public void Stop()
{
_timer.Dispose();
_timer = null;
lock (_dispatcherLockObj)
{
_isStopped = true;
_client = null;
}
}
public OrderDispatcher(TradingClient client, int refreshingIntervalInMillisecond)
{
if (client == null)
{
throw new ArgumentException();
}
_client = client;
_refreshingIntervalInMillisecond = refreshingIntervalInMillisecond;
_timer = new Timer(QueryOrderStatus, null, 0, _refreshingIntervalInMillisecond);
}
public QuotePublisher(TradingClient client, int refreshingIntervalInMillisecond)
{
if (client == null)
{
throw new ArgumentNullException();
}
if (refreshingIntervalInMillisecond <= 0)
{
throw new ArgumentOutOfRangeException("Refreshing interval must be greater than 0");
}
_client = client;
_refreshingIntervalInMillisecond = refreshingIntervalInMillisecond;
_timer = new Timer(GetQuote, null, 0, refreshingIntervalInMillisecond);
}
public bool Initialize(
string address,
short port,
string protocolVersion,
short yybId,
string accountNo,
short accountType,
string tradeAccount,
string tradePassword,
string communicationPassword,
out string error)
{
if (!_initialized)
{
lock (_initializationLockObj)
{
if (!_initialized)
{
TradingEnvironment.Initialize();
_client = new TradingClient();
if (!_client.LogOn(address, port, protocolVersion, yybId, accountNo, accountType, tradeAccount, tradePassword, communicationPassword, out error))
{
_client.Dispose();
_client = null;
return(false);
}
_quotePublisher = new QuotePublisher(_client, QuoteRefreshingInterval);
_orderDispatcher = new OrderDispatcher(_client, OrderRefreshingInterval);
_initialized = true;
return(true);
}
}
}
error = "CtpSimulator has been initialized already, can't be reinitialized";
return(false);
}
public void UnInitialize()
{
if (_initialized)
{
lock (_initializationLockObj)
{
if (_initialized)
{
_quotePublisher.Stop();
_quotePublisher = null;
_orderDispatcher.Stop();
_orderDispatcher = null;
_client.LogOff();
_client = null;
TradingEnvironment.UnInitialize();
_initialized = false;
}
}
}
}
private async void button1_Click(object sender, EventArgs e)
{
// TestAccountEncryptionDecryption();
// TestCalcLimit();
TradingEnvironment.Initialize();
try
{
var sinaQuote = await SinaStockQuoteInterface.GetQuote("000001");
ShowQuote(sinaQuote);
string[] sinaCodes = new string[]
{
"000001",
"000002",
"000003",
"000004"
};
var sinaQuotes = await SinaStockQuoteInterface.GetQuote(sinaCodes);
ShowQuote(sinaQuotes);
using (var client = new StockTrading.Utility.TradingClient())
{
string error;
int logonFailureCount = 0;
while (logonFailureCount < 5)
{
if (!client.LogOn("wt5.foundersc.com", 7708, "6.19", 1, "13003470", 9, "13003470", "789012", string.Empty, out error))
{
textBox1.AppendText("\n");
textBox1.AppendText(string.Format("Log on failed: {0}", error));
logonFailureCount++;
}
else
{
break;
}
}
if (!client.IsLoggedOn())
{
return;
}
textBox1.AppendText("\n");
textBox1.AppendText(string.Format("Logged on, client id = {0}", client.ClientId));
TabulateData result;
client.QueryData(DataCategory.Capital, out result, out error);
WriteOutput(result, error);
client.QueryData(DataCategory.OrderSubmittedToday, out result, out error);
WriteOutput(result, error);
client.QueryData(DataCategory.OrderSucceededToday, out result, out error);
WriteOutput(result, error);
client.QueryData(DataCategory.Stock, out result, out error);
WriteOutput(result, error);
client.QueryData(DataCategory.ShareholderRegistryCode, out result, out error);
WriteOutput(result, error);
client.QueryData(DataCategory.CancellableOrder, out result, out error);
WriteOutput(result, error);
client.QueryData(DataCategory.FinancingBalance, out result, out error);
WriteOutput(result, error);
client.QueryData(DataCategory.MarginBalance, out result, out error);
WriteOutput(result, error);
client.QueryData(DataCategory.MarginableSecurity, out result, out error);
WriteOutput(result, error);
textBox1.AppendText("\n");
textBox1.AppendText(">>>>>>> test array api");
TabulateData[] results;
string[] errors;
DataCategory[] categories = new DataCategory[]
{
DataCategory.Capital,
DataCategory.OrderSubmittedToday,
DataCategory.OrderSucceededToday,
DataCategory.Stock,
DataCategory.ShareholderRegistryCode,
DataCategory.CancellableOrder,
};
bool[] succeeds = client.QueryData(categories, out results, out errors);
for (int i = 0; i < categories.Length; ++i)
{
WriteOutput(results[i], errors[i]);
}
string[] codes = new string[] { "000001", "000004", "601398" };
for (int k = 0; k < 5; k++)
{
succeeds = client.GetQuote(codes, out results, out errors);
if (k == 0)
{
WriteOutput(results[0], errors[0]);
}
for (int i = 0; i < codes.Length; ++i)
{
if (succeeds[i])
{
ShowQuote(results[i], DateTime.Now);
}
else
{
textBox1.AppendText("\n");
textBox1.AppendText(string.Format("error: {0}", errors[i]));
}
}
Thread.Sleep(3000);
//DateTime now = DateTime.Now;
//if (now.TimeOfDay > new TimeSpan(9, 25, 1))
//{
// break;
//}
}
bool succeeded;
//DateTime time;
//for (; ; )
//{
// textBox1.AppendText("Please input code.");
// string line = Console.ReadLine();
// time = DateTime.Now;
// string code = line.Trim();
// if (code == "exit")
// {
// break;
// }
// if (client.GetQuote(code, out result, out error))
// {
// ShowQuote(result, time);
// }
// else
// {
// textBox1.AppendText("error: {0}", error);
// }
//}
//string icbcCode = "601398";
//time = DateTime.Now;
//if (!client.GetQuote(icbcCode, out result, out error))
//{
// textBox1.AppendText("error: {0}", error);
//}
//ShowQuote(result, time);
//var quotes = FiveLevelQuote.ExtractFrom(result, time);
//if (quotes.Count() == 0)
//{
// textBox1.AppendText("unable to get quote for {0}", icbcCode);
//}
//else
//{
// var quote = quotes.First();
// float yesterdayClosePrice = quote.YesterdayClosePrice;
// float downLimit = PriceHelper.CalcDownLimit(yesterdayClosePrice);
// textBox1.AppendText("try to send order to buy 601398 at price {0:0.000}", downLimit);
// bool succeeded = client.SendOrder(OrderCategory.Buy, OrderPriceType.LimitPrice, icbcCode, downLimit, 100, out result, out error);
// WriteOutput(result, error);
// if (succeeded)
// {
// var sendOrderResults = SendOrderResult.ExtractFrom(result);
// if (sendOrderResults.Count() == 0)
// {
// textBox1.AppendText("Failed to get result for SendOrder()");
// }
// else
// {
// var sendOrderResult = sendOrderResults.First();
// Thread.Sleep(5000);
// textBox1.AppendText("try to cancel order {0}", sendOrderResult.OrderNo);
// succeeded = client.CancelOrder(Exchange.GetTradeableExchangeForSecurity(icbcCode), sendOrderResult.OrderNo, out result, out error);
// WriteOutput(result, error);
// }
// }
//}
succeeded = client.QueryData(DataCategory.OrderSubmittedToday, out result, out error);
if (succeeded)
{
var orders = QueryGeneralOrderResult.ExtractFrom(result);
foreach (var order in orders)
{
textBox1.AppendText("\n");
textBox1.AppendText(
string.Format(
"{0} {1} {2} {3} {4:0.000} {5} {6} {7}",
order.OrderNo,
order.SubmissionTime,
order.BuySellFlag,
order.StatusString,
order.SubmissionPrice,
order.SubmissionVolume,
order.SubmissionType,
order.PricingType));
}
}
WriteOutput(result, error);
}
}
catch (Exception ex)
{
textBox1.AppendText("\n");
textBox1.AppendText(string.Format("{0}", ex));
}
finally
{
TradingEnvironment.UnInitialize();
}
}