/*
* --------------------------------------------------------------
* 报单/撤单，委托回报/成交回报
* --------------------------------------------------------------
*/
public bool OrderInsert(CustomOrder order, out string errMsg)
{
if (!CheckOrder(order, out errMsg))
{
return(false);
}
// 构造下单参数
ThostFtdcInputOrderField inOrder = new ThostFtdcInputOrderField();
inOrder.BrokerID = BROKER_ID;
inOrder.InvestorID = INVESTOR_ID;
inOrder.OrderPriceType = EnumOrderPriceTypeType.LimitPrice;
inOrder.InstrumentID = order.InstrumentID;
inOrder.OrderRef = iOrderRef.ToString();
inOrder.LimitPrice = order.Price;
inOrder.Direction = (order.Direction == BS_CODE.Buy) ? EnumDirectionType.Buy : EnumDirectionType.Sell;
inOrder.CombOffsetFlag_0 = (order.OffsetFlag == OC_CODE.Open) ? EnumOffsetFlagType.Open : EnumOffsetFlagType.Close;
inOrder.VolumeTotalOriginal = order.Volume;
inOrder.VolumeCondition = EnumVolumeConditionType.AV;
inOrder.MinVolume = 0; // ??
inOrder.ContingentCondition = EnumContingentConditionType.Immediately;
inOrder.CombHedgeFlag_0 = HedgeFlagType;
inOrder.TimeCondition = EnumTimeConditionType.GFD;
inOrder.ForceCloseReason = EnumForceCloseReasonType.NotForceClose;
inOrder.IsAutoSuspend = 0;
inOrder.UserForceClose = 0;
// 更新
order.OrderNo = iOrderRef;
iOrderRef++;
// 下单
var ret = trader.ReqOrderInsert(inOrder, iRequestID++);
errMsg = (ret == 0) ? "-" : "CTP报单录入失败,返回值:" + ret;
return(ret == 0);
}
