public bool ReqQuoteInsert(CustomQuote quote, out string errMsg)
{
ThostFtdcInputQuoteField req = new ThostFtdcInputQuoteField();
req.BrokerID = BROKER_ID;
req.InvestorID = INVESTOR_ID;
req.QuoteRef = QUOTE_REF;
req.InstrumentID = quote.InstrumentID;
req.AskPrice = quote.AskPrice;
req.BidPrice = quote.BidPrice;
req.AskVolume = quote.AskVolume;
req.BidVolume = quote.BidVolume;
req.AskOffsetFlag = quote.AskOffsetFlag;
req.BidOffsetFlag = quote.BidOffsetFlag;
req.AskHedgeFlag = quote.AskHedgeFlag;
req.BidHedgeFlag = quote.BidHedgeFlag;
int ret = trader.ReqQuoteInsert(req, iRequestID++);
errMsg = (ret == 0) ? "-" : "CTP询价回应录入失败,返回值:" + ret;
return(ret == 0);
}
/// <summary>
///报价录入请求
/// </summary>
public int ReqQuoteInsert(ThostFtdcInputQuoteField pInputQuote, int nRequestID)
{
return(Interop.TdReqQuoteInsert(Handle, pInputQuote, nRequestID));
}
public static extern int TdReqQuoteInsert(IntPtr pApi, ThostFtdcInputQuoteField pInputQuote, int nRequestID);
/// <summary>
/// 报价录入请求响应
/// </summary>
/// <param name="pInputQuote"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
void OnRspQuoteInsert(ThostFtdcInputQuoteField pInputQuote, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
}
/// <summary>
/// 报价录入错误回报
/// </summary>
/// <param name="pInputQuote"></param>
/// <param name="pRspInfo"></param>
void OnErrRtnQuoteInsert(ThostFtdcInputQuoteField pInputQuote, ThostFtdcRspInfoField pRspInfo)
{
}
/// <summary>
/// 报价录入请求
/// </summary>
public string PlaceQuote(object sender, string instrumentID, EnumOffsetFlagType AskOffset, int Asklots, double Askprice,
EnumOffsetFlagType BidOffset, int Bidlots, double Bidprice)
{
ThostFtdcInputQuoteField req = new ThostFtdcInputQuoteField();
req.BrokerID = trader.BrokerID;
req.InvestorID = trader.InvestorID;
req.InstrumentID = instrumentID;
req.AskHedgeFlag = EnumHedgeFlagType.Speculation;
req.AskOffsetFlag = AskOffset;
req.AskPrice = Askprice;
req.AskVolume = Asklots;
req.BidHedgeFlag = EnumHedgeFlagType.Speculation;
req.BidOffsetFlag = BidOffset;
req.BidPrice = Bidprice;
req.BidVolume = Bidlots;
QuoteRef++;
req.QuoteRef = QuoteRef.ToString();
int iRet = trader.ReqQuoteInsert(req, ++RequestID);
//QuoteRef2QuoteStategyMap.Add(req.QuoteRef, (Quote)sender);
return req.QuoteRef;
}
