public void CancelOrder(ref CThostFtdcOrderField pOrder)
{
if (null == m_pTdApi || IntPtr.Zero == m_pTdApi)
{
return;
}
TraderApi.TD_CancelOrder(m_pTdApi, ref pOrder);
}
public void CancelOrder(ref CThostFtdcOrderField pOrder)
{
if (null == IntPtrKey || IntPtr.Zero == IntPtrKey)
{
return;
}
TraderApi.TD_CancelOrder(IntPtrKey, ref pOrder);
}
private void OnRtnOrderLastStatus(GenericOrderItem item, CThostFtdcOrderField pOrder, string OrderSysID, string Key)
{
// 给成交回报用的，由于成交回报返回慢，所以不能删
//orderMap.OrderSysID_OrderRef.Remove(OrderSysID);
// 已经是最后状态，不能用于撤单了
// 这个功能交给用户上层处理，报个重复撤单也没啥
//orderMap.OrderItem_OrderField.Remove(item);
OnLastStatus(item, OrderSysID, Key);
}
private void OnRspQryOrder_callback(object sender, ref CThostFtdcOrderField pOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspQryOrder)
{
try
{
OnRspQryOrder(this, new OnRspQryOrderArgs(ref pOrder, ref pRspInfo, nRequestID, bIsLast));
}
catch (Exception ex)
{
MessageBox.Show("TraderApiWrapper::OnRspQryOrder_callback:" + ex.ToString());
}
}
}
public void OnRtnOrder(CThostFtdcOrderField pOrder)
{
Console.WriteLine("OnRtnOrder");
if (pOrder.OrderStatus == '1')
{
Console.WriteLine("PartTradedQueueing");
}
else if (pOrder.OrderStatus == '2')
{
Console.WriteLine("PartTradedNotQueueing");
}
else if (pOrder.OrderStatus == '5')
{
Console.WriteLine("Canceled");
}
else
{
Console.WriteLine("Placed");
}
}
private void CTPOnRtnOrder(ref CThostFtdcOrderField pOrder)
{
if (!IsLogin)
{
_rtnOrderTime = DateTime.Now; //登录前接收所有旧的 order
}
if (string.IsNullOrEmpty(pOrder.InstrumentID))
{
return;
}
string id = string.Format("{0}|{1}|{2}", pOrder.SessionID, pOrder.FrontID, pOrder.OrderRef);
//_dicLocalidSfrId.TryAdd(pOrder.OrderLocalID, id);//防止因此项未赋值,导致成交响应里无法更新
if (DicOrderField.TryAdd(id, new OrderField
{
Custom = (int)(long.TryParse(pOrder.OrderRef, out long tmp) ? tmp % 1000000 : 0),
//修复: 值为null会导致界面显示错误
InsertTime = string.IsNullOrEmpty(pOrder.InsertTime) ? DateTime.Now.ToString("HH:mm:ss") : pOrder.InsertTime,
InstrumentID = pOrder.InstrumentID,
//SysID = string.Empty, //为null会导致界面显示错误
//TradeTime = string.Empty,
IsLocal = pOrder.SessionID == _session,
LimitPrice = pOrder.LimitPrice,
OrderID = id,
Volume = pOrder.VolumeTotalOriginal,
VolumeLeft = pOrder.VolumeTotalOriginal, // pOrder->VolumeTotal;
//f->VolumeLeft = pOrder->VolumeTotal; //由ontrade处理
Status = OrderStatus.Normal,
StatusMsg = pOrder.StatusMsg,
Direction = pOrder.Direction == TThostFtdcDirectionType.THOST_FTDC_D_Buy ? DirectionType.Buy : DirectionType.Sell,
Hedge = (TThostFtdcHedgeFlagType)pOrder.CombHedgeFlag[0] == TThostFtdcHedgeFlagType.THOST_FTDC_HF_Speculation ? HedgeType.Speculation : (TThostFtdcHedgeFlagType)pOrder.CombHedgeFlag[0] == TThostFtdcHedgeFlagType.THOST_FTDC_HF_Arbitrage ? HedgeType.Arbitrage : HedgeType.Hedge,
Offset = (TThostFtdcOffsetFlagType)pOrder.CombOffsetFlag[0] == TThostFtdcOffsetFlagType.THOST_FTDC_OF_Open ? OffsetType.Open : (TThostFtdcOffsetFlagType)pOrder.CombOffsetFlag[0] == TThostFtdcOffsetFlagType.THOST_FTDC_OF_CloseToday ? OffsetType.CloseToday : OffsetType.Close,
})) //首次响应
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(CThostFtdcOrderField obj)
{
return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
}
private void OnRspQryOrder_3(ref CThostFtdcOrderField pOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
OnRspQryOrder_1(this, ref pOrder, ref pRspInfo, nRequestID, bIsLast);
}
private void OnRspQryOrder_3(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
OnRspQryOrder_1(this, pTraderApi, ref pOrder, ref pRspInfo, nRequestID, bIsLast);
}
// 通过报单组合，实际的向交易所撤单
public bool TryGetValue(GenericOrderItem key, out CThostFtdcOrderField value)
{
return(OrderItem_OrderField.TryGetValue(key, out value));
}
private void OnRtnOrder(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder)
{
if (OutputLog)
{
Console.WriteLine("{0},{1},{2},开平{3},价{4},原量{5},成交{6},提交{7},状态{8},引用{9},{10}",
pOrder.InsertTime, pOrder.InstrumentID, pOrder.Direction, pOrder.CombOffsetFlag, pOrder.LimitPrice,
pOrder.VolumeTotalOriginal, pOrder.VolumeTraded, pOrder.OrderSubmitStatus, pOrder.OrderStatus,
pOrder.OrderRef, pOrder.StatusMsg);
}
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", _RspUserLogin.FrontID, _RspUserLogin.SessionID, pOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
order.Text = pOrder.StatusMsg;
//找到对应的报单回应
Dictionary <string, CThostFtdcOrderField> _Ref2Action;
if (!_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
//没找到，自己填一个
_Ref2Action = new Dictionary <string, CThostFtdcOrderField>();
_Orders4Cancel[order] = _Ref2Action;
}
lock (_Ref2Action)
{
switch (pOrder.OrderStatus)
{
case TThostFtdcOrderStatusType.AllTraded:
//已经是最后状态，不能用于撤单了
_Ref2Action.Remove(strKey);
break;
case TThostFtdcOrderStatusType.PartTradedQueueing:
//只是部分成交，还可以撤单，所以要记录下来
_Ref2Action[strKey] = pOrder;
break;
case TThostFtdcOrderStatusType.PartTradedNotQueueing:
//已经是最后状态，不能用于撤单了
_Ref2Action.Remove(strKey);
break;
case TThostFtdcOrderStatusType.NoTradeQueueing:
if (0 == _Ref2Action.Count())
{
EmitAccepted(order);
}
_Ref2Action[strKey] = pOrder;
break;
case TThostFtdcOrderStatusType.NoTradeNotQueueing:
//已经是最后状态，不能用于撤单了
_Ref2Action.Remove(strKey);
break;
case TThostFtdcOrderStatusType.Canceled:
//已经是最后状态，不能用于撤单了
_Ref2Action.Remove(strKey);
//分析此报单是否结束，如果结束分析整个Order是否结束
switch (pOrder.OrderSubmitStatus)
{
case TThostFtdcOrderSubmitStatusType.InsertRejected:
//如果是最后一个的状态，同意发出消息
if (0 == _Ref2Action.Count())
{
EmitRejected(order, pOrder.StatusMsg);
}
else
{
Cancel(order);
}
break;
default:
//如果是最后一个的状态，同意发出消息
if (0 == _Ref2Action.Count())
{
EmitCancelled(order);
}
else
{
Cancel(order);
}
break;
}
break;
case TThostFtdcOrderStatusType.Unknown:
switch (pOrder.OrderSubmitStatus)
{
case TThostFtdcOrderSubmitStatusType.InsertSubmitted:
//新单，新加入记录以便撤单
if (0 == _Ref2Action.Count())
{
EmitAccepted(order);
}
_Ref2Action[strKey] = pOrder;
break;
}
break;
case TThostFtdcOrderStatusType.NotTouched:
//没有处理
break;
case TThostFtdcOrderStatusType.Touched:
//没有处理
break;
}
//已经是最后状态了，可以去除了
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
}
}
}
else
{
//由第三方软件发出或上次登录时的剩余的单子在这次成交了，先不处理，当不存在
}
}
public OnRtnOrderArgs(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder)
{
this.pTraderApi = pTraderApi;
this.pOrder = pOrder;
}
public OnRspQryOrderArgs(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
this.pTraderApi = pTraderApi;
this.pOrder = pOrder;
this.pRspInfo = pRspInfo;
this.nRequestID = nRequestID;
this.bIsLast = bIsLast;
}
///请求查询报单响应
public void OnRspQryOrder(CThostFtdcOrderField pOrder, CThostFtdcRspInfoField pRspInfo, int nRequestID,
bool bIsLast)
{
Console.WriteLine("OnRspQryOrder");
}
public void CancelOrder(ref CThostFtdcOrderField pOrder)
{
m_Api.CancelOrder(ref pOrder);
}
public void CancelOrder(string OrderRef, int FrontID, int SessionID, string instrumentID)
{
var orderField = new CThostFtdcOrderField();
orderField.OrderRef = OrderRef;
orderField.FrontID = FrontID;
orderField.SessionID = SessionID;
orderField.InstrumentID = instrumentID;
m_Api.CancelOrder(ref orderField);
}
public void CancelOrder(ref CThostFtdcOrderField pOrder)
{
if (null == IntPtrKey || IntPtr.Zero == IntPtrKey)
{
return;
}
TraderApi.TD_CancelOrder(IntPtrKey, ref pOrder);
}
public override void OnRspQryOrder(CThostFtdcOrderField pOrder, CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
_callbackApi.OnRspQryOrder(pOrder, pRspInfo, nRequestID, bIsLast);
}
private void OnRtnOrder_3(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder)
{
OnRtnOrder_1(this, pTraderApi, ref pOrder);
}
public override void OnRtnOrder(CThostFtdcOrderField pOrder)
{
_callbackApi.OnRtnOrder(pOrder);
}
private void OnRtnOrder_3(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder)
{
OnRtnOrder_1(this, pTraderApi, ref pOrder);
}
public OnRtnOrderArgs(ref CThostFtdcOrderField pOrder)
{
this.pOrder = pOrder;
}
private void OnRtnOrder_3(ref CThostFtdcOrderField pOrder)
{
OnRtnOrder_1(this, ref pOrder);
}
public void CancelOrder(ref CThostFtdcOrderField pOrder)
{
m_Api.CancelOrder(ref pOrder);
}
private void OnRtnOrder(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder)
{
tdlog.Info("{0},{1},{2},开平{3},价{4},原量{5},成交{6},提交{7},状态{8},前置{9},会话{10},引用{11},报单编号{12},{13}",
pOrder.InsertTime, pOrder.InstrumentID, pOrder.Direction, pOrder.CombOffsetFlag, pOrder.LimitPrice,
pOrder.VolumeTotalOriginal, pOrder.VolumeTraded, pOrder.OrderSubmitStatus, pOrder.OrderStatus,
pOrder.FrontID, pOrder.SessionID, pOrder.OrderRef, pOrder.OrderSysID, pOrder.StatusMsg);
// 加上这句只是为了在一个账号多会话高频交易时提前过滤
if (pOrder.SessionID != _RspUserLogin.SessionID || pOrder.FrontID != _RspUserLogin.FrontID)
{
return;
}
GenericOrderItem item;
string strKey = string.Format("{0}:{1}:{2}", pOrder.FrontID, pOrder.SessionID, pOrder.OrderRef);
if (orderMap.TryGetValue(strKey, out item))
{
string strSysID = string.Format("{0}:{1}", pOrder.ExchangeID, pOrder.OrderSysID);
switch (pOrder.OrderStatus)
{
/// 不用处理
case TThostFtdcOrderStatusType.PartTradedQueueing:
break;
/// 第一个状态，要注册
case TThostFtdcOrderStatusType.NoTradeQueueing:
OnRtnOrderFirstStatus(item, pOrder, strSysID, strKey);
break;
/// 最后一个状态，要清理
case TThostFtdcOrderStatusType.AllTraded:
case TThostFtdcOrderStatusType.PartTradedNotQueueing:
case TThostFtdcOrderStatusType.NoTradeNotQueueing:
OnRtnOrderLastStatus(item, pOrder, strSysID, strKey);
break;
/// 其它情况
case TThostFtdcOrderStatusType.Canceled:
//分析此报单是否结束
switch (pOrder.OrderSubmitStatus)
{
case TThostFtdcOrderSubmitStatusType.InsertRejected:
EmitRejected(item, pOrder.StatusMsg);
break;
default:
EmitCancelled(item);
break;
}
OnRtnOrderLastStatus(item, pOrder, strSysID, strKey);
break;
case TThostFtdcOrderStatusType.Unknown:
switch (pOrder.OrderSubmitStatus)
{
case TThostFtdcOrderSubmitStatusType.InsertSubmitted:
OnRtnOrderFirstStatus(item, pOrder, strSysID, strKey);
break;
}
break;
case TThostFtdcOrderStatusType.NotTouched:
//没有处理
break;
case TThostFtdcOrderStatusType.Touched:
//没有处理
break;
}
}
}
private void OnRspQryOrder_callback(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (null != OnRspQryOrder)
{
OnRspQryOrder(this, new OnRspQryOrderArgs(pTraderApi, ref pOrder, ref pRspInfo, nRequestID, bIsLast));
}
}
public static extern void TD_CancelOrder(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder);
private void OnRtnOrder_callback(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder)
{
if (null != OnRtnOrder)
{
OnRtnOrder(this, new OnRtnOrderArgs(pTraderApi, ref pOrder));
}
}
public OnRtnOrderArgs(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder)
{
this.pTraderApi = pTraderApi;
this.pOrder = pOrder;
}
private void OnRtnOrder(IntPtr pTraderApi, ref CThostFtdcOrderField pOrder)
{
tdlog.Info("{0},{1},{2},开平{3},价{4},原量{5},成交{6},提交{7},状态{8},前置{9},会话{10},引用{11},报单编号{12},{13}",
pOrder.InsertTime, pOrder.InstrumentID, pOrder.Direction, pOrder.CombOffsetFlag, pOrder.LimitPrice,
pOrder.VolumeTotalOriginal, pOrder.VolumeTraded, pOrder.OrderSubmitStatus, pOrder.OrderStatus,
pOrder.FrontID, pOrder.SessionID, pOrder.OrderRef, pOrder.OrderSysID, pOrder.StatusMsg);
// 加上这句只是为了在一个账号多会话高频交易时提前过滤
if (pOrder.SessionID != _RspUserLogin.SessionID || pOrder.FrontID != _RspUserLogin.FrontID)
{
return;
}
SingleOrder order;
string strKey = string.Format("{0}:{1}:{2}", pOrder.FrontID, pOrder.SessionID, pOrder.OrderRef);
if (_OrderRef2Order.TryGetValue(strKey, out order))
{
order.Text = string.Format("{0}|{1}", order.Text.Substring(0, Math.Min(order.Text.Length, 64)), pOrder.StatusMsg);
order.OrderID = pOrder.OrderSysID;
//找到对应的报单回应
Dictionary <string, CThostFtdcOrderField> _Ref2Action;
if (!_Orders4Cancel.TryGetValue(order, out _Ref2Action))
{
//没找到，自己填一个
_Ref2Action = new Dictionary <string, CThostFtdcOrderField>();
_Orders4Cancel[order] = _Ref2Action;
}
lock (_Ref2Action)
{
string strSysID = string.Format("{0}:{1}", pOrder.ExchangeID, pOrder.OrderSysID);
switch (pOrder.OrderStatus)
{
case TThostFtdcOrderStatusType.AllTraded:
//已经是最后状态，不能用于撤单了
_Ref2Action.Remove(strKey);
break;
case TThostFtdcOrderStatusType.PartTradedQueueing:
//只是部分成交，还可以撤单，所以要记录下来
_Ref2Action[strKey] = pOrder;
break;
case TThostFtdcOrderStatusType.PartTradedNotQueueing:
//已经是最后状态，不能用于撤单了
_Ref2Action.Remove(strKey);
break;
case TThostFtdcOrderStatusType.NoTradeQueueing:
// 用于收到成交回报时定位
_OrderSysID2OrderRef[strSysID] = strKey;
if (0 == _Ref2Action.Count())
{
_Ref2Action[strKey] = pOrder;
EmitAccepted(order);
}
else
{
_Ref2Action[strKey] = pOrder;
}
break;
case TThostFtdcOrderStatusType.NoTradeNotQueueing:
//已经是最后状态，不能用于撤单了
_Ref2Action.Remove(strKey);
break;
case TThostFtdcOrderStatusType.Canceled:
//已经是最后状态，不能用于撤单了
_Ref2Action.Remove(strKey);
//分析此报单是否结束，如果结束分析整个Order是否结束
switch (pOrder.OrderSubmitStatus)
{
case TThostFtdcOrderSubmitStatusType.InsertRejected:
//如果是最后一个的状态，同意发出消息
if (0 == _Ref2Action.Count())
{
EmitRejected(order, pOrder.StatusMsg);
}
else
{
Cancel(order);
}
break;
default:
//如果是最后一个的状态，同意发出消息
if (0 == _Ref2Action.Count())
{
EmitCancelled(order);
}
else
{
Cancel(order);
}
break;
}
break;
case TThostFtdcOrderStatusType.Unknown:
switch (pOrder.OrderSubmitStatus)
{
case TThostFtdcOrderSubmitStatusType.InsertSubmitted:
// 有可能头两个报单就这状态，就是报单编号由空变为了有。为空时，也记，没有关系
_OrderSysID2OrderRef[strSysID] = strKey;
//新单，新加入记录以便撤单
if (0 == _Ref2Action.Count())
{
_Ref2Action[strKey] = pOrder;
EmitAccepted(order);
}
else
{
_Ref2Action[strKey] = pOrder;
}
break;
}
break;
case TThostFtdcOrderStatusType.NotTouched:
//没有处理
break;
case TThostFtdcOrderStatusType.Touched:
//没有处理
break;
}
//已经是最后状态了，可以去除了
if (0 == _Ref2Action.Count())
{
_Orders4Cancel.Remove(order);
}
}
}
else
{
//由第三方软件发出或上次登录时的剩余的单子在这次成交了，先不处理，当不存在
}
}
private void CTPOnRtnOrder(ref CThostFtdcOrderField pOrder)
{
TimeSpan ts;
if (!IsLogin)
{
_rtnOrderTime = DateTime.Now; //登录前接收所有旧的 order
}
if (string.IsNullOrEmpty(pOrder.InstrumentID))
{
return;
}
string id = string.Format("{0}|{1}|{2}", pOrder.SessionID, pOrder.FrontID, pOrder.OrderRef);
//_dicLocalidSfrId.TryAdd(pOrder.OrderLocalID, id);//防止因此项未赋值,导致成交响应里无法更新
long tmp;
if (DicOrderField.TryAdd(id, new OrderField
{
Custom = (int)(long.TryParse(pOrder.OrderRef, out tmp) ? tmp % 1000000 : 0),
//修复: 值为null会导致界面显示错误
InsertTime = string.IsNullOrEmpty(pOrder.InsertTime) ? DateTime.Now.ToString("HH:mm:ss") : pOrder.InsertTime,
InstrumentID = pOrder.InstrumentID,
//SysID = string.Empty, //为null会导致界面显示错误
//TradeTime = string.Empty,
IsLocal = pOrder.SessionID == _session,
LimitPrice = pOrder.LimitPrice,
OrderID = id,
Volume = pOrder.VolumeTotalOriginal,
VolumeLeft = pOrder.VolumeTotalOriginal, // pOrder->VolumeTotal;
//f->VolumeLeft = pOrder->VolumeTotal; //由ontrade处理
Status = OrderStatus.Normal,
StatusMsg = pOrder.StatusMsg,
Direction = pOrder.Direction == TThostFtdcDirectionType.THOST_FTDC_D_Buy ? DirectionType.Buy : DirectionType.Sell,
Hedge = (TThostFtdcHedgeFlagType)pOrder.CombHedgeFlag[0] == TThostFtdcHedgeFlagType.THOST_FTDC_HF_Speculation ? HedgeType.Speculation : (TThostFtdcHedgeFlagType)pOrder.CombHedgeFlag[0] == TThostFtdcHedgeFlagType.THOST_FTDC_HF_Arbitrage ? HedgeType.Arbitrage : HedgeType.Hedge,
Offset = (TThostFtdcOffsetFlagType)pOrder.CombOffsetFlag[0] == TThostFtdcOffsetFlagType.THOST_FTDC_OF_Open ? OffsetType.Open : (TThostFtdcOffsetFlagType)pOrder.CombOffsetFlag[0] == TThostFtdcOffsetFlagType.THOST_FTDC_OF_CloseToday ? OffsetType.CloseToday : OffsetType.Close,
})) //首次响应
{
//if (pOrder.OrderLocalID.Length > 0) //成交响应时用
if (IsLogin)
{
_OnRtnOrder?.Invoke(this, new OrderArgs {
Value = DicOrderField[id]
});
}
}
else
{
OrderField f = DicOrderField[id];
//修复: 值为null会导致界面显示错误
f.InsertTime = string.IsNullOrEmpty(pOrder.InsertTime) ? DateTime.Now.ToString("HH:mm:ss") : pOrder.InsertTime;
if (_excTime == DateTime.MinValue && TimeSpan.TryParse(f.InsertTime, out ts)) //首次的onrtnorder时间有问题,故放在此处更新_exctime
{
_excTime = DateTime.Today.Add(ts);
_sw.Restart();
}
if (TThostFtdcOrderStatusType.THOST_FTDC_OST_Canceled == pOrder.OrderStatus)
{
f.Status = OrderStatus.Canceled;
f.StatusMsg = pOrder.StatusMsg;
if (!string.IsNullOrEmpty(pOrder.CancelTime))
{
f.TradeTime = pOrder.CancelTime;
}
else if (IsLogin)//成撤时间:此处为撤单时间
{
f.TradeTime = DateTime.Now.ToString("HH:mm:ss");
}
if (IsLogin)
{
//委托被拒绝的撤单按错误处理
if (pOrder.StatusMsg.IndexOf(@"被拒绝") >= 0)
{
_OnRtnErrOrder?.Invoke(this, new ErrOrderArgs {
ErrorID = -1, ErrorMsg = pOrder.StatusMsg, Value = f
});
}
else
{
_OnRtnCancel?.Invoke(this, new OrderArgs {
Value = f,
});
}
}
//撤单次数等规则由业务层处理
//_dicCancelTimes.AddOrUpdate(f.InstrumentID, 1, (k, v) => v + 1);
//if (_dicCancelTimes[f.InstrumentID] >= 450 && _dicCancelTimes[f.InstrumentID] % 10 == 0)
//{
// if (IsLogin && _caller._OnRtnErrCancel != null)
// _caller._OnRtnErrOrder(_caller, new ErrOrderArgs
// {
// ErrorID = -1,
// ErrorMsg = string.Format("撤单次数将要达到上限500次[{0}]", _dicCancelTimes[f.InstrumentID]),
// Value = f,
// });
//}
}
}
//委托到交易所
if (!string.IsNullOrEmpty(pOrder.OrderSysID))
{
DicOrderField[id].SysID = pOrder.OrderSysID;
if (_dicSysidSfrId.TryAdd(pOrder.OrderSysID, id))
{
List <CThostFtdcTradeField> list;
//成交先至,则在此处再调成交
if (_sysidTrade.TryGetValue(pOrder.OrderSysID, out list))
{
foreach (CThostFtdcTradeField t1 in list)
{
var t = t1;
//再调用rtntrade: 成交响应在rtntrade中完成
CTPOnRtnTrade(ref t);
}
list.Clear();
}
}
}
}
/// <summary>
/// 构造函数
/// </summary>
public OrderField(CThostFtdcOrderField of)
{
OrderFieldInstance = of;
}
