Connect to交易技术X_TRADER

c = xtrdr;

Create Instrument for Contract

Create an instrument for a contract of CAISO NP15 EZ Gen Hub 5 MW Peak Calendar-Day Real-Time LMP Futures with an expiration date of August 2014 on the Chicago Mercantile Exchange.

createInstrument(c,'Exchange','CME','Product','2F',...'ProdType','Future','Contract','Aug14',...'Alias','SubmitOrderInstrument3')

Register Event Handler for Order Server

Register an event handler to check the order server status.

sExchange = c.Instrument.Exchange; c.Gate.registerevent({'OnExchangeStateUpdate',...@(varargin)ttorderserverstatus(varargin{:},sExchange)})

Create Order Set and Set Order Properties

Create an empty order set. Then, set order set properties. Setting the first property to true (1) enables the X_TRADER API to send order rejection notifications. Setting the second property to true (1) enables the X_TRADER API to add order pairs for all order updates to the order tracker list in this order set. Setting the third property toORD_NOTIFY_NORMALsets the X_TRADER API notification mode for order status events to normal.

createOrderSet(c) c.OrderSet(1).EnableOrderRejectData = 1; c.OrderSet(1).EnableOrderUpdateData = 1; c.OrderSet(1).OrderStatusNotifyMode ='ORD_NOTIFY_NORMAL';

Set Position Limit Checks

c.OrderSet(1).Set('NetLimits',false)

Register Event Handlers for Order Status

Register event handlers to track events associated with the order status.

registerevent(c.OrderSet(1),{'OnOrderFilled',...@(varargin)ttorderevent(varargin{:},c)}) registerevent(c.OrderSet(1),{'OnOrderRejected',...@(varargin)ttorderevent(varargin{:},c)}) registerevent(c.OrderSet(1),{'OnOrderSubmitted',...@(varargin)ttorderevent(varargin{:},c)}) registerevent(c.OrderSet(1),{'OnOrderDeleted',...@(varargin)ttorderevent(varargin{:},c)})

Enable Order Submission

Open the instrument for trading and enable the X_TRADER API to retrieve market depth information when opening the instrument.

c.OrderSet(1).Open(1)

构建顺序配置文件与现有的仪器

orderProfile = createOrderProfile(c,'Instrument',c.Instrument(1));

Set Customer Default Property

Assign the customer defaults for trading an instrument.

orderProfile.Customer ='';

Set Up Order Profile as Market Order

Set up the order profile as a market order for buying 225 shares.

orderProfile.Set('BuySell','Buy') orderProfile.Set('Qty','225') orderProfile.Set('OrderType','M')

Check Order Server Status

nCounter = 1;while~exist('bServerUp','var') && nCounter < 20% bServerUp is created by ttorderserverstatuspause(1) nCounter = nCounter + 1;end

Verify Order Server Availability and Submit Order

ifexist('bServerUp','var') && bServerUp% Submit the ordersubmittedQuantity = c.OrderSet(1).SendOrder(orderProfile); disp(['Quantity Sent: 'num2str(submittedQuantity)])elsedisp('Order server is down. Unable to submit order.')end

The X_TRADER API submits the order to the exchange and returns the number of contracts sent for lot-based contracts or the flow quantity sent for flow-based contracts in the output argumentsubmittedQuantity.

Close交易技术X_TRADERConnection

close(c)