private void idLoginMenuItem_Click(object sender, EventArgs e)
{
LoginForm login = new LoginForm();
login.TradeServerLogged += new EventHandler(
(object s, EventArgs args) =>
{
//可增加其他监听处理
//比如多账户：traderList.Add(s as CTPTrader);
//处理登录成功事件
ShowMessage("交易账户登录成功，开始初始化信息...");
CTPTrader trader = s as CTPTrader;
RegisterTraderResponseHandler(trader);
trader.QueryInstrument();
trader.QueryOrder();
trader.QueryTrade();
trader.QueryInvestorPositionDetail();
trader.QueryTradingAccount();
//确认结算单
trader.SettlementInfoConfirm();
});
if (login.ShowDialog() == System.Windows.Forms.DialogResult.OK)
{
this.trader = login.Trader;
this.quote = login.Quote;
RegisterQuoteResponseHandler(this.quote);
}
}
/// <summary>
/// 行情数据回调
/// </summary>
/// <param name="pDepthMarketData">深度行情</param>
private void OnRtnDepthMarketData(ref CThostFtdcDepthMarketDataField pDepthMarketData)
{
CTPMarketData marketData = new CTPMarketData()
{
InstrmentID = pDepthMarketData.InstrumentID,
ExchangeID = pDepthMarketData.ExchangeInstID,
LastPrice = ConvertToDecimal(pDepthMarketData.LastPrice),
PreSettlementPrice = ConvertToDecimal(pDepthMarketData.PreSettlementPrice),
PreClosePrice = ConvertToDecimal(pDepthMarketData.PreClosePrice),
PreOpenInterest = ConvertToDecimal(pDepthMarketData.PreOpenInterest),
OpenPrice = ConvertToDecimal(pDepthMarketData.OpenPrice),
HighestPrice = ConvertToDecimal(pDepthMarketData.HighestPrice),
LowestPrice = ConvertToDecimal(pDepthMarketData.LowestPrice),
Volume = pDepthMarketData.Volume,
Turnover = ConvertToDecimal(pDepthMarketData.Turnover),
OpenInterest = ConvertToDecimal(pDepthMarketData.OpenInterest),
ClosePrice = ConvertToDecimal(pDepthMarketData.ClosePrice),
SettlementPrice = ConvertToDecimal(pDepthMarketData.SettlementPrice),
UpperLimitPrice = ConvertToDecimal(pDepthMarketData.UpperLimitPrice),
LowerLimitPrice = ConvertToDecimal(pDepthMarketData.LowerLimitPrice),
BidPrice1 = ConvertToDecimal(pDepthMarketData.BidPrice1),
BidPrice2 = ConvertToDecimal(pDepthMarketData.BidPrice2),
BidPrice3 = ConvertToDecimal(pDepthMarketData.BidPrice3),
BidPrice4 = ConvertToDecimal(pDepthMarketData.BidPrice4),
BidPrice5 = ConvertToDecimal(pDepthMarketData.BidPrice5),
BidVolume1 = pDepthMarketData.BidVolume1,
BidVolume2 = pDepthMarketData.BidVolume2,
BidVolume3 = pDepthMarketData.BidVolume3,
BidVolume4 = pDepthMarketData.BidVolume4,
BidVolume5 = pDepthMarketData.BidVolume5,
AskPrice1 = ConvertToDecimal(pDepthMarketData.AskPrice1),
AskPrice2 = ConvertToDecimal(pDepthMarketData.AskPrice2),
AskPrice3 = ConvertToDecimal(pDepthMarketData.AskPrice3),
AskPrice4 = ConvertToDecimal(pDepthMarketData.AskPrice4),
AskPrice5 = ConvertToDecimal(pDepthMarketData.AskPrice5),
AskVolume1 = pDepthMarketData.AskVolume1,
AskVolume2 = pDepthMarketData.AskVolume2,
AskVolume3 = pDepthMarketData.AskVolume3,
AskVolume4 = pDepthMarketData.AskVolume4,
AskVolume5 = pDepthMarketData.AskVolume5,
};
if (marketData.LastPrice > 0 && marketData.PreClosePrice > 0)
{
marketData.AdvanceDeclineAmount = marketData.LastPrice - marketData.PreClosePrice;
marketData.AdvanceDecline = Math.Round(marketData.AdvanceDeclineAmount / marketData.PreClosePrice, 4,
MidpointRounding.AwayFromZero);
}
if (OnMarketDataChanged != null)
{
OnMarketDataChanged.Invoke(marketData);
}
}
void RegisterQuoteResponseHandler(CTPMarketData quote)
{
quote.DepthMarketDataResponse += new EventHandler <CTPEventArgs <CThostFtdcDepthMarketDataField> >(quote_DepthMarketDataResponse);
}
private void OnData(CTPMarketData market)
{
Global.AddInfo("Ticker: {0}, Price: {1}, Volume: {2}",
market.InstrmentID, market.LastPrice, market.Volume);
}
