static void test_CTP_Main(string[] args)
{
//api = new XApi(@"C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\CTP\x86\QuantBox_CTP_Quote.dll");
//api.Server.BrokerID = "1017";
//api.Server.Address = "tcp://ctpmn1-front1.citicsf.com:51213";
api = new XApi(@"C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\CTP\x86\QuantBox_CTP_Trade.dll");
api.Server.BrokerID = "1017";
api.Server.Address = "tcp://ctpmn1-front1.citicsf.com:51205";
api.Server.PrivateTopicResumeType = ResumeType.Undefined;
api.User.UserID = "00000015";
api.User.Password = "******";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api.OnRspQryInstrument = OnRspQryInstrument;
api.Connect();
Thread.Sleep(10 * 1000);
//api.Subscribe("IF1502", "");
ReqQueryField query = default(ReqQueryField);
api.ReqQuery(QueryType.ReqQryInstrument, ref query);
Thread.Sleep(300 * 1000);
api.Dispose();
Thread.Sleep(5 * 1000);
}
private void QueryAccountPositionInstrument_Logined()
{
ReqQueryField query = default(ReqQueryField);
query.PortfolioID1 = DefaultPortfolioID1;
query.PortfolioID2 = DefaultPortfolioID2;
query.PortfolioID3 = DefaultPortfolioID3;
query.Business = DefaultBusiness;
// 查持仓，查资金
if (IsApiConnected(_QueryApi))
{
_QueryApi.ReqQuery(QueryType.ReqQryTradingAccount, ref query);
_QueryApi.ReqQuery(QueryType.ReqQryInvestorPosition, ref query);
}
// 查合约
if (IsApiConnected(_ItApi))
{
_ItApi.ReqQuery(QueryType.ReqQryInstrument, ref query);
}
}
static void test_LTS_Main(string[] args)
{
XApi api = new XApi("QuantBox_LTS_Quote.dll");
XApi api2 = new XApi("QuantBox_C2LTS_Trade.dll");
api.Server.BrokerID = "2010";
api.Server.Address = "tcp://211.144.195.163:44513";
api.User.UserID = "00000015";
api.User.Password = "******";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api2.Server.BrokerID = "2010";
api2.Server.Address = "tcp://211.144.195.163:44505";
api2.User.UserID = "0020090001134";
api2.User.Password = "******";
api2.OnConnectionStatus = OnConnectionStatus2;
api2.OnRspQryInstrument = OnRspQryInstrument;
api2.OnRspQryTradingAccount = OnRspQryTradingAccount;
api2.OnRspQrySettlementInfo = OnRspQrySettlementInfo;
api2.OnRtnOrder = OnRtnOrder;
api2.OnRtnError = OnRtnError;
api2.OnRtnTrade = OnRtnTrade;
api.Connect();
api2.Connect();
Console.ReadKey();
ReqQueryField query = new ReqQueryField();
api2.ReqQuery(QueryType.ReqQryInstrument, query);
Console.ReadKey();
api.Dispose();
api2.Dispose();
//queue.Dispose();
}
private void OnConnectionStatus_Done(object sender, ConnectionStatus status)
{
bool bCheckOk = true;
foreach (var item in ApiList)
{
if (item.UseType > 0)
{
if (!IsApiConnected(item.Api))
{
bCheckOk = false;
break;
}
}
}
if (bCheckOk)
{
base.Status = ProviderStatus.Connected;
ReqQueryField query = default(ReqQueryField);
query.PortfolioID1 = DefaultPortfolioID1;
query.PortfolioID2 = DefaultPortfolioID2;
query.PortfolioID3 = DefaultPortfolioID3;
query.Business = DefaultBusiness;
// 查持仓，查资金
if (_QueryApi != null)
{
_QueryApi.ReqQuery(QueryType.ReqQryTradingAccount, ref query);
_QueryApi.ReqQuery(QueryType.ReqQryInvestorPosition, ref query);
}
// 查合约
if (_ItApi != null)
{
_ItApi.ReqQuery(QueryType.ReqQryInstrument, ref query);
}
}
}
static void test_TongShi_Main(string[] args)
{
api = new XApi(@"C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\TongShi\x86\QuantBox_TongShi_Quote.dll");
api.Server.Address = "D:\\Scengine\\Stock.dll";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api.OnFilterSubscribe = OnFilterSubscribe;
api.Connect();
Thread.Sleep(10 * 1000);
ReqQueryField query = default(ReqQueryField);
api.ReqQuery(QueryType.ReqQryInstrument, ref query);
Thread.Sleep(300 * 1000);
api.Dispose();
Thread.Sleep(5 * 1000);
}
static void test_Tdx_Main(string[] args)
{
api = new XApi(@"C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\x86\Tdx\Tdx_Trade_x86.dll");
api.Server.Address = @"D:\tc_yhzq_v6\Login.lua";
api.Server.ExtInfoChar128 = @"D:\tc_yhzq_v6\";
api.User.UserID = "16206";
api.User.Password = "******";
api.Server.Address = @"D:\new_gjzq_v6\Login.lua";
api.Server.ExtInfoChar128 = @"D:\new_gjzq_v6\";
api.User.UserID = "31244679";
api.User.Password = "******";
api.OnConnectionStatus = OnConnectionStatus;
api.OnRtnDepthMarketData = OnRtnDepthMarketData;
api.Connect();
Console.ReadKey();
Console.WriteLine("回车后开始查持仓");
Console.ReadKey();
ReqQueryField query = new ReqQueryField();
query.Int32ID = -1;
api.ReqQuery(QueryType.ReqQryInvestorPosition, ref query);
// api.Dispose();
Console.ReadKey();
Console.WriteLine("回车后退出");
Console.ReadKey();
}
public void ReqQuery(string type)
{
QueryType obj = Enum <QueryType> .Parse(type);
api.ReqQuery(obj, ref _Query);
}
public void ReqQuery(XAPI.QueryType type)
{
api.ReqQuery(type, ref _Query);
}
public override void QueryInstrument()
{
ReqQueryField query = new ReqQueryField();
mTdApi.ReqQuery(QueryType.ReqQryInstrument, query);
}
public void QueryInstruments(string[] instruments)
{
XAPI.ReqQueryField field = new XAPI.ReqQueryField();
api_Trade.ReqQuery(XAPI.QueryType.ReqQryInstrument, ref field);
}
void _Timer_Elapsed(object sender, System.Timers.ElapsedEventArgs e)
{
_Timer.Enabled = false;
do
{
// 列表为空，表示不处理。这时没有自动重连
if (SessionTimeList == null || SessionTimeList.Count == 0)
{
break;
}
bool bTryConnect = true;
foreach (var st in SessionTimeList.ToList())
{
// 如果当前时间在交易范围内，要开启重连
// 如果当前时间不在交易范围内，要主动断开
TimeSpan ts = e.SignalTime.TimeOfDay;
if (ts < st.SessionStart)
{
// 停
bTryConnect = false;
}
else if (ts <= st.SessionEnd)
{
// 启动
bTryConnect = true;
break;
}
else
{
// 停
bTryConnect = false;
}
}
if (bTryConnect)
{
// 没有连接要连上，有连接要设置时间
if (!IsConnected || (!IsConnected && !IsDisconnected))
{
xlog.Info("当前[{0}]在交易时段，主动连接", e.SignalTime.TimeOfDay);
_Connect(false);
}
foreach (var item in ApiList)
{
if (item.UseType > 0 && item.Api != null)
{
item.Api.ReconnectInterval = _ReconnectInterval;
}
}
}
else
{
foreach (var item in ApiList)
{
if (item.Api != null)
{
item.Api.ReconnectInterval = 0;
}
}
if (IsConnected || (!IsConnected && !IsDisconnected))
{
xlog.Info("当前[{0}]在非交易时段，主动断开连接", e.SignalTime.TimeOfDay);
// 要断开连接
_Disconnect(false);
}
}
}while(false);
// 查询持仓和资金
if (IsApiConnected(_QueryApi))
{
_QueryAccountCount -= (int)_Timer.Interval / 1000;
if (_QueryAccountCount <= 0)
{
ReqQueryField query = default(ReqQueryField);
query.PortfolioID1 = DefaultPortfolioID1;
query.PortfolioID2 = DefaultPortfolioID2;
query.PortfolioID3 = DefaultPortfolioID3;
query.Business = DefaultBusiness;
_QueryApi.ReqQuery(QueryType.ReqQryTradingAccount, ref query);
_QueryAccountCount = _QueryAccountInterval;
}
_QueryPositionCount -= (int)_Timer.Interval / 1000;
if (_QueryPositionCount <= 0)
{
ReqQueryField query = default(ReqQueryField);
query.PortfolioID1 = DefaultPortfolioID1;
query.PortfolioID2 = DefaultPortfolioID2;
query.PortfolioID3 = DefaultPortfolioID3;
query.Business = DefaultBusiness;
_QueryApi.ReqQuery(QueryType.ReqQryInvestorPosition, ref query);
_QueryPositionCount = _QueryPositionInterval;
}
}
_Timer.Enabled = true;
}
