteLine("请输入密码:");
t.Password = q.Password = Console.ReadLine();
q.OnFrontConnected += (sender, e) =>
{
Console.WriteLine("OnFrontConnected");
q.ReqUserLogin();
};
q.OnRspUserLogin += (sender, e) => Console.WriteLine("OnRspUserLogin:{0}", e.Value);
q.OnRspUserLogout += (sender, e) => Console.WriteLine("OnRspUserLogout:{0}", e.Value);
q.OnRtnError += (sender, e) => Console.WriteLine("OnRtnError:{0}=>{1}", e.ErrorID, e.ErrorMsg);
//q.OnRtnTick += (sender, e) => Console.WriteLine("OnRtnTick:{0}", e.Tick);
t.OnFrontConnected += (sender, e) => t.ReqUserLogin();
t.OnRspUserLogin += (sender, e) =>
{
Console.WriteLine("OnRspUserLogin:{0}", e.Value);
if (e.Value == 0)
q.ReqConnect();
};
t.OnRspUserLogout += (sender, e) => Console.WriteLine("OnRspUserLogout:{0}", e.Value);
t.OnRtnCancel += (sender, e) => Console.WriteLine("OnRtnCancel:{0}", e.Value.OrderID);
t.OnRtnError += (sender, e) => Console.WriteLine("OnRtnError:{0}=>{1}", e.ErrorID, e.ErrorMsg);
t.OnRtnExchangeStatus += (sender, e) => Console.WriteLine("OnRtnExchangeStatus:{0}=>{1}", e.Exchange, e.Status);
t.OnRtnNotice += (sender, e) => Console.WriteLine("OnRtnNotice:{0}", e.Value);
t.OnRtnOrder += (sender, e) =>
{
Console.WriteLine("OnRtnOrder:{0}", e.Value);
_orderId = e.Value.OrderID;
};
t.OnRtnTrade += (sender, e) => Console.WriteLine("OnRtnTrade:{0}", e.Value.TradeID);
t.ReqConnect();
Thread.Sleep(3000);
if (!t.IsLogin)
goto R;
Console.WriteLine(t.DicInstrumentField.Aggregate("\r\n合约", (cur, n) => cur + "\t" + n.Value.InstrumentID));
string inst = string.Empty;
Console.WriteLine("请输入合约:");
inst = Console.ReadLine();
q.ReqSubscribeMarketData(inst);
Inst:
Console.WriteLine("q:退出 1-BK 2-SP 3-SK 4-BP 5-撤单");
Console.WriteLine("a-交易所状态 b-委托 c-成交 d-持仓 e-合约 f-权益 g-换合约");
DirectionType dire = DirectionType.Buy;
OffsetType offset = OffsetType.Open;
c = Console.ReadKey().KeyChar;
switch (c)
{
case '1':
dire = DirectionType.Buy;
offset = OffsetType.Open;
break;
case '2':
dire = DirectionType.Sell;
offset = OffsetType.Close;
break;
case '3':
dire = DirectionType.Sell;
offset = OffsetType.Open;
break;
case '4':
dire = DirectionType.Buy;
offset = OffsetType.Close;
break;
case '5':
t.ReqOrderAction(253);
break;
case 'a':
Console.WriteLine(t.DicExcStatus.Aggregate("\r\n交易所状态", (cur, n) => cur + "\r\n" + n.Key + "=>" + n.Value));
break;
case 'b':
Console.ForegroundColor = ConsoleColor.Cyan;
Console.WriteLine(t.DicOrderField.Aggregate("\r\n委托", (cur, n) => cur + "\r\n"
+ n.Value.GetType().GetFields().Aggregate(string.Empty, (f, v) => f + string.Format("{0,12}", v.GetValue(n.Value)))));
break;
case 'c':
Console.ForegroundColor = ConsoleColor.DarkCyan;
Console.WriteLine(t.DicTradeField.Aggregate("\r\n成交", (cur, n) => cur + "\r\n"
+ n.Value.GetType().GetFields().Aggregate(string.Empty, (f, v) => f + string.Format("{0,12}", v.GetValue(n.Value)))));
break;
case 'd': //持仓
Console.ForegroundColor = ConsoleColor.DarkGreen;
Console.WriteLine(t.DicPositionField.Aggregate("\r\n持仓", (cur, n) => cur + "\r\n"
+ n.Value.GetType().GetFields().Aggregate(string.Empty, (f, v) => f + string.Format("{0,12}", v.GetValue(n.Value)))));
break;
case 'e':
Console.WriteLine(t.DicInstrumentField.Aggregate("\r\n合约", (cur, n) => cur + "\r\n"
+ n.Value.GetType().GetFields().Aggregate(string.Empty, (f, v) => f + string.Format("{0,12}", v.GetValue(n.Value)))));
break;
case 'f':
Console.WriteLine(t.TradingAccount.GetType().GetFields().Aggregate("\r\n权益\t", (cur, n) => cur + ","
+ n.GetValue(t.TradingAccount).ToString()));
break;
case 'g':
Console.WriteLine("请输入合约:");
inst = Console.ReadLine();
q.ReqSubscribeMarketData(inst);
break;
case 'q':
q.ReqUserLogout();
t.ReqUserLogout();
Thread.Sleep(2000); //待接口处理后续操作
Environment.Exit(0);
break;
}
if (c >= '1' && c <= '4')
{
Console.WriteLine("请选择委托类型: 1-限价 2-市价 3-FAK 4-FOK");
OrderType ot = OrderType.Limit;
switch (Console.ReadKey().KeyChar)
{
case '2':
ot = OrderType.Market;
break;
case '3':
ot = OrderType.FAK;
break;
case '4':
ot = OrderType.FOK;
break;
}
MarketData tick;
if (q.DicTick.TryGetValue(inst, out tick))
{
double price = dire == DirectionType.Buy ? tick.AskPrice : tick.BidPrice;
_orderId = -1;
Console.WriteLine(t.ReqOrderInsert(inst, dire, offset, price, 1, pType: ot));
for (int i = 0; i < 3; ++i)
{
Thread.Sleep(200);
if (-1 != _orderId)
{
Console.WriteLine("委托标识:" + _orderId);
break;
}
}
}
}
goto Inst;
}