public void OnReply_GetOrderBook(FTAPI_Conn client, int nSerialNo, QotGetOrderBook.Response rsp)
{
}
public GetOrderBookEventArgs(FTAPI_Conn client, int nSerialNo, QotGetOrderBook.Response result)
{
Client = client;
SerialNo = nSerialNo;
Result = result;
}
public void OnReply_GetOrderBook(FTAPI_Conn client, uint nSerialNo, QotGetOrderBook.Response rsp)
{
handleQotOnReply(nSerialNo, ProtoID.QotGetOrderBook, rsp);
}
void smartSell(String code, QotCommon.QotMarket qotMarket, TrdCommon.TrdSecMarket secMarket,
int volume, TrdCommon.OrderType orderType,
TrdCommon.TrdEnv trdEnv,
ulong accID,
TrdCommon.TrdMarket trdMarket,
String trdPwdMD5)
{
int lotSize = 0;
QotCommon.Security sec = MakeSec(qotMarket, code);
while (true)
{
Thread.Sleep(1000);
if (lotSize == 0)
{
List <QotCommon.Security> secList = new List <QotCommon.Security>();
secList.Add(sec);
QotGetSecuritySnapshot.Response rsp = GetSecuritySnapshotSync(secList);
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("getSecuritySnapshotSync err; retType={} msg={1}\n", rsp.RetType,
rsp.RetMsg);
return;
}
lotSize = rsp.S2C.SnapshotListList[0].Basic.LotSize;
if (lotSize <= 0)
{
Console.Error.Write("invalid lot size; code={0} lotSize={1}\n", code, lotSize);
return;
}
}
int qty = (volume / lotSize) * lotSize; // 将数量调整为整手的股数
QotSub.Response subRsp = SubSync(new List <QotCommon.Security>()
{
sec
},
new List <QotCommon.SubType>()
{
QotCommon.SubType.SubType_OrderBook
},
true,
false);
if (subRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("subSync er; retType={0}; msg={1}\n", subRsp.RetType, subRsp.RetMsg);
return;
}
QotGetOrderBook.Response getOrderBookRsp = GetOrderBookSync(MakeSec(qotMarket, code), 1);
if (getOrderBookRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("getOrderBookSync er; retType={0}; msg={1}\n", subRsp.RetType, subRsp.RetMsg);
return;
}
double bid1Price = getOrderBookRsp.S2C.OrderBookBidListList[0].Price;
TrdCommon.TrdHeader trdHeader = MakeTrdHeader(trdEnv, accID, trdMarket);
TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.CreateBuilder()
.SetHeader(trdHeader)
.SetPacketID(trd.NextPacketID())
.SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Sell)
.SetOrderType((int)orderType)
.SetCode(code)
.SetQty(qty)
.SetPrice(bid1Price)
.SetAdjustPrice(true)
.SetSecMarket((int)secMarket)
.Build();
TrdPlaceOrder.Response placeOrderRsp = PlaceOrderSync(c2s);
if (placeOrderRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("placeOrderSync err; retType={0} msg={1}\n", placeOrderRsp.RetType, placeOrderRsp.RetMsg);
return;
}
else
{
Console.Write("下单成功: {0}\n", placeOrderRsp.S2C);
}
}
}
