private static void SendOrder(QuoteOrder quoteOrder)
{
var bidOrder = new Order()
{
Side = SideEnum.Buy,
Symbol = quoteOrder.Symbol,
Qty = quoteOrder.BidQty,
Price = quoteOrder.Bid,
TimeInForce = TimeInForceEnum.ROD,
OrderType = OrderTypeEnum.otLimit,
};
quoteOrder.BidOrderBook = MrWangConnection.SnedOrder(bidOrder);
var AskOrder = new Order()
{
Side = SideEnum.Sell,
Symbol = quoteOrder.Symbol,
Qty = quoteOrder.AskQty,
Price = quoteOrder.Ask,
TimeInForce = TimeInForceEnum.ROD,
OrderType = OrderTypeEnum.otLimit,
};
quoteOrder.AskOrderBook = MrWangConnection.SnedOrder(AskOrder);
}
private static void SendQuoteOrder(QuoteOrder quoteOrder)
{
Console.WriteLine($"新增 QuoteOrder: {quoteOrder.Symbol}" +
$" {quoteOrder.Bid}({quoteOrder.BidQty})/{quoteOrder.Ask}({quoteOrder.AskQty})");
if (dicQuoteOrder.ContainsKey(quoteOrder.Symbol) == false)
{
dicQuoteOrder.Add(quoteOrder.Symbol, quoteOrder);
}
else
{
var CancelQutoeOrder = dicQuoteOrder[quoteOrder.Symbol];
MrWangConnection.CanceledOrder(CancelQutoeOrder.BidOrderBook);
MrWangConnection.CanceledOrder(CancelQutoeOrder.AskOrderBook);
dicQuoteOrder[quoteOrder.Symbol] = quoteOrder;
}
SendOrder(quoteOrder);
}
/// <summary>
/// 通知登入結果事件
/// </summary>
private static void MrWangConnection_OnLogonReply(int Code, string Msg)
{
if (Code == 0)
{
//登入成功
Console.WriteLine("登入成功。");
Console.WriteLine("訂閱商品TXFD9。");
MrWangConnection.SubscribeQuote("TXFD9", 20);
QuoteOrder quoteOrder = new QuoteOrder()
{
Symbol = "TXFD9",
Ask = 10900,
AskQty = 1,
Bid = 10700,
BidQty = 1
};
SendQuoteOrder(quoteOrder);
quoteOrder = new QuoteOrder()
{
Symbol = "TXFD9",
Ask = 10850,
AskQty = 1,
Bid = 10750,
BidQty = 2
};
SendQuoteOrder(quoteOrder);
}
else
{
//登入失敗
Console.WriteLine($"Code:{Code} Msg:{Msg}");
}
}
