CTP开发——下单

CTP下单涉及到预埋单、委托单的下单和撤单下单。

一、预埋单

1、预埋单（开盘前,或者非交易时段下单）：

CThostFtdcParkedOrderField req = {0};
				strcpy(req.BrokerID,m_BrokerID);
				strcpy(req.InvestorID, m_InvestorInfos[reqInfo.lAccIdx].InvestorID);
				req.InstrumentID; //必填
				ASSERT(m_nOrderRef);
				sprintf(req.OrderRef, "%d", m_nOrderRef++); //必填  
				strcpy(req.UserID,m_UserID);
				//价格类型:THOST_FTDC_OPT_AnyPrice
				req.OrderPriceType = THOST_FTDC_OPT_LimitPrice; //必填
				//买卖方向:THOST_FTDC_D_Buy,THOST_FTDC_D_Sell
				req.Direction = THOST_FTDC_D_Sell;
				//开平方向:THOST_FTDC_OF_Open,THOST_FTDC_OF_Close,THOST_FTDC_OF_CloseToday
				req.CombOffsetFlag[0] = THOST_FTDC_OF_Open;
				//套保标志:THOST_FTDC_HF_Speculation,THOST_FTDC_HF_Arbitrage,THOST_FTDC_HF_Hedge
				req.CombHedgeFlag[0] = THOST_FTDC_HF_Hedge;
				//价格
				req.LimitPrice = ; //必填
				//数量
				req.VolumeTotalOriginal = ; //必填
				req.TimeCondition = THOST_FTDC_TC_GFD;  //有效期类型:当日有效
				//req.GTDDate;
				req.VolumeCondition = THOST_FTDC_VC_AV; //成交量类型:任何数量
				req.MinVolume = 1;	//最小成交量:1
				req.ContingentCondition = THOST_FTDC_CC_Immediately;  //触发条件:立即
				//req.StopPrice = ;  //止损价
				req.ForceCloseReason = THOST_FTDC_FCC_NotForceClose;	//强平原因:非强平
				req.IsAutoSuspend = 0;  //自动挂起标志:否
				//req.BusinessUnit;
				req.RequestID = nRequestID;
				req.UserForceClose = 0;   //用户强评标志:否
				///预埋报单编号
				req.ParkedOrderID;
				///用户类型
				req.UserType;
				///预埋单状态
				req.Status;
				///错误代码
				req.ErrorID;
				///错误信息
				req.ErrorMsg;
				//req.IsSwapOrder;
				ReqParkedOrderInsert(&req, nRequestID);

2、预埋撤单：

CThostFtdcParkedOrderActionField req = {0};
					strcpy(req.BrokerID,m_BrokerID);
					strcpy(req.InvestorID, m_InvestorInfos[reqInfo.lAccIdx].InvestorID);
					req.OrderActionRef = m_nOrderActionRef++;
					req.OrderRef; //指向预埋单的OrderRef
					req.RequestID = reqInfo.nRequestID;
					req.FrontID = ; //指向预埋单的FrontID
					req.SessionID = ; //指向预埋单的SessionID
					req.ExchangeID; //指向预埋单的市场ID
					req.OrderSysID; //指向预埋单的OrderSysID
					req.ActionFlag = THOST_FTDC_AF_Delete;
					//req.LimitPrice = ;	
					//req.VolumeChange = ;
					strcpy(req.UserID, m_UserID);
					req.InstrumentID; //指向预埋单的合约
					//req.ParkedOrderActionID;
					//req.UserType;
					//req.Status;
					//req.ErrorID;