/// <summary> /// 登陆成功回掉函数 /// </summary> /// <param name="pRspUserLogin">用户登录信息结构</param> /// <param name="pRspInfo">返回用户响应信息</param> /// <param name="nRequestID">返回用户登录请求的ID,该ID 由用户在登录时指定。</param> /// <param name="bIsLast">指示该次返回是否为针对nRequestID的最后一次返回。</param> public static void _client_RspUserLogin(CTP_CLI.CThostFtdcRspUserLoginField_M pRspUserLogin, CTP_CLI.CThostFtdcRspInfoField_M pRspInfo, int nRequestID, bool bIsLast) { if (pRspInfo.ErrorID == 0 && bIsLast == true) { status = FutureTradeThreadStatus.LOGIN; } //throw new NotImplementedException(); }
/// <summary> /// 连接成功 /// </summary> static void _client_FrontConnected() { status = FutureTradeThreadStatus.CONNECTED; }
static void _client_FrontConnected() { //throw new NotImplementedException(); status = FutureTradeThreadStatus.CONNECTED; }
/// <summary> /// 期货交易工作线程 /// </summary> /// <param name="para"></param> public void FutureTradeSubThreadProc(object para) { string ErrorMsg = string.Empty; //令该线程为前台线程 Thread.CurrentThread.IsBackground = true; DateTime lastmessagetime = DateTime.Now; TradeParaPackage _tpp = (TradeParaPackage)para; //当前线程编号 int _threadNo = _tpp._threadNo; sublog.LogEvent("线程 :" + _threadNo.ToString() + " 开始执行"); //用作发送心跳包的时间标记 DateTime _markedTime = DateTime.Now; //控制期货交易线程执行 bool _threadRunControl = true; //获取未成交期货委托 List <ER_TAOLI_TABLE> ERs = DBAccessLayer.GetInCompletedERRecord("F"); if (ERs != null) { foreach (ER_TAOLI_TABLE ER in ERs) { decimal price = (ER.ER_VOLUME_TOTAL_ORIGINAL == 0 ? 0 : Convert.ToDecimal(ER.ER_FROZEN_MONEY / ER.ER_VOLUME_TOTAL_ORIGINAL)); string code = ER.ER_CODE; TradeRecord.GetInstance().SubscribeIncompleteOrder("F", ER.ER_CODE, ER.ER_ID, ER.ER_DIRECTION.ToString(), Convert.ToInt16(ER.ER_VOLUME_TOTAL_ORIGINAL), price, Convert.ToInt16(ER.ER_ORDER_REF), Convert.ToInt16("0"), Convert.ToInt16(ER.ER_OFFSETFLAG.Trim()), ER.ER_USER); } } while (_threadRunControl) { //初始化完成前,不接收实际交易 queue_future_excuteThread.SetThreadBusy(_threadNo); _client.Connect(); //状态 DISCONNECTED -> CONNECTED while (status != FutureTradeThreadStatus.CONNECTED) { Thread.Sleep(10); } _client.ReqUserLogin(); //状态 CONNECTED -> LOGIN while (status != FutureTradeThreadStatus.LOGIN) { Thread.Sleep(10); } if (ERs != null) { foreach (ER_TAOLI_TABLE ER in ERs) { _client.QryOrder(ER.ER_ORDER_EXCHANGE_ID, "", "", "", ER.ER_ID.PadLeft(12)); } } while (true) { Thread.Sleep(10); if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10) { sublog.LogEvent("线程 :" + _threadNo.ToString() + "心跳停止 , 最后心跳 : " + GlobalHeartBeat.GetGlobalTime().ToString()); _threadRunControl = false; break; } if (lastmessagetime.Second != DateTime.Now.Second) { KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_FUTURE_TRADE_WORKER", (object)_threadNo); queue_system_status.GetQueue().Enqueue((object)message1); } if (queue_future_excuteThread.GetQueue(_threadNo).Count < 2) { queue_future_excuteThread.SetThreadFree(_threadNo); status = FutureTradeThreadStatus.FREE; } else { status = FutureTradeThreadStatus.BUSY; } if (queue_future_excuteThread.GetQueue(_threadNo).Count > 0) { List <TradeOrderStruct> trades = (List <TradeOrderStruct>)queue_future_excuteThread.FutureExcuteQueue[_threadNo].Dequeue(); if (trades == null) { continue; } if (trades.Count > 0) { sublog.LogEvent("线程 :" + _threadNo.ToString() + " 执行交易数量 : " + trades.Count); } if (trades.Count == 0) { continue; } foreach (TradeOrderStruct order in trades) { CTP_CLI.CThostFtdcInputOrderField_M args = new CThostFtdcInputOrderField_M(); //填写委托参数 args.BrokerID = CommConfig.BROKER; args.InvestorID = CommConfig.INVESTOR; args.InstrumentID = order.cSecurityCode; args.Direction = Convert.ToByte(order.cTradeDirection); args.CombOffsetFlag_0 = Convert.ToByte(order.cOffsetFlag); args.VolumeTotalOriginal = Convert.ToInt16(order.nSecurityAmount); args.LimitPrice = Convert.ToDouble(order.dOrderPrice); args.OrderRef = order.OrderRef.ToString(); args.OrderPriceType = Convert.ToByte("50"); args.CombHedgeFlag_0 = Convert.ToByte('1'); args.MinVolume = 1; args.ContingentCondition = Convert.ToByte('1'); args.TimeCondition = Convert.ToByte('3'); args.VolumeCondition = Convert.ToByte('1'); args.UserID = order.cUser; args.ForceCloseReason = Convert.ToByte('0'); args.IsAutoSuspend = 0; args.UserForceClose = 0; //提交报单委托 //步骤完成后线程任务结束 //返回工作交由回调函数处理 _client.OrderInsert(args); //创建记录 RecordItem item = new RecordItem(); item.AveragePrice = 0; item.Code = order.cSecurityCode; item.CombOffsetFlag = Convert.ToInt16(order.cOffsetFlag); item.OrderRef = order.OrderRef; item.OrderStatus = 0; item.OrderSysID = "0"; item.Orientation = order.cTradeDirection; item.Price = Convert.ToDecimal(order.dOrderPrice); item.Status = TradeDealStatus.ORDERING; item.StrategyId = order.belongStrategy; item.Type = "1"; item.VolumeTotalOriginal = item.VolumeTotal = Convert.ToInt32(order.nSecurityAmount); item.VolumeTraded = 0; item.User = order.cUser; TradeRecord.GetInstance().CreateOrder(order.OrderRef, item); } } } } }
static void _client_FrontDisconnected(int nReason) { //throw new NotImplementedException(); status = FutureTradeThreadStatus.DISCONNECTED; }
static void _client_RspUserLogin(CTP_CLI.CThostFtdcRspUserLoginField_M pRspUserLogin, CTP_CLI.CThostFtdcRspInfoField_M pRspInfo, int nRequestID, bool bIsLast) { //throw new NotImplementedException(); status = FutureTradeThreadStatus.LOGIN; }
/// <summary> /// 登陆成功回掉函数 /// </summary> /// <param name="pRspUserLogin">用户登录信息结构</param> /// <param name="pRspInfo">返回用户响应信息</param> /// <param name="nRequestID">返回用户登录请求的ID,该ID 由用户在登录时指定。</param> /// <param name="bIsLast">指示该次返回是否为针对nRequestID的最后一次返回。</param> static void _client_RspUserLogin(CTP_CLI.CThostFtdcRspUserLoginField_M pRspUserLogin, CTP_CLI.CThostFtdcRspInfoField_M pRspInfo, int nRequestID, bool bIsLast) { if (pRspInfo.ErrorID == 0 && bIsLast == true) { status = FutureTradeThreadStatus.LOGIN; } //throw new NotImplementedException(); }
/// <summary> /// 连接成功 /// </summary> static void _client_FrontConnected() { status = FutureTradeThreadStatus.CONNECTED; }
/// <summary> /// 期货交易工作线程 /// </summary> /// <param name="para"></param> public void FutureTradeSubThreadProc(object para) { string ErrorMsg = string.Empty; //令该线程为前台线程 Thread.CurrentThread.IsBackground = true; DateTime lastmessagetime = DateTime.Now; TradeParaPackage _tpp = (TradeParaPackage)para; //当前线程编号 int _threadNo = _tpp._threadNo; if(_threadNo == 0) { //默认0号期货交易线程即测试线程 BROKER = TEST_BROKER; INVESTOR = TEST_INVESTOR; ADDRESS = TEST_ADDRESS; PASSWORD = TEST_PASSWORD; } sublog.LogEvent("线程 :" + _threadNo.ToString() + " 开始执行"); //用作发送心跳包的时间标记 DateTime _markedTime = DateTime.Now; //控制期货交易线程执行 bool _threadRunControl = true; while (_threadRunControl) { //初始化完成前,不接收实际交易 queue_future_excuteThread.SetThreadBusy(_threadNo); _client.Connect(); //状态 DISCONNECTED -> CONNECTED while (status != FutureTradeThreadStatus.CONNECTED) { Thread.Sleep(10); } _client.ReqUserLogin(); //状态 CONNECTED -> LOGIN while (status != FutureTradeThreadStatus.LOGIN) { Thread.Sleep(10); } while (true) { Thread.Sleep(10); if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10) { sublog.LogEvent("线程 :" + _threadNo.ToString() + "心跳停止 , 最后心跳 : " + GlobalHeartBeat.GetGlobalTime().ToString()); _threadRunControl = false; break; } if (lastmessagetime.Second != DateTime.Now.Second) { KeyValuePair<string, object> message1 = new KeyValuePair<string, object>("THREAD_FUTURE_TRADE_WORKER", (object)_threadNo); queue_system_status.GetQueue().Enqueue((object)message1); } if (queue_future_excuteThread.GetQueue(_threadNo).Count < 2) { queue_future_excuteThread.SetThreadFree(_threadNo); status = FutureTradeThreadStatus.FREE; } else { status = FutureTradeThreadStatus.BUSY; } if (queue_future_excuteThread.GetQueue(_threadNo).Count > 0) { List<TradeOrderStruct> trades = (List<TradeOrderStruct>)queue_future_excuteThread.FutureExcuteQueue[_threadNo].Dequeue(); if (trades == null) continue; if (trades.Count > 0) { sublog.LogEvent("线程 :" + _threadNo.ToString() + " 执行交易数量 : " + trades.Count); } if (trades.Count == 0) { continue; } foreach (TradeOrderStruct order in trades) { CTP_CLI.CThostFtdcInputOrderField_M args = new CThostFtdcInputOrderField_M(); //填写委托参数 args.BrokerID = BROKER; args.InvestorID = INVESTOR; args.InstrumentID = order.cSecurityCode; args.Direction = Convert.ToByte(order.cTradeDirection); args.CombOffsetFlag_0 = Convert.ToByte(order.cOffsetFlag); args.VolumeTotalOriginal = Convert.ToInt16(order.nSecurityAmount); args.LimitPrice = Convert.ToDouble(order.dOrderPrice); args.OrderRef = order.OrderRef.ToString(); args.OrderPriceType =Convert.ToByte(order.cOrderPriceType); args.CombHedgeFlag_0 = Convert.ToByte('1'); args.MinVolume = 1; args.ContingentCondition = Convert.ToByte('1'); args.TimeCondition = Convert.ToByte('3'); args.VolumeCondition = Convert.ToByte('1'); args.ForceCloseReason = Convert.ToByte('0'); args.IsAutoSuspend = 0; args.UserForceClose = 0; //提交报单委托 //步骤完成后线程任务结束 //返回工作交由回调函数处理 _client.OrderInsert(args); //创建记录 RecordItem item = new RecordItem(); item.AveragePrice = 0; item.Code = order.cSecurityCode; item.CombOffsetFlag = Convert.ToInt16(order.cOffsetFlag); item.OrderRef = order.OrderRef; item.OrderStatus = 0; item.OrderSysID = "0"; item.Orientation = order.cTradeDirection; item.Price = Convert.ToDecimal(order.dOrderPrice); item.Status = TradeDealStatus.ORDERING; item.StrategyId = order.belongStrategy; item.Type = "1"; item.VolumeTotalOriginal = item.VolumeTotal = Convert.ToInt32(order.nSecurityAmount); item.VolumeTraded = 0; TradeRecord.GetInstance().CreateOrder(order.OrderRef, item); } } } } }