C#交易API使用手冊

API驗證流程

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• 數位API認證

1. 系統需求

• .Net Framwork 4.0

• Visual Studio 2010

• 須先以系統管理員身分執行路徑:WPF_MasterFutTradeSample\bin_x86\RegOcx.bat，進行api元件註冊(檔案路徑不可存在中文)

2. 執行Sample

3. 回報狀態事件

3.1 系統訊息

OnSystemEvent:系統訊息事件

3.2 期貨交易連線狀態

OnTxConnEvent:期貨交易連線狀態事件

3.3 返回可交易期貨帳號

OnAccListEvent:返回可交易期貨帳號事件

3.4 期貨交易回補完成

OnRecoverEvent:期貨交易回補完成事件

3.5 期貨交易即時結果回報

OnResultReportEvent:期貨交易即時結果回報事件

3.6 GW查詢連線狀態

OnGWQryConnEvent: GW查詢連線回報事件

3.7 GW查詢結果-失敗

OnGWQryResFailEvent: GW查詢結果-失敗回報事件

3.8 GW查詢結果-成功

OnGWQryResSuccEvent:GW查詢結果-成功回報事件

3.9 期貨公告

OnAnnouncementEvent: 期貨公告回報事件

4. API物件欄位說明

4.1 新單格式：NewOrderMessage

4.2 刪單格式：CancelOrderMessage

4.3 改單格式：ReplaceOrderMessage

註:改價於委託價格欄位填入新委託價、改量於委託股數欄位填入新的委託股數，且不要同時改量與改價

4.4 可交易帳號格式：TAccData

4.5 回報格式：TReportData

4.6 庫存格式: TBalRec

4.7 最佳化保證金: TOptComboData

4.8 保證金格式: TMarginRec

4.9 資券配額格式: TCrQtyAndDbQty

物件名稱:MasterTradeAPI:

API主要物件，負責API證券連線、交易、回報等行為

1. 連線

                                                        
                                fMasterFutTradeAPI.Connect(sLoginID, pwbx_LoginPw.Password, euSrvKind, isForce);
                            
                            

Connect:建立連線

2. 切斷連線

                            
                                fMasterFutTradeAPI.Disconnect();
                            
                            

Disconnect:切斷連線

3. 下單

                            
                                var tmpAcc = cbx_FutAcc.SelectedItem as MLApi_Fut_SpdySSO.TAccData;
                                var newObj = new SpeedyAPI.NewOrderMessage();//新單物件
                                newObj.AccountFlag = "1";//投資人身份碼(註:預帶1=國內自然人)
                                newObj.Market = (cbx_NewOrd_Market.SelectedItem as TSelectItem).Key;//市場別(期貨、選擇權)
                                newObj.Side = (cbx_NewOrd_BSType.SelectedItem as TSelectItem).Key;//買賣別
                                newObj.Symbol = tbx_NewOrd_ProdID.Text;//商品委託代碼
                                newObj.OrderQty = int.Parse(tbx_NewOrd_OrdQty.Text);//委託口數
                                
                                //委託價(註:若有小數點,小數位數要補滿8碼, 以免double精準度不夠)
                                decimal dPrice = decimal.Parse(tbx_NewOrd_OrdPrice.Text);
                                newObj.Price = Convert.ToDouble(dPrice);
                                
                                newObj.OrderType = (cbx_NewOrd_PriType.SelectedItem as TSelectItem).Key;//限市價
                                newObj.TimeInForce = (cbx_NewOrd_FIR.SelectedItem as TSelectItem).Key;//ROD、IOC、FOR
                                newObj.PositionEffect = (cbx_NewOrd_Position.SelectedItem as TSelectItem).Key;//新平倉
                                //請注意:期貨不可用"自動"
                                if (newObj.Market == SpeedyAPI.MarketEnum.mFutures && newObj.PositionEffect ==
                                SpeedyAPI.PositionEffectEnum.peTAIFEXAuto)
                                {
                                MessageBox.Show("期貨不可用「自動」");
                                return;
                                }
                                newObj.TradingSessionID = SpeedyAPI.TradingSessionIDEnum.tsAuto;
                                //填入選擇權相關資料
                                if (newObj.Market == SpeedyAPI.MarketEnum.mOptions)
                                {
                                decimal dStrikeP;
                                if (!decimal.TryParse(tbx_NewOrd_StrikeP.Text, out dStrikeP))
                                dStrikeP = 0m;
                                newObj.EventType = (cbx_NewOrd_CallPut.SelectedItem as TSelectItem).Key;
                                newObj.StrikePrice = Convert.ToDouble(dStrikeP);//選擇權商品,須填履約價, EX:17600(註:若有小數點,小數位數要補滿8碼, 以免double精準度不夠)
                                }                                
                                //送單
                                string sMsg = "";
                                fMasterFutTradeAPI.SendNewOrder(newObj, tmpAcc, tbx_NewOrd_UserData.Text.Trim(), ref sMsg)

                            
                            

SendNewOrder:新單

4. 刪單

                            
                            var tmpAcc = cbx_FutAcc.SelectedItem as MLApi_Fut_SpdySSO.TAccData;
                            var delObj = new SpeedyAPI.CancelOrderMessage();// Speedy 刪單元件
                            delObj.OrderID = tbx_DelOrd_OrdNo.Text.Trim();//單號
                            delObj.Symbol = tbx_DelOrd_ProdID.Text; //原委託單的交易所委託代碼(EX:TXFF1)
                            delObj.Side = (cbx_DelOrd_BSType.SelectedItem as TSelectItem).Key;//買賣別
                            delObj.Market = (cbx_DelOrd_Market.SelectedItem as TSelectItem).Key;//市場別(0=期貨 1=選擇權)
                            //送單
                            string sMsg = "";
                            fMasterFutTradeAPI.SendDelOrder(delObj, tmpAcc, tbx_DelOrd_UserData.Text.Trim(), ref sMsg)
                          
                            
                            

SendDelOrder:刪單

5. 改單

                            
                                var tmpAcc = cbx_FutAcc.SelectedItem as MLApi_Fut_SpdySSO.TAccData;
                                
                                var chgQObj = new SpeedyAPI.ReplaceOrderMessage();//Speedy 改單元件-減量
                                chgQObj.OrderID = tbx_ChgQOrd_OrdNo.Text;//單號
                                chgQObj.Symbol = tbx_ChgQOrd_ProdID.Text; //原委託單的交易所委託代碼(EX:TXFF1)
                                chgQObj.Side = (cbx_ChgQOrd_BSType.SelectedItem as TSelectItem).Key;//買賣別
                                chgQObj.Market = (cbx_ChgQOrd_Market.SelectedItem as TSelectItem).Key;//市場別(0=期貨 1=選擇權)
                                chgQObj.OrderQty = int.Parse(tbx_ChgQOrd_OrdQty.Text);//欲減口數
                                chgQObj.OrderType = (cbx_ChgQOrd_PriType.SelectedItem as TSelectItem).Key;//限市價
                                chgQObj.TimeInForce = (cbx_ChgQOrd_FIR.SelectedItem as TSelectItem).Key;//ROD、IOC、FOK
                                
                                //送單
                                string sMsg = "";
                                fMasterFutTradeAPI.SendChgOrder(chgQObj, tmpAcc, tbx_ChgQOrd_UserData.Text.Trim(), ref sMsg)                                                    
                            
                            

SendChgOrder:改單