void CancelOrderf()
{
int hour = DateTime.Now.Hour;
int cal = 5;
if (hour <= 7)
{
cal = 3;
}
else if (hour > 12 && hour < 21)
{
cal = 4;
}
#region 撤除开仓单
for (int i = 0; i < listOpens.Count; i++)
{
if (i % cal == 0)
{
Orderf of = listOpens[i];
Cancel_Order co = new Cancel_Order();
co.trade_mode = "F";
co.order_no = of.order_no;
co.order_id = of.order_id;
co.contract_id = of.contract_no;
if (ForJHTradeCancelOrder(co, CANCEL_ORDER_OPEN))
{
PrintLine("995@请求撤除开仓单！合同ID：" + co.contract_id + "，流水号：" + CANCEL_ORDER_OPEN);
}
listOpens.RemoveAt(i);
}
}
#endregion
#region 撤除平仓单
for (int i = 0; i < listCloses.Count; i++)
{
if (i % cal == 0)
{
Orderf of = listCloses[i];
Cancel_Order co = new Cancel_Order();
co.trade_mode = "F";
co.order_no = of.order_no;
co.order_id = of.order_id;
co.contract_id = of.contract_no;
if (ForJHTradeCancelOrder(co, CANCEL_ORDER_CLOSE))
{
PrintLine("995@请求撤除开仓单！合同ID：" + co.contract_id + "，流水号：" + CANCEL_ORDER_CLOSE);
}
listCloses.RemoveAt(i);
}
}
#endregion
}
//报单应答
public override void OnJHTradeOrder(Trade_Head msgHead, Orderf pOrder)
{
if (msgHead != null && pOrder != null && msgHead.ReturnCode == "201")
{
string strt = DateTime.Now.ToString();
string tradeno = msgHead.TradeNo;
listSponce.Add("回报时间:" + strt + " 流水号:" + tradeno + " ,价格:" + pOrder.order_price + " ,数量:" + pOrder.order_qtt);
}
}
// 报单字段说明
// order_local_id;//前端报单号，由API调用ForOderfRequest()后生成， 20位(时间+6位顺序号 yyyyMMddHHmmss######)
// contract_id;//
// buyorsell;//
// offset_flag;//
// trade_type;//
// is_deposit;//
// stop_price;//止损价格
// order_price;//
// order_qtt;//
// order_ip;//
// detail_seq;//指定仓平仓仓位明细号
// remark;//点差 备注
/// <summary>
/// 下单
/// </summary>
/// <param name="pOrder">报单结构体</param>
/// <param name="strTradeNo">交易流水号</param>
/// <returns></returns>
public bool ForJHTradeOrderfRequest(Orderf pOrder, string strTradeNo)
{
try
{
return(ForOderfRequest(pOrder, strTradeNo));
}
catch (Exception ex)
{
strategy.OnExceptionMessage(EnumStateFlag.交易请求, ex.ToString());
return(false);
}
}
// 报单字段说明
// order_local_id;//前端报单号，由API调用ForOderfRequest()后生成， 20位(时间+6位顺序号 yyyyMMddHHmmss######)
// contract_id;//
// buyorsell;//
// offset_flag;//
// trade_type;//
// is_deposit;//
// stop_price;//止损价格
// order_price;//
// order_qtt;//
// order_ip;//
// detail_seq;//指定仓平仓仓位明细号
// remark;//点差 备注
/// <summary>
/// 下单
/// </summary>
/// <param name="pOrder">报单结构体</param>
/// <param name="strTradeNo">交易流水号</param>
/// <returns></returns>
public bool ForJHTradeOrderfRequest(Orderf pOrder, string strTradeNo)
{
try
{
if (manageTrade != null && trade_login_ok)
{
return(manageTrade.ForJHTradeOrderfRequest(pOrder, strTradeNo));
}
return(false);
}catch
{
return(false);
}
}
public override void OnOrder(Trade_Head msgHead, Orderf pOrder)
{
if (strategy == null)
{
return;
}
try
{
strategy.OnJHTradeHead(msgHead);
strategy.OnJHTradeOrder(msgHead, pOrder);
}catch (Exception ex)
{
strategy.OnExceptionMessage(EnumStateFlag.交易回报, ex.ToString());
}
}
/// <summary>
/// 下单
/// </summary>
/// <param name="_contract_id">（*下单必填）合同ID</param>
/// <param name="_buyorsell">（*下单必填）买卖方向(1 - 买入，2 - 卖出)</param>
/// <param name="_offset_flag">（*下单必填）开平仓标记:1、开仓（新订）；2、平今；3、平昨；4、平仓（先订先转）；5、平仓（转今优先）；6、指定仓平仓；</param>
/// <param name="_trade_type">（*下单必填）申报类型 1、限价；2、市价；3、止损限价；4、止损市价；5、均价</param>
/// <param name="_is_deposit">（*下单必填）担保方式 1定金；6仓单</param>
/// <param name="_order_price">（*下单必填）申报价格</param>
/// <param name="_order_qtt">（*下单必填）申报数量</param>
/// <param name="_order_ip">（*下单必填）申报IP地址</param>
/// <param name="_strTradeNo">交易流水号</param>
/// <returns></returns>
public bool ForJHTradeOrderfRequest(string _contract_id, string _buyorsell, string _offset_flag, string _trade_type,
string _is_deposit, string _order_price, string _order_qtt, string _strTradeNo)
{
Orderf orf = new Orderf();
orf.contract_id = _contract_id;
orf.buyorsell = _buyorsell;
orf.offset_flag = _offset_flag;
orf.trade_type = _trade_type;
orf.is_deposit = _is_deposit;
orf.order_price = _order_price;
orf.order_qtt = _order_qtt;
orf.order_ip = JHUtil.GetNaviteIP();
try
{
return(ForOderfRequest(orf, _strTradeNo));
}
catch (Exception ex)
{
strategy.OnExceptionMessage(EnumStateFlag.交易请求, ex.ToString());
return(false);
}
}
//报单应答
public override void OnJHTradeOrder(Trade_Head msgHead, Orderf pOrder)
{
if (msgHead != null && pOrder != null && msgHead.ReturnCode == "201")
{
//如果是大单报单 添加到大单队列。
if (BIG_ORDER_F == msgHead.TradeNo)
{
BigOrder big = new BigOrder();
big.tradeNo = BIG_ORDER_F;
big.limitTime = DateTime.Now;
big.order_no = pOrder.order_no;
big.order_id = pOrder.order_id;
big.bigOrder = pOrder;
listOrderNos.Add(big);
return;
}
//如果是必须成交的单子不处理
if (MUST_TRADE_ON == msgHead.TradeNo)
{
return;
}
//挂单
if (int.Parse(msgHead.TradeNo) % 2 == 1)
{
listOpens.Add(pOrder);
}
else
{
listCloses.Add(pOrder);
}
}
}
/// <summary>
/// 报单函数
/// </summary>
/// <param name="_buysell">（*下单必填）买卖方向(1 - 买入，2 - 卖出)</param>
/// <param name="_openclose">（*下单必填）开平仓标记:1、开仓（新订）；2、平今；3、平昨；4、平仓（先订先转）；
/// 5、平仓（转今优先）；6、指定仓平仓；</param>
/// <param name="_price">委托价格</param>
/// <param name="_volume">委托数量</param>
/// <param name="_tradeno">交易流水</param>
/// <returns></returns>
public bool ForLimitOrder(EnumBuySell _buysell, EnumOpenClose _openclose, int _price, int _volume, string _contractId, string _tradeno)
{
Orderf orf = new Orderf();
orf.contract_no = contractID;
orf.contract_id = _contractId;
orf.is_deposit = "1";
orf.trade_type = "1";
//买卖方向
if (_buysell == EnumBuySell.买入)
{
orf.buyorsell = "1";
}
else
{
orf.buyorsell = "2";
}
//开平标志
if (_openclose == EnumOpenClose.开仓_新订)
{
orf.offset_flag = "1";
}
else if (_openclose == EnumOpenClose.平今)
{
orf.offset_flag = "2";
}
else if (_openclose == EnumOpenClose.平昨)
{
orf.offset_flag = "3";
}
else if (_openclose == EnumOpenClose.平仓_先订先转)
{
orf.offset_flag = "4";
}
else if (_openclose == EnumOpenClose.平仓_转今优先)
{
orf.offset_flag = "5";
}
else
{
orf.offset_flag = "6";
}
orf.order_price = _price + "";
orf.order_qtt = _volume + "";
try
{
if (manageTrade != null)
{
return(manageTrade.ForJHTradeOrderfRequest(orf, _tradeno));
}
else
{
return(false);
}
}
catch
{
return(false);
}
}
/// <summary>
/// 下单应答
/// </summary>
/// <param name="msgHead"></param>
/// <param name="pOrder"></param>
virtual public void OnJHTradeOrder(Trade_Head msgHead, Orderf pOrder)
{
}
