public int SendOrder(
string szInstrument,
string szExchange,
TZQThostFtdcDirectionType Direction,
string szCombOffsetFlag,
string szCombHedgeFlag,
int VolumeTotalOriginal,
string LimitPrice,
TZQThostFtdcOrderPriceTypeType OrderPriceType,
TZQThostFtdcTimeConditionType TimeCondition,
TZQThostFtdcContingentConditionType ContingentCondition,
double StopPrice)
{
if (null == m_pTdApi || IntPtr.Zero == m_pTdApi)
{
return(0);
}
return(TraderApi.TD_SendOrder(
m_pTdApi,
szInstrument,
szExchange,
Direction,
szCombOffsetFlag,
szCombHedgeFlag,
VolumeTotalOriginal,
LimitPrice,
OrderPriceType,
TimeCondition,
ContingentCondition,
StopPrice));
}
//只收到成交信息时调用
public bool InsertOrReplaceForTrade(
string InstrumentID,
TZQThostFtdcPosiDirectionType PosiDirection,
TZQThostFtdcDirectionType Direction,
TZQThostFtdcHedgeFlagType HedgeFlag,
TZQThostFtdcPositionDateType PositionDate,
int volume)
{
lock (this)
{
// 今天的买入要先冻结
//冲突的可能性大一些，所以要先Update后Insert
DataRow[] rows = Select(InstrumentID, PosiDirection, HedgeFlag, PositionDate);
if (rows.Count() == 1)
{
int vol = (int)rows[0][Position];
rows[0][Position] = vol - volume;
}
else
{
//假设是新添数据
try
{
if (Direction == TZQThostFtdcDirectionType.Buy)
{
dtInvestorPosition.Rows.Add(
InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate,
0,
volume,
0);
}
else
{
dtInvestorPosition.Rows.Add(
InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate,
0,
0,
volume);
}
}
catch
{
return(false);
}
}
return(true);
}
}
public static extern int TD_SendOrder(IntPtr pTraderApi,
string szInstrument,
string szExchange,
TZQThostFtdcDirectionType Direction,
string szCombOffsetFlag,
string szCombHedgeFlag,
int VolumeTotalOriginal,
string LimitPrice,
TZQThostFtdcOrderPriceTypeType OrderPriceType,
TZQThostFtdcTimeConditionType TimeCondition,
TZQThostFtdcContingentConditionType ContingentCondition,
double StopPrice);
public static extern int TD_SendOrder(IntPtr pTraderApi,
string szInstrument,
string szExchange,
TZQThostFtdcDirectionType Direction,
string szCombOffsetFlag,
string szCombHedgeFlag,
int VolumeTotalOriginal,
string LimitPrice,
TZQThostFtdcOrderPriceTypeType OrderPriceType,
TZQThostFtdcTimeConditionType TimeCondition,
TZQThostFtdcContingentConditionType ContingentCondition,
double StopPrice);
public int SendOrder(
string szInstrument,
string szExchange,
TZQThostFtdcDirectionType Direction,
string szCombOffsetFlag,
string szCombHedgeFlag,
int VolumeTotalOriginal,
string LimitPrice,
TZQThostFtdcOrderPriceTypeType OrderPriceType,
TZQThostFtdcTimeConditionType TimeCondition,
TZQThostFtdcContingentConditionType ContingentCondition,
double StopPrice)
{
if (null == m_pTdApi || IntPtr.Zero == m_pTdApi)
{
return 0;
}
return TraderApi.TD_SendOrder(
m_pTdApi,
szInstrument,
szExchange,
Direction,
szCombOffsetFlag,
szCombHedgeFlag,
VolumeTotalOriginal,
LimitPrice,
OrderPriceType,
TimeCondition,
ContingentCondition,
StopPrice);
}
//只收到成交信息时调用
public bool InsertOrReplaceForTrade(
string InstrumentID,
TZQThostFtdcPosiDirectionType PosiDirection,
TZQThostFtdcDirectionType Direction,
TZQThostFtdcHedgeFlagType HedgeFlag,
TZQThostFtdcPositionDateType PositionDate,
int volume)
{
lock(this)
{
// 今天的买入要先冻结
//冲突的可能性大一些，所以要先Update后Insert
DataRow[] rows = Select(InstrumentID, PosiDirection, HedgeFlag, PositionDate);
if (rows.Count() == 1)
{
int vol = (int)rows[0][Position];
rows[0][Position] = vol - volume;
}
else
{
//假设是新添数据
try
{
if (Direction == TZQThostFtdcDirectionType.Buy)
{
dtInvestorPosition.Rows.Add(
InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate,
0,
volume,
0);
}
else
{
dtInvestorPosition.Rows.Add(
InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate,
0,
0,
volume);
}
}
catch
{
return false;
}
}
return true;
}
}
