自建 Vendor

可否提供一個最簡版本的範例, 我試了半天, 商品清單無法呈現我提供的商品, 可否幫忙看看

public override Dictionary<int, string> GetExchanges()

{

Dictionary<int, string> r = base.GetExchanges();

r[1] = "SGX";

return r;

}

public override IList<InstrumentGroupEnum> GetInstrumentGroups()

{

return new List<InstrumentGroupEnum>()

{

InstrumentGroupEnum.Futures

};

}

public override IList<Instrument> GetInstruments()

{

List<Instrument> instruments = new List<Instrument>();

// Create instruments and fill with available data

Instrument instrument = new Instrument();

instrument.Id = "SFCK7";

instrument.ExchangeId = 1;

instrument.Name = "SFCK7";

instrument.InstrumentType = InstrumentTypeEnum.Futures;

instrument.InstrumentGroup = InstrumentGroupEnum.Futures;

instrument.DefaultHistoryType = HistoryDataTypes.BidAskAverage;

instrument.LotSize = 1;

instrument.PointSize = 0.1;

instrument.Precision = 1;

instrument.MaxLot = 100;

instruments.Add(instrument);

instrument = new Instrument();

instrument.Id = "SFCM7";

instrument.ExchangeId = 1;

instrument.Name = "SFCM7";

instrument.InstrumentType = InstrumentTypeEnum.Futures;

instrument.InstrumentGroup = InstrumentGroupEnum.Futures;

instrument.DefaultHistoryType = HistoryDataTypes.BidAskAverage;

instrument.LotSize = 1;

instrument.PointSize = 0.1;

instrument.Precision = 1;

instrument.MaxLot = 100;

instruments.Add(instrument);

return instruments;

}

Francis Chen | 09.05.2017

Replies

Francis Chen | 09.05.2017

我弄一個假的Vendor, 沒實際API連線, 我要確定商品清單如何建立

這Vendor有一個交易所和兩個期貨商品

Show more Shorten

alejandro | 09.05.2017

Francis Chen 您好,

您的 instrument 是期貨, 所以 Future instrument must have expiration date.

Example:

instrument.InstrumentDateSettingsList = new List<InstrumentDateSettings>()

{

new InstrumentDateSettings()

{

ExpirationDate = UtcNowSynchronized

}

};

把這個加入到您的 GetInstruments method 裡面就行了

Show more Shorten

Francis Chen | 10.05.2017

以下有些雜七雜八小問題, 再請幫忙.

1. Instrument 的 Id 和 Name 有何不同?

2. Instrument.Description 無作用?

instrument.Description = "A50 201705 ... "; // SymbolInfo 看不到

3. 如何設定平盤價(參考價) 讓 WatchList內的Change可以出來?

NewQuote(new Quote1()
{

Symbol = parameters.symbol,

Time = DateTime.Now,

Bid = 3000,

Ask = 3010,

BidSize = DateTime.Now.Second,

AskSize = DateTime.Now.Millisecond

});

4. L2 報價如何塞資料, 讓 Scalper 可以出來, 我有缺東西嗎?

NewQuote(new Quote2()

{

Symbol = parameters.symbol,

Time = DateTime.Now,

UpdateType = Quote2UpdateType.FullRefresh,

Thail = new Quote2[]

{

new Quote2()

{

Side= SideEnum.Buy,

Price= 3000,

Size=20,

new Quote2()

{

Side= SideEnum.Buy,

Price= 2995,

Size=30,

new Quote2()

{

Side= SideEnum.Sell,

Price= 3005,

Size=25,

new Quote2()

{

Side= SideEnum.Sell,

Price= 3010,

Size=21,

});

Show more Shorten

Francis Chen | 10.05.2017

第三個問題我找到解法了

要丟 InstrumentDayBarMessage 這命名不太直覺 :(

NewQuote(new InstrumentDayBarMessage()

{

PreviousClosePrice = 2950,

High = 3100,

Low = 2900,

LastPrice = 3005,

LastTime = DateTime.Now,

Open = 2900,

Volume = 10,

Ticks = 100,

Symbol = parameters.symbol,

Time = DateTime.Now

});

Show more Shorten

Francis Chen | 10.05.2017

L2 試出來了, Code沒問題,

看來是系統的機制不會留最後狀態 , 每次SubscribeSymbol, 必須要有一次更新畫面才會有資料

Show more Shorten

Francis Chen | 11.05.2017

https://ptmc.kcdatanet.com/ptmc-api/platformapiint...

第四個問題似乎試出來了, 剩 1 2 待解

API 文件少列一個 Quote3 :(

NewQuote(new Quote3()

{

Symbol = parameters.symbol,

Time = DateTime.Now,

Price = 2997.5,

Size = 3,

AgressorFlag = AggressorEnum.None,

});

Show more Shorten

Francis Chen | 15.05.2017

提供一個經驗供參考

PTMC執行過程會多次 create vendor的 instance, 一些初始化的動作如果很 heavy 要留意不要放建構式

public class YATQ : Vendor
{
public YATQ() : base()
{
// 被呼叫多次
}

public override ConnectionResult Connect(List<SettingItem> parameters)
{
// 這基本上一次
}

Show more Shorten

Francis Chen | 16.05.2017

國際化軟體時間處理要注意

DateTime getTime(string hhmmss)

{

DateTime dt;

DateTime.TryParse(hhmmss, out dt);

return dt.ToUniversalTime();

}

Show more Shorten

Join PTMC community to post your replies on forum