static bool CreateAndOpenTrade15()
{
//创建 ITrade
// char* path 指 xxx.exe 同级子目录中的 xxx.dll 文件
int err = -1;
trade = ITradeApi.XFinApi_CreateTradeApi("XTA_W32/Api/CTP_v6.3.15_20190220/XFinApi.CTPTradeApiSE.dll", out err);
if (err > 0 || trade == null)
{
Console.WriteLine(string.Format("* Trade XFinApiCreateError={0};", StrCreateErrors[err]));
return(false);
}
//注册事件
tradeEvent = new TradeEvent();
trade.SetListener(tradeEvent);
//连接服务器
OpenParams openParams = new OpenParams();
openParams.HostAddress = CfgSE.TradeAddress;
openParams.BrokerID = CfgSE.BrokerID;
openParams.UserID = CfgSE.UserName;
openParams.Password = CfgSE.Password;
openParams.Configs.Add("AppID", CfgSE.AppID);
openParams.Configs.Add("AuthCode", CfgSE.AuthCode);
openParams.IsUTF8 = false;
trade.Open(openParams);
return(true);
}
//////////////////////////////////////////////////////////////////////////////////
//交易测试
static void TradeTest()
{
//创建 ITrade
// char* path 指 xxx.exe 同级子目录中的 xxx.dll 文件
int err = -1;
trade = ITradeApi.XFinApi_CreateTradeApi("XTA_W64/Api/CTP_v6.3.6_20160606/XFinApi.CTPTradeApi.dll", out err);
if (err > 0 || trade == null)
{
Console.WriteLine(string.Format("* Trade XFinApiCreateError={0};", StrCreateErrors[err]));
return;
}
//注册事件
tradeEvent = new TradeEvent();
trade.SetListener(tradeEvent);
//连接服务器
//Cfg.SetNonTradeTime();//非交易时段
OpenParams openParams = new OpenParams();
openParams.HostAddress = Cfg.TradeAddress;
openParams.BrokerID = Cfg.BrokerID;
openParams.UserID = Cfg.UserName;
openParams.Password = Cfg.Password;
openParams.IsUTF8 = true;
trade.Open(openParams);
/*
* //连接成功后才能执行查询、委托等操作，检测方法有两种：
* 1、ITrade.IsOpened()=true
* 2、TradeListener.OnNotify中
* (int)XFinApi.TradeApi.ActionKind.Open == notifyParams.ActionType &&
* (int)ResultKind.Success == notifyParams.ResultType
*/
while (!trade.IsOpened())
{
Thread.Sleep(1000);
}
QueryParams qryParam = new QueryParams();
qryParam.InstrumentID = Cfg.InstrumentID;
//查询委托单
Thread.Sleep(1000);//有些接口查询有间隔限制，如：CTP查询间隔为1秒
Console.WriteLine("Press any key to QueryOrder.");
Console.ReadKey();
trade.QueryOrder(qryParam);
//查询成交单
Thread.Sleep(3000);
Console.WriteLine("Press any key to QueryTradeOrder.");
Console.ReadKey();
trade.QueryTradeOrder(qryParam);
//查询合约
Thread.Sleep(3000);
Console.WriteLine("Press any key to QueryInstrument.");
Console.ReadKey();
trade.QueryInstrument(qryParam);
//查询持仓
Thread.Sleep(3000);
Console.WriteLine("Press any key to QueryPosition.");
Console.ReadKey();
trade.QueryPosition(qryParam);
//查询账户
Thread.Sleep(3000);
Console.WriteLine("Press any key to QueryAccount.");
Console.ReadKey();
trade.QueryAccount(qryParam);
//委托下单
Thread.Sleep(1000);
Console.WriteLine("Press any key to OrderAction.");
Console.ReadKey();
Order order = new Order();
order.InstrumentID = Cfg.InstrumentID;
order.Price = Cfg.SellPrice1;
order.Volume = 1;
order.Direction = DirectionKind.Buy;
order.OpenCloseType = OpenCloseKind.Open;
//下单高级选项，可选择性设置
order.ActionType = OrderActionKind.Insert; //下单
order.OrderType = OrderKind.Order; //标准单
order.PriceCond = PriceConditionKind.LimitPrice; //限价
order.VolumeCond = VolumeConditionKind.AnyVolume; //任意数量
order.TimeCond = TimeConditionKind.GFD; //当日有效
order.ContingentCond = ContingentCondKind.Immediately; //立即
order.HedgeType = HedgeKind.Speculation; //投机
order.ExecResult = ExecResultKind.NoExec; //没有执行
trade.OrderAction(order);
}
//////////////////////////////////////////////////////////////////////////////////
//交易测试
static void TradeTest()
{
//创建 ITrade
// char* path 指 xxx.exe 同级子目录中的 xxx.dll 文件
int err = -1;
trade = ITradeApi.XFinApi_CreateTradeApi("XTA_W32/Api/XTP_v1.1.18.13_20180516/XFinApi.XTPTradeApi.dll", out err);
if (err > 0 || trade == null)
{
Console.WriteLine(string.Format("* Trade XFinApiCreateError={0};", StrCreateErrors[err]));
return;
}
//注册事件
tradeEvent = new TradeEvent();
trade.SetListener(tradeEvent);
//连接服务器
OpenParams openParams = new OpenParams();
openParams.HostAddress = Cfg.TradeAddress;
openParams.UserID = Cfg.UserName;
openParams.Password = Cfg.Password;
openParams.Configs.Add("AuthCode", Cfg.AuthCode);
openParams.Configs.Add("ClientID", Cfg.ClientID);//可选
openParams.IsUTF8 = true;
trade.Open(openParams);
/*
* //连接成功后才能执行查询、委托等操作，检测方法有两种：
* 1、ITrade.IsOpened()=true
* 2、TradeListener.OnNotify中
* (int)XFinApi.TradeApi.ActionKind.Open == notifyParams.ActionType &&
* (int)ResultKind.Success == notifyParams.ResultType
*/
while (!trade.IsOpened())
{
Thread.Sleep(1000);
}
QueryParams qryParam = new QueryParams();
//查询委托单
Thread.Sleep(1000);//有些接口查询有间隔限制，如：CTP查询间隔为1秒
Console.WriteLine("Press any key to QueryOrder.");
Console.ReadKey();
trade.QueryOrder(qryParam);
//查询成交单
Thread.Sleep(3000);
Console.WriteLine("Press any key to QueryTradeOrder.");
Console.ReadKey();
trade.QueryTradeOrder(qryParam);
//查询合约
Thread.Sleep(3000);
Console.WriteLine("Press any key to QueryInstrument.");
Console.ReadKey();
trade.QueryInstrument(qryParam);
//查询持仓
Thread.Sleep(3000);
Console.WriteLine("Press any key to QueryPosition.");
Console.ReadKey();
trade.QueryPosition(qryParam);
//查询账户
Thread.Sleep(3000);
Console.WriteLine("Press any key to QueryAccount.");
Console.ReadKey();
trade.QueryAccount(qryParam);
//委托下单
Thread.Sleep(1000);
Console.WriteLine("Press any key to OrderAction.");
Console.ReadKey();
Order order = new Order();
order.ExchangeID = Cfg.MarketID;
order.InstrumentID = Cfg.InstrumentID;
order.Price = Cfg.SellPrice1;
order.Volume = 100;
order.Direction = DirectionKind.Buy;
//下单高级选项，可选择性设置
order.ActionType = OrderActionKind.Insert; //下单
order.OrderType = OrderKind.Order; //标准单
order.PriceCond = PriceConditionKind.LimitPrice; //限价
trade.OrderAction(order);
}