public override ExchangeStatusType GetInstrumentStatus(string pExc)
{
var instField = DicInstrumentField[pExc];
ExchangeStatusType excStatus = default(ExchangeStatusType);
if (DicExcStatus.TryGetValue(instField.ProductID, out excStatus) || DicExcStatus.TryGetValue(instField.ExchangeID.ToString(), out excStatus) || DicExcStatus.TryGetValue(instField.InstrumentID, out excStatus))
{
return(excStatus);
}
return(ExchangeStatusType.Closed);
}
public int ReqOrderInsert(string pInstrument, DirectionType pDirection, OffsetType pOffset, double pPrice, int pVolume, OrderType pType = OrderType.Limit, int pCustom = 0, HedgeType pHedge = HedgeType.Speculation)
{
InstrumentField dif;
ExchangeStatusType es;
//小节收盘:等待重新开盘
if (DicInstrumentField.TryGetValue(pInstrument, out dif))
{
if (_initFlow)
{
pPrice += _floConfig.FirstAddTicks * (pDirection == DirectionType.Buy ? 1 : -1) * dif.PriceTick;
}
//限定在涨跌板范围内
MarketData f;
if (_q == null)
{
ShowInfo("行情接口异常");
return(-1);
}
if (!_q.DicTick.TryGetValue(pInstrument, out f))
{
_q.ReqSubscribeMarketData(pInstrument);
Thread.Sleep(200);
}
if (_q.DicTick.TryGetValue(pInstrument, out f))
{
ShowInfo($"合约{pInstrument}无行情");
}
else
{
pPrice = Math.Max(f.LowerLimitPrice, Math.Min(f.UpperLimitPrice, pPrice));
}
//下单前修正价格为最小变动的倍数
pPrice = (int)(pPrice / dif.PriceTick) * dif.PriceTick;
if (DicExcStatus.TryGetValue(dif.ProductID, out es) || DicExcStatus.TryGetValue(dif.InstrumentID, out es) || DicExcStatus.TryGetValue(dif.ExchangeID.ToString(), out es))
{
if (es == ExchangeStatusType.NoTrading) //小节收盘中:待处理
{
ShowInfo($"小节收盘,待重新开盘后再发委托:{pInstrument},{pDirection},{ pOffset},{ pPrice},{ pVolume},{pCustom}");
_listWaitTrading.Add(new object[] { pInstrument, pDirection, pOffset, pPrice, pVolume, pType, pCustom, pHedge });
return(0);
}
}
}
return(base.ReqOrderInsert(pInstrument, pDirection, pOffset, pPrice, pVolume, pCustom, pType, pHedge));
}