public TrdPlaceOrder.Response PlaceOrderSync(TrdPlaceOrder.C2S c2s) { ReqInfo reqInfo = null; Object syncEvent = new Object(); lock (syncEvent) { lock (trdLock) { if (trdConnStatus != ConnStatus.READY) { return(null); } TrdPlaceOrder.Request req = TrdPlaceOrder.Request.CreateBuilder().SetC2S(c2s).Build(); uint sn = trd.PlaceOrder(req); if (sn == 0) { return(null); } reqInfo = new ReqInfo(ProtoID.TrdPlaceOrder, syncEvent); trdReqInfoMap.Add(sn, reqInfo); } Monitor.Wait(syncEvent); return((TrdPlaceOrder.Response)reqInfo.Rsp); } }
void Buy(QotCommon.Security sec, ulong trdAcc, TrdCommon.TrdMarket trdMarket, TrdCommon.TrdEnv trdEnv) { TrdCommon.TrdSecMarket secMarket = TrdCommon.TrdSecMarket.TrdSecMarket_Unknown; if (sec.Market == (int)QotCommon.QotMarket.QotMarket_HK_Security) { secMarket = TrdCommon.TrdSecMarket.TrdSecMarket_HK; } else { secMarket = TrdCommon.TrdSecMarket.TrdSecMarket_US; } TrdGetFunds.Response getFundsRsp = GetFundsSync(trdAcc, trdMarket, trdEnv, false, TrdCommon.Currency.Currency_Unknown); if (getFundsRsp.RetType != (int)Common.RetType.RetType_Succeed) { Console.Error.Write("getFundsSync err; retType={0} msg={1}\n", getFundsRsp.RetType, getFundsRsp.RetMsg); return; } QotGetSecuritySnapshot.Response snapshotRsp = GetSecuritySnapshotSync(new List <QotCommon.Security>() { sec }); if (snapshotRsp.RetType != (int)Common.RetType.RetType_Succeed) { Console.Error.Write("getSecuritySnapshotSync err; retType={0} msg={1}\n", snapshotRsp.RetType, snapshotRsp.RetMsg); return; } int lotSize = snapshotRsp.S2C.SnapshotListList[0].Basic.LotSize; double curPrice = snapshotRsp.S2C.SnapshotListList[0].Basic.CurPrice; double cash = getFundsRsp.S2C.Funds.Cash; int qty = (int)Math.Floor(cash / curPrice); qty = qty / lotSize * lotSize; TrdCommon.TrdHeader trdHeader = MakeTrdHeader(trdEnv, trdAcc, trdMarket); TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.CreateBuilder() .SetPacketID(trd.NextPacketID()) .SetHeader(trdHeader) .SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Buy) .SetOrderType((int)TrdCommon.OrderType.OrderType_Normal) .SetCode(sec.Code) .SetQty(qty) .SetPrice(curPrice) .SetAdjustPrice(true) .SetSecMarket((int)secMarket) .Build(); TrdPlaceOrder.Response placeOrderRsp = PlaceOrderSync(c2s); Console.WriteLine(placeOrderRsp); }
void Sell(QotCommon.Security sec, TrdCommon.Position pstn, ulong trdAcc, TrdCommon.TrdMarket trdMarket, TrdCommon.TrdEnv trdEnv) { QotGetSecuritySnapshot.Response snapshotRsp = GetSecuritySnapshotSync(new List <QotCommon.Security>() { sec }); if (snapshotRsp.RetType != (int)Common.RetType.RetType_Succeed) { Console.Error.Write("getSecuritySnapshotSync err; retType={0} msg={1}\n", snapshotRsp.RetType, snapshotRsp.RetMsg); return; } double price = snapshotRsp.S2C.SnapshotListList[0].Basic.CurPrice; TrdCommon.TrdSecMarket secMarket = TrdCommon.TrdSecMarket.TrdSecMarket_Unknown; if (sec.Market == (int)QotCommon.QotMarket.QotMarket_HK_Security) { secMarket = TrdCommon.TrdSecMarket.TrdSecMarket_HK; } else { secMarket = TrdCommon.TrdSecMarket.TrdSecMarket_US; } TrdCommon.TrdHeader trdHeader = MakeTrdHeader(trdEnv, trdAcc, trdMarket); TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.CreateBuilder() .SetPacketID(trd.NextPacketID()) .SetHeader(trdHeader) .SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Sell) .SetOrderType((int)TrdCommon.OrderType.OrderType_Normal) .SetCode(sec.Code) .SetQty(pstn.CanSellQty) .SetPrice(price) .SetAdjustPrice(true) .SetSecMarket((int)secMarket) .Build(); TrdPlaceOrder.Response placeOrderRsp = PlaceOrderSync(c2s); Console.WriteLine(placeOrderRsp); }
public void TradeHkTest() { bool ret = InitConnectTrdSync(Config.OpendIP, Config.OpendPort); if (!ret) { Console.Error.WriteLine("Fail to connect opend"); return; } else { Console.WriteLine("trd connected"); } TrdUnlockTrade.Response unlockTradeRsp = UnlockTradeSync(Config.UnlockTradePwdMd5, true); if (unlockTradeRsp.RetType != (int)Common.RetType.RetType_Succeed) { Console.Error.Write("unlockTradeSync err; retType={0} msg={1}\n", unlockTradeRsp.RetType, unlockTradeRsp.RetMsg); } else { Console.WriteLine("unlock succeed"); } TrdGetFunds.Response getFundsRsp = GetFundsSync(Config.TrdAcc, TrdCommon.TrdMarket.TrdMarket_HK, TrdCommon.TrdEnv.TrdEnv_Real, false, TrdCommon.Currency.Currency_Unknown); Console.Write("getFundsSync: {0}\n", getFundsRsp); TrdGetAccList.Response getAccListRsp = GetAccListSync(Config.UserID); Console.Write("getAccList: {0}\n", getAccListRsp); { TrdGetPositionList.Response getPositionListRsp = GetPositionListSync(Config.TrdAcc, TrdCommon.TrdMarket.TrdMarket_HK, TrdCommon.TrdEnv.TrdEnv_Real, null, -50.0, 50.0, false); Console.Write("getPositionList: {0}\n", getPositionListRsp); } { TrdGetOrderList.Response getOrderListRsp = GetOrderListSync(Config.TrdAcc, TrdCommon.TrdMarket.TrdMarket_HK, TrdCommon.TrdEnv.TrdEnv_Real, false, null, new List <TrdCommon.OrderStatus> { TrdCommon.OrderStatus.OrderStatus_Submitted }); Console.Write("getOrderList: {0}\n", getOrderListRsp); } { TrdCommon.TrdHeader header = TrdCommon.TrdHeader.CreateBuilder() .SetTrdEnv((int)TrdCommon.TrdEnv.TrdEnv_Real) .SetAccID(Config.TrdAcc) .SetTrdMarket((int)TrdCommon.TrdMarket.TrdMarket_HK) .Build(); TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.CreateBuilder() .SetPacketID(trd.NextPacketID()) .SetHeader(header) .SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Sell) .SetOrderType((int)TrdCommon.OrderType.OrderType_Normal) .SetCode("00700") .SetQty(100) .SetPrice(700) .SetAdjustPrice(true) .SetSecMarket((int)TrdCommon.TrdSecMarket.TrdSecMarket_HK) .Build(); TrdPlaceOrder.Response placeOrderRsp = PlaceOrderSync(c2s); Console.Write("placeOrder: {0}\n", placeOrderRsp); } { TrdCommon.TrdFilterConditions filterConditions = TrdCommon.TrdFilterConditions.CreateBuilder() .AddCodeList("00700") .Build(); TrdGetOrderFillList.Response getOrderFillListRsp = GetOrderFillListSync(Config.TrdAcc, TrdCommon.TrdMarket.TrdMarket_HK, TrdCommon.TrdEnv.TrdEnv_Real, false, filterConditions); Console.Write("getOrderFillList: {0}\n", getOrderFillListRsp); } }
void smartSell(String code, QotCommon.QotMarket qotMarket, TrdCommon.TrdSecMarket secMarket, int volume, TrdCommon.OrderType orderType, TrdCommon.TrdEnv trdEnv, ulong accID, TrdCommon.TrdMarket trdMarket, String trdPwdMD5) { int lotSize = 0; QotCommon.Security sec = MakeSec(qotMarket, code); while (true) { Thread.Sleep(1000); if (lotSize == 0) { List <QotCommon.Security> secList = new List <QotCommon.Security>(); secList.Add(sec); QotGetSecuritySnapshot.Response rsp = GetSecuritySnapshotSync(secList); if (rsp.RetType != (int)Common.RetType.RetType_Succeed) { Console.Error.Write("getSecuritySnapshotSync err; retType={} msg={1}\n", rsp.RetType, rsp.RetMsg); return; } lotSize = rsp.S2C.SnapshotListList[0].Basic.LotSize; if (lotSize <= 0) { Console.Error.Write("invalid lot size; code={0} lotSize={1}\n", code, lotSize); return; } } int qty = (volume / lotSize) * lotSize; // 将数量调整为整手的股数 QotSub.Response subRsp = SubSync(new List <QotCommon.Security>() { sec }, new List <QotCommon.SubType>() { QotCommon.SubType.SubType_OrderBook }, true, false); if (subRsp.RetType != (int)Common.RetType.RetType_Succeed) { Console.Error.Write("subSync er; retType={0}; msg={1}\n", subRsp.RetType, subRsp.RetMsg); return; } QotGetOrderBook.Response getOrderBookRsp = GetOrderBookSync(MakeSec(qotMarket, code), 1); if (getOrderBookRsp.RetType != (int)Common.RetType.RetType_Succeed) { Console.Error.Write("getOrderBookSync er; retType={0}; msg={1}\n", subRsp.RetType, subRsp.RetMsg); return; } double bid1Price = getOrderBookRsp.S2C.OrderBookBidListList[0].Price; TrdCommon.TrdHeader trdHeader = MakeTrdHeader(trdEnv, accID, trdMarket); TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.CreateBuilder() .SetHeader(trdHeader) .SetPacketID(trd.NextPacketID()) .SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Sell) .SetOrderType((int)orderType) .SetCode(code) .SetQty(qty) .SetPrice(bid1Price) .SetAdjustPrice(true) .SetSecMarket((int)secMarket) .Build(); TrdPlaceOrder.Response placeOrderRsp = PlaceOrderSync(c2s); if (placeOrderRsp.RetType != (int)Common.RetType.RetType_Succeed) { Console.Error.Write("placeOrderSync err; retType={0} msg={1}\n", placeOrderRsp.RetType, placeOrderRsp.RetMsg); return; } else { Console.Write("下单成功: {0}\n", placeOrderRsp.S2C); } } }
void simpleSell(String code, QotCommon.QotMarket qotMarket, TrdCommon.TrdSecMarket secMarket, double price, int volume, TrdCommon.OrderType orderType, TrdCommon.TrdEnv trdEnv, ulong accID, TrdCommon.TrdMarket trdMarket, String trdPwdMD5) { bool ret = InitConnectQotSync(Config.OpendIP, Config.OpendPort); if (!ret) { Console.Error.WriteLine("Fail to connect opend"); return; } ret = InitConnectTrdSync(Config.OpendIP, Config.OpendPort); if (!ret) { Console.Error.WriteLine("Fail to connect opend"); return; } int lotSize = 0; QotCommon.Security sec = MakeSec(qotMarket, code); while (true) { Thread.Sleep(1000); if (lotSize == 0) { List <QotCommon.Security> secList = new List <QotCommon.Security>(); secList.Add(sec); QotGetSecuritySnapshot.Response rsp = GetSecuritySnapshotSync(secList); if (rsp.RetType != (int)Common.RetType.RetType_Succeed) { Console.Error.Write("getSecuritySnapshotSync err; retType={0} msg={1}\n", rsp.RetType, rsp.RetMsg); return; } lotSize = rsp.S2C.SnapshotListList[0].Basic.LotSize; if (lotSize <= 0) { Console.Error.Write("invalid lot size; code={0} lotSize={1}\n", code, lotSize); return; } } int qty = (volume / lotSize) * lotSize; // 将数量调整为整手的股数 TrdCommon.TrdHeader trdHeader = MakeTrdHeader(trdEnv, accID, trdMarket); TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.CreateBuilder() .SetHeader(trdHeader) .SetPacketID(trd.NextPacketID()) .SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Sell) .SetOrderType((int)orderType) .SetCode(code) .SetQty(qty) .SetPrice(price) .SetAdjustPrice(true) .SetSecMarket((int)secMarket) .Build(); TrdPlaceOrder.Response placeOrderRsp = PlaceOrderSync(c2s); if (placeOrderRsp.RetType != (int)Common.RetType.RetType_Succeed) { Console.Error.Write("placeOrderSync err; retType={0} msg={1}\n", placeOrderRsp.RetType, placeOrderRsp.RetMsg); return; } else { Console.Write("下单成功: {0}\n", placeOrderRsp.S2C); } } }