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怎么识别上一笔交易是怎么结束的?
 Post subject: 怎么识别上一笔交易是怎么结束的? Post rating: 0   New post Posted: Fri 19 May, 2017, 08:59 
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程序中用positions viewer做了平仓操作,还有挂单成交后反向挂单操作。在trade event事件里,怎样区分平仓与挂单成交这两种行为?


 
 Post subject: Re: 怎么识别上一笔交易是怎么结束的? Post rating: 0   New post Posted: Tue 30 May, 2017, 09:13 
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您好,

基于trade event的变量,其中有一个为Message Type,可以通过判断平台所发出的不同信息类别来判断相应的交易行为。

Position Rejected(仓位被拒绝): 当某个订单被拒绝的时候;
Position submitted(仓位已递交): 当服务器接收某个订单的时候;
Position Filled(仓位已成交): 当 “FILL(成交)” 被平台接收的时候;
Position Fill rejected(仓位成交被拒绝): 当某个执行被取消的时候;
Position Close rejected(仓位关闭被拒绝): 当某个平仓请求被服务器或者市场拒绝的时候;
Position closed(仓位已关闭): 当某个仓位被成功关闭的时候;
Position change(仓位变更): 当某个订单被成功编辑的时候;
Position change rejected(仓位变更被拒绝): 当某个订单编辑请求被服务器拒绝的时候

平仓将基于Position closed;成交将基于Position Filled。

祝好,

Kelvin Zhang


 

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