public OnRspOrderInsertArgs(ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pInputOrder = pInputOrder;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
private void OnErrRtnOrderInsert_callback(object sender, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
if (null != OnErrRtnOrderInsert)
{
OnErrRtnOrderInsert(this, new OnErrRtnOrderInsertArgs(ref pInputOrder, ref pRspInfo));
}
}
private void OnRspOrderInsert_callback(object sender, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspOrderInsert)
{
OnRspOrderInsert(this, new OnRspOrderInsertArgs(ref pInputOrder, ref pRspInfo, nRequestID, bIsLast));
}
}
private void OnErrRtnOrderInsert_callback(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
if (null != OnErrRtnOrderInsert)
{
OnErrRtnOrderInsert(this, new OnErrRtnOrderInsertArgs(pTraderApi, ref pInputOrder, ref pRspInfo));
}
}
private void OnErrRtnOrderInsert(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
tdlog.Error("交易所回应：{0},{1},开平{2},价{3},原量{4},引用{5},{6}#{7}",
pInputOrder.InstrumentID, pInputOrder.Direction, pInputOrder.CombOffsetFlag, pInputOrder.LimitPrice,
pInputOrder.VolumeTotalOriginal,
pInputOrder.OrderRef, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
order.Text = string.Format("{0}|{1}#{2}", order.Text.Substring(0, Math.Min(order.Text.Length, 64)), pRspInfo.ErrorID, pRspInfo.ErrorMsg);
EmitRejected(order, order.Text);
//没得办法，这样全撤了状态就唯一了
Dictionary <string, CThostFtdcOrderField> _Ref2Action;
if (_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
lock (_Ref2Action)
{
_Ref2Action.Remove(strKey);
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
return;
}
Cancel(order);
}
}
}
}
/// <summary>
/// InputOrderField转换为OrderField
/// </summary>
public static OrderField InputOrderField_To_OrderField(CThostFtdcInputOrderField iof, CThostFtdcRspInfoField pRspInfo)
{
CThostFtdcOrderField cfof = new CThostFtdcOrderField();
cfof.BrokerID = iof.BrokerID;
cfof.InvestorID = iof.InvestorID;
cfof.InstrumentID = iof.InstrumentID;
cfof.OrderRef = iof.OrderRef;
cfof.UserID = iof.UserID;
cfof.CombHedgeFlag = iof.CombHedgeFlag;
cfof.CombHedgeFlag = iof.CombHedgeFlag;
cfof.ContingentCondition = iof.ContingentCondition;
cfof.Direction = iof.Direction;
cfof.ExchangeID = iof.ExchangeID;
cfof.ForceCloseReason = iof.ForceCloseReason;
cfof.GTDDate = iof.GTDDate;
cfof.LimitPrice = iof.LimitPrice;
cfof.StopPrice = iof.StopPrice;
cfof.OrderPriceType = iof.OrderPriceType;
cfof.TimeCondition = iof.TimeCondition;
cfof.VolumeTotalOriginal = iof.VolumeTotalOriginal;
cfof.MinVolume = iof.MinVolume;
cfof.VolumeCondition = iof.VolumeCondition;
cfof.StatusMsg = string.Format("{0}: {1}", pRspInfo.ErrorID, pRspInfo.ErrorMsg);
return(new OrderField(cfof));
}
public void OnRspOrderInsert(CThostFtdcInputOrderField pInputOrder, CThostFtdcRspInfoField pRspInfo, int nRequestID,
bool bIsLast)
{
if (pRspInfo.ErrorID != 0)
{
Console.WriteLine("OnRspOrderInsert Error: {0}", pRspInfo.ErrorMsg);
}
else
{
Console.WriteLine("OnRspOrderInsert");
}
}
private void OnErrRtnOrderInsert(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
tdlog.Error("交易所回应：{0},{1},开平{2},价{3},原量{4},引用{5},{6}#{7}",
pInputOrder.InstrumentID, pInputOrder.Direction, pInputOrder.CombOffsetFlag, pInputOrder.LimitPrice,
pInputOrder.VolumeTotalOriginal,
pInputOrder.OrderRef, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
GenericOrderItem item;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrder.OrderRef);
if (orderMap.TryGetValue(strKey, out item))
{
EmitRejected(item, pRspInfo.ErrorID, pRspInfo.ErrorMsg);
OnLastStatus(item, "", strKey);
}
}
/// <summary>
/// 处理错单: 交易所返回
/// </summary>
/// <param name="pInputOrder"></param>
/// <param name="pRspInfo"></param>
private void CTPOnErrRtnOrderInsert(ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
string id = string.Format("{0}|{1}|{2}", _session, _front, pInputOrder.OrderRef);
OrderField of = new OrderField();
if (IsLogin)// && DicOrderField.TryGetValue(id, out of))// && of.Status != OrderStatus.Canceled && of.IsLocal)
{
var pOrder = pInputOrder;
int tmp;
of = new OrderField
{
Custom = int.TryParse(pOrder.OrderRef, out tmp) ? tmp % 1000000 : 0,
InstrumentID = pOrder.InstrumentID,
InsertTime = DateTime.Now.ToString("HH:mm:ss"), //为null会导致界面显示错误
//SysID = string.Empty, //为null会导致界面显示错误
TradeTime = string.Empty,
IsLocal = true,
LimitPrice = pOrder.LimitPrice,
OrderID = id,
Volume = pOrder.VolumeTotalOriginal,
VolumeLeft = pOrder.VolumeTotalOriginal, // pOrder->VolumeTotal;
//f->VolumeLeft = pOrder->VolumeTotal; //由ontrade处理
//Status = OrderStatus.Normal,
//Status = OrderStatus.Canceled,
Status = OrderStatus.Error,
StatusMsg = pRspInfo.ErrorID + "|" + pRspInfo.ErrorMsg,
Direction = pOrder.Direction == TThostFtdcDirectionType.THOST_FTDC_D_Buy ? DirectionType.Buy : DirectionType.Sell,
Hedge = (TThostFtdcHedgeFlagType)pOrder.CombHedgeFlag[0] == TThostFtdcHedgeFlagType.THOST_FTDC_HF_Speculation ? HedgeType.Speculation :
(TThostFtdcHedgeFlagType)pOrder.CombHedgeFlag[0] == TThostFtdcHedgeFlagType.THOST_FTDC_HF_Arbitrage ? HedgeType.Arbitrage : HedgeType.Hedge,
Offset = (TThostFtdcOffsetFlagType)pOrder.CombOffsetFlag[0] == TThostFtdcOffsetFlagType.THOST_FTDC_OF_Open ? OffsetType.Open :
(TThostFtdcOffsetFlagType)pOrder.CombOffsetFlag[0] == TThostFtdcOffsetFlagType.THOST_FTDC_OF_CloseToday ? OffsetType.CloseToday : OffsetType.Close,
};
of.Status = OrderStatus.Error;
of.StatusMsg = string.Format("[RtnErrorID:{0}]{1}", pRspInfo.ErrorID, pRspInfo.ErrorMsg);
_OnRtnErrOrder?.Invoke(this, new ErrOrderArgs {
ErrorID = pRspInfo.ErrorID, ErrorMsg = pRspInfo.ErrorMsg, Value = of
});
}
}
void trader_ErrorReturnOrderInsertResponse(object sender, CTPEventArgs <CThostFtdcInputOrderField> e)
{
PrintObject(e.Value);
this.Invoke(new Action(() =>
{
UpdateBindTable(this.idOrderDataGridView, e.Value, new Func <DataRow, object, bool>(
(DataRow row, object obj) =>
{
CThostFtdcInputOrderField order = (CThostFtdcInputOrderField)obj;
if (order.OrderRef == (string)row["OrderRef"])
{
return(true);
}
else
{
return(false);
}
}));
}));
}
public void TestOrderInsert()
{
_api.OnRtnOrder += new TradeApi.RtnOrder((ref CThostFtdcOrderField pOrder) =>
{
Console.WriteLine("下单成功, BrokerID: {0}, OrderSysID: {1}", pOrder.BrokerID, pOrder.OrderSysID);
});
_api.OnRspOrderInsert += new TradeApi.RspOrderInsert((ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo,
int nRequestID, byte bIsLast) =>
{
if (pRspInfo.ErrorID != 0)
{
Console.WriteLine(pRspInfo.ErrorMsg);
Assert.IsTrue(pRspInfo.ErrorID == 0);
}
});
CThostFtdcInputOrderField order = new CThostFtdcInputOrderField();
order.BrokerID = _brokerID;
order.InvestorID = _investorID;
order.InstrumentID = "TF1809";
order.OrderRef = "1";
order.UserID = _investorID;
order.OrderPriceType = TThostFtdcOrderPriceTypeType.LimitPrice;
order.Direction = TThostFtdcDirectionType.Sell;
order.CombOffsetFlag = TThostFtdcOffsetFlagType.Open;
order.CombHedgeFlag = TThostFtdcHedgeFlagType.Speculation;
order.LimitPrice = 97.550;
order.VolumeTotalOriginal = 1;
order.TimeCondition = TThostFtdcTimeConditionType.GFD;
order.VolumeCondition = TThostFtdcVolumeConditionType.AV;
order.MinVolume = 1;
order.ContingentCondition = TThostFtdcContingentConditionType.Immediately;
order.ForceCloseReason = TThostFtdcForceCloseReasonType.NotForceClose;
order.IsAutoSuspend = (int)TThostFtdcBoolType.No;
order.BusinessUnit = null;
order.UserForceClose = (int)TThostFtdcBoolType.No;
_api.OrderInsert(1, order);
Thread.Sleep(500);
}
private void OnRspOrderInsert(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pInputOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
if (OutputLog)
{
Console.WriteLine("CTP回应：{0},{1},开平{2},价{3},原量{4},引用{5},{6}",
pInputOrder.InstrumentID, pInputOrder.Direction, pInputOrder.CombOffsetFlag, pInputOrder.LimitPrice,
pInputOrder.VolumeTotalOriginal,
pInputOrder.OrderRef, pRspInfo.ErrorMsg);
}
order.Text = string.Format("{0} {1}", order.Text, pRspInfo.ErrorMsg);
EmitRejected(order, order.Text);
//这些地方没法处理混合报单
//没得办法，这样全撤了状态就唯一了
//但由于不知道在错单时是否会有报单回报，所以在这查一次，以防重复撤单出错
//找到对应的报单回应
Dictionary <string, CThostFtdcOrderField> _Ref2Action;
if (_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
lock (_Ref2Action)
{
_Ref2Action.Remove(strKey);
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
return;
}
Cancel(order);
}
}
}
}
private void OnErrRtnOrderInsert_3(ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
OnErrRtnOrderInsert_1(this, ref pInputOrder, ref pRspInfo);
}
private void OnRspOrderInsert_3(ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
OnRspOrderInsert_1(this, ref pInputOrder, ref pRspInfo, nRequestID, bIsLast);
}
///报单录入错误回报
public void OnErrRtnOrderInsert(CThostFtdcInputOrderField pInputOrder, CThostFtdcRspInfoField pRspInfo)
{
Console.WriteLine("OnErrRtnOrderInsert");
}
private void OnErrRtnOrderInsert_3(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
OnErrRtnOrderInsert_1(this, pTraderApi, ref pInputOrder, ref pRspInfo);
}
private void OnRspOrderInsert_3(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
OnRspOrderInsert_1(this, pTraderApi, ref pInputOrder, ref pRspInfo, nRequestID, bIsLast);
}
private void OnErrRtnOrderInsert_3(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
OnErrRtnOrderInsert_1(this, pTraderApi, ref pInputOrder, ref pRspInfo);
}
public override void OnRspOrderInsert(CThostFtdcInputOrderField pInputOrder, CThostFtdcRspInfoField pRspInfo, int nRequestID,
bool bIsLast)
{
_callbackApi.OnRspOrderInsert(pInputOrder, pRspInfo, nRequestID, bIsLast);
}
private void OnRspOrderInsert_callback(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspOrderInsert)
{
OnRspOrderInsert(this, new OnRspOrderInsertArgs(pTraderApi, ref pInputOrder, ref pRspInfo, nRequestID, bIsLast));
}
}
/// <summary>
/// 下普通单错误时回报
/// </summary>
private void CTradeApi_OnRspOrderInsert(ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
OrderField of = ConvertFunctions.InputOrderField_To_OrderField(pInputOrder, pRspInfo);
this._OnErrorOrder?.Invoke(of);
}
/// <summary>
/// 处理错单: CTP平台返回
/// </summary>
/// <param name="pInputOrder"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
private void CTPOnRspOrderInsert(ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
//ref重复::重发
//if (pRspInfo.ErrorID == 22)
//{
// if (!IsLogin) return;
// CThostFtdcInputOrderField f = pInputOrder;
// //Thread.Sleep(50);
// f.OrderRef = string.Format("{0:000000}{1}", ++_req, f.OrderRef.Length >= 6 ? f.OrderRef.Substring(f.OrderRef.Length - 6) : (new string('0', 6 - f.OrderRef.Length) + f.OrderRef));
// _t.ReqOrderInsert()
// this._import.ReqCommand(EnumReq.ReqOrderInsert, f);
//}
//else
{
string id = string.Format("{0}|{1}|{2}", _session, _front, pInputOrder.OrderRef);
int tmp;
if (DicOrderField.TryAdd(id, new OrderField
{
Custom = int.TryParse(pInputOrder.OrderRef, out tmp) ? tmp % 1000000 : 0, // pOrder.OrderRef.Length <= 6 ? string.Empty : pOrder.OrderRef.Substring(pOrder.OrderRef.Length - 6),
//InsertTime = DicOrderField.Max(n => n.Value.InsertTime) ?? DateTime.Now.ToString("HH:mm:ss"),
InstrumentID = pInputOrder.InstrumentID,
InsertTime = DateTime.Now.ToString("HH:mm:ss"), //为null会导致界面显示错误
//SysID = string.Empty, //为null会导致界面显示错误
TradeTime = string.Empty,
IsLocal = true,
LimitPrice = pInputOrder.LimitPrice,
OrderID = id,
Volume = pInputOrder.VolumeTotalOriginal,
VolumeLeft = pInputOrder.VolumeTotalOriginal, // pOrder->VolumeTotal;
//f->VolumeLeft = pOrder->VolumeTotal; //由ontrade处理
//Status = OrderStatus.Normal,
//Status = OrderStatus.Canceled,
Status = OrderStatus.Error,
StatusMsg = pRspInfo.ErrorID + "|" + pRspInfo.ErrorMsg,
Direction = pInputOrder.Direction == TThostFtdcDirectionType.THOST_FTDC_D_Buy ? DirectionType.Buy : DirectionType.Sell,
Hedge = (TThostFtdcHedgeFlagType)pInputOrder.CombHedgeFlag[0] == TThostFtdcHedgeFlagType.THOST_FTDC_HF_Speculation ? HedgeType.Speculation :
(TThostFtdcHedgeFlagType)pInputOrder.CombHedgeFlag[0] == TThostFtdcHedgeFlagType.THOST_FTDC_HF_Arbitrage ? HedgeType.Arbitrage : HedgeType.Hedge,
Offset = (TThostFtdcOffsetFlagType)pInputOrder.CombOffsetFlag[0] == TThostFtdcOffsetFlagType.THOST_FTDC_OF_Open ? OffsetType.Open :
(TThostFtdcOffsetFlagType)pInputOrder.CombOffsetFlag[0] == TThostFtdcOffsetFlagType.THOST_FTDC_OF_CloseToday ? OffsetType.CloseToday : OffsetType.Close,
}))
{
string it = DicOrderField.Max(n => n.Value.InsertTime);
if (string.IsNullOrEmpty(it))
{
it = DateTime.Now.ToString("HH:mm:ss");
}
else
{
it = TimeSpan.Parse(it).Add(TimeSpan.FromMilliseconds(1)).ToString(@"hh\:mm\:ss"); //加1秒
}
DicOrderField[id].InsertTime = it;
if (IsLogin)
{
_OnRtnErrOrder?.Invoke(this, new ErrOrderArgs {
ErrorID = pRspInfo.ErrorID, ErrorMsg = pRspInfo.ErrorMsg, Value = DicOrderField[id]
});
}
}
}
}
static void Main(string[] args)
{
Console.WriteLine("Start testing CTP Trade API");
const string ctpServerAddress = "tcp://ctpfz1-front1.citicsf.com:51205";
var api = CThostFtdcTraderApi.CreateFtdcTraderApi();
var spi = new CTPTradeCallbackImpl();
api.RegisterSpi(spi);
api.SubscribePrivateTopic(THOST_TE_RESUME_TYPE.THOST_TERT_QUICK);
api.SubscribePublicTopic(THOST_TE_RESUME_TYPE.THOST_TERT_QUICK);
api.RegisterFront(ctpServerAddress);
api.Init();
while (!spi.IsConnected)
{
Thread.Sleep(100);
Console.WriteLine("is not connected...");
}
var userLogin = new CThostFtdcReqUserLoginField();
userLogin.BrokerID = "66666";
userLogin.UserID = "11782";
userLogin.Password = "******";
int requestId = 0;
api.ReqUserLogin(userLogin, requestId++);
while (!spi.IsReady)
{
Thread.Sleep(100);
Console.WriteLine("is not ready...");
}
Thread.Sleep(1100);
var settlementConfirm = new CThostFtdcSettlementInfoConfirmField()
{
BrokerID = userLogin.BrokerID,
InvestorID = userLogin.UserID
};
api.ReqSettlementInfoConfirm(settlementConfirm, requestId++);
Thread.Sleep(3000);
var order = new CThostFtdcInputOrderField();
order.BrokerID = userLogin.BrokerID;
order.InvestorID = userLogin.UserID;
order.InstrumentID = "IF1803";
order.OrderRef = spi.GetNextOrderRef();
order.UserID = userLogin.UserID;
order.Direction = '0';
order.CombOffsetFlag = "0";
order.CombHedgeFlag = "1";
order.LimitPrice = 4000.0;
order.VolumeTotalOriginal = 1;
order.VolumeCondition = '1';
order.MinVolume = 1;
order.ForceCloseReason = '0';
order.IsAutoSuspend = 0;
order.UserForceClose = 0;
order.GTDDate = "";
order.ContingentCondition = '1';
order.OrderPriceType = '2';
order.TimeCondition = '3';
order.StopPrice = 0;
order.RequestID = requestId++;
api.ReqOrderInsert(order, order.RequestID);
while (true)
{
Thread.Sleep(100);
}
}
public OnErrRtnOrderInsertArgs(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
this.pTraderApi = pTraderApi;
this.pInputOrder = pInputOrder;
this.pRspInfo = pRspInfo;
}
public override void OnErrRtnOrderInsert(CThostFtdcInputOrderField pInputOrder, CThostFtdcRspInfoField pRspInfo)
{
_callbackApi.OnErrRtnOrderInsert(pInputOrder, pRspInfo);
}
public virtual int ReqOrderInsert(CThostFtdcInputOrderField pInputOrder, int nRequestID)
{
int ret = thosttradeapiPINVOKE.CThostFtdcTraderApi_ReqOrderInsert(swigCPtr, CThostFtdcInputOrderField.getCPtr(pInputOrder), nRequestID);
return(ret);
}
public int ReqOrderInsert(CThostFtdcInputOrderField pInputOrder, int nRequestID)
{
return(_traderApi.ReqOrderInsert(pInputOrder, nRequestID));
}
public OnRspOrderInsertArgs(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pTraderApi = pTraderApi;
this.pInputOrder = pInputOrder;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
public OnErrRtnOrderInsertArgs(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
this.pTraderApi = pTraderApi;
this.pInputOrder = pInputOrder;
this.pRspInfo = pRspInfo;
}
public OnErrRtnOrderInsertArgs(ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
this.pInputOrder = pInputOrder;
this.pRspInfo = pRspInfo;
}
public void TestOrderAction()
{
_api.OnRspOrderAction += new TradeApi.RspOrderAction((ref CThostFtdcInputOrderActionField pInputOrderAction,
ref CThostFtdcRspInfoField pRspInfo, int nRequestID, byte bIsLast) =>
{
if (pRspInfo.ErrorID != 0)
{
Console.WriteLine(pRspInfo.ErrorMsg);
Assert.IsTrue(pRspInfo.ErrorID == 0);
}
});
_api.OnRtnOrder += new TradeApi.RtnOrder((ref CThostFtdcOrderField pOrder) =>
{
if (pOrder.OrderStatus == TThostFtdcOrderStatusType.Canceled)
{
Console.WriteLine("撤单成功, BrokerID: {0}, OrderSysID: {1}", pOrder.BrokerID, pOrder.OrderSysID);
}
else
{
Console.WriteLine("下单成功, BrokerID: {0}, OrderSysID: {1}", pOrder.BrokerID, pOrder.OrderSysID);
CThostFtdcInputOrderActionField field = new CThostFtdcInputOrderActionField();
field.ActionFlag = TThostFtdcActionFlagType.Delete;
field.BrokerID = _brokerID;
field.InvestorID = _investorID;
field.InstrumentID = "TF1809";
if (pOrder.FrontID != 0)
{
field.FrontID = pOrder.FrontID;
}
if (pOrder.SessionID != 0)
{
field.SessionID = pOrder.SessionID;
}
if (pOrder.OrderRef != "")
{
field.OrderRef = pOrder.OrderRef;
}
field.ExchangeID = pOrder.ExchangeID;
if (pOrder.OrderSysID != null)
{
field.OrderSysID = new string('\0', 21 - pOrder.OrderSysID.Length) + pOrder.OrderSysID;
}
_api.OrderAction(1, field);
Thread.Sleep(50);
}
Thread.Sleep(50);
});
_api.OnRspOrderInsert += new TradeApi.RspOrderInsert((ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo,
int nRequestID, byte bIsLast) =>
{
if (pRspInfo.ErrorID != 0)
{
Console.WriteLine(pRspInfo.ErrorMsg);
Assert.IsTrue(pRspInfo.ErrorID == 0);
}
});
CThostFtdcInputOrderField order = new CThostFtdcInputOrderField();
order.BrokerID = _brokerID;
order.InvestorID = _investorID;
order.InstrumentID = "TF1809";
order.OrderRef = "1";
order.UserID = _investorID;
order.OrderPriceType = TThostFtdcOrderPriceTypeType.LimitPrice;
order.Direction = TThostFtdcDirectionType.Buy;
order.CombOffsetFlag = TThostFtdcOffsetFlagType.Open;
order.CombHedgeFlag = TThostFtdcHedgeFlagType.Speculation;
order.LimitPrice = 97.150;
order.VolumeTotalOriginal = 1;
order.TimeCondition = TThostFtdcTimeConditionType.GFD;
order.VolumeCondition = TThostFtdcVolumeConditionType.AV;
order.MinVolume = 1;
order.ContingentCondition = TThostFtdcContingentConditionType.Immediately;
order.ForceCloseReason = TThostFtdcForceCloseReasonType.NotForceClose;
order.IsAutoSuspend = (int)TThostFtdcBoolType.No;
order.BusinessUnit = null;
order.UserForceClose = (int)TThostFtdcBoolType.No;
_api.OrderInsert(1, order);
Thread.Sleep(500);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(CThostFtdcInputOrderField obj)
{
return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
}
private void OnErrRtnOrderInsert_callback(IntPtr pTraderApi, ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
if (null != OnErrRtnOrderInsert)
{
OnErrRtnOrderInsert(this, new OnErrRtnOrderInsertArgs(pTraderApi, ref pInputOrder, ref pRspInfo));
}
}
/// <summary>
/// 错单回报
/// </summary>
private void CTradeApi_OnErrRtnOrderInsert(ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
OrderField of = ConvertFunctions.InputOrderField_To_OrderField(pInputOrder, pRspInfo);
this._OnErrorOrder?.Invoke(of);
}
