public int SendOrder( int OrderRef, string szInstrument, TThostFtdcDirectionType Direction, string szCombOffsetFlag, string szCombHedgeFlag, int VolumeTotalOriginal, double LimitPrice, TThostFtdcOrderPriceTypeType OrderPriceType, TThostFtdcTimeConditionType TimeCondition, TThostFtdcContingentConditionType ContingentCondition, double StopPrice, TThostFtdcVolumeConditionType VolumeCondition) { return(TdApi.TD_SendOrder( OrderRef, szInstrument, Direction, szCombOffsetFlag, szCombHedgeFlag, VolumeTotalOriginal, LimitPrice, OrderPriceType, TimeCondition, ContingentCondition, StopPrice, VolumeCondition)); }
public void Disconnect() { lock (locker) { TdApi.TD_Disconnect(); } }
public void Connect() { lock (locker) { TdApi.TD_Connect(); } }
public void CTP_RegTD() { TdApi.CTP_RegTDOnConnect(OnConnect_2); TdApi.CTP_RegTDOnDisconnect(OnDisconnect_2); TdApi.CTP_RegTDOnRspError(OnRspError_2); TdApi.CTP_RegOnErrRtnOrderAction(OnErrRtnOrderAction_2); TdApi.CTP_RegOnErrRtnOrderInsert(OnErrRtnOrderInsert_2); TdApi.CTP_RegOnErrRtnQuoteAction(OnErrRtnQuoteAction_2); TdApi.CTP_RegOnErrRtnQuoteInsert(OnErrRtnQuoteInsert_2); TdApi.CTP_RegOnRspOrderAction(OnRspOrderAction_2); TdApi.CTP_RegOnRspOrderInsert(OnRspOrderInsert_2); TdApi.CTP_RegOnRspQuoteAction(OnRspQuoteAction_2); TdApi.CTP_RegOnRspQuoteInsert(OnRspQuoteInsert_2); TdApi.CTP_RegOnRspQryDepthMarketData(OnRspQryDepthMarketData_2); TdApi.CTP_RegOnRspQryInstrument(OnRspQryInstrument_2); TdApi.CTP_RegOnRspQryInstrumentCommissionRate(OnRspQryInstrumentCommissionRate_2); TdApi.CTP_RegOnRspQryInstrumentMarginRate(OnRspQryInstrumentMarginRate_2); TdApi.CTP_RegOnRspQryInvestorPosition(OnRspQryInvestorPosition_2); TdApi.CTP_RegOnRspQryInvestorPositionDetail(OnRspQryInvestorPositionDetail_2); TdApi.CTP_RegOnRspQryOrder(OnRspQryOrder_2); TdApi.CTP_RegOnRspQryTrade(OnRspQryTrade_2); TdApi.CTP_RegOnRspQrySettlementInfo(OnRspQrySettlementInfo_2); TdApi.CTP_RegOnRspQryTradingAccount(OnRspQryTradingAccount_2); TdApi.CTP_RegOnRtnInstrumentStatus(OnRtnInstrumentStatus_2); TdApi.CTP_RegOnRtnOrder(OnRtnOrder_2); TdApi.CTP_RegOnRtnQuote(OnRtnQuote_2); TdApi.CTP_RegOnRtnTrade(OnRtnTrade_2); }
/// <summary> /// 初始化 MD 对象 /// </summary> public static int initTd() { if (isInit) { return 0; } int ret; //本例子演示如何用行情API提取数据 td = TdApi.Instance; ret = td.Init( "18221685724", "yjb_1983", "strategy_2", "localhost:8001"//连接到本地掘金终端, 此项为null或空字符串时,连接到掘金云服务 ); if (ret != 0) { isInit = false; } else { isInit = true; } return ret; }
static void Main(string[] args) { MdApi.CTP_ReadConfigFile("F:\\CTP-MATLAB\\bin\\ConfigFile.xml"); MdApi.CTP_RegMDOnConnect(OnConnect); MdApi.CTP_RegOnRtnDepthMarketData_Tick(OnRtnDepthMarketData_Tick); MdApi.MD_Connect(); TdApi.TD_Connect(); while (true) { } }
public void ReqQryTrade(string szInstrument) { TdApi.TD_ReqQryTrade(szInstrument); }
public void ReqQryOrder(string szInstrument) { TdApi.TD_ReqQryOrder(szInstrument); }
public void ReqQrySettlementInfo(string szTradingDay) { TdApi.TD_ReqQrySettlementInfo(szTradingDay); }
public void ReqQryInstrumentMarginRate(string szInstrument, TThostFtdcHedgeFlagType HedgeFlag) { TdApi.TD_ReqQryInstrumentMarginRate(szInstrument, HedgeFlag); }
public void ReqQryInstrumentCommissionRate(string szInstrument) { TdApi.TD_ReqQryInstrumentCommissionRate(szInstrument); }
public void ReqQryInvestorPositionDetail(string szInstrument) { TdApi.TD_ReqQryInvestorPositionDetail(szInstrument); }
public void ReqQryDepthMarketData(string szInstrument) { TdApi.TD_ReqQryDepthMarketData(szInstrument); }
public void ReqQryTradingAccount() { TdApi.TD_ReqQryTradingAccount(); }
public void CancelOrder(string Instrument, TThostFtdcDirectionType Direction, string OffsetFlag) { TdApi.TD_CancelOrder(Instrument, Direction, OffsetFlag); }