/// <summary>
/// 成交回报
/// </summary>
/// <param name="pTrade"></param>
public void HandleOnRtnTrade(ThostFtdcTradeField pTrade)
{
var trade = new TradeData();
///成交推送
this.Gateway.MainController.MainEvent._OnTrade.Invoke(trade);
}
public static string ToString2(this ThostFtdcTradeField field)
{
return(string.Format("OrderRef:{0},{1}, {2} {3} {4} {5}",
field.OrderRef,
field.UserID,
field.Direction,
field.Volume,
field.InstrumentID,
field.Price
));
}
public override void OnRtnTrade(ThostFtdcTradeField pTrade)
{
var trade = new Trade
{
InstrumentID = pTrade.InstrumentID,
UserID = pTrade.UserID,
Direction = (DirectionType)pTrade.Direction,
OffsetFlag = (OffsetFlag)pTrade.OffsetFlag,
Price = pTrade.Price,
Volume = pTrade.Volume,
TradeTime = DateTimeHelper.GenerateTime(pTrade.TradeDate, pTrade.TradeTime),
};
TradeRecordViewModel.Instance.AddTrade(trade);
}
///成交通知
private void OnRtnTrade(ThostFtdcTradeField pTrade)
{
__DEBUGPF__();
// 更新成交回报信息
CustomTrade customTrade = new CustomTrade();
customTrade.tradeRef = pTrade.ExchangeID + "_" + pTrade.OrderSysID; // 成交回报的唯一编号
customTrade.InstrumentID = pTrade.InstrumentID;
customTrade.Direction = (pTrade.Direction == EnumDirectionType.Buy) ? BS_CODE.Buy : BS_CODE.Sell;
customTrade.OffsetFlag = (pTrade.OffsetFlag == EnumOffsetFlagType.Open) ? OC_CODE.Open : OC_CODE.Close;
customTrade.TradePrice = pTrade.Price;
customTrade.TradeVol = pTrade.Volume;
customTrade.TradeTime = pTrade.TradeTime;
// 处理成交回报
if (HandleRtnTradeDel != null)
{
//HandleRtnTradeDel.BeginInvoke(customTrade, null, null);
HandleRtnTradeDel(customTrade);
}
}
///成交通知
private void OnRtnTrade(ThostFtdcTradeField pTrade)
{
__DEBUGPF__();
// 更新成交回报信息
CustomTrade customTrade = new CustomTrade();
customTrade.tradeRef = pTrade.ExchangeID + "_" + pTrade.OrderSysID; // 成交回报的唯一编号
customTrade.InstrumentID = pTrade.InstrumentID;
customTrade.Direction = pTrade.Direction;
customTrade.OffsetFlag = pTrade.OffsetFlag;
customTrade.TradePrice = pTrade.Price;
customTrade.TradeVol = pTrade.Volume;
customTrade.TradeTime = pTrade.TradeTime;
// 处理成交回报
if (HandleRtnTradeDel != null)
{
//HandleRtnTradeDel.BeginInvoke(customTrade, null, null);
HandleRtnTradeDel(customTrade);
}
}
///成交通知
void OnRtnTrade(ThostFtdcTradeField pTrade)
{
__DEBUGPF__();
}
private void TraderAdapter_OnRspQryTrade(ThostFtdcTradeField pTrade, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
}
///成交通知
public void OnRtnTrade(ThostFtdcTradeField pTrade)
{
cMainForm.SetTDOnRtnTrade((object)pTrade);
}
///请求查询成交响应
public void OnRspQryTrade(ThostFtdcTradeField pTrade, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (!IsErrorRspInfo(pRspInfo))
{
}
}
/// <summary>
/// 成交通知
/// </summary>
/// <param name="pTrade"></param>
void OnRtnTrade(ThostFtdcTradeField pTrade)
{
DebugPrintFunc(new StackTrace());
}
private void TraderAdapter_OnRtnTrade(ThostFtdcTradeField pTrade)
{
}
///成交通知
void OnRtnTrade(ThostFtdcTradeField pTrade)
{
DebugPrintFunc(new StackTrace());
}
private string GetOrderKey(ThostFtdcTradeField pTrade)
{
return(string.Format("{0}:{1}", pTrade.ExchangeID, pTrade.OrderSysID));
}
/// <summary>
/// 判断成交单是否是我的报单
/// </summary>
/// <param name="pOrder"></param>
/// <param name="pTrade"></param>
/// <returns></returns>
private bool IsMyTrade(ThostFtdcOrderField pOrder, ThostFtdcTradeField pTrade)
{
return (pTrade != null && pOrder != null && (pTrade.OrderRef == pOrder.OrderRef) &&
(pTrade.BrokerID == pOrder.BrokerID) && (pTrade.BrokerOrderSeq == pOrder.BrokerOrderSeq) &&
(pTrade.ExchangeID == pOrder.ExchangeID) && (pTrade.TraderID == pOrder.TraderID) &&
(pTrade.OrderLocalID == pOrder.OrderLocalID) && (pTrade.OrderSysID == pOrder.OrderSysID));
}
/// <summary>
/// 成交回报
/// </summary>
/// <param name="pTrade"></param>
public void OnRtnTrade(ThostFtdcTradeField pTrade)
{
//if (IsMyTrade(CurrentOrder, pTrade))
//{
// if (OrderQuoteIndexMap.ContainsKey(pTrade.OrderSysID))
// {
// pTrade.OrderSysID = OrderQuoteIndexMap[pTrade.OrderSysID];
// this.OnQuoteTraded(this, new RtnTradeEventArgs(pTrade));
// }
// else
// {
// this.OnArbitrageTraded(this, new RtnTradeEventArgs(pTrade));
// }
//}
if (OrderSysID2QuoteRefMap.ContainsKey(pTrade.OrderSysID))
{
pTrade.OrderSysID = OrderSysID2QuoteRefMap[pTrade.OrderSysID];
this.OnQuoteTraded(this, new RtnTradeEventArgs(pTrade));
}
else
{
this.OnArbitrageTraded(this, new RtnTradeEventArgs(pTrade));
}
}
/// <summary>
/// 报价被成交
/// </summary>
/// <param name="order"></param>
public void OnQuoteTraded(ThostFtdcTradeField trade)
{
if (this.QuoteTraded != null)
{
this.QuoteTraded(this, new RtnTradeEventArgs(trade));
}
}
/// <summary>
/// 套利被成交
/// </summary>
/// <param name="order"></param>
public void OnArbitrageTraded(ThostFtdcTradeField order)
{
if (this.ArbitrageTraded != null)
{
this.ArbitrageTraded(this, new RtnTradeEventArgs(order));
}
}
public override void OnRtnTrade(ThostFtdcTradeField pTrade)
{
throw new NotImplementedException();
}
/// <summary>
/// 构造一个新实例
/// </summary>
/// <param name="MarketData">报单信息</param>
public RtnTradeEventArgs(ThostFtdcTradeField tradeField)
{
this.tradeField = tradeField;
}
/// <summary>
/// 构造一个新实例
/// </summary>
/// <param name="MarketData">报单信息</param>
/// <param name="Tag">关联数据</param>
public RtnTradeEventArgs(ThostFtdcTradeField tradeField, object Tag)
{
this.tradeField = tradeField;
this.tag = Tag;
}
/// <summary>
/// 交易查询应答
/// </summary>
/// <param name="pTrade"></param>
/// <param name="pRspInfo"></param>
/// <param name="nRequestID"></param>
/// <param name="bIsLast"></param>
void OnRspQryTrade(ThostFtdcTradeField pTrade, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
DebugPrintFunc(new StackTrace());
if (bIsLast && !IsErrorRspInfo(pRspInfo))
{
//请求查询投资者
ReqQryInvestor();
}
}
public override void OnRtnTrade(ThostFtdcTradeField pTrade)
{
var trade = new Trade
{
InstrumentID = pTrade.InstrumentID,
UserID = pTrade.UserID,
Direction = (DirectionType)pTrade.Direction,
OffsetFlag = (OffsetFlag)pTrade.OffsetFlag,
Price = pTrade.Price,
Volume = pTrade.Volume,
TradeTime = DateTimeHelper.GenerateTime(pTrade.TradeDate, pTrade.TradeTime),
};
TradeRecordViewModel.Instance.AddTrade(trade);
}
public override void OnRtnTrade(ThostFtdcTradeField pTrade)
{
throw new NotImplementedException();
}
