public override int ReqOrderInsert(string pInstrument, DirectionType pDirection, OffsetType pOffset, double pPrice, int pVolume, int pCustom, OrderType pType = OrderType.Limit, HedgeType pHedge = HedgeType.Speculation)
{
//限价
var OrderPriceType = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_LimitPrice;
var TimeCondition = TThostFtdcTimeConditionType.THOST_FTDC_TC_GFD; //THOST_FTDC_TC_GFD
var VolumeCondition = TThostFtdcVolumeConditionType.THOST_FTDC_VC_AV;
if (pType == OrderType.Market) //市价
{
OrderPriceType = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_AnyPrice;
TimeCondition = TThostFtdcTimeConditionType.THOST_FTDC_TC_IOC;
//max = instField.MaxMarketOrderVolume;
pPrice = 0;
}
else if (pType == OrderType.FAK) //FAK
{
OrderPriceType = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_LimitPrice;
TimeCondition = TThostFtdcTimeConditionType.THOST_FTDC_TC_IOC;
}
else if (pType == OrderType.FOK) //FOK
{
OrderPriceType = TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_LimitPrice;
TimeCondition = TThostFtdcTimeConditionType.THOST_FTDC_TC_IOC;
VolumeCondition = TThostFtdcVolumeConditionType.THOST_FTDC_VC_CV; //全部数量
}
return((int)_t.ReqOrderInsert(
_broker,
_investor,
InstrumentID: pInstrument,
OrderRef: string.Format("{0:000000}{1:000000}", _ref++, pCustom % 1000000),
CombHedgeFlag: new string((char)(pHedge == HedgeType.Speculation ? TThostFtdcHedgeFlagType.THOST_FTDC_HF_Speculation : pHedge == HedgeType.Arbitrage ? TThostFtdcHedgeFlagType.THOST_FTDC_HF_Arbitrage : TThostFtdcHedgeFlagType.THOST_FTDC_HF_Hedge), 1),
CombOffsetFlag: new String((char)(pOffset == OffsetType.Open ? TThostFtdcOffsetFlagType.THOST_FTDC_OF_Open : pOffset == OffsetType.Close ? TThostFtdcOffsetFlagType.THOST_FTDC_OF_Close : TThostFtdcOffsetFlagType.THOST_FTDC_OF_CloseToday), 1),
Direction: pDirection == DirectionType.Buy ? TThostFtdcDirectionType.THOST_FTDC_D_Buy : TThostFtdcDirectionType.THOST_FTDC_D_Sell,
VolumeTotalOriginal: pVolume,
ForceCloseReason: TThostFtdcForceCloseReasonType.THOST_FTDC_FCC_NotForceClose,
ContingentCondition: TThostFtdcContingentConditionType.THOST_FTDC_CC_Immediately,
VolumeCondition: VolumeCondition,
LimitPrice: pPrice,
IsSwapOrder: 0,
MinVolume: 1,
UserForceClose: 0,
TimeCondition: TimeCondition,
OrderPriceType: OrderPriceType));
}
