private void Send(SPOrderItem item)
{
if (item == null)
{
return;
}
SingleOrder order = item.Leg[0].Order;
SingleOrder order2 = item.Leg[1].Order;
string symbol = item.GetSymbol();
double price = order.Price - order2.Price;
int qty = (int)order.OrderQty;
// 是否要做价格调整？
byte[] bytes = { (byte)CTPAPI.ToCTP(item.Leg[0].OpenClose), (byte)CTPAPI.ToCTP(item.Leg[1].OpenClose) };
string szCombOffsetFlag = System.Text.Encoding.Default.GetString(bytes, 0, bytes.Length);
byte[] bytes2 = { (byte)HedgeFlagType, (byte)HedgeFlagType };
string szCombHedgeFlag = System.Text.Encoding.Default.GetString(bytes2, 0, bytes2.Length);
TThostFtdcDirectionType Direction = order.Side == Side.Buy ? TThostFtdcDirectionType.Buy : TThostFtdcDirectionType.Sell;
TThostFtdcOrderPriceTypeType OrderPriceType = TThostFtdcOrderPriceTypeType.LimitPrice;
TThostFtdcTimeConditionType TimeCondition = TThostFtdcTimeConditionType.GFD;
TThostFtdcContingentConditionType ContingentCondition = TThostFtdcContingentConditionType.Immediately;
TThostFtdcVolumeConditionType VolumeCondition = TThostFtdcVolumeConditionType.AV;
int nRet = 0;
#if CTP
nRet = TraderApi.TD_SendOrder(m_pTdApi,
-1,
symbol,
Direction,
szCombOffsetFlag,
szCombHedgeFlag,
qty,
price,
OrderPriceType,
TimeCondition,
ContingentCondition,
0,
VolumeCondition);
#endif
if (nRet > 0)
{
orderMap.CreateNewOrder(string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, nRet), item);
}
}
public SPOrderItem Add(SingleOrder order, TextSP t)
{
if (item == null || item.IsDone())
{
item = new SPOrderItem(t);
}
item.Add(order, t);
if (item.IsDone())
{
return item;
}
return null;
}
public SPOrderItem Add(SingleOrder order, TextSP t)
{
if (item == null || item.IsDone())
{
item = new SPOrderItem(t);
}
item.Add(order, t);
if (item.IsDone())
{
return(item);
}
return(null);
}
private void Send(NewOrderSingle order)
{
if (!_bTdConnected)
{
EmitError(-1, -1, "交易服务器没有连接，无法报单");
tdlog.Error("交易服务器没有连接，无法报单");
return;
}
// 表示特殊的Json格式
if (order.Text.StartsWith("{") && order.Text.EndsWith("}"))
{
TextParameter parameter = JsonConvert.DeserializeObject <TextParameter>(order.Text);
switch (parameter.Type)
{
case EnumGroupType.COMMON:
{
TextCommon t = JsonConvert.DeserializeObject <TextCommon>(order.Text);
CommonOrderItem item = CommonOrderCombiner.Add(order as SingleOrder, t);
Send(item);
}
break;
case EnumGroupType.QUOTE:
{
TextQuote t = JsonConvert.DeserializeObject <TextQuote>(order.Text);
QuoteOrderItem item = QuoteOrderCombiner.Add(order as SingleOrder, t);
}
break;
case EnumGroupType.SP:
{
TextSP t = JsonConvert.DeserializeObject <TextSP>(order.Text);
SPOrderItem item = SPOrderCombiner.Add(order as SingleOrder, t);
Send(item);
}
break;
case EnumGroupType.SPC:
{
TextSPC t = JsonConvert.DeserializeObject <TextSPC>(order.Text);
SPCOrderItem item = SPCOrderCombiner.Add(order as SingleOrder, t);
Send(item);
}
break;
case EnumGroupType.SPD:
{
TextSPD t = JsonConvert.DeserializeObject <TextSPD>(order.Text);
SPDOrderItem item = SPDOrderCombiner.Add(order as SingleOrder, t);
Send(item);
}
break;
}
}
else
{
// 无法识别的格式，直接发送报单，只开仓
TextCommon t = new TextCommon()
{
Type = EnumGroupType.COMMON,
OpenClose = EnumOpenClose.OPEN
};
CommonOrderItem item = CommonOrderCombiner.Add(order as SingleOrder, t);
Send(item);
}
}