Пример #1
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		static extern int reqOrderInsert(ref CThostFtdcInputOrderField req);
Пример #2
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		/// <summary>
		/// 开平仓:市价单
		/// </summary>
		/// <param name="InstrumentID"></param>
		/// <param name="OffsetFlag">平仓:仅上期所平今时使用CloseToday/其它情况均使用Close</param>
		/// <param name="Direction"></param>
		/// <param name="Volume"></param>
        public int OrderInsert(string InstrumentID, TThostFtdcOffsetFlagType OffsetFlag, TThostFtdcDirectionType Direction, int Volume)
		{
			CThostFtdcInputOrderField tmp = new CThostFtdcInputOrderField();
			tmp.BrokerID = this.BrokerID;
			tmp.BusinessUnit = null;
			tmp.ContingentCondition = TThostFtdcContingentConditionType.Immediately;
			tmp.ForceCloseReason = TThostFtdcForceCloseReasonType.NotForceClose;
			tmp.InvestorID = this.InvestorID;
			tmp.IsAutoSuspend = (int)TThostFtdcBoolType.No;
			tmp.MinVolume = 1;
			tmp.OrderPriceType = TThostFtdcOrderPriceTypeType.AnyPrice;
			tmp.OrderRef = (++this.MaxOrderRef).ToString();
			tmp.TimeCondition = TThostFtdcTimeConditionType.IOC;	//立即完成,否则撤单
			tmp.UserForceClose = (int)TThostFtdcBoolType.No;
			tmp.UserID = this.InvestorID;
			tmp.VolumeCondition = TThostFtdcVolumeConditionType.AV;
			tmp.CombHedgeFlag_0 = TThostFtdcHedgeFlagType.Speculation;

			tmp.InstrumentID = InstrumentID;
			tmp.CombOffsetFlag_0 = OffsetFlag;
			tmp.Direction = Direction;
			tmp.LimitPrice = 0;
			tmp.VolumeTotalOriginal = Volume;
			return reqOrderInsert(ref tmp);
		}
Пример #3
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		/// <summary>
		/// 开平仓:触发单
		/// </summary>
		/// <param name="InstrumentID"></param>
		/// <param name="ConditionType">触发单类型</param>
		/// <param name="ConditionPrice">触发价格</param>
		/// <param name="OffsetFlag">平仓:仅上期所平今时使用CloseToday/其它情况均使用Close</param>
		/// <param name="Direction"></param>
		/// <param name="PriceType">下单类型</param>
		/// <param name="Price">下单价格:仅当下单类型为LimitPrice时有效</param>
		/// <param name="Volume"></param>
		public int OrderInsert(string InstrumentID, TThostFtdcContingentConditionType ConditionType
			, double ConditionPrice, TThostFtdcOffsetFlagType OffsetFlag, TThostFtdcDirectionType Direction, TThostFtdcOrderPriceTypeType PriceType, double Price, int Volume)
		{
			CThostFtdcInputOrderField tmp = new CThostFtdcInputOrderField();
			tmp.BrokerID = this.BrokerID;
			tmp.BusinessUnit = null;
			tmp.ForceCloseReason = TThostFtdcForceCloseReasonType.NotForceClose;
			tmp.InvestorID = this.InvestorID;
			tmp.IsAutoSuspend = (int)TThostFtdcBoolType.No;
			tmp.MinVolume = 1;
			tmp.OrderRef = (++this.MaxOrderRef).ToString();
			tmp.TimeCondition = TThostFtdcTimeConditionType.GFD;
			tmp.UserForceClose = (int)TThostFtdcBoolType.No;
			tmp.UserID = this.InvestorID;
			tmp.VolumeCondition = TThostFtdcVolumeConditionType.AV;
			tmp.CombHedgeFlag_0 = TThostFtdcHedgeFlagType.Speculation;

			tmp.InstrumentID = InstrumentID;
			tmp.CombOffsetFlag_0 = OffsetFlag;
			tmp.Direction = Direction;
			tmp.ContingentCondition = ConditionType;	//触发类型
			tmp.StopPrice = Price;						//触发价格
			tmp.OrderPriceType = PriceType;				//下单类型
			tmp.LimitPrice = Price;						//下单价格:Price = LimitPrice 时有效
			tmp.VolumeTotalOriginal = Volume;
			return reqOrderInsert(ref tmp);
		}
Пример #4
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		/// <summary>
		/// 下单:录入报单
		/// </summary>
		/// <param name="order">输入的报单</param>
		public int OrderInsert(CThostFtdcInputOrderField order) { return reqOrderInsert(ref order); }