自动抢单
自动抢单 是一种本地预埋算法单。开启后,在 下单板 下单,委托不会立即发出,而是会在合约下一次进入可交易状态时自动发出。
该功能适合在开盘或集合竞价前提前设置委托,由算法根据合约下一次进入的状态自动决定发出竞价委托或开盘委托。
⚠️ 风险提示: 除服务器单之外,无限易的算法单均为本地算法单,依赖行情或成交回报触发。若因网络延迟、断线、软件关闭等原因导致算法无法正常运行,无限易不承担相关责任。
位置:下单板 → Smart Order → 自动抢单
触发规则
算法会自动判断合约下一次进入的可交易状态,并按以下规则发出委托。
| 合约下一次进入的状态 | 自动抢单发出的委托 |
|---|---|
| 集合竞价 | 竞价委托 |
| 连续交易 | 开盘委托 |
郑商所(CZCE)早盘 08:55 的集合竞价阶段仅允许撤单。因此,在此之前创建的 自动抢单 会跳过该阶段,直接发出 开盘委托。
使用方法
在 下单板 点击 Smart Order,在下拉框中选择 自动抢单。
在 下单板 设置 委托价格、委托数量 等下单信息。
点击下单,系统会创建自动抢单算法单。
算法会自动判断合约下一次进入的可交易状态,并按规则发送委托。
下单后,可在 算法列表 → Smart Order 窗口查看和管理执行明细。
示例流程
以 DCE 合约为例:
| 设置时间 | 合约下一次状态 | 自动抢单触发方式 |
|---|---|---|
| 08:50 设置自动抢单 | 08:55 进入集合竞价 | 算法发出 竞价委托 |
| 08:58 设置自动抢单 | 09:00 进入连续交易 | 算法发出 开盘委托 |
| 10:00 设置自动抢单 | 10:30 小节休市结束并重新进入连续交易 | 算法发出 开盘委托 |
也就是说,自动抢单不会在设置后立即报单,而是等待合约 下一次进入可交易状态 时,根据合约状态自动决定发出 竞价委托 或 开盘委托。
算法列表管理
自动抢单创建后,可在 算法列表 窗口查看并管理。
位置:交易 → 算法列表 → Smart Order
使用前请注意:
- 算法单委托在本地运行。软件关闭后,算法不会继续执行,也不会自动保存记录;下次打开软件时不会显示历史记录。
- 可手动保存执行中或已暂停的算法单:右键算法单,选择 储存为任务下单。
- 也可在 定时管家 窗口设置自动保存。下次导入文件后可继续执行,详见 任务下单说明。
- 执行过程中如出现 错单(如资金不足、不在交易时间等)或 手动撤单,算法将自动终止。
注意事项
标准套利合约没有集合竞价,自动抢单 只会触发 开盘委托。
不同柜台对竞价委托和开盘委托的处理方式不同。柜台类型由登录站点判断,详见 无限易下载与登录。
登录金仕达(JSD)席位时,没有集合竞价状态推送,自动抢单 只会触发 开盘委托。
登录易盛(ES)席位时,无需使用 自动抢单,可直接使用柜台的 自动单(易盛) 功能。
位置:菜单 → 策略 → 自动单(易盛)
登录恒生席位时,无需使用 自动抢单,直接下单即可。
但标准套利合约不能在集合竞价前直接下单,否则可能产生错单。
Grab(Auto)
Grab(Auto) is a local staged Algo. After it is enabled, place an order on the Trade Board. The order is not sent immediately. It will be sent automatically the next time the contract enters a tradable state.
Use this feature to set an order before market open or before the call auction. The Algo automatically decides whether to send an auction order or an opening order based on the contract's next state.
⚠️ Risk Warning: Except for Server Trader, all InfiniTrader Algos run locally and are triggered by market quotes or fill reports. InfiniTrader assumes no liability if an Algo fails to run properly due to network latency, disconnection, software shutdown, or similar reasons.
Location: Trade Board → Smart Order → Grab(Auto)
Trigger Rules
The Algo automatically identifies the next tradable state of the contract and sends the order according to the following rules.
| Contract's Next State | Order Sent by Grab(Auto) |
|---|---|
| Call auction session | Auction order |
| Continuous trading | Opening order |
During CZCE's 08:55 morning call auction session, only order cancellations are allowed. A Grab(Auto) Algo created before this stage skips it and sends an opening order directly.
How to Use
On the Trade Board, click Smart Order and select Grab(Auto) from the drop-down list.
On the Trade Board, set the Price, Volume, and other order details.
Place the order to create a Grab(Auto) Algo.
The Algo identifies the contract's next tradable state and sends the order according to the trigger rules.
After placing the order, view and manage execution details in Algos → Smart Order.
Example Flow
Example with a DCE contract:
| Setup Time | Contract's Next State | Grab(Auto) Trigger |
|---|---|---|
| Set a Grab(Auto) order at 08:50 | The contract enters the call auction session at 08:55 | The Algo sends an auction order. |
| Set a Grab(Auto) order at 08:58 | The contract enters continuous trading at 09:00 | The Algo sends an opening order. |
| Set a Grab(Auto) order at 10:00 during the break | The break ends at 10:30 and the contract re-enters continuous trading | The Algo sends an opening order. |
A Grab(Auto) order is not sent immediately after setup. It waits until the contract next enters a tradable state, then sends either an auction order or an opening order based on the contract status.
Algo Management
After a Grab(Auto) Algo is created, view and manage it in Algos.
Location: Trade → Algos → Smart Order
Before using this feature, note the following:
- Algos run locally. If the software is closed, they stop running and are not saved automatically. No historical records will be available the next time the software is opened.
- To save a running or paused Algo manually, right-click the Algo and select Save As Designated Order.
- You can also configure automatic saving in Time Master. Import the file next time to continue execution. For details, see Designated Trader.
- If the Algo encounters a Fail status, such as insufficient funds or orders outside trading hours, or if the order is manually canceled during execution, the Algo ends automatically.