public static TradeField GetTrade(CtpTrade data)
{
if (data == null)
{
return(null);
}
var trade = new TradeField();
trade.ID = data.OrderRef;
trade.ClientID = data.OrderSysID;
trade.InstrumentID = data.InstrumentID;
trade.ExchangeID = data.ExchangeID;
trade.AccountID = data.InvestorID;
trade.TradeID = data.TradeID;
trade.Side = GetOrderSide(data.Direction);
trade.Qty = data.Volume;
trade.Price = data.Price;
trade.OpenClose = GetOpenClose(data.OffsetFlag);
trade.HedgeFlag = GetHedgeFlag(data.HedgeFlag);
trade.Commission = 0;//TODO收续费以后要计算出来
trade.Time = GetTime(data.TradeTime);
trade.Date = GetDate(data.TradeDate);
trade.ReserveChar64 = CtpClientId;
return(trade);
}
private void ProcessRtnTrade(CtpTrade data)
{
var sysId = $"{data.ExchangeID}:{data.InstrumentID}:{data.OrderSysID}";
if (_orders.TryGetBySysId(sysId, out var order))
{
var trade = CtpConvert.GetTrade(data);
trade.ID = order.ID;
_client.Spi.ProcessRtnTrade(trade);
}
}
private void ProcessRtnTrade(CtpTrade data)
{
if (_orders.TryGetBySysId(data.OrderSysID, out var order))
{
var trade = CtpConvert.GetTrade(data);
trade.ID = order.ID;
_client.Spi.ProcessRtnTrade(trade);
}
else
{
_tradePendings.Add(data);
}
}
private void ProcessRtnTrade(CtpTrade data)
{
_client.spi.ProcessLog(new LogField(LogLevel.Trace, "RtnTrade"));
if (_orders.TryGetBySysId(data.OrderSysID, out var order))
{
var trade = CtpConvert.GetTrade(data);
trade.ID = order.ID;
_client.spi.ProcessRtnTrade(trade);
}
else
{
_tradePending.Add(data);
}
}
public TestTrade()
{
_t = new CtpTrade();
}
